Dorina Lazar CV
CURRICULUM VITAE
DORINA LAZAR
PERSONAL INFORMATION
First name / Surname: DORINA LAZAR
Contact Address: Babes-Bolyai University of Cluj-Napoca, Faculty of Economics and Business Administration, Statistics Forecasting Mathematics Department, Teodor Mihali St.58-60, room 527, 400591 Cluj-Napoca, Romania.
Telephones: 0040-264-418652, +40-0746539728
E-mail: dorina.lazar@econ.ubbcluj.ro, drnlazar@yahoo.com
Date of birth: 6.02.1968.
EDUCATION
Period: 1996 - 2004
PhD in Cybernetics and Economic Statistics
Name and type of organisation providing education: Babes-Bolyai University of Cluj-Napoca
Period: 1994 -1998
Graduate in Economics / Finance Insurance
Babes-Bolyai University of Cluj-Napoca, Faculty of Economics
Period: 1986-1991
Graduate in Mathematics
Babes-Bolyai University of Cluj-Napoca, Faculty of Mathematics.
WORK EXPERIENCE
Period: 2007-present
Occupation or position held: Associate Professor
Main activities and responsibilities: courses and seminars in Financial Econometrics, Actuarial Statistics, Time Series and Forecasting, Descriptive statistics, Statistical methods in insurance, Quantitative Methods Applied in Economics Management and Finance. Doctoral school course: Statistical methods used in economics.
Name and address of employer: Babes-Bolyai University of Cluj-Napoca, Faculty of Economics and Business Administration
Period: 1998-2007
Occupation or position held: Lecturer
Main activities and responsibilities: courses and seminars in Statistics, Actuarial Statistics, Time Series and Forecasting, Inferential Statistics.
Name and address of employer: Babes-Bolyai University of Cluj-Napoca, Faculty of Economics and Business Administration.
Period: 1994-1998
Occupation or position held: Assistant
Main activities and responsibilities: seminars in Statistics, Econometrics
Name and address of employer: Babes-Bolyai University of Cluj-Napoca, Faculty of Economics and Business Administration.
Period: 1992-1994
Occupation or position held: Teaching assistant
Main activities and responsibilities: seminars in Statistics
Name and address of employer: Babes-Bolyai University of Cluj-Napoca, Faculty of Economics and Business Administration.
Period: 1994-2004
Occupation or position held: Consultant in statistics and actuarial science
Main activities and responsibilities: Elaboration and implementation of the statistical methodologies for insurance products.
Name and address of employer: ARDAF Insurance-Reinsurance Company.
RESEARCH PROJECTS
Member in research projects, most of them in insurance field:
P1. Mathematical and statistical models in pricing life and non-life insurance, UEFISCSU-CNCSIS PN-II-ID cod 2366, 2009-2011. Member. Director Prof. dr. Filip Diana Andrada.
P2. Applying a system consistent with European master degree in the field of economic analysis and evaluation of assets and business, POSDRU/86/1.2/S/53849, 2011-2012. Member. Director Prof. dr. Dumitru Matis.
P3. Agricultural insurance - Instrument for risk management and common agricultural policy – Reform in Romania and European integration, Cod CNCSIS 1518, 2007. Member. Director Prof. dr. Ciumas Cristina.
P4. Quantitative methods in life and property-liability insurance, Romanian Academy, No. 185/3.09.2007. Member. Director Prof. dr. Filip Diana Andrada.
P5. Social security reform in Romania for accesion to EU, Cod CNCSIS 210, 2005-2007. Member. Director Prof. dr. Nistor Ioan.
P6. Optimization of banking and insurance by electronic means, modeling, simulation, case study, Cod 325 CNCSIS (2000), Cod CNCSIS 368 (2001), Cod CNCSIS 368 (2002), 2000-2002. Member. Director Prof. dr. Nicolae Toma.
AWARDS AND MISCELLANEOUS
Babes-Bolyai award for research activities, Cluj-Napoca, 2011.
Association of Faculties of Economics from Romania (AFER) award for the best specialty books in statistics, informatics, econometrics (2nd prize), for the book “Introduction in Actuarial Statistics”, 2008.
Research activity with students/doctoral students: undergraduate and dissertation theses, scientific coordinator of papers participating at student scientific sessions; member of the doctoral committee / doctoral guidance committee.
Scientific coordinator for the research theme Risk management and actuarial research, Institute for European Economics, Babes-Bolyai University of Cluj-Napoca.
Member of the Editorial Board of the journal Studia Universitatis Babeş Bolyai Oeconomica.
Member in the Committee AWB (Actuaries Without Borders) – International Actuarial Association, in the project AWB Eastern European/Eurasia online actuarial courses, 2011-present
Member of the American Risk and Insurance Association, in 2010
Member of the Romanian Actuarial Association
Member of the Romanian Society of Probability and Statistics.
RESEARCH INTERESTS
Applied econometrics in insurance and finance
Time series econometrics
Survival analysis
Generalized linear models.
SELECTION OF THE RECENT SCIENTIFIC PUBLICATIONS
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.
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), Insurance: Mathematics and Economics (Elsevier), Journal of Population Research (Springer), ASTIN Bulletin (International Actuarial Association), Studia Universitatis Babeş Bolyai Oeconomica (UBB), Scientific Annals of the “Alexandru Ioan Cuza” University of Iasi, Economic Sciences Section.
18.07. 2012 Dorina Lazar
Adaugat: November 3, 2012, 9:44 am
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