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Displaying 10 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
    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)
    • 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)
    • Journal article
    Bonus-Malus scales using exponential loss functions
    Denuit, Michel[UCL] Dhaene, Jan (2001) German Actuarial Bulletin — Vol. 25, p. 13-27 (2001)
    • Journal article
    Laplace transform ordering of actuarial quantities
    Denuit, Michel[UCL] (2001) Insurance: Mathematics and Economics — Vol. 29, p. 83-102 (2001)
    • Journal article
    Exponential bonus-malus systems integrating a priori risk classification
    Bermudez, Lluis Denuit, Michel Dhaene, Jan (2001) Journal of Actuarial Practice — Vol. 9, p. 84-112 (2001)
    • Book
    Modern Actuarial Risk Theory
    Kaas, R. Denuit, Michel Dhaene, Jan Goovaerts M., J. (2001)
    • Journal article
    Measuring the impact of a dependence among insured lifelengths
    Denuit, Michel[UCL] Teghem, Stéphanie Le Bailly de Tilleghem, Céline Dhaene, Jan (2001) Belgian Actuarial Bulletin — Vol. 1, p. 18-39 (2001)
    • BookChapter
    Stochastic s-(increasing) convexity
    Denuit, Michel[UCL] Lefèvre, Claude[UCL] (2001) Generalized Convexity and Generalized Monotonicity : proceedings of the 6th International Symposium on Generalized convexity/monotonicity, Samos, September 1999 — [ISBN : 978-3-540-41806-1]
    • Journal article
    Does positive dependence between individual risks increase stop-loss premiums
    Denuit, Michel[UCL] Ribas, C. Dhaene, Jan (2001) Insurance: Mathematics and Economics — Vol. 28, p. 305-308 (2001)