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Gildas Ratovomirija

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Part-Time Lecturer
Department of Actuarial Science


Teaching

master Loss Models
Related programme
Master of Science (MSc) in Actuarial Science

Publications

7 last publications ordered by: publication type  -  year

: Peer Reviewed

Articles

Dufresne François, Hashorva Enkelejd, Ratovomirija Gildas ; Toukourou Youssouf (2018). On age difference in joint lifetime modelling with life insurance annuity applications. Annals of Actuarial Science, 12, 350-371. Peer Reviewed


Hashorva E., Ratovomirija G., Tamraz M. ; Bai Y. (2018). Some mathematical aspects of price optimisation. Scandinavian Actuarial Journal, 2018, 379-403. Peer Reviewed


Hashorva E., Ratovomirija G. ; Tamraz M. (2017). On some new dependence models derived from multivariate collective models in insurance applications. Scandinavian Actuarial Journal, 2017, 730-750. Peer Reviewed


Ratovomirija G., Tamraz M. ; Vernic R. (2017). On some multivariate Sarmanov mixed Erlang reinsurance risks: Aggregation and capital allocation. Insurance: Mathematics and Economics, 74, 197-209. Peer Reviewed


Ratovomirija Gildas (2016). On mixed Erlang reinsurance risk: aggregation, capital allocation and default risk. European Actuarial Journal, 6, 149-175. Peer Reviewed


Hashorva E. , Ratovomirija G. (2015). On samanov mixed erlang risks in insurance applications. ASTIN Bulletin, 45, 175-205. Peer Reviewed


Thesis

Ratovomirija Gildas (2016). MODELLING DEPENDENT INSURANCE RISKS. Université de Lausanne, Faculté des hautes études commerciales. Hashorva Enkelejd (Dir.)



 
 
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