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1. • Journal article

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   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)
2. • Journal article

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   Nonlife ratemaking with Bayesian GAM's

   Denuit, Michel[UCL] Lang, S. (2004) Insurance: Mathematics and Economics — Vol. 35, p. 627-647 (2004)
3. • Journal article

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   Bonus-malus scales in segmented tariffs : Gilde & Sundt's work revisited

   Pitrebois, Sandra Walhin, Jean-François Denuit, Michel[UCL] (2004) Australian Actuarial Journal — p. 107-125 (2004)
4. • Book

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   Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque

   Denuit, Michel[UCL] Charpentier, Arthur Bébéar, Claude (2004)
5. • WorkingPaper

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   Une proposition de tables prospectives pour le marché belge des rentes

   Denuit, Michel[UCL] Magis, Corinne Walhin, Jean-François[UCL] (2004)
6. • WorkingPaper

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   Securitization of longevity risk : pricing survival bonds with Wang transform in the Lee-Carter framework

   Denuit, Michel[UCL] Devolder, Pierre[UCL] Goderniaux, Anne-Cécile[UCL] (2004)
7. • WorkingPaper

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   Bonus-malus systems with varying deductibles

   Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2004)
8. • WorkingPaper

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   Closing and projecting lifetables using log-linear models

   Denuit, Michel[UCL] Goderniaux, Anne-Cécile (2004)
9. • WorkingPaper

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   Bayesian Poisson log-bilinear mortality projections

   Czado, C. Delwarde, Antoine[UCL] Denuit, Michel[UCL] (2004)
10. • WorkingPaper

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

    Denuit, Michel[UCL] Magis, Corinne Walhin, Jean-François[UCL] (2004)
11. • WorkingPaper

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    Application of the Poisson log-bilinear projection model to the G5 mortality experience

    Delwarde, Antoine[UCL] Denuit, Michel[UCL] Guillén, Montserrat Vidiella, A. (2004)
12. • WorkingPaper

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    A Kolmogorov-type test for the shortfall order against parametric alternatives

    Denuit, Michel[UCL] Goderniaux, Anne-Cécile[UCL] Scaillet, Olivier[UCL] (2004)
13. • WorkingPaper

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    Bayesian experience rating with dynamic heterogeneity

    Bolance, C. Denuit, Michel[UCL] Guillén, Montserrat Lambert, Philippe[UCL] (2004)
14. • WorkingPaper

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    Multi-event bonus-malus scales

    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2004)
15. • WorkingPaper

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    La TPRV française: dépassée ?

    Denuit, Michel[UCL] Magis, Corinne Walhin, Jean-François[UCL] (2004)
16. • WorkingPaper

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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] Genest, Christian Mesfioui, M. (2004)
17. • BookChapter

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    Convexity

    Denuit, Michel[UCL] Müller, A. (2004) Encyclopedia of Actuarial Science —
18. • WorkingPaper

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    Bootstrapping the Poisson log-bilinear model for mortality projection

    Brouhns, Natacha[UCL] Denuit, Michel[UCL] Van Keilegom, Ingrid[UCL] (2004)
19. • WorkingPaper

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    Sur les méthodes de conversion d'une rente en capital

    Delwarde, Antoine[UCL] Denuit, Michel[UCL] (2004)
20. • WorkingPaper

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    Bonus-malus scales in segmented tariffs : Gilde & Sundt's work revisited

    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2004)
21. • WorkingPaper

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    STOP-LOSS BOUNDS ON FUNCTIONS OF POSSIBLY DEPENDENT RISKS IN THE PRESENCE OF PARTIAL INFORMATION ON THEIR MARGINALS

    Denuit, Michel[UCL] Genest, Christian Mesfioui, Mahmed (2004)
22. • WorkingPaper

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    Bivariate Archimedean copula modelling for loss-ALAE data in non-life insurance

    Denuit, Michel[UCL] Purcaru, Oana Van Keilegom, Ingrid[UCL] (2004)
23. • WorkingPaper

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    Linear credibility models based on time series for claim counts

    Denuit, Michel[UCL] Guillén, Montserrat Purcaru, Oana[UCL] (2004)
24. • WorkingPaper

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    Pension plan valuation and dynamic mortality tables

    Cossette, Hélène Delwarde, Antoine[UCL] Denuit, Michel[UCL] Guillot, Frédérick Marceau, Etienne (2004)
25. • Journal article

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    Linear credibility models based on time series for claim counts

    Purcaru Oana, Gabriela Denuit, Michel[UCL] Guillén, Montserrat (2004) Belgian Actuarial Bulletin — no. 4, p. 62-74 (2004)

Pages