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51

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

52

Concordance-based predictive measures in regression models for discrete responses

Denuit, Michel, Mesfioui, Mhamed, Trufin, Julien

Journal:

Scandinavian Actuarial Journal

Year:

2019

Language:

english

File:

PDF, 2.13 MB

english, 2019

53

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

Journal:

Year:

2019

File:

PDF, 414 KB

2019

54

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

55

Investing in your own and peersâ risks: the simple analytics of P2P insurance

Journal:

European Actuarial Journal

Year:

2020

File:

PDF, 1.28 MB

2020

56

A multivariate time series approach to projected life tables

Dorina Lazar, Michel M. Denuit

Journal:

Applied Stochastic Models in Business and Industry

Year:

2009

Language:

english

File:

PDF, 205 KB

english, 2009

57

Ruin problems under IBNR dynamics

Julien Trufin, Hansjörg Albrecher, Michel Denuit

Journal:

Applied Stochastic Models in Business and Industry

Year:

2011

Language:

english

File:

PDF, 163 KB

english, 2011

58

An Extension of Osuna's Model for Stress Caused by Waiting

Michel Denuit, Christian Genest

Journal:

Journal of Mathematical Psychology

Year:

2001

Language:

english

File:

PDF, 138 KB

english, 2001

59

Discrete -convex extremal distributions: Theory and applications

Cindy Courtois, Michel Denuit, Sébastien Van Bellegem

Journal:

Applied Mathematics Letters

Year:

2006

Language:

english

File:

PDF, 234 KB

english, 2006

60

Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection

Michel Denuit, Jan Dhaene

Journal:

Journal of Computational and Applied Mathematics

Year:

2007

Language:

english

File:

PDF, 166 KB

english, 2007

61

An index for longevity risk transfer

Michel M. Denuit

Journal:

Journal of Computational and Applied Mathematics

Year:

2009

Language:

english

File:

PDF, 608 KB

english, 2009

62

Convex bounds on multiplicative processes, with applications to pricing in incomplete markets

Cindy Courtois, Michel Denuit

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 402 KB

english, 2008

63

Correlation order, merging and diversification

Jan Dhaene, Michel Denuit, Steven Vanduffel

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 1.31 MB

english, 2009

64

Constraints on concordance measures in bivariate discrete data

Michel Denuit, Philippe Lambert

Journal:

Journal of Multivariate Analysis

Year:

2005

Language:

english

File:

PDF, 272 KB

english, 2005

65

Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes

Michel Denuit, Béatrice Rey

Journal:

Mathematical Social Sciences

Year:

2010

Language:

english

File:

PDF, 346 KB

english, 2010

66

The dispersive effect of cross-aging with archimedean copulas

Michel M. Denuit, Mhamed Mesfioui

Journal:

Statistics & Probability Letters

Year:

2011

Language:

english

File:

PDF, 815 KB

english, 2011

67

Does positive dependence between individual risks increase stop-loss premiums?

Michel Denuit, Jan Dhaene, Carmen Ribas

Journal:

Insurance: Mathematics and Economics

Year:

2001

Language:

english

File:

PDF, 75 KB

english, 2001

68

Measuring the impact of dependence between claims occurrences

Michel Denuit, Claude Lefèvre, Sergey Utev

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 149 KB

english, 2002

69

Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences

Michel Denuit, Claude Lefèvre

Journal:

Insurance: Mathematics and Economics

Year:

1997

Language:

english

File:

PDF, 1003 KB

english, 1997

70

Optimal reinsurance and stop-loss order

Michel Denuit, Catherine Vermandele

Journal:

Insurance: Mathematics and Economics

Year:

1998

Language:

english

File:

PDF, 297 KB

english, 1998

71

A class of bivariate stochastic orderings, with applications in actuarial sciences

Michel Denuit, Claude Lefèvre, M’hamed Mesfioui

Journal:

Insurance: Mathematics and Economics

Year:

1999

Language:

english

File:

PDF, 188 KB

english, 1999

72

Extremal generators and extremal distributions for the continuous s-convex stochastic orderings

Michel Denuit, Etienne De Vylder, Claude Lefèvre

Journal:

Insurance: Mathematics and Economics

Year:

1999

Language:

english

File:

PDF, 178 KB

english, 1999

73

On s-convex stochastic extrema for arithmetic risks

Michel Denuit, Claude Lefèvre, M’hamed Mesfioui

Journal:

Insurance: Mathematics and Economics

Year:

1999

Language:

english

File:

PDF, 113 KB

english, 1999

74

The safest dependence structure among risks

Jan Dhaene, Michel Denuit

Journal:

Insurance: Mathematics and Economics

Year:

1999

Language:

english

File:

PDF, 94 KB

english, 1999

75

Stochastic bounds on sums of dependent risks

M. Denuit, C. Genest, É. Marceau

Journal:

Insurance: Mathematics and Economics

Year:

1999

Language:

english

File:

PDF, 242 KB

english, 1999

76

Impact of dependence among multiple claims in a single loss

Hélène Cossette, Michel Denuit, Etienne Marceau

Journal:

Insurance: Mathematics and Economics

Year:

2000

Language:

english

File:

PDF, 214 KB

english, 2000

77

Time stochastic s-convexity of claim processes

Journal:

Insurance: Mathematics and Economics

Year:

