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Displaying 4 results.
    • 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)
    • 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
    Testing for concordance ordering
    Cebrian Ana, Carmen Scaillet, Olivier Denuit, Michel[UCL] (2004) ASTIN Bulletin — Vol. 34, p. 151-173 (2004)
    • Speech
    Extreme value theory with application to a case study in group medical insurance
    Cebrian Ana, Carmen Denuit, Michel Lambert, Philippe (2001) International Conference On Extremes in Theory and Practice — Leuven