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Displaying 13 results.
    • Journal article
    Smoothed NPML estimation of the risk distribution underlying Bonus-Malus systems
    Denuit, Michel[UCL] Lambert, Philippe[UCL] (2001) Proceedings of the Casualty Actuarial Society — Vol. 88, no. 198/169, p. 142-174 (2001)
    • Journal article
    Constraints on concordance measures in bivariate discrete data
    Denuit, Michel[UCL] Lambert, Philippe[UCL] (2005) Journal of Multivariate Analysis — Vol. 93, p. 40-57 (2005)
    • Journal article
    Determination of the PML: a case study in group medical insurance
    Cebrian Ana, Carmen Lambert, Philippe Denuit, Michel[UCL] (2003) North American Actuarial Journal — (2003)
    • WorkingPaper
    Bayesian experience rating with dynamic heterogeneity
    Bolance, C. Denuit, Michel[UCL] Guillén, Montserrat Lambert, Philippe[UCL] (2004)
    • WorkingPaper
    Smoothed NPML estimation of the risk distribution underlying Bonus-Malus systems
    Denuit, Michel[UCL] Lambert, Philippe[UCL] (2000)
    • WorkingPaper
    Determination of the PML: a case study in group medical insurance
    Cebrian, Anna Carmen Denuit, Michel[UCL] Lambert, Philippe[UCL] (2001)
    • Journal article
    Generalized Pareto Fit to the Society Of Actuaries Large Claims Database
    Cebrián Ana, Carmen Denuit, Michel[UCL] Lambert, Philippe[UCL] (2003) North American Actuarial Journal — Vol. 7, no. 3, p. 18-36 (2003)
    • WorkingPaper
    Analysis of bivariate tail dependence using extreme value copulas: an application to the SOA medical large claims database
    Cebrian, Ana Carmen Denuit, Michel[UCL] Lambert, Philippe[UCL] (2003)
    • WorkingPaper
    Constraints on concordance measures in bivariate discrete data
    Denuit, Michel[UCL] Lambert, Philippe[UCL] (2002)
    • WorkingPaper
    Copula-type representation for random couples with Bernoulli margins
    Denuit, Michel[UCL] Lambert, Philippe[UCL] Tajar, Abdelouahid (2001)
    • Journal article
    Greatest accuracy credibility with dynamic heterogeneity: the Harvey-Fernandes model
    Bolancé, Catalina Denuit, Michel[UCL] Lambert, Philippe Guillén, Montserrat (2007) Belgian Actuarial Bulletin — Vol. 7, no. 1, p. 14-18 (2007)
    • Journal article
    Analysis of bivariate tail dependence using extreme value copulas: an application to the SOA medical large claims database
    Cebrian Ana, Carmen Denuit, Michel[UCL] Lambert, Philippe[UCL] (2003) Belgian Actuarial Bulletin — Vol. 3, p. 33-41 (2003)
    • Speech
    Extreme value theory with application to a case study in group medical insurance
    Cebrian Ana, Carmen Denuit, Michel Lambert, Philippe (2001) International Conference On Extremes in Theory and Practice — Leuven