All Publications

Pages

1. • WorkingPaper

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   Boosting on the responses with Tweedie loss functions

   Denuit, Michel[UCL] Trufin, Julien Verdebout, Thomas (2022)
2. • WorkingPaper

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   Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household

   Pechon, Florian[UCL] Denuit, Michel[UCL] Trufin, Julien (2018)
3. • WorkingPaper

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   Home and Motor insurance joined at a household level using multivariate credibility

   Pechon, Florian[UCL] Denuit, Michel[UCL] Trufin, Julien (2019)
4. • Journal article

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   Properties of risk measures derived from ruin theory

   Trufin, Julien[UCL] Albrecher, Hansjoerg Denuit, Michel[UCL] (2011) The Geneva Risk and Insurance Review — Vol. 36, p. 174-188 (2011)
5. • Book

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   Effective Statistical Learning Methods for Actuaries I : GLMs and Extensions

   Denuit, Michel[UCL] Hainaut, Donatien[UCL] Trufin, Julien (2019)
6. • WorkingPaper

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   Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration

   Denuit, Michel[UCL] Trufin, Julien (2022)
7. • Journal article

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   Multivariate modelling of household claim frequencies in motor third-party liability insurance

   Pechon, Florian[UCL] Trufin, Julien Denuit, Michel[UCL] (2018) ASTIN Bulletin — Vol. 48, no.3, p. 969-993 (2018)
8. • Journal article

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   Impact of underwriting cycles on the solvency of an insurance company

   Trufin, Julien[UCL] Albrecher, Hansjörg Denuit, Michel[UCL] (2009) North American Actuarial Journal — Vol. 13, no.3, p. 385-403 (2009)
9. • WorkingPaper

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   Ruin problems in presence of underwriting cycles

   Albrecher, H. Denuit, Michel[UCL] Trufin, Julien (2010)
10. • Journal article

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    Ruin problems under IBNR dynamics

    Trufin, Julien[UCL] Albrecher, Hansjörg Denuit, Michel[UCL] (2011) Applied Stochastic Models in Business and Industry — Vol. 27, no.6, p. 619-632 (2011)
11. • 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)
12. • WorkingPaper

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    Multivariate credibility modeling for usage-based motor insurance pricing with behavioral data

    Denuit, Michel[UCL] Guillen, Montserrat Trufin, Julien (2018)
13. • WorkingPaper

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    Model points and Tail-VaR in life insurance

    Denuit, Michel[UCL] Trufin, Julien (2014)
14. • WorkingPaper

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

    Denuit, Michel[UCL] Trufin, Julien (2016)
15. • Journal article

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    Does autocalibration improve goodness of lift?

    Ciatto, Nicolas Verelst, Harrison Trufin, Julien Denuit, Michel[UCL] (2023) European Actuarial Journal — Vol. 13, no.1, p. 479-486 (2023)
16. • Journal article

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    Testing for more positive expectation dependence with application to model comparison

    Denuit, Michel[UCL] Trufin, Julien Verdebout, Thomas (2021) Insurance: Mathematics and Economics — Vol. 101, p. 163-172 (2021)
17. • WorkingPaper

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    Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events

    Simon, Pierre-Alexandre Trufin, Julien Denuit, Michel[UCL] (2023)
18. • WorkingPaper

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    Autocalibration by balance correction in nonlife insurance pricing

    Denuit, Michel[UCL] Trufin, Julien (2022)
19. • WorkingPaper

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    Autocalibration and Tweedie-dominance for insurance pricing with machine learning

    Denuit, Michel[UCL] Charpentier, Arthur Trufin, Julien (2021)
20. • 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)
21. • WorkingPaper

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    Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link

    Hainaut, Donatien[UCL] Trufin, Julien Denuit, Michel[UCL] (2021)
22. • Journal article

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    Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link

    Hainaut, Donatien[UCL] Trufin, Julien Denuit, Michel[UCL] (2022) Scandinavian Actuarial Journal — Vol. 2022, no.10, p. 841-866 (2022)
23. • WorkingPaper

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    Ruin problems under IBNR dynamics

    Albrecher, H. Denuit, Michel[UCL] Trufin, Julien (2010)
24. • WorkingPaper

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    Collective Loss Reserving with Two Types of Claims in Motor Third Party Liability Insurance

    Denuit, Michel[UCL] Trufin, Julien (2016)
25. • Journal article

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    Generalization error for Tweedie models: decomposition and error reduction with bagging

    Denuit, Michel[UCL] Trufin, Julien (2021) European Actuarial Journal — Vol. 11, p. 325-331 (2021)

Pages