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1. • WorkingPaper

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

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

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

   Denuit, Michel[UCL] (2019)
3. • Journal article

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   Waiting period from diagnosis for mortgage insurance issued to cancer survivors

   Soetewey, Antoine[UCL] Legrand, Catherine[UCL] Denuit, Michel[UCL] Silversmit, Geert (2021) European Actuarial Journal — Vol. 11, p. 135-160 (2021)
4. • Book

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

   Denuit, Michel[UCL] Hainaut, Donatien[UCL] Trufin, Julien (2020)
5. • Journal article

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   Multivariate modelling of multiple guarantees in motor insurance of a household

   Pechon, Florian[UCL] Denuit, Michel[UCL] Trufin, Julien (2019) European Actuarial Journal — Vol. 9, p. 575-602 (2019)
6. • WorkingPaper

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   Size-biased risk measures of compound sums

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

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

   Denuit, Michel[UCL] Robert, Christian Y. (2021)
8. • Journal article

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   Size-Biased Risk Measures of Compound Sums

   Denuit, Michel[UCL] (2020) North American Actuarial Journal — Vol. 24, no.4, p. 512-532 (2020)
9. • WorkingPaper

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

   Denuit, Michel[UCL] Sznajder, Dominik Trufin, Julien (2019)
10. • WorkingPaper

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    Concordance-based predictive measures in regression models for discrete responses

    Denuit, Michel[UCL] Mesfoui, Mhamed Trufin, Julien (2019)
11. • Journal article

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    A dynamic equivalence principle for systematic longevity risk management

    Hanbali, Hamza Denuit, Michel[UCL] Dhaene, Jan Trufin, Julien[UCL] (2019) Insurance: Mathematics and Economics — Vol. 86, p. 158-167 (2019)
12. • WorkingPaper

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    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)
13. • Journal article

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    Large-Loss Behavior of Conditional Mean Risk Sharing

    Denuit, Michel[UCL] Robert, Christian Y. (2020) ASTIN Bulletin — Vol. 50, no.3, p. 1093-1122 (2020)
14. • Journal article

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

    Denuit, Michel[UCL] Robert, Christian Y. (2021) Insurance: Mathematics and Economics — Vol. 96, no. January 2021, p. 116-126 (2021)
15. • WorkingPaper

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

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

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

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

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

    Denuit, Michel[UCL] Robert, Christian Y. (2021)
18. • Journal article

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

    Pechon, Florian[UCL] Denuit, Michel[UCL] Trufin, Julien (2021) Annals of Actuarial Science — Vol. 15, no.1, p. 82-114 (2021)
19. • Journal article

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    Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction

    Denuit, Michel[UCL] Robert, Christian Y. (2021) Journal of Multivariate Analysis — Vol. 186, p. 104803 (2021)
20. • WorkingPaper

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    Autocalibration and Tweedie-dominance for insurance pricing with machine learning

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

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

    Trufin, Julien Denuit, Michel[UCL] (2021)
22. • Journal article

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    Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model

    Bettonville, Carole d'Oultremont, Louise Denuit, Michel[UCL] Trufin, Julien Van Oirbeek, Robin (2021) Scandinavian Actuarial Journal — Vol. 2021, no.5, p. 380-407 (2021)
23. • WorkingPaper

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    Testing for more positive expectation dependence with application to model comparison

    Denuit, Michel[UCL] Trufin, Julien Verdebout, Thomas (2021)
24. • WorkingPaper

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    A new measure of mortality differentials based on precedence probability

    Cadena, Meitner Denuit, Michel[UCL] (2021)
25. • WorkingPaper

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    Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses

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

Pages