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1. • BookChapter

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   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

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   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

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   Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development

   Denuit, Michel[UCL] Trufin, Julien (2017) North American Actuarial Journal — Vol. 21, p. 611-619 (2017)
4. • Journal article

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   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)
5. • Journal article

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   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)
6. • Journal article

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   Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death

   Gbari, Kock Yed Ake Samuel[UCL] Poulain, Michel[UCL] Dal, Luc[UCL] Denuit, Michel[UCL] (2017) North American Actuarial Journal — Vol. 21, no. 3, p. 397-416 (2017)
7. • Journal article

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   Tail mutual exclusivity and Tail-VaR lower bounds

   Cheung, Ka Chun Denuit, Michel[UCL] Dhaene, Jan (2017) Scandinavian Actuarial Journal — Vol. 2017, no.1, p. 88-104 (2017)
8. • Journal article

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   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)
9. • Journal article

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   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)
10. • Journal article

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    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)
11. • Journal article

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    Model points and Tail-VaR in life insurance

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

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    Updating mechanism for lifelong insurance contracts subject to medical inflation

    Denuit, Michel[UCL] Dhaene, Jan Hanbali, Hamza Lucas, Nathalie[UCL] Trufin, Julien (2017) European Actuarial Journal — Vol. 7, no.1, p. 133-163 (2017)
13. • Journal article

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    Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization

    Denuit, Michel[UCL] Mesfioui, Mhamed (2017) Insurance: Mathematics and Economics — Vol. 72, p. 1-5 (2017)
14. • Journal article

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    Des cadences collectives de règlement au provisionnement individuel

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

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    Another look at risk apportionment

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

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    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)
17. • Journal article

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    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)
18. • Journal article

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    Comonotonicity, orthant convex order and sums of random variables

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

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    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)
20. • WorkingPaper

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    Almost Marginal Conditional Stochastic Dominance

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

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    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)
22. • Journal article

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    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)
23. • Journal article

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    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)
24. • Journal article

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    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)
25. • Journal article

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    Impact of underwriting cycles on the solvency of an insurance company

    Trufin, Julien[UCL] Albrecher, Hansjörg Denuit, Michel[UCL] (2009) North American Actuarial Journal — Vol. 13, no.3, p. 385-403 (2009)

Pages