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Displaying 13 results.
    • 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: tables Ledoux 2011
    Ledoux, Jean-Luc[UCL] Denuit, Michel[UCL] (2011) Revue du Notariat Belge — Vol. 3053, p. 370-384 (2011)
    • WorkingPaper
    Individual Loss Reserving with the Multivariate Skew Normal Model
    Pigeon, Mathieu[UCL] Antonio, Katrien Denuit, Michel[UCL] (2011)
    • Journal article
    A note on subadditivity of zero-utility premiums
    Denuit, Michel[UCL] Eeckhoudt, Louis Menegatti, Mario (2011) Astin Bulletin : the journal of the International Actuarial Association — Vol. 41, no. 1, p. 239-250 (2011)
    • Journal article
    Risk classification in life insurance: Methodology and case study
    Gschlössl, Susanne Schoenmaekers, Pascal Denuit, Michel[UCL] (2011) European Actuarial Journal — Vol. 1, no. 1, p. 23-41 (2011)
    • 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
    Review of Stochastic Orders by Moshe Shaked and J. George Shanthikumar
    Denuit, Michel[UCL] (2011) SIAM Review — Vol. 53, no.1, p. 187-189 (2011)
    • Journal article
    Longevity-indexed life annuities
    Denuit, Michel[UCL] Haberman, Steven Renshaw, Arthur (2011) North American Actuarial Journal — , no. 15, p. 97-111 (2011)
    • Journal article
    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)
    • Report
    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)
    • Journal article
    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)
    • Journal article
    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)
    • Journal article
    Composite Lognormal-Pareto model with random threshold
    Pigeon, Mathieu[UCL] Denuit, Michel[UCL] (2011) Scandinavian Actuarial Journal — no. 3, p. 177-192 (2011)