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Displaying 25 results.
    • 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)
    • 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)
    • 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)
    • WorkingPaper
    Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance
    Denuit, Michel[UCL] Dhaene, Jan Ghossoub, Mario[UCL] Robert, Christian Y. (2023)
    • 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)
    • 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)
    • BookChapter
    Dependent risks
    Denuit, Michel[UCL] Dhaene, Jan (2004) Encyclopedia of Actuarial Science —
    • Book
    Actuarial theory for dependent risks: measures, orders and models
    Denuit, Michel[UCL] Kaas, Rob Goovaerts Marc Dhaene, Jan (2005)
    • Book
    Modern Actuarial Risk Theory
    Kaas, R. Goovaerts, M. J. Dhaene, Jan Denuit, Michel[UCL] (2001)
    • WorkingPaper
    The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks
    Dhaene, Jan Stassen, Ben Devolder, Pierre[UCL] Vellekoop, Michel (2014)
    • WorkingPaper
    Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts
    Christiansen, Marcus C. Denuit, Michel[UCL] Dhaene, Jan (2014)
    • WorkingPaper
    On the transferability of reserves in lifelong health insurance contracts
    Dhaene, Jan Godecharle, Els Antonio, Katrien Denuit, Michel[UCL] (2015)
    • WorkingPaper
    Tail mutual exclusivity and Tail-VaR lower bounds
    Cheung, Ka Chung Denuit, Michel[UCL] Dhaene, Jan (2015)
    • Speech
    Modelling dependence in actuarial science and finance
    Dhaene, Jan Vyncke, D. Purcaru Oana, Gabriela (2002) 2nd Conference in Actuarial Science & Finance — Samos
    • Speech
    Risk and savings Contracts
    Dhaene, Jan Denuit, Michel Goovaerts M., J. Wolthuis, Henk (2002) International Congress of Actuaries — Caucun, Mexico