Roxana Ciumara

Decision Sciences · Social Sciences

3h-index32citations10works0.02yr avg

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Research Topics

Probability and Risk Models(5), Monetary Policy and Economic Impact(2), Economic Growth and Productivity(2), Statistical Distribution Estimation and Applications(2), Risk and Portfolio Optimization(2)

Publications10 total

L-MOMENTS EVALUATION FOR IDENTICALLY AND NONIDENTICALLY WEIBULL DISTRIBUTED RANDOM VARIABLES
2014· 3 cited
Restricted optimal retention in stop-loss reinsurance under VaR risk measure
International Conference on Mathematical methods, Computational techniques and Intelligent systems·2010· 2 cited
On Insurer Portfolio Optimization. An Underwriting Risk Model
Romanian Journal of Economic Forecasting·2008· 4 cited
Convergence rate results for some empirical Bayes estimators
2007
On Composite Models: Weibull-Pareto and Lognormal-Pareto. - A comparative study -
Romanian Journal of Economic Forecasting·2006· 23 cited
BAYESIAN PREMIUM AND ASYMPTOTIC APPROXIMATION FOR A CLASS OF LOSS FUNCTIONS
2005
Analize si prognoze anuale si pe termen mediu pe baza modelului "Dobrescu" - Sinteza
RePEc: Research Papers in Economics·2003
Annual And Medium-Term Analyses And Forecasts Based On „Dobrescu” Macromodel Of The Romanian Economy
Romanian Journal of Economic Forecasting·2003

Frequent Co-authors

Vasile Preda(4), Cornelia Scutaru(2), Marioara Iordan(2), Stelian Stancu(2), Petre Fomin(2), Silvia Dedu(1), Marin Dumitru(1), Marin Dinu(1), Antoan Bătătorescu(1), Miruna Beldiman(1), Iulian Antonescu(1)