Professeurs et Recherche

Maissa Tamraz

Chargée de cours
Département de sciences actuarielles

master Simulation Methods in Finance and Insurance
Formation concernée
Maîtrise universitaire ès Sciences en sciences actuarielles

6 dernières publications classées par: type de publication - année

: Revue avec comité de lecture

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

	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.

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