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All Publications

Displaying 1 - 25 of 520 results.

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    • 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)
    • Journal article
    Application of the Poisson log-bilinear projection model to the G5 mortality experience
    Delwarde, Antoine Denuit, Michel[UCL] Vidiella, A. Guillén, Montserrat (2006) Belgian Actuarial Bulletin — Vol. 6, p. 54-68 (2006)
    • Journal article
    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)
    • Journal article
    Risque de longévité et rentes viagères - 3. Elaboration de tables de mortalité prospectives pour la population assurée belge, et évaluation du coût de l'antisélection
    Brouhns, Natacha[UCL] Denuit, Michel[UCL] (2002) Belgian Actuarial Bulletin — Vol. 2, no. 1, p. 64-72 (2002)
    • WorkingPaper
    Constraints on concordance measures in bivariate discrete data
    Denuit, Michel[UCL] Lambert, Philippe[UCL] (2002)
    • WorkingPaper
    Bonus-malus scales in segmented tariffs : Gilde & Sundt's work revisited
    Denuit, Michel[UCL] Pitrebois, Sandra Walhin, Jean-François[UCL] (2004)
    • WorkingPaper
    Risque de longévité et rentes viagères - 1. Evolution de la mortalité en Belgique de 1880 à nos jours
    Brouhns, Natacha[UCL] Denuit, Michel[UCL] (2001)
    • WorkingPaper
    Actuarial modelling of longitudinal claims data through GAMM's : some methodological results
    Brouhns, Natacha[UCL] Denuit, Michel[UCL] (2002)
    • Journal article
    An index for longevity risk transfer
    Denuit, Michel[UCL] (2009) Journal of Computational and Applied Mathematics — Vol. 230, no. 2, p. 411-417 (2009)
    • WorkingPaper
    Polynomial structures in order statistics distributions
    Denuit, Michel[UCL] Lefèvre, Claude Picard, Ph. (2001)
    • WorkingPaper
    Risque de longévité et rentes viagères - 3. Elaboration de tables de mortalité prospectives pour la population assurée belge, et évaluation du coût de l'antisélection
    Brouhns, Natacha[UCL] Denuit, Michel[UCL] (2001)
    • WorkingPaper
    Smooth generators of integral stochastic orders
    Denuit, Michel[UCL] Müller, Alfred (2000)
    • WorkingPaper
    Modèles d'extrapolation de la mortalité aux grands âges
    Quashie, Aki Denuit, Michel[UCL] (2005)
    • WorkingPaper
    Optimal Bonus-Malus scales in segmented tariffs
    Brouhns, Natacha[UCL] Denuit, Michel[UCL] Guillén, Montserrat Pinquet, Jean (2002)
    • WorkingPaper
    On the monotonicity of some nonparametric dependence measures with respect to concordance ordering
    Denuit, Michel[UCL] Mesfioui, Mhamed Tajar, Abdelouahid (2001)
    • WorkingPaper
    STOP-LOSS BOUNDS ON FUNCTIONS OF POSSIBLY DEPENDENT RISKS IN THE PRESENCE OF PARTIAL INFORMATION ON THEIR MARGINALS
    Denuit, Michel[UCL] Genest, Christian Mesfioui, Mahmed (2004)
    • WorkingPaper
    Risk and savings contracts
    Dhaene, Jan Wolthuis, Henk Denuit, Michel[UCL] Goovaerts, M. J. (2001)
    • WorkingPaper
    S-convex extrema,Taylor-type expansions and stochastic approximations
    Denuit, Michel[UCL] (2000)
    • WorkingPaper
    On the stochastic increasingness of future claims in the Bühlmann linear credibility premium
    Denuit, Michel[UCL] Purcaru, Oana (2002)
    • WorkingPaper
    On the dependence induced by frequency credibility models - 1 : Time-invariant random effects
    Denuit, Michel[UCL] Purcaru, Oana[UCL] (2001)
    • WorkingPaper
    Simple characterizations of comonotonicity and countermonotonicity by extremal correlations
    Denuit, Michel[UCL] Dhaene, Jan (2003)
    • WorkingPaper
    Bivariate Archimedean copula modelling for loss-ALAE data in non-life insurance
    Denuit, Michel[UCL] Purcaru, Oana Van Keilegom, Ingrid[UCL] (2004)
    • WorkingPaper
    Fixed versus random effects in Poisson regression models for claim counts: a case study with motor insurance
    Boucher, Jean-Philippe Denuit, Michel[UCL] (2005)
    • WorkingPaper
    Rentes viagères: des bases réglementaires totalement dépassées
    Brouhns, Natacha[UCL] Denuit, Michel[UCL] (2002)
    • WorkingPaper
    Properties of risk measures derived from ruin theory
    Albrecher, H. Denuit, Michel[UCL] Trufin, Julien (2010)

Pages