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1. • Journal article

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   Laplace transform ordering of actuarial quantities

   Denuit, Michel[UCL] (2001) Insurance: Mathematics and Economics — Vol. 29, p. 83-102 (2001)
2. • Book

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   Mathématiques de l'Assurance Non-Vie. Tome II: Tarification et Provisionnement

   Denuit, Michel[UCL] Charpentier, Arthur (2005)
3. • Journal article

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   Impact of dependence among multiple claims in a single loss

   Cossette, Hélène Denuit, Michel Marceau, Etienne (2000) Insurance: Mathematics and Economics — Vol. 26, p. 213-222 (2000)
4. • Journal article

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   Setting a bonus-malus scale in the presence of other rating factors: Taylor's work revisited

   Pitrebois, Sandra[UCL] Walhin, Jean-François[UCL] Denuit, Michel[UCL] (2003) Astin Bulletin — Vol. 33, p. 419-436 (2003)
5. • Journal article

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   Polynomial structures in order statistics distributions

   Denuit, Michel[UCL] Picard, Ph. Lefèvre, Claude[UCL] (2003) Journal of Statistical Planning and Inference — Vol. 113, no. 1, p. 151-178 (2003)
6. • Journal article

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   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)
7. • Journal article

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   Bonus-malus scales in segmented tariffs : Gilde & Sundt's work revisited

   Pitrebois, Sandra Walhin, Jean-François Denuit, Michel[UCL] (2004) Australian Actuarial Journal — p. 107-125 (2004)
8. • Book

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   Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque

   Denuit, Michel[UCL] Charpentier, Arthur Bébéar, Claude (2004)
9. • Journal article

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   Determination of the PML: a case study in group medical insurance

   Cebrian Ana, Carmen Lambert, Philippe Denuit, Michel[UCL] (2003) North American Actuarial Journal — (2003)
10. • WorkingPaper

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    Stochastic approximations for present value functions

    Cossette, Hélène Denuit, Michel[UCL] Dhaene, Jan Marceau, Etienne (2002)
11. • WorkingPaper

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    Quand la différenciation tarifaire est-elle techniquement justifiée ?

    Denuit, Michel[UCL] (2005)
12. • WorkingPaper

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    Une proposition de tables prospectives pour le marché belge des rentes

    Denuit, Michel[UCL] Magis, Corinne Walhin, Jean-François[UCL] (2004)
13. • Journal article

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    The s-convex orders among real random variables, with applications

    Denuit, Michel[UCL] Lefèvre, C. Shaked, Moshe (1998) Mathematical Inequalities and Applications — Vol. 1, no. 4, p. 585-613 (1998)
14. • WorkingPaper

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    Risk classification for claim counts: A comparative analysis of various zero-inflated mixed Poisson and hurdle models

    Boucher, Jean-Philippe Denuit, Michel[UCL] Guillén, Montserrat (2006)
15. • WorkingPaper

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    Stochastic analysis of duplicates in life insurance portofolios

    Denuit, Michel[UCL] (2000)
16. • WorkingPaper

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    Stochastic mortality under measure changes

    Biffis, Enrico Denuit, Michel[UCL] Devolder, Pierre[UCL] (2005)
17. • WorkingPaper

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    Continuous time stochastic mortality and securitization of longevity risk

    Denuit, Michel[UCL] Devolder, Pierre[UCL] (2006)
18. • Journal article

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    Heterogeneity and the need for economic capital in the individual model

    Denuit, Michel[UCL] Frostig, E. (2006) Scandinavian Actuarial Journal — p. 42-66 (2006)
19. • WorkingPaper

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    Exponential bonus-malus systems integrating a priori risk classification

    Bermudez, Lluis Denuit, Michel[UCL] Dhaene, Jan (2001)
20. • WorkingPaper

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    Convex bounds on multiplicative martingales, with applications to pricing in incomplete markets

    Courtois, C. Denuit, Michel[UCL] (2006)
21. • WorkingPaper

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    Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting : a penalized log-likelihood approach"

    Delwarde, Antoine[UCL] Denuit, Michel[UCL] Eilers, P.H.C. (2006)
22. • Journal article

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    Quand la différenciation tarifaire est-elle techniquement justifiée?

    Denuit, Michel[UCL] (2005) Monde de l'Assurance, Dossier spécial — Vol. 1, p. 39661 (2005)
23. • WorkingPaper

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    Positive dependence decreases the diversification benefit

    Denuit, Michel[UCL] Dhaene, J. Vanduffel, S. (2006)
24. • Journal article

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    Risque de longévité et rentes viagères. III. Elaboration de tables de mortalité prospectives pour la population assurée belge, et évaluation du coût de l'antisélection

    Brouhns, Natacha Denuit, Michel (2002) Belgian Actuarial Bulletin — Vol. 2, p. 64-72 (2002)
25. • Journal article

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    On the dependence induced by frequency credibility models

    Purcaru Oana, Gabriela Denuit, Michel (2002) Belgian Actuarial Bulletin — Vol. 2, p. 73-79 (2002)

Pages