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1. • Journal article

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   A new measure of mortality differentials based on precedence probability

   Cadena, Meitner Denuit, Michel[UCL] (2021) European Actuarial Journal — Vol. 11, p. 717-724 (2021)
2. • Journal article

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   Wishart‐gamma random effects models with applications to nonlife insurance

   Denuit, Michel[UCL] Lu, Yang (2021) Journal of Risk and Insurance — Vol. 88, no. 2, p. 443-481 (2021)
3. • Journal article

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   Waiting period from diagnosis for mortgage insurance issued to cancer survivors

   Soetewey, Antoine[UCL] Legrand, Catherine[UCL] Denuit, Michel[UCL] Silversmit, Geert (2021) European Actuarial Journal — Vol. 11, p. 135-160 (2021)
4. • WorkingPaper

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   Risk sharing under the dominant peer-to-peer property and casualty insurance business models

   Denuit, Michel[UCL] Robert, Christian Y. (2021)
5. • Journal article

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   From risk sharing to pure premium for a large number of heterogeneous losses

   Denuit, Michel[UCL] Robert, Christian Y. (2021) Insurance: Mathematics and Economics — Vol. 96, no. January 2021, p. 116-126 (2021)
6. • WorkingPaper

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   From risk reduction to risk elimination by conditional mean risk sharing of independent losses

   Denuit, Michel[UCL] Robert, Christian Y. (2021)
7. • Journal article

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   Home and Motor insurance joined at a household level using multivariate credibility

   Pechon, Florian[UCL] Denuit, Michel[UCL] Trufin, Julien (2021) Annals of Actuarial Science — Vol. 15, no.1, p. 82-114 (2021)
8. • Journal article

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   Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction

   Denuit, Michel[UCL] Robert, Christian Y. (2021) Journal of Multivariate Analysis — Vol. 186, p. 104803 (2021)
9. • WorkingPaper

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   Autocalibration and Tweedie-dominance for insurance pricing with machine learning

   Denuit, Michel[UCL] Charpentier, Arthur Trufin, Julien (2021)
10. • WorkingPaper

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    Boosting cost-complexity pruned trees On Tweedie responses: the ABT machine

    Trufin, Julien Denuit, Michel[UCL] (2021)
11. • Journal article

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    Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model

    Bettonville, Carole d'Oultremont, Louise Denuit, Michel[UCL] Trufin, Julien Van Oirbeek, Robin (2021) Scandinavian Actuarial Journal — Vol. 2021, no.5, p. 380-407 (2021)
12. • WorkingPaper

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    Testing for more positive expectation dependence with application to model comparison

    Denuit, Michel[UCL] Trufin, Julien Verdebout, Thomas (2021)
13. • WorkingPaper

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    A new measure of mortality differentials based on precedence probability

    Cadena, Meitner Denuit, Michel[UCL] (2021)
14. • WorkingPaper

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    Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses

    Denuit, Michel[UCL] Robert, Christian Y. (2021)
15. • WorkingPaper

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    Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link

    Hainaut, Donatien[UCL] Trufin, Julien Denuit, Michel[UCL] (2021)
16. • Journal article

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    Corrigendum and addendum to “From risk sharing to pure premium for a large number of heterogeneous losses” [Insurance: Mathematics and Economics 96 (2021) 116–126]

    Denuit, Michel[UCL] Robert, Christian Y. (2021) Insurance: Mathematics and Economics — Vol. 101, part B, p. 640-644 (2021)
17. • Journal article

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    Stop-loss protection for a large P2P insurance pool

    Denuit, Michel[UCL] Robert, Christian Y. (2021) Insurance: Mathematics and Economics — Vol. 100, p. 210-233 (2021)
18. • WorkingPaper

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    Adaptive splines for continuous features in risk assessment

    Seck, Ndeye Arame Denuit, Michel[UCL] (2021)
19. • WorkingPaper

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    Risk-sharing rules and their properties, with applications to peer-to-peer insurance

    Denuit, Michel[UCL] Dhaene, Jan Robert, Christian Y. (2021)
20. • Journal article

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    Autocalibration and Tweedie-dominance for insurance pricing with machine learning

    Denuit, Michel[UCL] Charpentier , Arthur Trufin, Julien (2021) Insurance: Mathematics and Economics — Vol. 101, part B, p. 485-497 (2021)
21. • WorkingPaper

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    Mortality credits within large survivor funds

    Denuit, Michel[UCL] Hieber, Peter[UCL] Robert, Christian Y. (2021)
22. • Journal article

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    Reply to Jiandong Ren on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”

    Denuit, Michel[UCL] (2021) North American Actuarial Journal — Vol. 25, no.4, p. 643 (2021)
23. • WorkingPaper

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    Lorenz curve, Gini coefficient, and Tweedie dominance for autocalibrated predictors

    Denuit, Michel[UCL] Trufin, Julien (2021)
24. • Journal article

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    Generalization error for Tweedie models: decomposition and error reduction with bagging

    Denuit, Michel[UCL] Trufin, Julien (2021) European Actuarial Journal — Vol. 11, p. 325-331 (2021)
25. • Journal article

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    Reply to Edward Furman, Yisub Kye, and Jianxi Su on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”

    Denuit, Michel[UCL] (2021) North American Actuarial Journal — Vol. 25, no.4, p. 637-638 (2021)

Pages