Michel M. Denuit: search on Z-Library

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1

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

2

[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

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

Modern Actuarial Risk Theory ||

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

Year:

2008

Language:

english

File:

PDF, 2.55 MB

english, 2008

6

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

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

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

9

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

10

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

11

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

12

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

13

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

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

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

16

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

17

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

18

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

19

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

20

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

21

Laplace transform ordering of actuarial quantities

Journal:

Insurance: Mathematics and Economics

Year:

2001

Language:

english

File:

PDF, 180 KB

english, 2001

22

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

23

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

24

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

25

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

26

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

27

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

28

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

29

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

30

Bootstrapping the Poisson log-bilinear model for mortality forecasting

Brouhns, Natacha, Denuit *, Michel, Van Keilegom, Ingrid

Journal:

Scandinavian Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 508 KB

english, 2005

31

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

32

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

33

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

34

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

35

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

36

Risk aversion, prudence, and asset allocation: a review and some new developments

Denuit, Michel M., Eeckhoudt, Louis

Journal:

Theory and Decision

Year:

2016

Language:

english

File:

PDF, 635 KB

english, 2016

37

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

38

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

39

“Bounds for Actuarial Present Values Under the Fractional Independence Assumption”, Werner Hürlimann, July, 1999

Journal:

North American Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 194 KB

english, 1999

40

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

41

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

42

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

43

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

44

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

45

Bonus-malus Systems with Varying Deductibles

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

Journal:

Year:

2005

Language:

english

File:

PDF, 142 KB

english, 2005

46

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

47

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

48

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

Journal:

Year:

2019

File:

PDF, 414 KB

2019

49

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

50

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