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All Publications

Displaying 1 - 25 of 43 results.

Pages

    • Journal article
    Preliminary selection of risk factors in P&C ratemaking
    Pechon, Florian[UCL] Trufin, Julien Denuit, Michel[UCL] (2020) Variance : advancing the science of risk — Vol. 13, no.1, p. 124-14 (2020)
    • 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)
    • 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
    Des cadences collectives de règlement au provisionnement individuel
    Denuit, Michel[UCL] Trufin, Julien (2015) L'Actuariel — Vol. 18, p. 42-44 (2015)
    • Journal article
    From regulatory life tables to stochastic mortality projections: The exponential decline model
    Denuit, Michel[UCL] Trufin, Julien (2016) Insurance: Mathematics and Economics — Vol. 71, p. 295-303 (2016)
    • Journal article
    Model points and Tail-VaR in life insurance
    Denuit, Michel[UCL] Trufin, Julien (2015) Insurance: Mathematics and Economics — Vol. 64, p. 268-272 (2015)
    • Journal article
    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)
    • 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)
    • 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
    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
    Multivariate modelling of multiple guarantees in motor insurance of a household
    Pechon, Florian[UCL] Denuit, Michel[UCL] Trufin, Julien (2019) European Actuarial Journal — Vol. 9, p. 575-602 (2019)

Pages