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Displaying 15 results.
    • Journal article
    Individual Loss Reserving with the Multivariate Skew Normal Framework
    Pigeon, Mathieu[UCL] Antonio, Katrien Denuit, Michel[UCL] (2013) ASTIN Bulletin — Vol. 43, no. 3, p. 399-428 (2013)
    • 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
    Risk attitudes and the value of risk transformations
    Denuit, Michel[UCL] Eeckhoudt, Louis (2013) International Journal of Economic Theory — Vol. 9, no.3, p. 245-254 (September 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
    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)
    • WorkingPaper
    Multivariate higher-degree stochastic increasing convexity
    Denuit, Michel[UCL] Mesfioui, Mhamed (2013)
    • Journal article
    Premium indexing in lifelong health insurance
    Vercruysse, W. Dhaene, J. Denuit, Michel[UCL] Pitacco, E. Antonio, K. (2013) Far East Journal of Mathematical Sciences — Vol. SPEC. VOL., no. PART IV, p. 365-384 (2013)
    • Journal article
    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)
    • Journal article
    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)
    • 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
    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)
    • WorkingPaper
    Bivariate Almost Stochastic Dominance
    Denuit, Michel[UCL] Huang, Rachel Tzeng, Larry (2013)
    • Journal article
    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)
    • WorkingPaper
    Almost Expectation and Excess Dependence Notions
    Denuit, Michel[UCL] Huang, Rachel Tzeng, Larry (2013)
    • BookChapter
    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]