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1

[Springer Actuarial] Effective Statistical Learning Methods for Actuaries I (GLMs and Extensions) ||

Denuit, Michel, Hainaut, Donatien, Trufin, Julien

Year:

2019

Language:

english

File:

PDF, 8.81 MB

english, 2019

2

Number of Accidents or Number of Claims? An Approach with Zero-Inflated Poisson Models for Panel Data

Jean-Philippe Boucher, Michel Denuit, Montserrat Guillen

Journal:

Journal of Risk and Insurance

Year:

2009

Language:

english

File:

PDF, 218 KB

english, 2009

3

Negative binomial version of the Lee–Carter model for mortality forecasting

Antoine Delwarde, Michel Denuit, Christian Partrat

Journal:

Applied Stochastic Models in Business and Industry

Year:

2007

Language:

english

File:

PDF, 193 KB

english, 2007

4

[Springer Actuarial] Effective Statistical Learning Methods for Actuaries III (Neural Networks and Extensions) ||

Denuit, Michel, Hainaut, Donatien, Trufin, Julien

Year:

2019

Language:

english

File:

PDF, 12.14 MB

english, 2019

5

Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape

Klein, Nadja, Denuit, Michel, Lang, Stefan, Kneib, Thomas

Journal:

Insurance: Mathematics and Economics

Year:

2014

Language:

english

File:

PDF, 12.31 MB

english, 2014

6

Modern Actuarial Risk Theory ||

Kaas, Rob, Goovaerts, Marc, Dhaene, Jan, Denuit, Michel

Year:

2008

Language:

english

File:

PDF, 2.55 MB

english, 2008

7

Efficient approximations for numbers of survivors in the Lee–Carter model

Gbari, Samuel, Denuit, Michel

Journal:

Insurance: Mathematics and Economics

Year:

2014

Language:

english

File:

PDF, 1.03 MB

english, 2014

8

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

Natacha Brouhns, Michel Denuit, Jeroen K. Vermunt

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 196 KB

english, 2002

9

The concept of comonotonicity in actuarial science and finance: theory

J. Dhaene, M. Denuit, M.J. Goovaerts, R. Kaas, D. Vyncke

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 320 KB

english, 2002

10

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

Denuit, Michel, Sznajder, Dominik, Trufin, Julien

Journal:

Insurance: Mathematics and Economics

Year:

2019

Language:

english

File:

PDF, 742 KB

english, 2019

11

SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES

Journal:

Year:

2019

Language:

english

File:

PDF, 414 KB

english, 2019

12

Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities

Denuit, Michel, Eeckhoudt, Louis

Journal:

Decision Analysis

Year:

2010

Language:

english

File:

PDF, 197 KB

english, 2010

13

Almost marginal conditional stochastic dominance

Denuit, Michel M., Huang, Rachel J., Tzeng, Larry Y., Wang, Christine W.

Journal:

Journal of Banking & Finance

Year:

2014

Language:

english

File:

PDF, 896 KB

english, 2014

14

Actuarial Modelling of Claim Counts || Risk Classification

Denuit, Michel, Marchal, Xavier, Pitrebois, Sandra, Walhin, Jean-Franois

Year:

2007

Language:

english

File:

PDF, 2.51 MB

english, 2007

15

The concept of comonotonicity in actuarial science and finance: applications

J. Dhaene, M. Denuit, M.J. Goovaerts, R. Kaas, D. Vyncke

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 397 KB

english, 2002

16

Non-life rate-making with Bayesian GAMs

Michel Denuit, Stefan Lang

Journal:

Insurance: Mathematics and Economics

Year:

2004

Language:

english

File:

PDF, 692 KB

english, 2004

17

Securitization of Longevity Risk: Pricing Survivor Bonds with Wang Transform in the Lee-Carter Framework

Michel Denuit, Pierre Devolder and Anne-Cécile Goderniaux

Journal:

Journal of Risk and Insurance

Year:

2007

Language:

english

File:

PDF, 2.14 MB

english, 2007

18

Analyzing Evacuation Versus Shelter-in-Place Strategies After a Terrorist Nuclear Detonation

Lawrence M. Wein, Youngsoo Choi, Sylvie Denuit

Journal:

Year:

2010

Language:

english

File:

PDF, 358 KB

english, 2010

19

Collective loss reserving with two types of claims in motor third party liability insurance

Denuit, Michel, Trufin, Julien

Journal:

Journal of Computational and Applied Mathematics

Year:

2017

Language:

english

File:

PDF, 394 KB

english, 2017

20

Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting: A penalized log-likelihood approach

Delwarde, A., Denuit, M., Eilers, P.

Journal:

Statistical Modelling

Year:

2007

Language:

english

File:

PDF, 188 KB

english, 2007

21

Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee-Carter Framework

Michel Denuit, Pierre Devolder, Anne-Cécile Goderniaux

Journal:

Journal of Risk and Insurance

Year:

2007

Language:

english

File:

PDF, 815 KB

english, 2007

22

INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK

Pigeon, Mathieu, Antonio, Katrien, Denuit, Michel

Journal:

Year:

2013

Language:

english

File:

PDF, 1.04 MB

english, 2013

23

Actuarial Theory for Dependent Risks (Measures, Orders and Models) ||

Denuit, M., Dhaene, J., Goovaerts, M., Kaas, R.

