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Displaying 23 results.
    • Journal article
    An extension of Osuna's model for stress caused by waiting
    Denuit, Michel[UCL] Genest, Christian (2001) Journal of mathematical psychology — Vol. 45, no. 1, p. 115-130 (2001)
    • Journal article
    Smoothed NPML estimation of the risk distribution underlying Bonus-Malus systems
    Denuit, Michel[UCL] Lambert, Philippe[UCL] (2001) Proceedings of the Casualty Actuarial Society — Vol. 88, no. 198/169, p. 142-174 (2001)
    • Journal article
    On the stop-loss and total variation distances between random sums
    Denuit, Michel[UCL] Van Bellegem, Sébastien (2001) Statistics and Probability Letters — Vol. 53, p. 153-165 (2001)
    • Journal article
    Laplace transform ordering of actuarial quantities
    Denuit, Michel[UCL] (2001) Insurance: Mathematics and Economics — Vol. 29, p. 83-102 (2001)
    • Journal article
    On s-convexity and risk aversion
    Denuit, Michel[UCL] Scarsini, Marco[UCL] Lefèvre, Claude[UCL] (2001) Theory and Decision : an international journal for multidisciplinary advances in decision sciences — Vol. 50, no. 3, p. 239-248 (2001)
    • WorkingPaper
    Personnalisation des primes-fréquence en assurance automobile par régression poissonienne en présence de données longitudinales
    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2001)
    • WorkingPaper
    Laplace transform ordering of actuarial quantities
    Denuit, Michel[UCL] (2001)
    • WorkingPaper
    Méthodes de construction de systèmes bonus-malus en RC auto
    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2001)
    • WorkingPaper
    Measuring the impact of dependence between claims occurrences
    Denuit, Michel[UCL] Lefèvre, Claude Utev, S. (2001)
    • WorkingPaper
    Determination of the PML: a case study in group medical insurance
    Cebrian, Anna Carmen Denuit, Michel[UCL] Lambert, Philippe[UCL] (2001)
    • Journal article
    Méthodes de construction de systèmes bonus-malus en RC auto
    Denuit, Michel[UCL] Walhin, Jean-François Pitrebois, Sandra (2001) Actu-L — Vol. 1, p. 7-38 (2001)
    • WorkingPaper
    On the pricing of Top & Drop Excess of loss covers
    Denuit, Michel[UCL] Walhin, Jean-François[UCL] (2001)
    • WorkingPaper
    Risque de longévité et rentes viagères - 3. Elaboration de tables de mortalité prospectives pour la population assurée belge, et évaluation du coût de l'antisélection
    Brouhns, Natacha[UCL] Denuit, Michel[UCL] (2001)
    • WorkingPaper
    Copula-type representation for random couples with Bernoulli margins
    Denuit, Michel[UCL] Lambert, Philippe[UCL] Tajar, Abdelouahid (2001)
    • WorkingPaper
    Polynomial structures in order statistics distributions
    Denuit, Michel[UCL] Lefèvre, Claude Picard, Ph. (2001)
    • WorkingPaper
    On the dependence induced by frequency credibility models - 1 : Time-invariant random effects
    Denuit, Michel[UCL] Purcaru, Oana[UCL] (2001)
    • WorkingPaper
    Nonparametric Tests for Positive Quadrant Dependence
    Denuit, Michel Scaillet, Olivier (2001)
    • WorkingPaper
    On the monotonicity of some nonparametric dependence measures with respect to concordance ordering
    Denuit, Michel[UCL] Mesfioui, Mhamed Tajar, Abdelouahid (2001)
    • WorkingPaper
    Risque de longévité et rentes viagères - 2. Tables de mortalité prospectives pour la population belge
    Brouhns, Natacha[UCL] Denuit, Michel[UCL] (2001)
    • BookChapter
    Stochastic s-(increasing) convexity
    Denuit, Michel[UCL] Lefèvre, Claude[UCL] (2001) Generalized Convexity and Generalized Monotonicity : proceedings of the 6th International Symposium on Generalized convexity/monotonicity, Samos, September 1999 — [ISBN : 978-3-540-41806-1]
    • Journal article
    Stochastic approximations for present value functions
    Cossette, Hélène[UCL] Denuit, Michel[UCL] Dhaene, J. Marceau, Etienne[UCL] (2001) Bulletin of the Swiss Association of Actuaries — Vol. 1, p. 15-28 (2001)
    • WorkingPaper
    Risque de longévité et rentes viagères - 1. Evolution de la mortalité en Belgique de 1880 à nos jours
    Brouhns, Natacha[UCL] Denuit, Michel[UCL] (2001)
    • 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