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Scandinavian actuarial journal
Insurance / Mathematics & economics
98
Insurance: Mathematics and Economics
59
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
31
AFI
28
The journal of risk and insurance : the journal of the American Risk and Insurance Association
19
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
16
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Astin bulletin : the journal of the International Actuarial Association
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1
Tail mutual exclusivity and Tail-VaR lower bounds
Cheung, Ka Chun
;
Denuit, Michel
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10011771971
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2
Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
Bettonville, Carole
;
D' Oultremont, Louise
;
Denuit, Michel
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 380-407
Persistent link: https://www.econbiz.de/10012588339
Saved in:
3
Concordance-based predictive measures in regression models for discrete responses
Denuit, Michel
;
Mesfioui, Mhamed
;
Trufin, Julien
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 824-836
Persistent link: https://www.econbiz.de/10012195003
Saved in:
4
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
Hainaut, Donatien
;
Trufin, Julien
;
Denuit, Michel
- In:
Scandinavian actuarial journal
2022
(
2022
)
10
,
pp. 841-866
Persistent link: https://www.econbiz.de/10013491040
Saved in:
5
Boosting cost-complexity pruned trees on Tweedie responses : the ABT machine for insurance ratemaking
Huyghe, Julie
;
Trufin, Julien
;
Denuit, Michel
- In:
Scandinavian actuarial journal
2024
(
2024
)
5
,
pp. 417-439
Persistent link: https://www.econbiz.de/10014520566
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6
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
Saved in:
7
Fair dynamic valuation of insurance liabilities : a loss averse convex hedging approach
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2020
(
2020
)
9
,
pp. 792-818
Persistent link: https://www.econbiz.de/10012313738
Saved in:
8
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
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