Search

Pages

1. • BookChapter

   • 

   Pricing and Reserving in LTC Insurance

   Denuit, Michel[UCL] Lucas, Nathalie[UCL] Pitacco, Ermanno (2019) Actuarial Aspects of Long Term Care — [ISBN : 9783030056599]
2. • Journal article

   • 

   Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits

   Denuit, Michel[UCL] Vernic, Raluca (2018) Methodology and Computing in Applied Probability — Vol. 20, no.4, p. 1403-1416 (2018)
3. • Journal article

   • 

   Projection models for health expenses

   Christiansen, Marcus Denuit, Michel[UCL] Lucas, Nathalie[UCL] Schmidt, Jan-Philipp (2018) Annals of Actuarial Science — Vol. 12, no.1, p. 185-203 (2018)
4. • Journal article

   • 

   Measuring Portfolio Risk Under Partial Dependence Information

   Bernard, Carole Denuit, Michel[UCL] Vanduffel, Steven (2018) Journal of Risk and Insurance — Vol. 85, no. 3, p. 843-863 (2018)
5. • Journal article

   • 

   Segmentation et mutualisation, les deux faces d'une même pièce?

   Charpentier, Arthur Denuit, Michel[UCL] Elie, Romuald (2015) Risques — Vol. 103, p. 57-61 (2015)
6. • Journal article

   • 

   Longevity-contingent deferred life annuities

   Denuit, Michel[UCL] Haberman, Steven Renshaw, Arthur E. (2015) Journal of Pension Economics and Finance — Vol. 14, no.03, p. 315-327 (2015)
7. • Journal article

   • 

   Almost expectation and excess dependence notions

   Denuit, Michel[UCL] Huang, Rachel Tzeng, Larry (2015) Theory and Decision : an international journal for multidisciplinary advances in decision sciences — Vol. 79, no. 3, p. 375-401 (2015)
8. • Journal article

   • 

   Model points and Tail-VaR in life insurance

   Denuit, Michel[UCL] Trufin, Julien (2015) Insurance: Mathematics and Economics — Vol. 64, p. 268-272 (2015)
9. • Journal article

   • 

   Des cadences collectives de règlement au provisionnement individuel

   Denuit, Michel[UCL] Trufin, Julien (2015) L'Actuariel — Vol. 18, p. 42-44 (2015)
10. • Journal article

    • 

    Reserve-dependent benefits and costs in life and health insurance contracts

    Christiansen, Marcus Denuit, Michel[UCL] Dhaene, Jan (2014) Insurance: Mathematics and Economics — Vol. 57, p. 132-137 (2014)
11. • Journal article

    • 

    Another look at risk apportionment

    Denuit, Michel[UCL] Rey, Béatrice (2013) Journal of Mathematical Economics — Vol. 49, no. 4, p. 335-343 (2013)
12. • Journal article

    • 

    Non-differentiable transformations preserving stochastic dominance

    Denuit, Michel[UCL] Eeckhoudt, Louis[UCL] Jokung, Octave (2013) Journal of the Operational Research Society — Vol. 64, no. 9, p. 1441-1446 (2013)
13. • Journal article

    • 

    Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality

    Denuit, Michel[UCL] Haberman, Steven Renshaw, Arthur E. (2013) European Actuarial Journal — Vol. 3, no. 1, p. 191-201 (2013)
14. • Journal article

    • 

    A separation theorem for the weak s-convex orders

    Denuit, Michel[UCL] Liu, Liqun Meyer, Jack (2014) Insurance: Mathematics and Economics — Vol. 59, p. 279-284 (2014)
15. • Journal article

    • 

    Efficient approximations for numbers of survivors in the Lee–Carter model

    Gbari, Kock Yed Ake Samuel[UCL] Denuit, Michel[UCL] (2014) Insurance: Mathematics and Economics — Vol. 59, p. 71-77 (2014)
16. • Journal article

    • 

    Individual loss reserving using paid–incurred data

    Pigeon, Mathieu[UCL] Antonio, Katrien Denuit, Michel[UCL] (2014) Insurance: Mathematics and Economics — Vol. 58, p. 121-131 (2014)
17. • Journal article

    • 

    Bivariate almost stochastic dominance

    Denuit, Michel[UCL] Huang, Rachel Tzeng, Larry (2014) Economic Theory — Vol. 57, no. 2, p. 377-405 (2014)
18. • Journal article

    • 

    Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models

    Pigeon, Mathieu[UCL] Henry de Frahan, Bruno[UCL] Denuit, Michel[UCL] (2014) European Actuarial Journal — Vol. 4, no. 2, p. 383-409 (2014)
19. • Journal article

    • 

    Comonotonicity, orthant convex order and sums of random variables

    Mesfioui, Mhamed Denuit, Michel[UCL] (2015) Statistics & Probability Letters — Vol. 96, p. 356-364 (2015)
20. • Journal article

    • 

    Max-factor individual risk models with application to credit portfolios

    Denuit, Michel[UCL] Kiriliouk, Anna[UCL] Segers, Johan[UCL] (2015) Insurance: Mathematics and Economics — Vol. 62, p. 162-172 (2015)
21. • WorkingPaper

    • 

    Almost Marginal Conditional Stochastic Dominance

    Denuit, Michel[UCL] Huang, Rachel Tzeng, Larry (2012)
22. • Journal article

    • 

    New evidence for underwriting cycles in US property-liability insurance

    Lazar, Dorina Denuit, Michel[UCL] (2012) The Journal of Risk Finance — Vol. 13, no.1, p. 4-12 (2012)
23. • Journal article

    • 

    Bivariate stochastic dominance and substitute risk-(in)dependent utilities

    Denuit, Michel[UCL] Eeckhoudt, Louis (2010) Decision Analysis — Vol. 7, no. 3, p. 303-312 (2010)
24. • Journal article

    • 

    When Ross meets Bell: The linex utility function

    Denuit, Michel[UCL] Eeckhoudt, Louis[UCL] Schlesinger, Harris (2013) Journal of Mathematical Economics — Vol. 49, no. 2, p. 177-182 (2013)
25. • Journal article

    • 

    Worst-case actuarial calculations consistent with single- and multiple-decrement life tables

    Christiansen, Marcus C. Denuit, Michel[UCL] (2013) Insurance: Mathematics and Economics — Vol. 52, no. 1, p. 1-5 (2013)

Pages