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Displaying 1 - 25 of 508 results.

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    • WorkingPaper
    Risk attitudes and the value of risk transformations
    Denuit, Michel[UCL] Eeckhoudt, Louis (2012)
    • 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
    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
    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)
    • WorkingPaper
    Ruin problems in presence of underwriting cycles
    Albrecher, H. Denuit, Michel[UCL] Trufin, Julien (2010)
    • Journal article
    First-order mortality rates and safe-side actuarial calculations in life insurance
    Christiansen, Marcus Denuit, Michel[UCL] (2010) Astin Bulletin : the journal of the International Actuarial Association — Vol. 40, no. 2, p. 587-614 (2010)
    • WorkingPaper
    Prudence, Diversification and Optimal Portfolios
    Denuit, Michel[UCL] Eeckhoudt, Louis[UCL] (2014)
    • 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)
    • WorkingPaper
    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 (2012)
    • WorkingPaper
    Worst-case actuarial calculations consistent with single- and multiple-decrement life tables
    Christiansen, Marcus Denuit, Michel[UCL] (2012)
    • WorkingPaper
    Dispersive effect of cross-aging with Archimedean copulas
    Denuit, Michel[UCL] Mesfioui, Mhamed (2010)
    • Journal article
    Dispersive effect of cross-aging with archimedean copulas
    Denuit, Michel[UCL] Mesfioui, Mhamed (2011) Statistics & Probability Letters — Vol. 81, no. 9, p. 1407-1418 (2011)
    • 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
    Ordering functions of random vectors, with application to partial sums
    Denuit, Michel[UCL] Mesfioui, Mhamed (2010)
    • WorkingPaper
    Evaluation of the EU proposed Farm Income Stabilisation Tool
    Pigeon, Mathieu[UCL] Henry de Frahan, Bruno[UCL] Denuit, Michel[UCL] (2012)
    • Journal article
    Stochastic mortality under measure changes
    Biffis, Enrico Denuit, Michel[UCL] Devolder, Pierre[UCL] (2010) Scandinavian Actuarial Journal — Vol. 4, p. 284-311 (2010)
    • WorkingPaper
    Model points and Tail-VaR in life insurance
    Denuit, Michel[UCL] Trufin, Julien (2014)
    • WorkingPaper
    Transformations preserving stochastic dominance : Theory and applications
    Denuit, Michel[UCL] Eeckhoudt, Louis Jokung, O. (2010)
    • WorkingPaper
    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)
    • WorkingPaper
    Individual loss reserving using paid-incurred data
    Pigeon, Mathieu[UCL] Antonio, Katrien Denuit, Michel[UCL] (2014)
    • WorkingPaper
    Stronger measures of higher-order risk attitudes
    Denuit, Michel[UCL] Eeckhoudt, Louis (2010)
    • WorkingPaper
    Prudence, temperance, edginess, and higher degree risk apportionment as decreasing correlation aversion
    Denuit, Michel[UCL] Rey, B. (2010)
    • WorkingPaper
    Bivariate Almost Stochastic Dominance
    Denuit, Michel[UCL] Huang, Rachel Tzeng, Larry (2013)
    • WorkingPaper
    Max-Factor individual risk models with application to credit portfolios
    Denuit, Michel[UCL] Kiriliouk, Anna[UCL] Segers, Johan[UCL] (2014)
    • 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]

Pages