Enkelejd Hashorva

University of Lausanne, Actuarial Department

Unil Dorigny, Batiment Internef

Lausanne, 1015

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS

261

CITATIONS

3

Scholarly Papers (4)

1.

Aggregation of Randomly Weighted Large Risks

IMA Journal of Management Mathematics, 28(3), pp. 403–419. doi:10.1093/imaman/dpv020.
Number of pages: 21 Posted: 29 Jan 2012 Last Revised: 08 Feb 2018
Alexandru Vali Asimit, Enkelejd Hashorva and Dominik Kortschak
Cass Business School, City, University of London, University of Lausanne, Actuarial Department and University of Lausanne
Downloads 158 (185,001)
Citation 2

Abstract:

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Davis-Resnick tail property; Extreme value distribution; Max-domain of attraction; Mitra-Resnick model; Risk aggregation

2.

Some Mathematical Aspects of Price Optimisation

Number of pages: 24 Posted: 16 May 2016 Last Revised: 22 Jul 2017
Enkelejd Hashorva, Gildas Ratovomirija, Maissa Tamraz and Yizhou Bai
University of Lausanne, Actuarial Department, University of Lausanne, Universite de Lausanne and University of Lausanne
Downloads 64 (341,285)
Citation 1

Abstract:

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Market Tariff; Optimal Tariff; Optimal Price; Price Elasticity; Non-Life Insurance; Non-Convex Opti- Misation; Quadratic Programming; Sequential Quadratic Programming; Mixed Discrete Non-Linear Programming; Constraints; Renewal Busines

3.

Insurance Applications of Some New Dependence Models Derived from Multivariate Collective Models

Number of pages: 21 Posted: 08 Mar 2016 Last Revised: 23 Jun 2017
Enkelejd Hashorva, Gildas Ratovomirija and Maissa Tamraz
University of Lausanne, Actuarial Department, University of Lausanne and Universite de Lausanne
Downloads 39 (423,280)

Abstract:

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Largest claims; copula; loss and ALAE; max-stable distribution; estimation; parametric family.

4.

Dependence Modeling in Multivariate Claims Run-Off Triangles

Annals of Actuarial Science, Forthcoming
Posted: 22 Dec 2011 Last Revised: 05 Jul 2012
Michael Merz, Mario V. Wuthrich and Enkelejd Hashorva
University of Hamburg, RiskLab, ETH Zurich and University of Lausanne, Actuarial Department

Abstract:

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general insurance, non-life insurance, claims reserving, aggregation of run-off portfolios, claims inflation, outstanding loss liabilities