Gildas Ratovomirija

University of Lausanne

Unil-Dorigny

Vaud

Lausanne, Vaud 1015

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

110

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

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 65 (345,774)
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

2.

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 40 (428,395)

Abstract:

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

3.

On Some Multivariate Sarmanov Mixed Erlang Reinsurance Risks: Aggregation and Capital Allocation

Number of pages: 20 Posted: 14 Nov 2016
Gildas Ratovomirija, Maissa Tamraz and Raluca Vernic
University of Lausanne, Universite de Lausanne and Ovidius University of Constanta
Downloads 5 (620,786)
Citation 1

Abstract:

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Sarmanov distribution, Mixed Erlang distribution, Capital allocation, Risk aggregation, Stop-loss reinsurance, Dependency