Search

Pages

1. • Journal article

   • 

   Nonparametric tests for positive quadrant dependence

   Denuit, Michel[UCL] Scaillet, Olivier[UCL] (2004) Journal of Financial Econometrics — Vol. 2, no. 3, p. 422-450 (2004)
2. • Journal article

   • 

   Nonlife ratemaking with Bayesian GAM's

   Denuit, Michel[UCL] Lang, S. (2004) Insurance: Mathematics and Economics — Vol. 35, p. 627-647 (2004)
3. • Journal article

   • 

   Dependence in dynamic claim frequency credibility models

   Purcaru Oana, Gabriela Denuit, Michel[UCL] (2003) ASTIN Bulletin — Vol. 1, p. 23-40 (2003)
4. • Journal article

   • 

   Bonus-malus systems with varying deductibles

   Pitrebois, Sandra Walhin, Jean-François Denuit, Michel[UCL] (2005) Astin Bulletin : the journal of the International Actuarial Association — Vol. 35, no. 1, p. 261-274 (2005)
5. • 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)
6. • Journal article

   • 

   Bayesian Poisson log-bilinear mortality projections

   Czado, C. Denuit, Michel[UCL] Delwarde, Antoine (2005) Insurance: Mathematics and Economics — no. 36, p. 260-284 (2005)
7. • Journal article

   • 

   Comparison of dependence in factor models with application to credit risk portfolios

   Denuit, Michel[UCL] Frostig, E. (2007) Probability in the Engineering and Informational Sciences — Vol. 22, p. 151-160 (2007)
8. • Journal article

   • 

   Bonus-malus scales in segmented tariffs with stochastic migration between segments

   Brouhns, Natacha Pinquet, Jean Denuit, Michel[UCL] Guillén, Montserrat (2003) Journal of Risk and Insurance — Vol. 70, p. 577-599 (2003)
9. • Journal article

   • 

   Monotonicity results for portfolios with heterogeneous claims arrival processes

   Frostig, E. Denuit, Michel[UCL] (2006) Insurance: Mathematics and Economics — Vol. 38, p. 484-494 (2006)
10. • Journal article

    • 

    On the stop-loss and total variation distances between random sums

    Denuit, Michel[UCL] Van Bellegem, Sébastien (2001) Statistics and Probability Letters — Vol. 53, p. 153-165 (2001)
11. • Journal article

    • 

    Risque de longévité et rentes viagères. II. Tables de mortalité prospectives pour la population belge

    Brouhns, Natacha Denuit, Michel (2002) Belgian Actuarial Bulletin — Vol. 2, p. 49-63 (2002)
12. • 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)
13. • Journal article

    • 

    On the theory of high convexity stochastic orders

    Denuit, Michel[UCL] Shaked, Moshe Lefèvre, C. (2000) Statistics and Probability Letters — Vol. 47, p. 287-293 (2000)
14. • Journal article

    • 

    Duration dependence models for claim counts

    Boucher, Jean-Philippe Denuit, Michel[UCL] (2007) German Actuarial Bulletin — Vol. 28, p. 29-45 (2007)
15. • Journal article

    • 

    Stochastic approximations for present value functions

    Cossette, Hélène Denuit, Michel Marceau, Etienne Dhaene, Jan[UCL] (2001) Bulletin of the Swiss Association of Actuaries — Vol. 1, p. 15-28 (2001)
16. • Journal article

    • 

    Bonus-Malus scales using exponential loss functions

    Denuit, Michel[UCL] Dhaene, Jan (2001) German Actuarial Bulletin — Vol. 25, p. 13-27 (2001)
17. • Journal article

    • 

    La mortalité, un phénomène en pleine mutation: quelle solution pour le marché des rentes ?

    Magis, Corinne Walhin, Jean-François Denuit, Michel[UCL] (2006) Bulletin Français d'Actuariat — Vol. 6, p. 43-75 (2006)
18. • Journal article

    • 

    Tarification automobile sur données de panel

    Denuit, Michel[UCL] Walhin, Jean-François Pitrebois, Sandra (2003) Bulletin of the Swiss Association of Actuaries — p. 51-81 (2003)
19. • Journal article

    • 

    Discrete s-convex extremal distributions: theory and applications

    Courtois, Cindy Van Bellegem, Sébastien Denuit, Michel[UCL] (2006) Applied Mathematics Letters — Vol. 19, p. 1367-1377 (2006)
20. • Journal article

    • 

    On the stochastic increasingness of future claims in the Bühlmann linear credibility premium

    Purcaru Oana, Gabriela Denuit, Michel (2002) German Actuarial Bulletin — Vol. 25, p. 781-793 (2002)
21. • Journal article

    • 

    On spline approximation for bivariate functions of increasing convex type

    Denuit, Michel[UCL] Mesfioui, Mahmed Lefèvre, Claude[UCL] (2003) Revue d'Analyse Numérique et de Théorie de l'Approximation — Vol. 32, p. 145-159 (2003)
22. • Journal article

    • 

    Laplace transform ordering of actuarial quantities

    Denuit, Michel[UCL] (2001) Insurance: Mathematics and Economics — Vol. 29, p. 83-102 (2001)
23. • Journal article

    • 

    Impact of dependence among multiple claims in a single loss

    Cossette, Hélène Denuit, Michel Marceau, Etienne (2000) Insurance: Mathematics and Economics — Vol. 26, p. 213-222 (2000)
24. • Journal article

    • 

    Polynomial structures in order statistics distributions

    Denuit, Michel[UCL] Picard, Ph. Lefèvre, Claude[UCL] (2003) Journal of Statistical Planning and Inference — Vol. 113, no. 1, p. 151-178 (2003)
25. • Journal article

    • 

    Bonus-malus scales in segmented tariffs : Gilde & Sundt's work revisited

    Pitrebois, Sandra Walhin, Jean-François Denuit, Michel[UCL] (2004) Australian Actuarial Journal — p. 107-125 (2004)

Pages