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Stochastic mortality under measure changes
Biffis, Enrico; Denuit, Michel; Devolder, Pierre - In: Scandinavian actuarial journal : Actuarial Society of … 2010 (2010) 4, pp. 284-312
Persistent link: https://www.econbiz.de/10008732844
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Risk minimization with inflation and interest rate risk: applications to non-life insurance
Barbarin, Jerome; De Launois, Tanguy; Devolder, Pierre - In: Scandinavian actuarial journal : Actuarial Society of … (2009) 2, pp. 119-151
Persistent link: https://www.econbiz.de/10008283890
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Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios
Frostig, Esther; Denuit, Michel - In: Scandinavian actuarial journal : Actuarial Society of … (2009) 4, pp. 295-305
Persistent link: https://www.econbiz.de/10008331458
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Association and heterogeneity of insured lifetimes in the Lee-Carter framework
Denuit, Michel; Frostig, Esther - In: Scandinavian actuarial journal : Actuarial Society of … 107 (2007) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10007608720
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Heterogeneity and the need for capital in the individual model
Denuit, Michel; Frostig, Esther - In: Scandinavian actuarial journal : Actuarial Society of … 106 (2006) 1, pp. 42
Persistent link: https://www.econbiz.de/10005918477
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Bootstrapping the Poisson log-bilinear model for mortality forecasting
Brouhns, Natacha; Denuit, Michel; Van Keilegom, Ingrid - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 3, pp. 212-224
Persistent link: https://www.econbiz.de/10005922158
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S-Convex Extrema, Taylor-Type Expansions and Stochastic Approximations
Denuit, Michel - In: Scandinavian actuarial journal : Actuarial Society of … (2002) 1, pp. 45-67
Persistent link: https://www.econbiz.de/10005944884
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Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
Denuit, Michel; Genest, Christian; Marceau, Étienne - In: Scandinavian actuarial journal : Actuarial Society of … (2002) 1, pp. 3-16
Persistent link: https://www.econbiz.de/10005944887
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Composite LognormalPareto model with random threshold
Pigeon, Mathieu; Denuit, Michel - In: Scandinavian actuarial journal : Actuarial Society of … 2011 (2011) 3, pp. 177-193
Persistent link: https://www.econbiz.de/10009330032
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An actuarial analysis of the French bonus-malus system
Pitrebois, Sandra; Denuit, Michel; Walhin, Jean-François - In: Scandinavian actuarial journal : Actuarial Society of … 106 (2006) 5, pp. 247-264
Persistent link: https://www.econbiz.de/10007387363