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Displaying 7 results.
    • Journal article
    Model points and Tail-VaR in life insurance
    Denuit, Michel[UCL] Trufin, Julien (2015) Insurance: Mathematics and Economics — Vol. 64, p. 268-272 (2015)
    • Journal article
    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)
    • Journal article
    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)
    • Journal article
    Comonotonicity, orthant convex order and sums of random variables
    Mesfioui, Mhamed Denuit, Michel[UCL] (2015) Statistics & Probability Letters — Vol. 96, p. 356-364 (2015)
    • Journal article
    Des cadences collectives de règlement au provisionnement individuel
    Denuit, Michel[UCL] Trufin, Julien (2015) L'Actuariel — Vol. 18, p. 42-44 (2015)
    • Journal article
    Max-factor individual risk models with application to credit portfolios
    Denuit, Michel[UCL] Kiriliouk, Anna[UCL] Segers, Johan[UCL] (2015) Insurance: Mathematics and Economics — Vol. 62, p. 162-172 (2015)