Maissa Tamraz

Universite de Lausanne

PhD

Quartier Chambronne

Lausanne, 1015

Switzerland

Nankai University

94 Weijin Road

Tianjin, 300071

China

SCHOLARLY PAPERS

4

DOWNLOADS

119

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Some Mathematical Aspects of Price Optimisation

Number of pages: 24 Posted: 16 May 2016 Last Revised: 22 Jul 2017
University of Lausanne, Actuarial Department, University of Lausanne, Universite de Lausanne and University of Lausanne
Downloads 64 (345,095)
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
University of Lausanne, Actuarial Department, University of Lausanne and Universite de Lausanne
Downloads 39 (428,245)

Abstract:

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

3.

Price Optimisation for New Business

Number of pages: 16 Posted: 22 Nov 2017
Maissa Tamraz and Yaming Yang
Universite de Lausanne and Independent
Downloads 12 (569,694)

Abstract:

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market tariff, optimal tariff, optimal price, price elasticity, non-life insurance, competitors, non-convex optimisation, genetic algorithm, sequential quadratic programming, constraints, new business

4.

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 4 (621,823)
Citation 1

Abstract:

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