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Article de périodique (Journal article)
Rousseaux, Xavier
Rapport (Report)
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Denuit, Michel
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Trufin, Julien
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Robert, Christian Y.
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Dhaene, Jan
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WorkingPaper
Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities
Denuit, Michel
[UCL]
Robert, Christian Y.
(2020)
WorkingPaper
Conditional mean risk sharing for dependent risks using graphical models
Denuit, Michel
[UCL]
Robert, Christian Y.
(2020)
WorkingPaper
Risk reduction by conditional mean risk sharing with application to collaborative insurance
Denuit, Michel
[UCL]
Robert, Christian Y.
(2020)
WorkingPaper
Stop-loss protection for a large P2P insurance pool
Denuit, Michel
[UCL]
Robert, Christian Y.
(2020)
WorkingPaper
Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent risks
Denuit, Michel
[UCL]
Robert, Christian Y.
(2020)
WorkingPaper
From risk sharing to pure premium for a large number of heterogeneous losses
Denuit, Michel
[UCL]
Robert, Christian Y.
(2020)
WorkingPaper
Efron’s asymptotic monotonicityproperty in the gaussian stable domain of attraction
Denuit, Michel
[UCL]
Robert, Christian Y.
(2020)
WorkingPaper
From risk sharing to risk transfer: the analytics of collaborative insurance
Denuit, Michel
[UCL]
Robert, Christian Y.
(2020)
WorkingPaper
Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving
Denuit, Michel
[UCL]
Lu, Yang
(2020)
WorkingPaper
Hospital inpatients costs dynamics at older ages: A frequency-severity approach
Lucas, Nathalie
[UCL]
Avalosse, Hervé
Denuit, Michel
[UCL]
(2020)
WorkingPaper
Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
Denuit, Michel
[UCL]
(2019)
WorkingPaper
Size-biased risk measures of compound sums
Denuit, Michel
[UCL]
(2019)
WorkingPaper
Risk sharing under the dominant peer-to-peer property and casualty insurance business models
Denuit, Michel
[UCL]
Robert, Christian Y.
(2021)
WorkingPaper
Model selection based on Lorenz and concentration curves, Gini indices and convex order
Denuit, Michel
[UCL]
Sznajder, Dominik
Trufin, Julien
(2019)
WorkingPaper
Concordance-based predictive measures in regression models for discrete responses
Denuit, Michel
[UCL]
Mesfoui, Mhamed
Trufin, Julien
(2019)
WorkingPaper
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system
Hanbali, Hamza
Claassens, Hubert
Denuit, Michel
[UCL]
Dhaene, Jan
Trufin, Julien
(2019)
WorkingPaper
Investing in your own and peers' risks: The simple analytics of p2p insurance
Denuit, Michel
[UCL]
(2019)
WorkingPaper
Home and Motor insurance joined at a household level using multivariate credibility
Pechon, Florian
[UCL]
Denuit, Michel
[UCL]
Trufin, Julien
(2019)
WorkingPaper
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Denuit, Michel
[UCL]
Robert, Christian Y.
(2021)
WorkingPaper
Autocalibration and Tweedie-dominance for insurance pricing with machine learning
Denuit, Michel
[UCL]
Charpentier, Arthur
Trufin, Julien
(2021)
WorkingPaper
Boosting cost-complexity pruned trees On Tweedie responses: the ABT machine
Trufin, Julien
Denuit, Michel
[UCL]
(2021)
WorkingPaper
Testing for more positive expectation dependence with application to model comparison
Denuit, Michel
[UCL]
Trufin, Julien
Verdebout, Thomas
(2021)
WorkingPaper
A new measure of mortality differentials based on precedence probability
Cadena, Meitner
Denuit, Michel
[UCL]
(2021)
WorkingPaper
Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses
Denuit, Michel
[UCL]
Robert, Christian Y.
(2021)
WorkingPaper
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
Hainaut, Donatien
[UCL]
Trufin, Julien
Denuit, Michel
[UCL]
(2021)
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