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1. • BookChapter

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   Pricing and Reserving in LTC Insurance

   Denuit, Michel[UCL] Lucas, Nathalie[UCL] Pitacco, Ermanno (2019) Actuarial Aspects of Long Term Care — [ISBN : 9783030056599]
2. • Journal article

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   Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits

   Denuit, Michel[UCL] Vernic, Raluca (2018) Methodology and Computing in Applied Probability — Vol. 20, no.4, p. 1403-1416 (2018)
3. • Journal article

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   Projection models for health expenses

   Christiansen, Marcus Denuit, Michel[UCL] Lucas, Nathalie[UCL] Schmidt, Jan-Philipp (2018) Annals of Actuarial Science — Vol. 12, no.1, p. 185-203 (2018)
4. • Journal article

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   Measuring Portfolio Risk Under Partial Dependence Information

   Bernard, Carole Denuit, Michel[UCL] Vanduffel, Steven (2018) Journal of Risk and Insurance — Vol. 85, no. 3, p. 843-863 (2018)
5. • Journal article

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   Risk aversion, prudence, and asset allocation : a review and some new developments

   Denuit, Michel[UCL] Eeckhoudt, Louis[UCL] (2016) Theory and Decision : an international journal for multidisciplinary advances in decision sciences — Vol. 80, no. 2, p. 227-243 (2016)
6. • Journal article

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   Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision

   Denuit, Michel[UCL] Eeckhoudt, Louis Liu, Liqun Meyer, Jack (2016) The Geneva Risk and Insurance Review — Vol. 41, no.1, p. 19-47 (2016)
7. • Journal article

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   Segmentation et mutualisation, les deux faces d'une même pièce?

   Charpentier, Arthur Denuit, Michel[UCL] Elie, Romuald (2015) Risques — Vol. 103, p. 57-61 (2015)
8. • Journal article

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   Longevity-contingent deferred life annuities

   Denuit, Michel[UCL] Haberman, Steven Renshaw, Arthur E. (2015) Journal of Pension Economics and Finance — Vol. 14, no.03, p. 315-327 (2015)
9. • Journal article

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   Almost expectation and excess dependence notions

   Denuit, Michel[UCL] Huang, Rachel Tzeng, Larry (2015) Theory and Decision : an international journal for multidisciplinary advances in decision sciences — Vol. 79, no. 3, p. 375-401 (2015)
10. • Journal article

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    Stochastic approximations in CBD mortality projection models

    Gbari, Kock Yed Ake Samuel[UCL] Denuit, Michel[UCL] (2016) Journal of Computational and Applied Mathematics — Vol. 296, p. 102-115 (2016)
11. • Journal article

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    Model points and Tail-VaR in life insurance

    Denuit, Michel[UCL] Trufin, Julien (2015) Insurance: Mathematics and Economics — Vol. 64, p. 268-272 (2015)
12. • Journal article

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    Multivariate Higher-Degree Stochastic Increasing Convexity

    Denuit, Michel[UCL] Mesfioui, Mhamed (2016) Journal of Theoretical Probability — Vol. 29, no.4, p. 1599-1623 (2016)
13. • Journal article

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    From regulatory life tables to stochastic mortality projections: The exponential decline model

    Denuit, Michel[UCL] Trufin, Julien (2016) Insurance: Mathematics and Economics — Vol. 71, p. 295-303 (2016)
14. • Journal article

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    Semi-parametric accelerated hazard relational models with applications to mortality projections

    Cadena, Meitner Denuit, Michel[UCL] (2016) Insurance: Mathematics and Economics — Vol. 68, no. May 2016, p. 1-16 (2016)
15. • Journal article

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    Des cadences collectives de règlement au provisionnement individuel

    Denuit, Michel[UCL] Trufin, Julien (2015) L'Actuariel — Vol. 18, p. 42-44 (2015)
16. • Journal article

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    Reserve-dependent benefits and costs in life and health insurance contracts

    Christiansen, Marcus Denuit, Michel[UCL] Dhaene, Jan (2014) Insurance: Mathematics and Economics — Vol. 57, p. 132-137 (2014)
17. • Journal article

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    Another look at risk apportionment

    Denuit, Michel[UCL] Rey, Béatrice (2013) Journal of Mathematical Economics — Vol. 49, no. 4, p. 335-343 (2013)
18. • Journal article

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    Non-differentiable transformations preserving stochastic dominance

    Denuit, Michel[UCL] Eeckhoudt, Louis[UCL] Jokung, Octave (2013) Journal of the Operational Research Society — Vol. 64, no. 9, p. 1441-1446 (2013)
19. • Journal article

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    Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality

    Denuit, Michel[UCL] Haberman, Steven Renshaw, Arthur E. (2013) European Actuarial Journal — Vol. 3, no. 1, p. 191-201 (2013)
20. • Journal article

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    A multivariate evolutionary credibility model for mortality improvement rates

    Schinzinger, Edo Denuit, Michel[UCL] Christiansen, Marcus (2016) Insurance: Mathematics and Economics — Vol. 69, p. 70-81 (2016)
21. • Journal article

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    A separation theorem for the weak s-convex orders

    Denuit, Michel[UCL] Liu, Liqun Meyer, Jack (2014) Insurance: Mathematics and Economics — Vol. 59, p. 279-284 (2014)
22. • Journal article

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    Efficient approximations for numbers of survivors in the Lee–Carter model

    Gbari, Kock Yed Ake Samuel[UCL] Denuit, Michel[UCL] (2014) Insurance: Mathematics and Economics — Vol. 59, p. 71-77 (2014)
23. • Journal article

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    Individual loss reserving using paid–incurred data

    Pigeon, Mathieu[UCL] Antonio, Katrien Denuit, Michel[UCL] (2014) Insurance: Mathematics and Economics — Vol. 58, p. 121-131 (2014)
24. • Journal article

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    Bivariate almost stochastic dominance

    Denuit, Michel[UCL] Huang, Rachel Tzeng, Larry (2014) Economic Theory — Vol. 57, no. 2, p. 377-405 (2014)
25. • Journal article

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    Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models

    Pigeon, Mathieu[UCL] Henry de Frahan, Bruno[UCL] Denuit, Michel[UCL] (2014) European Actuarial Journal — Vol. 4, no. 2, p. 383-409 (2014)

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