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1. • Journal article

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   Convex order and comonotonic conditional mean risk sharing

   Denuit, Michel[UCL] Dhaene, Jan (2012) Insurance: Mathematics and Economics — Vol. 51, no.2, p. 265-270 (2012)
2. • Journal article

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   Properties of risk measures derived from ruin theory

   Trufin, Julien[UCL] Albrecher, Hansjoerg Denuit, Michel[UCL] (2011) The Geneva Risk and Insurance Review — Vol. 36, p. 174-188 (2011)
3. • Journal article

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   Ordering Functions of Random Vectors, with Application to Partial Sums

   Denuit, Michel[UCL] Mesfioui, Mhamed (2013) Journal of Theoretical Probability — Vol. 26, no. 2, p. 474-479 (2013)
4. • WorkingPaper

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   Almost Expectation and Excess Dependence Notions

   Denuit, Michel[UCL] Huang, Rachel Tzeng, Larry (2013)
5. • WorkingPaper

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   Positive dependence of signals

   Denuit, Michel[UCL] (2010)
6. • Report

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   Etude de la possibilité et proposition de mise en place de mécanismes assurantiels ou de mutualisation des risques dans le secteur agricole en Région wallonne. Marché de service de recherche et développement D31-1251, Financement de la Direction générale opérationnelle de l'agriculture, des ressources naturelles et de l'environnement (SPW)

   Henry de Frahan, Bruno[UCL] Saegerman, C. Denuit, Michel[UCL] Dubuisson, Bernard[UCL] Ledoux, Olivia[UCL] Pigeon, Mathieu[UCL] Vandeputte, S. Weynants, Stéphanie[UCL] (2011)
7. • Journal article

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   The Solvency II square-root formula for systematic biometric risk

   Christiansen, Marcus C. Denuit, Michel[UCL] Lazar, Dorina (2012) Insurance: Mathematics and Economics — Vol. 50, no. 2, p. 257-265 (2012)
8. • Journal article

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   Some consequences of correlation aversion in decision science

   Eeckhoudt, Louis[FUCaM] Denuit, Michel[UCL] Rey, Béatrice (2010) Annals of Operations Research — Vol. 176, no. 1, p. 259-269 (Avril 2010)
9. • 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)
10. • 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)
11. • 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)
12. • Speech

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    Extreme value theory with application to a case study in group medical insurance

    Cebrian Ana, Carmen Denuit, Michel Lambert, Philippe (2001) International Conference On Extremes in Theory and Practice — Leuven
13. • Speech

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    Risk and savings Contracts

    Dhaene, Jan Denuit, Michel Goovaerts M., J. Wolthuis, Henk (2002) International Congress of Actuaries — Caucun, Mexico
14. • Speech

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    Building Projected Life Tables for Annuities

    Brouhns, Natacha Denuit, Michel Haderer, Marie (2002) Sixth International Congress on Insurance: Mathematics and Economics — Lisbon
15. • Speech

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    On the dynamic random effects and their impact on a posteriori risk evaluation.

    Purcaru Oana, Gabriela Denuit, Michel (2002) Journée de contact FNRS Groupe Sciences Actuarielles Insurance & Finance —
16. • BookChapter

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    Multivariate Concave and Convex Stochastic Dominance

    Denuit, Michel[UCL] Eeckhoudt, Louis Tsetlin, Ilia Winkler, Robert (2013) Risk Measures and Attitudes — [ISBN : 978-1-4471-4925-5]
17. • Journal article

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    correlated random effects for hurdle models applied to claim counts

    Boucher, Jean-Philippe Denuit, Michel[UCL] Guillen, Montserrat (2011) Variance : advancing the science of risk — Vol. 5, no.1, p. 68-79 (2011)
18. • Journal article

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    Stochastic mortality under measure changes

    Biffis, Enrico Denuit, Michel[UCL] Devolder, Pierre[UCL] (2010) Scandinavian Actuarial Journal — Vol. 4, p. 284-311 (2010)
19. • Journal article

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    Correlated risks, bivariate utility and optimal choices

    Denuit, Michel[UCL] Eeckhoudt, Louis[FUCAM] Menegatti, Mario (2011) Economic Theory — Vol. 46, no. 1, p. 39-54 (2011)
20. • Journal article

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    Composite Lognormal-Pareto model with random threshold

    Pigeon, Mathieu[UCL] Denuit, Michel[UCL] (2011) Scandinavian Actuarial Journal — no. 3, p. 177-192 (2011)

Pages