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Displaying 19 results.
    • 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 scales in segmented tariffs with stochastic migration between segments
    Brouhns, Natacha Pinquet, Jean Denuit, Michel[UCL] Guillén, Montserrat (2003) Journal of Risk and Insurance — Vol. 70, p. 577-599 (2003)
    • Journal article
    Tarification automobile sur données de panel
    Denuit, Michel[UCL] Walhin, Jean-François Pitrebois, Sandra (2003) Bulletin of the Swiss Association of Actuaries — p. 51-81 (2003)
    • Journal article
    On spline approximation for bivariate functions of increasing convex type
    Denuit, Michel[UCL] Mesfioui, Mahmed Lefèvre, Claude[UCL] (2003) Revue d'Analyse Numérique et de Théorie de l'Approximation — Vol. 32, p. 145-159 (2003)
    • Journal article
    Setting a bonus-malus scale in the presence of other rating factors: Taylor's work revisited
    Pitrebois, Sandra[UCL] Walhin, Jean-François[UCL] Denuit, Michel[UCL] (2003) Astin Bulletin — Vol. 33, p. 419-436 (2003)
    • Journal article
    Polynomial structures in order statistics distributions
    Denuit, Michel[UCL] Picard, Ph. Lefèvre, Claude[UCL] (2003) Journal of Statistical Planning and Inference — Vol. 113, no. 1, p. 151-178 (2003)
    • Journal article
    Determination of the PML: a case study in group medical insurance
    Cebrian Ana, Carmen Lambert, Philippe Denuit, Michel[UCL] (2003) North American Actuarial Journal — (2003)
    • WorkingPaper
    Setting a bonus-malus scale in the presence of other rating factors: Taylor's work revisited
    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2003)
    • Journal article
    Fitting the Belgian Bonus-Malus System
    Pitrebois, Sandra Walhin, Jean-François Denuit, Michel[UCL] (2003) Belgian Actuarial Bulletin — Vol. 3, p. 58-62 (2003)
    • WorkingPaper
    Nonlife ratemaking with Bayesian GAM's
    Denuit, Michel[UCL] Lang, Stefan (2003)
    • Journal article
    Generalized Pareto Fit to the Society Of Actuaries Large Claims Database
    Cebrián Ana, Carmen Denuit, Michel[UCL] Lambert, Philippe[UCL] (2003) North American Actuarial Journal — Vol. 7, no. 3, p. 18-36 (2003)
    • Journal article
    Actuarial modelling of longitudinal claims data through GAMM's : some methodological results
    Brouhns, Natacha Denuit, Michel[UCL] (2003) German Actuarial Bulletin — Vol. 26, no. 1, p. 25-39 (2003)
    • WorkingPaper
    Analysis of bivariate tail dependence using extreme value copulas: an application to the SOA medical large claims database
    Cebrian, Ana Carmen Denuit, Michel[UCL] Lambert, Philippe[UCL] (2003)
    • WorkingPaper
    Fitting the Belgian Bonus-Malus System
    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2003)
    • WorkingPaper
    Simple characterizations of comonotonicity and countermonotonicity by extremal correlations
    Denuit, Michel[UCL] Dhaene, Jan (2003)
    • Journal article
    Echelles bonus-malus: Questions d'actualité (dossier spécial)
    Pitrebois, Sandra Walhin, Jean-François Denuit, Michel[UCL] (2003) Monde de l'Assurance — Vol. 324, p. 1-12 (2003)
    • Journal article
    Analysis of bivariate tail dependence using extreme value copulas: an application to the SOA medical large claims database
    Cebrian Ana, Carmen Denuit, Michel[UCL] Lambert, Philippe[UCL] (2003) Belgian Actuarial Bulletin — Vol. 3, p. 33-41 (2003)
    • Journal article
    Simple characterizations of comonotonicity and countermonotonicity by extremal correlations
    Denuit, Michel[UCL] Dhaene, Jan (2003) Belgian Actuarial Bulletin — Vol. 3, p. 22-27 (2003)
    • Journal article
    Importance de la période d'observation et des âges considérés dans la projection de la mortalité selon la méthode de Lee-Carter
    Delwarde, Antoine Denuit, Michel[UCL] (2003) Belgian Actuarial Bulletin — Vol. 3, p. 1-21 (2003)