User menu

Accès à distance ? S'identifier sur le proxy UCLouvain

Search

Displaying 1 - 25 of 36 results.

Pages

    • Journal article
    An extension of Osuna's model for stress caused by waiting
    Denuit, Michel[UCL] Genest, Christian (2001) Journal of mathematical psychology — Vol. 45, no. 1, p. 115-130 (2001)
    • Journal article
    Smoothed NPML estimation of the risk distribution underlying Bonus-Malus systems
    Denuit, Michel[UCL] Lambert, Philippe[UCL] (2001) Proceedings of the Casualty Actuarial Society — Vol. 88, no. 198/169, p. 142-174 (2001)
    • Journal article
    On the stop-loss and total variation distances between random sums
    Denuit, Michel[UCL] Van Bellegem, Sébastien (2001) Statistics and Probability Letters — Vol. 53, p. 153-165 (2001)
    • Journal article
    Stochastic approximations for present value functions
    Cossette, Hélène Denuit, Michel Marceau, Etienne Dhaene, Jan[UCL] (2001) Bulletin of the Swiss Association of Actuaries — Vol. 1, p. 15-28 (2001)
    • Journal article
    Bonus-Malus scales using exponential loss functions
    Denuit, Michel[UCL] Dhaene, Jan (2001) German Actuarial Bulletin — Vol. 25, p. 13-27 (2001)
    • Journal article
    Laplace transform ordering of actuarial quantities
    Denuit, Michel[UCL] (2001) Insurance: Mathematics and Economics — Vol. 29, p. 83-102 (2001)
    • Journal article
    On s-convexity and risk aversion
    Denuit, Michel[UCL] Scarsini, Marco[UCL] Lefèvre, Claude[UCL] (2001) Theory and Decision : an international journal for multidisciplinary advances in decision sciences — Vol. 50, no. 3, p. 239-248 (2001)
    • WorkingPaper
    Exponential bonus-malus systems integrating a priori risk classification
    Bermudez, Lluis Denuit, Michel[UCL] Dhaene, Jan (2001)
    • WorkingPaper
    Personnalisation des primes-fréquence en assurance automobile par régression poissonienne en présence de données longitudinales
    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2001)
    • WorkingPaper
    Laplace transform ordering of actuarial quantities
    Denuit, Michel[UCL] (2001)
    • Journal article
    Exponential bonus-malus systems integrating a priori risk classification
    Bermudez, Lluis Denuit, Michel[UCL] Dhaene, Jan (2001) Journal of Actuarial Practice — Vol. 9, p. 84-112 (2001)
    • Journal article
    Exponential bonus-malus systems integrating a priori risk classification
    Bermudez, Lluis Denuit, Michel Dhaene, Jan (2001) Journal of Actuarial Practice — Vol. 9, p. 84-112 (2001)
    • WorkingPaper
    Méthodes de construction de systèmes bonus-malus en RC auto
    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2001)
    • WorkingPaper
    Measuring the impact of dependence between claims occurrences
    Denuit, Michel[UCL] Lefèvre, Claude Utev, S. (2001)
    • WorkingPaper
    Measuring the impact of a dependence among insured lifelengths
    Denuit, Michel[UCL] Dhaene, Jan Le Bailly de Tilleghem, Céline[UCL] Teghem, Stéphanie (2001)
    • Book
    Modern Actuarial Risk Theory
    Kaas, R. Denuit, Michel Dhaene, Jan Goovaerts M., J. (2001)
    • WorkingPaper
    A simple geometric proof that comonotonic risks have the convex largest sum
    Kaas, R. Dhaene, Jan Vyncke, D. Goovaerts, M. Denuit, Michel[UCL] (2001)
    • WorkingPaper
    Determination of the PML: a case study in group medical insurance
    Cebrian, Anna Carmen Denuit, Michel[UCL] Lambert, Philippe[UCL] (2001)
    • Journal article
    Méthodes de construction de systèmes bonus-malus en RC auto
    Denuit, Michel[UCL] Walhin, Jean-François Pitrebois, Sandra (2001) Actu-L — Vol. 1, p. 7-38 (2001)
    • WorkingPaper
    Risk and savings contracts
    Dhaene, Jan Wolthuis, Henk Denuit, Michel[UCL] Goovaerts, M. J. (2001)
    • WorkingPaper
    On the pricing of Top & Drop Excess of loss covers
    Denuit, Michel[UCL] Walhin, Jean-François[UCL] (2001)
    • Journal article
    Measuring the impact of a dependence among insured lifelengths
    Denuit, Michel[UCL] Teghem, Stéphanie Le Bailly de Tilleghem, Céline Dhaene, Jan (2001) Belgian Actuarial Bulletin — Vol. 1, p. 18-39 (2001)
    • WorkingPaper
    The concept of comonotonicity in actuarial science and finance: theory
    Dhaene, Jan Denuit, Michel[UCL] Goovaerts, M. Kaas, R. Vyncke, D. (2001)
    • WorkingPaper
    Risque de longévité et rentes viagères - 3. Elaboration de tables de mortalité prospectives pour la population assurée belge, et évaluation du coût de l'antisélection
    Brouhns, Natacha[UCL] Denuit, Michel[UCL] (2001)
    • WorkingPaper
    Copula-type representation for random couples with Bernoulli margins
    Denuit, Michel[UCL] Lambert, Philippe[UCL] Tajar, Abdelouahid (2001)

Pages