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Displaying 1 - 25 of 181 results.

Pages

    • Journal article
    Positive Dependence of Signals
    Denuit, Michel[UCL] (2010) Journal of Applied Probability — Vol. 47, no. 3, p. 893-897 (2010)
    • Journal article
    A multivariate time series approach to projected life tables
    Lazar, Dorina Denuit, Michel[UCL] (2009) Applied Stochastic Models in Business and Industry — Vol. 25, no. 6, p. 806-823 (2009)
    • Journal article
    A General Index of Absolute Risk Attitude
    Denuit, Michel[UCL] Eeckhoudt, Louis[UCL] (2010) Management Science — Vol. 56, no. 4, p. 712-715 (2010)
    • Journal article
    Wishart‐gamma random effects models with applications to nonlife insurance
    Denuit, Michel[UCL] Lu, Yang (2021) Journal of Risk and Insurance — Vol. 88, no. 2, p. 443-481 (2021)
    • BookChapter
    Pricing and Reserving in LTC Insurance
    Denuit, Michel[UCL] Lucas, Nathalie[UCL] Pitacco, Ermanno (2019) Actuarial Aspects of Long Term Care — [ISBN : 9783030056599]
    • Journal article
    From risk sharing to pure premium for a large number of heterogeneous losses
    Denuit, Michel[UCL] Robert, Christian Y. (2021) Insurance: Mathematics and Economics — Vol. 96, no. January 2021, p. 116-126 (2021)
    • Journal article
    Risk measurement with the equivalent utility principles
    Denuit, Michel[UCL] Laeven, Roger Kaas, Rob Goovaerts, Marc Dhaene, Jan (2006) Statistics and Decisions : an international mathematical journal for stochastic methods and models — Vol. 24, no. 1, p. 1-25 (2006)
    • Journal article
    Fixed versus random effects in Poisson regression models for claim counts: a case study with motor insurance
    Boucher, Jean-Philippe Denuit, Michel[UCL] (2006) ASTIN Bulletin — Vol. 36, no. 1, p. 285-301 (2006)
    • Book
    Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems
    Denuit, Michel[UCL] Walhin, Jean-François Pitrebois, Sandra Maréchal, Xavier (2007)
    • Book
    Mathématiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement
    Denuit, Michel[UCL] Charpentier, Arthur (2005)
    • Journal article
    Setting a bonus-malus scale in the presence of other rating factors: Taylor's work revisited
    Pitrebois, Sandra[UCL] Walhin, Jean-François[UCL] Denuit, Michel[UCL] (2003) Astin Bulletin — Vol. 33, p. 419-436 (2003)
    • 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)
    • Book
    Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque
    Denuit, Michel[UCL] Charpentier, Arthur Bébéar, Claude (2004)
    • WorkingPaper
    Stochastic approximations for present value functions
    Cossette, Hélène Denuit, Michel[UCL] Dhaene, Jan Marceau, Etienne (2002)
    • WorkingPaper
    Quand la différenciation tarifaire est-elle techniquement justifiée ?
    Denuit, Michel[UCL] (2005)
    • WorkingPaper
    Une proposition de tables prospectives pour le marché belge des rentes
    Denuit, Michel[UCL] Magis, Corinne Walhin, Jean-François[UCL] (2004)
    • WorkingPaper
    Risk classification for claim counts: A comparative analysis of various zero-inflated mixed Poisson and hurdle models
    Boucher, Jean-Philippe Denuit, Michel[UCL] Guillén, Montserrat (2006)
    • WorkingPaper
    Stochastic analysis of duplicates in life insurance portofolios
    Denuit, Michel[UCL] (2000)
    • WorkingPaper
    Stochastic mortality under measure changes
    Biffis, Enrico Denuit, Michel[UCL] Devolder, Pierre[UCL] (2005)
    • WorkingPaper
    Continuous time stochastic mortality and securitization of longevity risk
    Denuit, Michel[UCL] Devolder, Pierre[UCL] (2006)
    • WorkingPaper
    Exponential bonus-malus systems integrating a priori risk classification
    Bermudez, Lluis Denuit, Michel[UCL] Dhaene, Jan (2001)
    • WorkingPaper
    Convex bounds on multiplicative martingales, with applications to pricing in incomplete markets
    Courtois, C. Denuit, Michel[UCL] (2006)
    • WorkingPaper
    Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting : a penalized log-likelihood approach"
    Delwarde, Antoine[UCL] Denuit, Michel[UCL] Eilers, P.H.C. (2006)
    • WorkingPaper
    Positive dependence decreases the diversification benefit
    Denuit, Michel[UCL] Dhaene, J. Vanduffel, S. (2006)
    • WorkingPaper
    Zero-inflated Poisson models for panel data
    Boucher, Jean-Philippe Denuit, Michel[UCL] Guillén, Montserrat (2006)

Pages