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Displaying 17 results.
    • Journal article
    Peering ahead
    Denuit, Michel[UCL] Robert, Christian (2022) The Actuary — no. January-February, p. 38-39 (2022)
    • 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)
    • WorkingPaper
    Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration
    Denuit, Michel[UCL] Trufin, Julien (2022)
    • Journal article
    Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
    Hainaut, Donatien[UCL] Trufin, Julien Denuit, Michel[UCL] (2022) Scandinavian Actuarial Journal — Vol. 2022, no.10, p. 841-866 (2022)
    • WorkingPaper
    Dynamic conditional mean risk sharing in the compound Poisson surplus model
    Denuit, Michel[UCL] Robert, Christian Y. (2022)
    • WorkingPaper
    Allocation of benefits in mutual aid and survivor funds
    Denuit, Michel[UCL] Robert, Christian Y. (2022)
    • Journal article
    Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses
    Denuit, Michel[UCL] Robert, Christian Y. (2022) Methodology and Computing in Applied Probability — Vol. 24, p. 1953-1985 (2022)
    • Journal article
    Adaptive Splines for Continuous Features in Risk Assessment
    Seck, Ndeye Arame Denuit, Michel[UCL] (2022) CAS E-Forum — Vol. Summer (2022)
    • Journal article
    Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance
    Denuit, Michel[UCL] Dhaene, Jan Robert, Christian Y. (2022) Journal of Risk and Insurance — Vol. 89, no.3, p. 615-667 (2022)
    • WorkingPaper
    Tweedie dominance for autocalibrated predictors and Laplace transform order
    Denuit, Michel[UCL] Trufin, Julien (2022)
    • WorkingPaper
    Autocalibration by balance correction in nonlife insurance pricing
    Denuit, Michel[UCL] Trufin, Julien (2022)
    • Journal article
    Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses
    Denuit, Michel[UCL] Robert, Christian Y. (2022) Methodology and Computing in Applied Probability — Vol. 24, p. 693-711 (2022)
    • WorkingPaper
    Boosting on the responses with Tweedie loss functions
    Denuit, Michel[UCL] Trufin, Julien Verdebout, Thomas (2022)
    • Journal article
    Semi-markov modeling for cancer insurance
    Soetewey, Antoine[UCL] Legrand, Catherine[UCL] Denuit, Michel[UCL] Silversmit, Geert (2022) European Actuarial Journal — Vol. 12, p. 813–837 (2022)
    • Journal article
    Conditional mean risk sharing in the individual model with graphical dependencies
    Denuit, Michel[UCL] Robert, Christian Y. (2022) Annals of Actuarial Science — Vol. 16, no. 1, p. 183-209 (2022)
    • Journal article
    Collaborative Insurance with Stop-Loss Protection and Team Partitioning
    Denuit, Michel[UCL] Robert, Christian Y. (2022) North American Actuarial Journal — Vol. 26, no.1, p. 143-160 (2022)
    • Journal article
    Mortality credits within large survivor funds
    Denuit, Michel[UCL] Hieber, Peter[UCL] Robert, Christian Y. (2022) Astin Bulletin : the journal of the International Actuarial Association — Vol. 52, no.3, p. 813-834 (2022)