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Displaying 1 - 25 of 344 results.

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    • 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)
    • Journal article
    Positive Dependence of Signals
    Denuit, Michel[UCL] (2010) Journal of Applied Probability — Vol. 47, no. 3, p. 893-897 (2010)
    • Journal article
    A multivariate time series approach to projected life tables
    Lazar, Dorina Denuit, Michel[UCL] (2009) Applied Stochastic Models in Business and Industry — Vol. 25, no. 6, p. 806-823 (2009)
    • Journal article
    A General Index of Absolute Risk Attitude
    Denuit, Michel[UCL] Eeckhoudt, Louis[UCL] (2010) Management Science — Vol. 56, no. 4, p. 712-715 (2010)
    • Journal article
    An extension of Osuna's model for stress caused by waiting
    Denuit, Michel[UCL] Genest, Christian (2001) Journal of mathematical psychology — Vol. 45, no. 1, p. 115-130 (2001)
    • BookChapter
    Pricing and Reserving in LTC Insurance
    Denuit, Michel[UCL] Lucas, Nathalie[UCL] Pitacco, Ermanno (2019) Actuarial Aspects of Long Term Care — [ISBN : 9783030056599]
    • Journal article
    Large-Loss Behavior of Conditional Mean Risk Sharing
    Denuit, Michel[UCL] Robert, Christian Y. (2020) ASTIN Bulletin — Vol. 50, no.3, p. 1093-1122 (2020)
    • Journal article
    Nonparametric tests for positive quadrant dependence
    Denuit, Michel[UCL] Scaillet, Olivier[UCL] (2004) Journal of Financial Econometrics — Vol. 2, no. 3, p. 422-450 (2004)
    • Journal article
    Nonlife ratemaking with Bayesian GAM's
    Denuit, Michel[UCL] Lang, S. (2004) Insurance: Mathematics and Economics — Vol. 35, p. 627-647 (2004)
    • Journal article
    Dependence in dynamic claim frequency credibility models
    Purcaru Oana, Gabriela Denuit, Michel[UCL] (2003) ASTIN Bulletin — Vol. 1, p. 23-40 (2003)
    • Journal article
    Bonus-malus systems with varying deductibles
    Pitrebois, Sandra Walhin, Jean-François Denuit, Michel[UCL] (2005) Astin Bulletin : the journal of the International Actuarial Association — Vol. 35, no. 1, p. 261-274 (2005)
    • Journal article
    Smoothed NPML estimation of the risk distribution underlying Bonus-Malus systems
    Denuit, Michel[UCL] Lambert, Philippe[UCL] (2001) Proceedings of the Casualty Actuarial Society — Vol. 88, no. 198/169, p. 142-174 (2001)
    • Journal article
    Bayesian Poisson log-bilinear mortality projections
    Czado, C. Denuit, Michel[UCL] Delwarde, Antoine (2005) Insurance: Mathematics and Economics — no. 36, p. 260-284 (2005)
    • 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
    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
    On the stop-loss and total variation distances between random sums
    Denuit, Michel[UCL] Van Bellegem, Sébastien (2001) Statistics and Probability Letters — Vol. 53, p. 153-165 (2001)
    • Journal article
    Constraints on concordance measures in bivariate discrete data
    Denuit, Michel[UCL] Lambert, Philippe[UCL] (2005) Journal of Multivariate Analysis — Vol. 93, p. 40-57 (2005)
    • Journal article
    On the theory of high convexity stochastic orders
    Denuit, Michel[UCL] Shaked, Moshe Lefèvre, C. (2000) Statistics and Probability Letters — Vol. 47, p. 287-293 (2000)
    • Journal article
    Duration dependence models for claim counts
    Boucher, Jean-Philippe Denuit, Michel[UCL] (2007) German Actuarial Bulletin — Vol. 28, p. 29-45 (2007)

Pages