2000

Language:

english

File:

PDF, 92 KB

english, 2000

78

On the stop-loss and total variation distances between random sums

Michel Denuit, Sébastien Van Bellegem

Journal:

Statistics & Probability Letters

Year:

2001

Language:

english

File:

PDF, 131 KB

english, 2001

79

Variability orders and mean differences

Bruno Bassan, Michel Denuit, Marco Scarsini

Journal:

Statistics & Probability Letters

Year:

1999

Language:

english

File:

PDF, 115 KB

english, 1999

80

On the theory of high convexity stochastic orders

Michel Denuit, Claude Lefèvre, Moshe Shaked

Journal:

Statistics & Probability Letters

Year:

2000

Language:

english

File:

PDF, 89 KB

english, 2000

81

Polynomial structures in order statistics distributions

M. Denuit, Cl. Lefèvre, Ph. Picard

Journal:

Journal of Statistical Planning and Inference

Year:

2003

Language:

english

File:

PDF, 251 KB

english, 2003

82

Actuarial modelling of longitudinal claims data through GAMM’s: some methodological results

Natacha Brouhns, Michel Denuit

Journal:

Blätter der DGVFM

Year:

2003

Language:

english

File:

PDF, 710 KB

english, 2003

83

Stochastic analysis of duplicates in life insurance portfolios

Journal:

Blätter der DGVFM

Year:

2000

Language:

english

File:

PDF, 408 KB

english, 2000

84

On the stochastic increasingness of future claims in the Bühlmann linear credibility premium

Oana Purcaru, Michel Denuit

Journal:

Blätter der DGVFM

Year:

2002

Language:

english

File:

PDF, 480 KB

english, 2002

85

How to transfer policyholders from one bonus-malus scale to the other?

Sandra Pitrebois, Jean-François Walhin, Michel Denuit

Journal:

Blätter der DGVFM

Year:

2006

Language:

english

File:

PDF, 390 KB

english, 2006

86

Bonus-Malus scales using exponential loss functions

Michel Denuit, Jan Dhaene

Journal:

Blätter der DGVFM

Year:

2001

Language:

english

File:

PDF, 772 KB

english, 2001

87

Correlated risks, bivariate utility and optimal choices

Michel M. Denuit, Louis Eeckhoudt, Mario Menegatti

Journal:

Economic Theory

Year:

2011

Language:

english

File:

PDF, 229 KB

english, 2011

88

Some consequences of correlation aversion in decision science

Michel Denuit, Louis Eeckhoudt, Béatrice Rey

Journal:

Annals of Operations Research

Year:

2010

Language:

english

File:

PDF, 368 KB

english, 2010

89

Distribution of the random future life expectancies in log-bilinear mortality projection models

Journal:

Lifetime Data Analysis

Year:

2007

Language:

english

File:

PDF, 1.46 MB

english, 2007

90

Supermodular Comparison of Time-to-Ruin Random Vectors

Michel Denuit, Esther Frostig, Benny Levikson

Journal:

Methodology and Computing in Applied Probability

Year:

2007

Language:

english

File:

PDF, 396 KB

english, 2007

91

Moment Bounds on Discrete Expected Stop-Loss Transforms, with Applications

Cindy Courtois, Michel Denuit

Journal:

Methodology and Computing in Applied Probability

Year:

2009

Language:

english

File:

PDF, 584 KB

english, 2009

92

Duration dependence models for claim counts

Jean-Philippe Boucher, Michel Denuit

Journal:

Blätter der DGVFM

Year:

2007

Language:

english

File:

PDF, 258 KB

english, 2007

93

Risk classification in life insurance: methodology and case study

Susanne Gschlössl, Pascal Schoenmaekers, Michel Denuit

Journal:

European Actuarial Journal

Year:

2011

Language:

english

File:

PDF, 603 KB

english, 2011

94

Monotonicity results for portfolios with heterogeneous claims arrival processes

Esther Frostig, Michel Denuit

Journal:

Insurance: Mathematics and Economics

Year:

2006

Language:

english

File:

PDF, 190 KB

english, 2006

95

Dependence in failure times due to environmental factors

Esther Frostig, Michel Denuit

Journal:

Statistics & Probability Letters

Year:

2009

Language:

english

File:

PDF, 537 KB

english, 2009

96

Multi-Event Bonus-Malus Scales

Sandra Pitrebois, Michel Denuit, Jean-François Walhin

Journal:

Journal of Risk and Insurance

Year:

2006

Language:

english

File:

PDF, 227 KB

english, 2006

97

On S-Convexity and Risk Aversion

Michel Denuit, Claude Lefèvre, Marco Scarsini

Journal:

Theory and Decision

Year:

2001

Language:

english

File:

PDF, 80 KB

english, 2001

98

Special issue on Actuarial Statistics

Journal:

AStA Advances in Statistical Analysis

Year:

2012

Language:

english

File:

PDF, 127 KB

english, 2012

99

Convex order and comonotonic conditional mean risk sharing

Michel Denuit, Jan Dhaene

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 234 KB

english, 2012

100

Multivariate Analysis of Premium Dynamics in P&L Insurance

Dorina Lazar, Michel M. Denuit

Journal:

Journal of Risk and Insurance

Year:

2012

Language:

english

File:

PDF, 213 KB

english, 2012