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Maissa Tamraz
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Publications
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|
Phd and Masters theses
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5 publications
2018
|
2017
|
2018
Mixture copulas and insurance applications
Tamraz Maissa
,
2018/09
.
Annals of Actuarial Science
,
12
(
02
) pp.
391-411
. Peer-reviewed
.
[
DOI
][
serval:BIB_6B4CBC85BB0B
]
ici le détail
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
.
[
URN
][
DOI
][
serval:BIB_454B43A43A12
]
ici le détail
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
.
[
DOI
][
WoS
][
serval:BIB_830EEDB3E432
]
ici le détail
2017
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
.
[
URN
][
DOI
][
WoS
][
serval:BIB_1992185C07A9
]
ici le détail
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
.
[
DOI
][
WoS
][
serval:BIB_BB90D7455135
]
ici le détail
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