Search

Pages

1. • Book

   • 

   Effective Statistical Learning Methods for Actuaries III : Neural Networks and Extensions

   Denuit, Michel[UCL] Hainaut, Donatien[UCL] Trufin, Julien (2019)
2. • WorkingPaper

   • 

   Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities

   Denuit, Michel[UCL] Robert, Christian Y. (2020)
3. • WorkingPaper

   • 

   Conditional mean risk sharing for dependent risks using graphical models

   Denuit, Michel[UCL] Robert, Christian Y. (2020)
4. • WorkingPaper

   • 

   Risk reduction by conditional mean risk sharing with application to collaborative insurance

   Denuit, Michel[UCL] Robert, Christian Y. (2020)
5. • WorkingPaper

   • 

   Stop-loss protection for a large P2P insurance pool

   Denuit, Michel[UCL] Robert, Christian Y. (2020)
6. • WorkingPaper

   • 

   Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent risks

   Denuit, Michel[UCL] Robert, Christian Y. (2020)
7. • WorkingPaper

   • 

   From risk sharing to pure premium for a large number of heterogeneous losses

   Denuit, Michel[UCL] Robert, Christian Y. (2020)
8. • WorkingPaper

   • 

   Efron’s asymptotic monotonicityproperty in the gaussian stable domain of attraction

   Denuit, Michel[UCL] Robert, Christian Y. (2020)
9. • WorkingPaper

   • 

   From risk sharing to risk transfer: the analytics of collaborative insurance

   Denuit, Michel[UCL] Robert, Christian Y. (2020)
10. • WorkingPaper

    • 

    Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving

    Denuit, Michel[UCL] Lu, Yang (2020)
11. • WorkingPaper

    • 

    Hospital inpatients costs dynamics at older ages: A frequency-severity approach

    Lucas, Nathalie[UCL] Avalosse, Hervé Denuit, Michel[UCL] (2020)
12. • WorkingPaper

    • 

    Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines

    Denuit, Michel[UCL] (2019)
13. • Book

    • 

    Effective Statistical Learning Methods for Actuaries II : Tree-Based Methods and Extensions

    Denuit, Michel[UCL] Hainaut, Donatien[UCL] Trufin, Julien (2020)
14. • WorkingPaper

    • 

    Size-biased risk measures of compound sums

    Denuit, Michel[UCL] (2019)
15. • WorkingPaper

    • 

    Risk sharing under the dominant peer-to-peer property and casualty insurance business models

    Denuit, Michel[UCL] Robert, Christian Y. (2021)
16. • WorkingPaper

    • 

    Model selection based on Lorenz and concentration curves, Gini indices and convex order

    Denuit, Michel[UCL] Sznajder, Dominik Trufin, Julien (2019)
17. • BookChapter

    • 

    Pricing and Reserving in LTC Insurance

    Denuit, Michel[UCL] Lucas, Nathalie[UCL] Pitacco, Ermanno (2019) Actuarial Aspects of Long Term Care — [ISBN : 9783030056599]
18. • WorkingPaper

    • 

    Concordance-based predictive measures in regression models for discrete responses

    Denuit, Michel[UCL] Mesfoui, Mhamed Trufin, Julien (2019)
19. • WorkingPaper

    • 

    Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system

    Hanbali, Hamza Claassens, Hubert Denuit, Michel[UCL] Dhaene, Jan Trufin, Julien (2019)
20. • WorkingPaper

    • 

    Investing in your own and peers' risks: The simple analytics of p2p insurance

    Denuit, Michel[UCL] (2019)
21. • WorkingPaper

    • 

    Home and Motor insurance joined at a household level using multivariate credibility

    Pechon, Florian[UCL] Denuit, Michel[UCL] Trufin, Julien (2019)
22. • WorkingPaper

    • 

    From risk reduction to risk elimination by conditional mean risk sharing of independent losses

    Denuit, Michel[UCL] Robert, Christian Y. (2021)
23. • WorkingPaper

    • 

    Autocalibration and Tweedie-dominance for insurance pricing with machine learning

    Denuit, Michel[UCL] Charpentier, Arthur Trufin, Julien (2021)
24. • WorkingPaper

    • 

    Boosting cost-complexity pruned trees On Tweedie responses: the ABT machine

    Trufin, Julien Denuit, Michel[UCL] (2021)
25. • WorkingPaper

    • 

    Testing for more positive expectation dependence with application to model comparison

    Denuit, Michel[UCL] Trufin, Julien Verdebout, Thomas (2021)

Pages