Vernic, Raluca; Bolancé, Catalina; Alemany, Ramon Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims. (English) Zbl 1484.91410 Insur. Math. Econ. 102, 111-125 (2022). MSC: 91G05 62P05 PDFBibTeX XMLCite \textit{R. Vernic} et al., Insur. Math. Econ. 102, 111--125 (2022; Zbl 1484.91410) Full Text: DOI
Vernic, Raluca On a class of bivariate mixed Sarmanov distributions. (English) Zbl 1521.62079 Aust. N. Z. J. Stat. 62, No. 2, 186-211 (2020). MSC: 62H10 60E05 62H20 PDFBibTeX XMLCite \textit{R. Vernic}, Aust. N. Z. J. Stat. 62, No. 2, 186--211 (2020; Zbl 1521.62079) Full Text: DOI
Bolancé, Catalina; Vernic, Raluca Multivariate count data generalized linear models: three approaches based on the Sarmanov distribution. (English) Zbl 1415.62077 Insur. Math. Econ. 85, 89-103 (2019). MSC: 62P05 62J12 62H05 62H12 91B30 PDFBibTeX XMLCite \textit{C. Bolancé} and \textit{R. Vernic}, Insur. Math. Econ. 85, 89--103 (2019; Zbl 1415.62077) Full Text: DOI Link
Vernic, Raluca On the evaluation of some multivariate compound distributions with Sarmanov’s counting distribution. (English) Zbl 1401.62216 Insur. Math. Econ. 79, 184-193 (2018). MSC: 62P05 62H05 91B30 PDFBibTeX XMLCite \textit{R. Vernic}, Insur. Math. Econ. 79, 184--193 (2018; Zbl 1401.62216) Full Text: DOI
Ratovomirija, Gildas; Tamraz, Maissa; Vernic, Raluca On some multivariate Sarmanov mixed Erlang reinsurance risks: aggregation and capital allocation. (English) Zbl 1394.62145 Insur. Math. Econ. 74, 197-209 (2017). MSC: 62P05 62H05 60E05 91B30 PDFBibTeX XMLCite \textit{G. Ratovomirija} et al., Insur. Math. Econ. 74, 197--209 (2017; Zbl 1394.62145) Full Text: DOI arXiv
Vernic, Raluca Capital allocation for Sarmanov’s class of distributions. (English) Zbl 1358.60034 Methodol. Comput. Appl. Probab. 19, No. 1, 311-330 (2017). MSC: 60E05 62P05 91B30 PDFBibTeX XMLCite \textit{R. Vernic}, Methodol. Comput. Appl. Probab. 19, No. 1, 311--330 (2017; Zbl 1358.60034) Full Text: DOI
Vernic, Raluca On the distribution of a sum of Sarmanov distributed random variables. (English) Zbl 1336.60024 J. Theor. Probab. 29, No. 1, 118-142 (2016). MSC: 60E05 62E15 60-08 91B30 PDFBibTeX XMLCite \textit{R. Vernic}, J. Theor. Probab. 29, No. 1, 118--142 (2016; Zbl 1336.60024) Full Text: DOI
Pelican, Elena; Vernic, Raluca Maximum-likelihood estimation for the multivariate Sarmanov distribution: simulation study. (English) Zbl 1291.62080 Int. J. Comput. Math. 90, No. 9, 1958-1970 (2013). MSC: 62G05 62H12 65C10 PDFBibTeX XMLCite \textit{E. Pelican} and \textit{R. Vernic}, Int. J. Comput. Math. 90, No. 9, 1958--1970 (2013; Zbl 1291.62080) Full Text: DOI