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Displaying 5 results.
    • Journal article
    Dependence in failure times due to environmental factors
    Frostig, Esther Denuit, Michel[UCL] (2009) Statistics & Probability Letters — Vol. 79, no. 4, p. 487-495 (2009)
    • WorkingPaper
    Monotonicity results for portfolios with heterogeneous claims arrival processes
    Denuit, Michel[UCL] Frostig, Esther (2005)
    • 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
    First-Order Mortality Basis for Life Annuities
    Denuit, Michel[UCL] Frostig, Esther (2008) The Geneva Risk and Insurance Review — Vol. 33, no. 2, p. 75-89 (2008)
    • Journal article
    Life insurance mathematics with random life tables
    Denuit, Michel[UCL] Frostig, Esther (2009) North American Actuarial Journal — Vol. 13, p. 339-355 (2009)