Year:

2005

Language:

english

File:

PDF, 5.93 MB

english, 2005

24

The Concept of Comonotonicity in Actuarial Science and Finance: Theory

Dhaene, Jan, Denuit, Michel, Goovaerts, Marc, Kaas, Rob

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 362 KB

english, 2003

25

Laplace transform ordering of actuarial quantities

Journal:

Insurance: Mathematics and Economics

Year:

2001

Language:

english

File:

PDF, 180 KB

english, 2001

26

Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance

Boucher, Jean-Philippe, Denuit, Michel

Journal:

Year:

2006

Language:

english

File:

PDF, 212 KB

english, 2006

27

Bayesian Poisson log-bilinear mortality projections

Claudia Czado, Antoine Delwarde, Michel Denuit

Journal:

Insurance: Mathematics and Economics

Year:

2005

Language:

english

File:

PDF, 660 KB

english, 2005

28

Stochastic mortality under measure changes

Biffis, Enrico, Denuit, Michel, Devolder, Pierre

Journal:

Scandinavian Actuarial Journal

Year:

2010

Language:

english

File:

PDF, 336 KB

english, 2010

29

Bounds on convex reliability functions with known first moments

Cindy Courtois, Michel Denuit

Journal:

European Journal of Operational Research

Year:

2007

Language:

english

File:

PDF, 328 KB

english, 2007

30

Comonotonic approximations to quantiles of life annuity conditional expected present value

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 655 KB

english, 2008

31

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

Denuit, Michel, Frostig, Esther

Journal:

Scandinavian Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 183 KB

english, 2007

32

Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values

DENUIT, M., HABERMAN, S., RENSHAW, A.E.

Journal:

Year:

2010

Language:

english

File:

PDF, 725 KB

english, 2010

33

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

Denuit, Michel, Trufin, Julien

Journal:

North American Actuarial Journal

Year:

2017

Language:

english

File:

PDF, 431 KB

english, 2017

34

Actuarial Modelling of Claim Counts || Credibility Models for Claim Counts

Denuit, Michel, Marchal, Xavier, Pitrebois, Sandra, Walhin, Jean-Franois

Year:

2007

File:

PDF, 361 KB

2007

35

Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios

Frostig, Esther, Denuit, Michel

Journal:

Scandinavian Actuarial Journal

Year:

2009

Language:

english

File:

PDF, 144 KB

english, 2009

36

First-Order Mortality Basis for Life Annuities

Michel Denuit and Esther Frostig

Journal:

The GENEVA Risk and Insurance Review

Year:

2008

Language:

english

File:

PDF, 1.18 MB

english, 2008

37

Composite Lognormal–Pareto model with random threshold

Pigeon, Mathieu, Denuit, Michel

Journal:

Scandinavian Actuarial Journal

Year:

2011

Language:

english

File:

PDF, 237 KB

english, 2011

38

The Solvency II square-root formula for systematic biometric risk

Marcus C. Christiansen, Michel M. Denuit, Dorina Lazar

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 415 KB

english, 2012

39

Bonus-malus Systems with Varying Deductibles

Pitrebois, Sandra, Walhin, Jean-François, Denuit, Michel

Journal:

Year:

2005

Language:

english

File:

PDF, 142 KB

english, 2005

40

Life Anuities with Stochastic Survival Probabilities: A Review

Journal:

Methodology and Computing in Applied Probability

Year:

2009

Language:

english

File:

PDF, 548 KB

english, 2009

41

Bonus-Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments

Natacha Brouhns, Montserrat Guillén, Michel Denuit, Jean Pinquet

Journal:

Journal of Risk and Insurance

Year:

2003

Language:

english

File:

PDF, 247 KB

english, 2003

42

Worst-case actuarial calculations consistent with single- and multiple-decrement life tables

Marcus C. Christiansen, Michel M. Denuit

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 216 KB

english, 2013

43

Individual loss reserving using paid–incurred data

Pigeon, Mathieu, Antonio, Katrien, Denuit, Michel

Journal:

Insurance: Mathematics and Economics

Year:

2014

Language:

english

File:

PDF, 1.14 MB

english, 2014

44

A General Index of Absolute Risk Attitude

Denuit, Michel M., Eeckhoudt, Louis

Journal:

Management Science

Year:

2010

Language:

english

File:

PDF, 118 KB

english, 2010

45

Impact of Underwriting Cycles on the Solvency of an Insurance Company

Trufin, Julien, Albrecher, Hansjörg, Denuit, Michel

Journal:

North American Actuarial Journal

Year:

2009

Language:

english

File:

PDF, 724 KB

english, 2009

46

SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES

Journal:

Year:

2019

File:

PDF, 414 KB

2019

47

Stochastic Convexity of the Poisson Mixture Model

Michel Denuit, Claude Lefèvre, Moshe Shaked

Journal:

Methodology and Computing in Applied Probability

Year:

2000

Language:

english

File:

PDF, 205 KB

english, 2000

48

Stronger measures of higher-order risk attitudes

Michel M. Denuit, Louis Eeckhoudt

Journal:

Journal of Economic Theory

Year:

2010

Language:

english

File:

PDF, 133 KB

english, 2010

49

Number of Accidents or Number of Claims? An Approach with Zero-Inflated Poisson Models for Panel Data

Jean-Philippe Boucher, Michel Denuit and Montserrat Guillen

Journal:

Journal of Risk and Insurance

Year:

2009

Language:

english

File:

PDF, 2.23 MB

english, 2009

50

Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation

Jean-Philippe Boucher, Michel Denuit

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 934 KB

english, 2008

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