All Publications

Pages

1. • WorkingPaper

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   The diversification theorem restated: A brief comment

   Denuit, Michel[UCL] (2006)
2. • Journal article

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   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)
3. • Journal article

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   Moment bounds on discrete expected stop-loss transforms, with applications

   Courtois, Cindy Denuit, Michel[UCL] (2007) Methodology and Computing in Applied Probability — Vol. 11, p. 307-338 (2007)
4. • WorkingPaper

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   Etude de techniques IBNR modernes

   De Longueville, Philippe Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2002)
5. • WorkingPaper

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   Méthodes de construction de systèmes bonus-malus en RC auto

   Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2001)
6. • WorkingPaper

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   Independent and correlated random effects for hurdle models applied to panel count data

   Boucher, Jean-Philippe Denuit, Michel[UCL] Guillén, Montserrat (2006)
7. • Journal article

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   S-convex extrema,Taylor-type expansions and stochastic approximations

   Denuit, Michel[UCL] (2002) Scandinavian Actuarial Journal — Vol. 1, p. 45-67 (2002)
8. • WorkingPaper

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   An actuarial analysis of the French bonus-malus system

   Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2005)
9. • WorkingPaper

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   Modélisation semi-markovienne du risque en crédit logement dans le cadre de Bâle II

   Denuit, Michel[UCL] Limpens, V. (2005)
10. • WorkingPaper

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    Association and heterogeneity of insured lifetimes in the Lee-Carter framework

    Denuit, Michel[UCL] Frostig, E. (2005)
11. • WorkingPaper

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    Découpage géographique par zone de Voronoï en assurance automobile

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

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    Application of the Poisson log-bilinear projection model to the G5 mortality experience

    Delwarde, Antoine[UCL] Denuit, Michel[UCL] Guillén, Montserrat Vidiella, A. (2004)
13. • WorkingPaper

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    Stochastic s-(increasing) convexity

    Denuit, Michel[UCL] Lefèvre, Claude (1999)
14. • WorkingPaper

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    On the dependence and the comparison of time-to-ruin random vectors

    Denuit, Michel[UCL] Frostig, E. Levikson, B. (2006)
15. • WorkingPaper

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    A Kolmogorov-type test for the shortfall order against parametric alternatives

    Denuit, Michel[UCL] Goderniaux, Anne-Cécile[UCL] Scaillet, Olivier[UCL] (2004)
16. • Journal article

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    Calcul de bornes sur la prime en excédent de perte de fonctions de risques dépendants en présence d'information partielle sur leurs marges

    Denuit, Michel[UCL] Mesfioui, Mahmed Genest, Christian (2006) Annales des Sciences Mathématiques du Québec — Vol. 30, p. 63-78 (2006)
17. • Journal article

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    Lee-Carter goes risk-neutral: An application to the Italian annuity market

    Biffis, E. Denuit, Michel[UCL] (2006) Giornale dell'Istituto Italiano degli Attuari — p. 33-53 (2006)
18. • Journal article

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    Rentes viagères : des bases réglementaires totalement dépassées

    Brouhns, Natacha[UCL] Denuit, Michel[UCL] (2002) Monde de l'Assurance — Vol. 304, p. 18-21 (2002)
19. • WorkingPaper

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    Lee-Carter goes risk-neutral: An application to the Italian annuity market

    Biffis, Enrico Denuit, Michel[UCL] (2005)
20. • WorkingPaper

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    Measuring the impact of dependence between claims occurrences

    Denuit, Michel[UCL] Lefèvre, Claude Utev, S. (2001)
21. • WorkingPaper

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    S-convex extremal distributions with arbitrary discrete support

    Courtois, C. Denuit, Michel[UCL] (2006)
22. • Journal article

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    A Poisson log-bilinear regression approach to the construction of projected lifetables

    Brouhns, Natacha Denuit, Michel Vermunt, J. (2002) Insurance: Mathematics and Economics — p. 373-393 (2002)
23. • WorkingPaper

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    Bayesian experience rating with dynamic heterogeneity

    Bolance, C. Denuit, Michel[UCL] Guillén, Montserrat Lambert, Philippe[UCL] (2004)
24. • WorkingPaper

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    Multi-event bonus-malus scales

    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2004)
25. • WorkingPaper

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    Measuring the impact of a dependence among insured lifelengths

    Denuit, Michel[UCL] Dhaene, Jan Le Bailly de Tilleghem, Céline[UCL] Teghem, Stéphanie (2001)

Pages