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Displaying 20 results.
    • Journal article
    Supermodular comparison of time-to-ruin random vectors
    Denuit, Michel[UCL] Frostig, Esther Levikson, Benny (2007) Methodology and Computing in Applied Probability — Vol. 9, no. 1, p. 41-54 (2007)
    • Journal article
    Local moment matching and s-convex extrema
    Courtois, Cindy Denuit, Michel[UCL] (2007) Astin Bulletin — Vol. 37, no. 2, p. 387-404 (2007)
    • Journal article
    Pension plan valuation and dynamic mortality tables
    Cossette, Hélène[UCL] Delwarde, Antoine[UCL] Denuit, Michel[UCL] Guillot, Frédérick Marceau, Etienne[UCL] (2007) North American Actuarial Journal — Vol. 11, no. 2, p. 1-34 (2007)
    • Journal article
    Bounds on convex reliability functions with known first moments
    Courtois, Cindy Denuit, Michel[UCL] (2007) European Journal of Operational Research — Vol. 177, p. 365-377 (2007)
    • Journal article
    Comonotonic bounds on the survival probabilities in the Lee-Carter model for mortality projections
    Denuit, Michel[UCL] Dhaene, Jan (2007) Computational and Applied Mathematics — Vol. 203, p. 169-176 (2007)
    • Journal article
    Negative Binomial version of the Lee-Carter model for mortality forecasting
    Delwarde, Antoine Partrat, Ch. Denuit, Michel[UCL] (2007) Applied Stochastic Models in Business and Industry — Vol. 23, p. 385-401 (2007)
    • Journal article
    Moment bounds on discrete expected stop-loss transforms, with applications
    Courtois, Cindy Denuit, Michel[UCL] (2007) Methodology and Computing in Applied Probability — Vol. 11, p. 307-338 (2007)
    • Journal article
    Prix de rentes: de la réglementation aux "fair value"
    Delwarde, A. Denuit, Michel[UCL] Devolder, Pierre[UCL] Maréchal, Xavier[UCL] (2007) Revue générale des assurances et des responsabilités — Vol. 8, p. 14295 (2007)
    • Journal article
    Capitalisation de l'usufruit: tables Ledoux
    Denuit, Michel[UCL] Ledoux, Jean-Luc[UCL] (2007) Revue du Notariat Belge — , no.3007, p. 174-187 (2007)
    • Journal article
    Duration dependence models for claim counts
    Boucher, Jean-Philippe Denuit, Michel[UCL] (2007) German Actuarial Bulletin — Vol. 28, p. 29-45 (2007)
    • Journal article
    Association and heterogeneity of insured lifetimes in the Lee-Carter framework
    Denuit, Michel[UCL] Frostig, E. (2007) Scandinavian Actuarial Journal — Vol. 1, p. 1-19 (2007)
    • 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)
    • Journal article
    On immunization and s-convex extremal distributions
    Courtois, Cindy Denuit, Michel[UCL] (2007) Annals of Actuarial Science — Vol. 2, no. 1, p. 67-90 (2007)
    • Journal article
    Distribution of the random future life expectancies in log-bilinear mortality projection models
    Denuit, Michel[UCL] (2007) Lifetime Data Analysis : an international journal devoted to the methods and applications of reliability and survival analysis — Vol. 13, no. 3, p. 381-397 (2007)