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Displaying 23 results.
    • Book
    Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque
    Denuit, Michel[UCL] Charpentier, Arthur Bébéar, Claude (2004)
    • WorkingPaper
    Une proposition de tables prospectives pour le marché belge des rentes
    Denuit, Michel[UCL] Magis, Corinne Walhin, Jean-François[UCL] (2004)
    • WorkingPaper
    Securitization of longevity risk : pricing survival bonds with Wang transform in the Lee-Carter framework
    Denuit, Michel[UCL] Devolder, Pierre[UCL] Goderniaux, Anne-Cécile[UCL] (2004)
    • WorkingPaper
    Bonus-malus systems with varying deductibles
    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2004)
    • WorkingPaper
    Closing and projecting lifetables using log-linear models
    Denuit, Michel[UCL] Goderniaux, Anne-Cécile (2004)
    • WorkingPaper
    Bayesian Poisson log-bilinear mortality projections
    Czado, C. Delwarde, Antoine[UCL] Denuit, Michel[UCL] (2004)
    • WorkingPaper
    La mortalité, un phénomène en pleine mutation: quelle solution pour le marché des rentes ?
    Denuit, Michel[UCL] Magis, Corinne Walhin, Jean-François[UCL] (2004)
    • WorkingPaper
    Application of the Poisson log-bilinear projection model to the G5 mortality experience
    Delwarde, Antoine[UCL] Denuit, Michel[UCL] Guillén, Montserrat Vidiella, A. (2004)
    • WorkingPaper
    A Kolmogorov-type test for the shortfall order against parametric alternatives
    Denuit, Michel[UCL] Goderniaux, Anne-Cécile[UCL] Scaillet, Olivier[UCL] (2004)
    • WorkingPaper
    Bayesian experience rating with dynamic heterogeneity
    Bolance, C. Denuit, Michel[UCL] Guillén, Montserrat Lambert, Philippe[UCL] (2004)
    • WorkingPaper
    Multi-event bonus-malus scales
    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2004)
    • WorkingPaper
    La TPRV française: dépassée ?
    Denuit, Michel[UCL] Magis, Corinne Walhin, Jean-François[UCL] (2004)
    • WorkingPaper
    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] Genest, Christian Mesfioui, M. (2004)
    • BookChapter
    Convexity
    Denuit, Michel[UCL] Müller, A. (2004) Encyclopedia of Actuarial Science —
    • WorkingPaper
    Bootstrapping the Poisson log-bilinear model for mortality projection
    Brouhns, Natacha[UCL] Denuit, Michel[UCL] Van Keilegom, Ingrid[UCL] (2004)
    • WorkingPaper
    Sur les méthodes de conversion d'une rente en capital
    Delwarde, Antoine[UCL] Denuit, Michel[UCL] (2004)
    • WorkingPaper
    Bonus-malus scales in segmented tariffs : Gilde & Sundt's work revisited
    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2004)
    • WorkingPaper
    STOP-LOSS BOUNDS ON FUNCTIONS OF POSSIBLY DEPENDENT RISKS IN THE PRESENCE OF PARTIAL INFORMATION ON THEIR MARGINALS
    Denuit, Michel[UCL] Genest, Christian Mesfioui, Mahmed (2004)
    • WorkingPaper
    Bivariate Archimedean copula modelling for loss-ALAE data in non-life insurance
    Denuit, Michel[UCL] Purcaru, Oana Van Keilegom, Ingrid[UCL] (2004)
    • WorkingPaper
    Linear credibility models based on time series for claim counts
    Denuit, Michel[UCL] Guillén, Montserrat Purcaru, Oana[UCL] (2004)
    • WorkingPaper
    Pension plan valuation and dynamic mortality tables
    Cossette, Hélène Delwarde, Antoine[UCL] Denuit, Michel[UCL] Guillot, Frédérick Marceau, Etienne (2004)
    • BookChapter
    Stochastic orderings
    Denuit, Michel[UCL] Müller, A. (2004) Encyclopedia of Actuarial Science —
    • BookChapter
    Dependent risks
    Denuit, Michel[UCL] Dhaene, Jan (2004) Encyclopedia of Actuarial Science —