Search

Pages

1. • 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)
2. • Journal article

   • 

   Positive Dependence of Signals

   Denuit, Michel[UCL] (2010) Journal of Applied Probability — Vol. 47, no. 3, p. 893-897 (2010)
3. • 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)
4. • 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)
5. • 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)
6. • Journal article

   • 

   Des tables de mortalité, espérances de vie, durées de vie moyennes et probables et de leur bon usage dans l’évaluation des droits viagers

   Denuit, Michel[UCL] Trufin, Julien (2019) Revue du Notariat Belge — Vol. 3142, p. 574-608 (2019)
7. • Journal article

   • 

   Concordance-based predictive measures in regression models for discrete responses

   Denuit, Michel[UCL] Mesfioui, Mhamed Trufin, Julien (2019) Scandinavian Actuarial Journal — Vol. 2019, no.10, p. 824-836 (2019)
8. • Journal article

   • 

   Peering ahead

   Denuit, Michel[UCL] Robert, Christian (2022) The Actuary — no. January-February, p. 38-39 (2022)
9. • Journal article

   • 

   A new measure of mortality differentials based on precedence probability

   Cadena, Meitner Denuit, Michel[UCL] (2021) European Actuarial Journal — Vol. 11, p. 717-724 (2021)
10. • Journal article

    • 

    Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines

    Denuit, Michel[UCL] (2019) ASTIN Bulletin — Vol. 49, no.03, p. 591-617 (2019)
11. • Journal article

    • 

    Joint modeling of claim frequencies and behavioral signals in motor insurance

    Corradin, Alexandre Denuit, Michel[UCL] Detyniecki, Marcin Grari, Vincent Sammarco, Matteo Trufin, Julien (2022) Astin Bulletin : the journal of the International Actuarial Association — Vol. 52, no.1, p. 33-54 (2022)
12. • Journal article

    • 

    Investing in your own and peers’ risks: the simple analytics of P2P insurance

    Denuit, Michel[UCL] (2020) European Actuarial Journal — Vol. 10, no.2, p. 335-359 (2020)
13. • Journal article

    • 

    Preliminary selection of risk factors in P&C ratemaking

    Pechon, Florian[UCL] Trufin, Julien Denuit, Michel[UCL] (2020) Variance : advancing the science of risk — Vol. 13, no.1, p. 124-14 (2020)
14. • Journal article

    • 

    Wavelet-based feature extraction for mortality projection

    Hainaut, Donatien[UCL] Denuit, Michel[UCL] (2020) ASTIN Bulletin — Vol. 50, no. 3, p. 675-707 (2020)
15. • Journal article

    • 

    Wishart‐gamma random effects models with applications to nonlife insurance

    Denuit, Michel[UCL] Lu, Yang (2021) Journal of Risk and Insurance — Vol. 88, no. 2, p. 443-481 (2021)
16. • Journal article

    • 

    Waiting period from diagnosis for mortgage insurance issued to cancer survivors

    Soetewey, Antoine[UCL] Legrand, Catherine[UCL] Denuit, Michel[UCL] Silversmit, Geert (2021) European Actuarial Journal — Vol. 11, p. 135-160 (2021)
17. • Journal article

    • 

    Multivariate modelling of multiple guarantees in motor insurance of a household

    Pechon, Florian[UCL] Denuit, Michel[UCL] Trufin, Julien (2019) European Actuarial Journal — Vol. 9, p. 575-602 (2019)
18. • Journal article

    • 

    Size-Biased Risk Measures of Compound Sums

    Denuit, Michel[UCL] (2020) North American Actuarial Journal — Vol. 24, no.4, p. 512-532 (2020)
19. • Journal article

    • 

    A dynamic equivalence principle for systematic longevity risk management

    Hanbali, Hamza Denuit, Michel[UCL] Dhaene, Jan Trufin, Julien[UCL] (2019) Insurance: Mathematics and Economics — Vol. 86, p. 158-167 (2019)
20. • 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)
21. • Journal article

    • 

    From risk sharing to pure premium for a large number of heterogeneous losses

    Denuit, Michel[UCL] Robert, Christian Y. (2021) Insurance: Mathematics and Economics — Vol. 96, no. January 2021, p. 116-126 (2021)
22. • Journal article

    • 

    Home and Motor insurance joined at a household level using multivariate credibility

    Pechon, Florian[UCL] Denuit, Michel[UCL] Trufin, Julien (2021) Annals of Actuarial Science — Vol. 15, no.1, p. 82-114 (2021)
23. • Journal article

    • 

    Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction

    Denuit, Michel[UCL] Robert, Christian Y. (2021) Journal of Multivariate Analysis — Vol. 186, p. 104803 (2021)
24. • Journal article

    • 

    Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model

    Bettonville, Carole d'Oultremont, Louise Denuit, Michel[UCL] Trufin, Julien Van Oirbeek, Robin (2021) Scandinavian Actuarial Journal — Vol. 2021, no.5, p. 380-407 (2021)
25. • 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)

Pages