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1. • Journal article

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   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)
2. • Journal article

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   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)
3. • Journal article

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   Fixed versus random effects in Poisson regression models for claim counts: a case study with motor insurance

   Boucher, Jean-Philippe Denuit, Michel[UCL] (2006) ASTIN Bulletin — Vol. 36, no. 1, p. 285-301 (2006)
4. • Journal article

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   La mortalité, un phénomène en pleine mutation: quelle solution pour le marché des rentes ?

   Magis, Corinne Walhin, Jean-François Denuit, Michel[UCL] (2006) Bulletin Français d'Actuariat — Vol. 6, p. 43-75 (2006)
5. • WorkingPaper

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   Risk classification for claim counts: A comparative analysis of various zero-inflated mixed Poisson and hurdle models

   Boucher, Jean-Philippe Denuit, Michel[UCL] Guillén, Montserrat (2006)
6. • WorkingPaper

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   Continuous time stochastic mortality and securitization of longevity risk

   Denuit, Michel[UCL] Devolder, Pierre[UCL] (2006)
7. • Journal article

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   Heterogeneity and the need for economic capital in the individual model

   Denuit, Michel[UCL] Frostig, E. (2006) Scandinavian Actuarial Journal — p. 42-66 (2006)
8. • WorkingPaper

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   Convex bounds on multiplicative martingales, with applications to pricing in incomplete markets

   Courtois, C. Denuit, Michel[UCL] (2006)
9. • WorkingPaper

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   Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting : a penalized log-likelihood approach"

   Delwarde, Antoine[UCL] Denuit, Michel[UCL] Eilers, P.H.C. (2006)
10. • WorkingPaper

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    Positive dependence decreases the diversification benefit

    Denuit, Michel[UCL] Dhaene, J. Vanduffel, S. (2006)
11. • WorkingPaper

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    Zero-inflated Poisson models for panel data

    Boucher, Jean-Philippe Denuit, Michel[UCL] Guillén, Montserrat (2006)
12. • WorkingPaper

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    Moment bounds on discrete expected shortfalls, with applications

    Courtois, C. Denuit, Michel[UCL] (2006)
13. • WorkingPaper

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    How to transfer policyholders from one bonus-malus scale to the other ?

    Walhin, Jean-François[UCL] Denuit, Michel[UCL] Pitrebois, Sandra (2006)
14. • WorkingPaper

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    Negative Binomial version of the Lee-Carter model for mortality forecasting

    Delwarde, Antoine[UCL] Denuit, Michel[UCL] Partrat, Ch. (2006)
15. • WorkingPaper

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    The diversification theorem restated: A brief comment

    Denuit, Michel[UCL] (2006)
16. • WorkingPaper

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    Independent and correlated random effects for hurdle models applied to panel count data

    Boucher, Jean-Philippe Denuit, Michel[UCL] Guillén, Montserrat (2006)
17. • WorkingPaper

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    On the dependence and the comparison of time-to-ruin random vectors

    Denuit, Michel[UCL] Frostig, E. Levikson, B. (2006)
18. • Journal article

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    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] Mesfioui, Mahmed Genest, Christian (2006) Annales des Sciences Mathématiques du Québec — Vol. 30, p. 63-78 (2006)
19. • Journal article

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    Lee-Carter goes risk-neutral: An application to the Italian annuity market

    Biffis, E. Denuit, Michel[UCL] (2006) Giornale dell'Istituto Italiano degli Attuari — p. 33-53 (2006)
20. • WorkingPaper

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    S-convex extremal distributions with arbitrary discrete support

    Courtois, C. Denuit, Michel[UCL] (2006)
21. • WorkingPaper

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    Duration dependence models for claim counts

    Boucher, Jean-Philippe Denuit, Michel[UCL] (2006)
22. • WorkingPaper

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    Shifts in interest rate and common cause model for coupled lives

    Denuit, Michel[UCL] Frostig, E. Levikson, B. (2006)
23. • WorkingPaper

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    Distribution of the random future life expectancies in log-bilinear mortality projection models

    Denuit, Michel[UCL] (2006)
24. • WorkingPaper

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    On a Poisson GLM variant of Chain-Ladder for claim counts

    Delwarde, A. Denuit, Michel[UCL] (2006)
25. • WorkingPaper

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    On immunization and s-convex extremal distributions

    Courtois, Cindy Denuit, Michel[UCL] (2006)

Pages