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Displaying 1 - 25 of 50 results.

Pages

    • Journal article
    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)
    • 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)
    • 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)
    • WorkingPaper
    Stochastic approximations for present value functions
    Cossette, Hélène Denuit, Michel[UCL] Dhaene, Jan Marceau, Etienne (2002)
    • WorkingPaper
    Exponential bonus-malus systems integrating a priori risk classification
    Bermudez, Lluis Denuit, Michel[UCL] Dhaene, Jan (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
    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
    Bonus-Malus scales using exponential loss functions
    Denuit, Michel[UCL] Dhaene, Jan (2000)
    • Book
    Risk and savings contracts. Proccedings of the International Congress of Actuaries 2002
    Dhaene, Jan Denuit, Michel Goovaerts M., J. Wolthuis, Henk (2002)
    • Journal article
    The concept of comonotonicity in actuarial science and finance: applications
    Dhaene, Jan Denuit, Michel Vyncke, D. Kaas, R. Goovaerts M., J. (2002) Insurance: Mathematics and Economics — Vol. 31, p. 133-161 (2002)
    • Journal article
    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) Health Policy — Vol. 123, no.10, p. 970-975 (2019)
    • WorkingPaper
    Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance
    Denuit, Michel[UCL] Dhaene, Jan Ghossoub, Mario[UCL] Robert, Christian Y. (2023)
    • Journal article
    Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance
    Denuit, Michel[UCL] Dhaene, Jan Robert, Christian Y. (2022) Journal of Risk and Insurance — Vol. 89, no.3, p. 615-667 (2022)
    • WorkingPaper
    An axiomatic theory for comonotonicity-based risk sharing
    Dhaene, Jan Robert, Christian Y. Cheung, Ka Chun Denuit, Michel[UCL] (2023)
    • WorkingPaper
    Risk-sharing rules and their properties, with applications to peer-to-peer insurance
    Denuit, Michel[UCL] Dhaene, Jan Robert, Christian Y. (2021)
    • WorkingPaper
    Risk and savings contracts
    Dhaene, Jan Wolthuis, Henk Denuit, Michel[UCL] Goovaerts, M. J. (2001)
    • WorkingPaper
    Some positive dependence notions, with applications in actuarial sciences
    Denuit, Michel[UCL] Dhaene, Jan Ribas, Carmen (1999)
    • 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
    The concept of comonotonicity in actuarial science and finance: applications
    Dhaene, Jan Denuit, Michel[UCL] Goovaerts, M. Kaas, R. Vyncke, D. (2002)
    • WorkingPaper
    Simple characterizations of comonotonicity and countermonotonicity by extremal correlations
    Denuit, Michel[UCL] Dhaene, Jan (2003)

Pages