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Prof.univ.dr.habil. Dorina LAZAR
Strada Teodor Mihali, Nr. 58-60
Campus FSEGA
400591, Cluj-Napoca, Romania
Tel: +40 264 418 652/3/4/5
Fax: +40 264 412 570
Int: -
Birou: 527
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Domenii de interes:
> Econometrie financiara
> Econometria seriilor de timp, cu aplicatii in finante, macroeconomie
> Statistica actuariala
> Modele de durata, Modelul liniar generalizat
Selected scientific publications
Ferent-Pipas, M., & Lazar, D. (2023). Flexicurity and self-perceived work–life balance in the EU27: A repeated cross-sectional multilevel analysis. Economic and Industrial Democracy, 0(0). https://doi.org/10.1177/0143831X231213024
Lazar, D., Litan, C.M. (2024). Inequality, Growth, and Structural Transformation: New Evidence from a Post-communist Economy. Comparative Economic Studies, 66, pp. 236–260.
Lazar, D. & Litan, C.M. (2022) Regional well-being in Romania: assessment after a decade of EU accession. International Journal of Social Economics, 49 (7), pag. 1009-1028.
Lazar, D., Minea, A., Purcel, AA. (2019). Pollution and economic growth: Evidence from Central and Eastern European, Energy Economics 81, pp. 1121-1131.
https://www.sciencedirect.com/science/article/pii/S0140988319301562
Lazar, D., Buiga, A., Deaconu, A. (2016). Common Stochastic Trends in European Mortality Levels: Testing and Consequences for Modeling Longevity Risk in Insurance. Romanian Journal of Economic Forecasting, 19 (2), pp. 152-168.
Deaconu, A., Lazar, D., Buiga, A., Fatacean, G. (2016). Marginal prices of improvements made to blocks of flats: empirical evidence from Romania. International Journal of Strategic Property Management, 20(2), pp. 156-171.
http://www.tandfonline.com/doi/abs/10.3846/1648715X.2015.1121415
Lazar, D., Denuit, M. (2012). Multivariate analysis of premium dynamics in P&L Insurance. Journal of Risk and Insurance 79(2): 431-448. http://onlinelibrary.wiley.com/doi/10.1111/j.1539-6975.2011.01431.x/abstract
Christiansen, M., Denuit, M., Lazar, D. (2012). The Solvency II square-root formula for systematic biometric risk. Insurance: Mathematics and Economics 50(2): 257-265. http://www.sciencedirect.com/science/article/pii/S0167668711001302
Lazar, D., Todea, A., Filip, D. (2012). Martingale difference hypothesis and financial crisis: Empirical evidence from emerging foreign exchange markets. Economic Systems. http://www.sciencedirect.com/science/article/pii/S0939362512000489?v=s5
Lazar, D. (2012). A short essay in survival analysis and its applications in insurance. Filip, D.A., Piatecki, C. (eds.) In volume Contributions on modeling life and non-life insurances, 2012, Editura Mega, Cluj-Napoca.
Todea, A., Lazar, D. (2012). Global crisis and relative efficiency: Empirical evidence from Central and Eastern European stock markets. The Review of Finance and Banking, 4(1): 45-53.
Lazar, D., Pop, F. (2012). A note on tourism demand in Romania: time series analysis and relationship with economic growth. Proceedings of the International Conference Managerial Challenge of the Contemporary Society (5th edition), June 8-9, Babeş-Bolyai University, Cluj-Napoca.
Lazar, D., Denuit, M. (2011). New evidence for underwriting cycles in US property-liability insurance. Journal of Risk Finance 13(1): 4-13. http://www.emeraldinsight.com/journals.htm?articleid=17004729
Lazar, D. (2010). Book Review: Wojtek J. Krzanowski Statistical Principles and Techniques in Scientific and Social Research. Newsletter of the European Mathematical Society 76: 62-63.
Lazar, D., Denuit, M. (2009). A multivariate time series approach to projected life tables. Applied Stochastic Models in Business and Industry 25(6): 806 – 823. http://onlinelibrary.wiley.com/doi/10.1002/asmb.781/abstract
Lazar, D., Filip, D.A., Naghy, A. (2009). Statistical tests for linear and nonlinear dependence and long-memory in Romanian stock market. Carpathian Journal of Mathematics 25(1): 92 -103. http://carpathian.ubm.ro/
Filip, D.A., Lazar, D. (2008). The premium of inflation-indexed life insurances for the Romanian life table. Transition Studies Review 15(1): 53-62. http://www.springer.com/economics/european+integration/journal/11300.
Lazar, D. (2007). A note on pricing inflation-indexed life annuities. Acta Oeconomica 57(4): 363-376.
Books
Lazar, D. (2011). Financial Econometrics (In Romanian). Casa Carții de Ştiință, Cluj-Napoca, 252 pages. ISBN 978-606-17-0082-0.
Lazar, D. (2007). Introduction in Actuarial Statistics (In Romanian). Economica, Bucharest, 327 pages. ISBN 978-973-709-288-5.
Peer review experience
Reviewer at the following journals: Journal of Forecasting (Willey), Applied Economics (Taylor&Francis), Insurance: Mathematics and Economics (Elsevier), Journal of Population Research (Springer), ASTIN Bulletin (International Actuarial Association), Comparative Economic Studies (Sage), Studia Universitatis Babeş Bolyai Oeconomica (UBB), Scientific Annals of the “Alexandru Ioan Cuza” University of Iasi, Economic Sciences Section.
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Lista publicatiilor
Lista proiectelor de cercetare
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