Maissa Tamraz - ARCHIVE

Publications | Mémoires et thèses

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5 publications

2018 | 2017 |
 
Mixture copulas and insurance applications
Tamraz Maissa, 2018/09. Annals of Actuarial Science, 12 (02) pp. 391-411. Peer-reviewed.
Some mathematical aspects of price optimisation
Hashorva E., Ratovomirija G., Tamraz M., Bai Y., 2018/05/28. Scandinavian Actuarial Journal, 2018 (5) pp. 379-403. Peer-reviewed.
 
ON THE EVALUATION OF MULTIVARIATE COMPOUND DISTRIBUTIONS WITH CONTINUOUS SEVERITY DISTRIBUTIONS AND SARMANOV'S COUNTING DISTRIBUTION
Tamraz Maissa, Vernic Raluca, 2018/05. ASTIN Bulletin, 48 (02) pp. 841-870. Peer-reviewed.
On some new dependence models derived from multivariate collective models in insurance applications
Hashorva E., Ratovomirija G., Tamraz M., 2017/09/14. Scandinavian Actuarial Journal, 2017 (8) pp. 730-750. Peer-reviewed.
 
On some multivariate Sarmanov mixed Erlang reinsurance risks: Aggregation and capital allocation
Ratovomirija G., Tamraz M., Vernic R., 2017/05. Insurance: Mathematics and Economics, 74 pp. 197-209. Peer-reviewed.
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