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1. • Journal article

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   Risk Management of CPPI Funds in Switching Regime Markets

   Hainaut, Donatien[UCL] (2011) Bankers markets & investors — Vol. 2, no.113, p. 5-14 (2011)
2. • Journal article

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   Strategic asset allocation with switching dependence

   Hainaut, Donatien[UCL] (2012) Annals of Finance — Vol. 1, no.8, p. 75-96 (2012)
3. • Dissertation

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   Cure models in survival analysis : from modelling to prediction assessment of the cure fraction

   Amico, Maïlis[UCL] (2018)
4. • Journal article

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   Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development

   Denuit, Michel[UCL] Trufin, Julien (2017) North American Actuarial Journal — Vol. 21, p. 611-619 (2017)
5. • Journal article

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   Semi-parametric accelerated hazard relational models with applications to mortality projections

   Cadena, Meitner Denuit, Michel[UCL] (2016) Insurance: Mathematics and Economics — Vol. 68, no. May 2016, p. 1-16 (2016)
6. • Journal article

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   Stochastic approximations in CBD mortality projection models

   Gbari, Kock Yed Ake Samuel[UCL] Denuit, Michel[UCL] (2016) Journal of Computational and Applied Mathematics — Vol. 296, p. 102-115 (2016)
7. • Journal article

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   Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization

   Denuit, Michel[UCL] Mesfioui, Mhamed (2017) Insurance: Mathematics and Economics — Vol. 72, p. 1-5 (2017)
8. • Journal article

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   Tail mutual exclusivity and Tail-VaR lower bounds

   Cheung, Ka Chun Denuit, Michel[UCL] Dhaene, Jan (2017) Scandinavian Actuarial Journal — Vol. 2017, no.1, p. 88-104 (2017)
9. • Journal article

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   Updating mechanism for lifelong insurance contracts subject to medical inflation

   Denuit, Michel[UCL] Dhaene, Jan Hanbali, Hamza Lucas, Nathalie[UCL] Trufin, Julien (2017) European Actuarial Journal — Vol. 7, no.1, p. 133-163 (2017)
10. • Journal article

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    Evaluation and default time for companies with uncertain cash flows.

    Hainaut, Donatien[UCL] (2015) Insurance: Mathematics & Economics — Vol. 61, no.M, p. 276-285 (2015)
11. • Journal article

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    Model points and Tail-VaR in life insurance

    Denuit, Michel[UCL] Trufin, Julien (2015) Insurance: Mathematics and Economics — Vol. 64, p. 268-272 (2015)
12. • Journal article

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    Mécanisme de conversion de l'usufruit: le point de vue d'un actuaire

    Denuit, Michel[UCL] (2015) Revue du Notariat Belge — Vol. 3097, p. 368-374 (2015)
13. • Journal article

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    Almost expectation and excess dependence notions

    Denuit, Michel[UCL] Huang, Rachel Tzeng, Larry (2015) Theory and Decision : an international journal for multidisciplinary advances in decision sciences — Vol. 79, no. 3, p. 375-401 (2015)
14. • Journal article

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    Collective loss reserving with two types of claims in motor third party liability insurance

    Denuit, Michel[UCL] Trufin, Julien (2018) Journal of Computational and Applied Mathematics — Vol. 335, p. 168-184 (2018)
15. • Journal article

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    Testing for qualitative heterogeneity: An application to composite endpoints in survival analysis

    Oulhaj, Abderrahim El Ghouch, Anouar[UCL] Holman, Rury R (2017) Statistical Methods in Medical Research — Vol. 28, no.1, p. 151-169 (2017)
16. • Journal article

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    The copula-graphic estimator in censored nonparametric location-scale regression models

    Sujica, Aleksandar[UCL] Van Keilegom, Ingrid[UCL] (2018) Econometrics and Statistics — Vol. 7, no.C, p. 89-114 (2018)
17. • Journal article

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    ESTIMATION OF A SEMIPARAMETRIC TRANSFORMATION MODEL IN THE PRESENCE OF ENDOGENEITY

    Vanhems, Anne Van Keilegom, Ingrid[UCL] (2019) Econometric Theory — Vol. 35, no.1, p. 73-110 (2018)
18. • Journal article

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    Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors

    Wang, Lan Van Keilegom, Ingrid[UCL] Maidman, Adam (2018) Biometrika — Vol. 105, no.4, p. 859-872 (2018)
19. • Journal article

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    Goodness-of-fit tests for the cure rate in a mixture cure model

    Müller, Ursula U. Van Keilegom, Ingrid[UCL] (2018) Biometrika — Vol. 106, no.1, p. 211-227 (2018)
20. • BookChapter

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    Pricing and Reserving in LTC Insurance

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

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    Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision

    Denuit, Michel[UCL] Eeckhoudt, Louis Liu, Liqun Meyer, Jack (2016) The Geneva Risk and Insurance Review — Vol. 41, no.1, p. 19-47 (2016)
22. • Journal article

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    A multivariate evolutionary credibility model for mortality improvement rates

    Schinzinger, Edo Denuit, Michel[UCL] Christiansen, Marcus (2016) Insurance: Mathematics and Economics — Vol. 69, p. 70-81 (2016)
23. • Journal article

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    A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices

    Hainaut, Donatien[UCL] Deelstra, Griselda (2018) Methodology and Computing in Applied Probability — Vol. 21, no. 4, p. 1337-1375 (2019)
24. • Journal article

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    Segmentation et mutualisation, les deux faces d'une même pièce?

    Charpentier, Arthur Denuit, Michel[UCL] Elie, Romuald (2015) Risques — Vol. 103, p. 57-61 (2015)
25. • Journal article

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    Concordance-based predictive measures in regression models for discrete responses

    Denuit, Michel[UCL] Mesfioui, Mhamed Trufin, Julien (2019) Scandinavian Actuarial Journal — Vol. 2019, no.10, p. 824-836 (2019)

Pages