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Displaying 1 - 25 of 33 results.

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    • 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
    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)
    • Journal article
    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)
    • 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)
    • 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)
    • Journal article
    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)
    • Journal article
    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)
    • Journal article
    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)
    • Journal article
    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)
    • 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)
    • 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)
    • 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)
    • 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)
    • 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)
    • 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)
    • Journal article
    Bivariate almost stochastic dominance
    Denuit, Michel[UCL] Huang, Rachel Tzeng, Larry (2014) Economic Theory — Vol. 57, no. 2, p. 377-405 (2014)
    • 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)
    • Journal article
    Improving your chances: A new result
    Denuit, Michel[UCL] Eeckhoudt, Louis[UCL] (2013) Economics Letters — Vol. 118, no.3, p. 475-477 (2013)
    • Journal article
    Special issue on Actuarial Statistics
    Denuit, Michel[UCL] (2012) A St A - Advances in Statistical Analysis — Vol. 96, no. 2, p. 123-125 (2012)
    • Journal article
    A sufficient condition of crossing type for the bivariate orthant convex order
    Denuit, Michel[UCL] Mesfioui, Mhamed (2013) Statistics & Probability Letters — Vol. 83, no.1, p. 157-162 (2013)
    • Journal article
    Ruin problems under IBNR dynamics
    Trufin, Julien[UCL] Albrecher, Hansjörg Denuit, Michel[UCL] (2011) Applied Stochastic Models in Business and Industry — Vol. 27, no.6, p. 619-632 (2011)
    • Journal article
    Capitalisation de l'usufruit éventuel: "Tables Ledoux"
    Ledoux, Jean-Luc[UCL] Denuit, Michel[UCL] Beguin, Etienne[UCL] Sterckx, Daniel (2012) Revue du Notariat Belge — Vol. 3063, p. 330-339 (2012)
    • Journal article
    Multivariate Analysis of Premium Dynamics in P&L Insurance
    Lazar, Dorina Denuit, Michel[UCL] (2012) Journal of Risk and Insurance — Vol. 79, no.2, p. 431-448 (2012)

Pages