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Displaying 1 - 25 of 36 results.

Pages

    • 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)
    • Journal article
    Risk measurement with the equivalent utility principles
    Denuit, Michel[UCL] Laeven, Roger Kaas, Rob Goovaerts, Marc Dhaene, Jan (2006) Statistics and Decisions : an international mathematical journal for stochastic methods and models — Vol. 24, no. 1, p. 1-25 (2006)
    • Journal article
    Fixed versus random effects in Poisson regression models for claim counts: a case study with motor insurance
    Boucher, Jean-Philippe Denuit, Michel[UCL] (2006) ASTIN Bulletin — Vol. 36, no. 1, p. 285-301 (2006)
    • 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)
    • 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)
    • Journal article
    Bivariate Archimedean copula models for censored data in non-life insurance
    Denuit, Michel[UCL] Van Keilegom, Ingrid[UCL] Purcaru, Oana[UCL] (2006) Journal of Actuarial Practice — Vol. 13, p. 5-32 (2006)
    • WorkingPaper
    Risk classification for claim counts: A comparative analysis of various zero-inflated mixed Poisson and hurdle models
    Boucher, Jean-Philippe Denuit, Michel[UCL] Guillén, Montserrat (2006)
    • WorkingPaper
    Continuous time stochastic mortality and securitization of longevity risk
    Denuit, Michel[UCL] Devolder, Pierre[UCL] (2006)
    • Journal article
    Heterogeneity and the need for economic capital in the individual model
    Denuit, Michel[UCL] Frostig, E. (2006) Scandinavian Actuarial Journal — p. 42-66 (2006)
    • WorkingPaper
    Convex bounds on multiplicative martingales, with applications to pricing in incomplete markets
    Courtois, C. Denuit, Michel[UCL] (2006)
    • WorkingPaper
    Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting : a penalized log-likelihood approach"
    Delwarde, Antoine[UCL] Denuit, Michel[UCL] Eilers, P.H.C. (2006)
    • WorkingPaper
    Positive dependence decreases the diversification benefit
    Denuit, Michel[UCL] Dhaene, J. Vanduffel, S. (2006)
    • WorkingPaper
    Zero-inflated Poisson models for panel data
    Boucher, Jean-Philippe Denuit, Michel[UCL] Guillén, Montserrat (2006)
    • WorkingPaper
    Moment bounds on discrete expected shortfalls, with applications
    Courtois, C. Denuit, Michel[UCL] (2006)
    • WorkingPaper
    How to transfer policyholders from one bonus-malus scale to the other ?
    Walhin, Jean-François[UCL] Denuit, Michel[UCL] Pitrebois, Sandra (2006)
    • WorkingPaper
    Negative Binomial version of the Lee-Carter model for mortality forecasting
    Delwarde, Antoine[UCL] Denuit, Michel[UCL] Partrat, Ch. (2006)
    • WorkingPaper
    The diversification theorem restated: A brief comment
    Denuit, Michel[UCL] (2006)
    • WorkingPaper
    Independent and correlated random effects for hurdle models applied to panel count data
    Boucher, Jean-Philippe Denuit, Michel[UCL] Guillén, Montserrat (2006)
    • WorkingPaper
    On the dependence and the comparison of time-to-ruin random vectors
    Denuit, Michel[UCL] Frostig, E. Levikson, B. (2006)
    • Journal article
    Calcul de bornes sur la prime en excédent de perte de fonctions de risques dépendants en présence d'information partielle sur leurs marges
    Denuit, Michel[UCL] Mesfioui, Mahmed Genest, Christian (2006) Annales des Sciences Mathématiques du Québec — Vol. 30, p. 63-78 (2006)
    • Journal article
    Lee-Carter goes risk-neutral: An application to the Italian annuity market
    Biffis, E. Denuit, Michel[UCL] (2006) Giornale dell'Istituto Italiano degli Attuari — p. 33-53 (2006)
    • WorkingPaper
    S-convex extremal distributions with arbitrary discrete support
    Courtois, C. Denuit, Michel[UCL] (2006)
    • WorkingPaper
    Duration dependence models for claim counts
    Boucher, Jean-Philippe Denuit, Michel[UCL] (2006)
    • WorkingPaper
    Shifts in interest rate and common cause model for coupled lives
    Denuit, Michel[UCL] Frostig, E. Levikson, B. (2006)
    • WorkingPaper
    Distribution of the random future life expectancies in log-bilinear mortality projection models
    Denuit, Michel[UCL] (2006)

Pages