Maissa Tamraz
Coordonnées
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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. | |
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. ![]() | |