Professeurs et Recherche

Maissa Tamraz

Coordonnées

Chargée de cours
Département de sciences actuarielles

Enseignements

master Simulation Methods in Finance and Insurance
Formations concernées
Maîtrise universitaire ès Sciences en sciences actuarielles
Maîtrise universitaire ès Sciences en sciences actuarielles

Publications

6 dernières publications

: Revue avec comité de lecture

2018

	Hashorva E., Ratovomirija G., Tamraz M. ; Bai Y. (2018). Some mathematical aspects of price optimisation. Scandinavian Actuarial Journal, 2018, 379-403.

	Tamraz Maissa (2018). Mixture copulas and insurance applications. Annals of Actuarial Science, 12, 391-411.

	Tamraz Maissa, Hashorva Enkelejd (Dir.) (2018). Price Optimisation and Statistical Modeling of Dependent Risks. Université de Lausanne, Faculté des hautes études commerciales.

	Tamraz Maissa , Vernic Raluca (2018). ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION. ASTIN Bulletin, 48, 841-870.

2017

	Hashorva E., Ratovomirija G. ; Tamraz M. (2017). On some new dependence models derived from multivariate collective models in insurance applications. Scandinavian Actuarial Journal, 2017, 730-750.

	Ratovomirija G., Tamraz M. ; Vernic R. (2017). On some multivariate Sarmanov mixed Erlang reinsurance risks: Aggregation and capital allocation. Insurance: Mathematics and Economics, 74, 197-209.