All Publications

WorkingPaper

Properties of risk measures derived from ruin theory

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

WorkingPaper

Ruin problems in presence of underwriting cycles

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

WorkingPaper

Model points and Tail-VaR in life insurance

Denuit, Michel[UCL] Trufin, Julien (2014)

Journal article

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)

WorkingPaper

Ruin problems under IBNR dynamics

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

Journal article

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)

Journal article

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)

Journal article

Model selection based on Lorenz and concentration curves, Gini indices and convex order

Denuit, Michel[UCL] Sznajder, Dominik Trufin, Julien (2019) Insurance: Mathematics and Economics — Vol. 89, p. 128-139 (2019)

Journal article

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) Health Policy — Vol. 123, no.10, p. 970-975 (2019)

Book

Effective Statistical Learning Methods for Actuaries I : GLMs and Extensions

Denuit, Michel[UCL] Hainaut, Donatien[UCL] Trufin, Julien (2019)

Journal article

Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data

Denuit, Michel[UCL] Guillen, Montserrat Trufin, Julien (2019) Annals of Actuarial Science — Vol. 13, no.2, p. 378-399 (2019)

Journal article

A dynamic equivalence principle for systematic longevity risk management

Hanbali, Hamza Denuit, Michel[UCL] Dhaene, Jan Trufin, Julien[UCL] (2019) Insurance: Mathematics and Economics — Vol. 86, p. 158-167 (2019)

Dissertation

Ruin problems in non-standard risk models

Trufin, Julien[UCL] (2010)

Journal article

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)

Journal article

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)