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Multivariate Analysis of Premium Dynamics in P&L Insurance
Lazar, Dorina; Denuit, Michel M. - In: The journal of risk and insurance : the journal of the … 79 (2012) 2, pp. 431-449
Persistent link: https://www.econbiz.de/10009975878
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The Solvency II square-root formula for systematic biometric risk
Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina - In: Insurance / Mathematics & economics 50 (2012) 2, pp. 257-266
Persistent link: https://www.econbiz.de/10009825520
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Martingale difference hypothesis and financial crisis : empirical evidence from European emerging foreign exchange markets
Lazar, Dorina; Todea, Alexandru; Filip, Dian - In: Economic systems 36 (2012) 3, pp. 338-350
Persistent link: https://www.econbiz.de/10010051067
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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
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Bounds on convex reliability functions with known first moments
Courtois, Cindy; Denuit, Michel - In: European journal of operational research : EJOR 177 (2007) 1, pp. 365-377
Persistent link: https://www.econbiz.de/10007391504
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Multi-Event Bonus-Malus Scales
Pitrebois, Sandra; Denuit, Michel; Walhin, Jean-François - In: The journal of risk and insurance : the journal of the … 73 (2006) 3, pp. 517-528
Persistent link: https://www.econbiz.de/10007279251
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Bonus-Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments
Brouhns, Natacha; Guillén, Montserrat; Denuit, Michel; … - In: The journal of risk and insurance : the journal of the … 70 (2003) 4, pp. 577-600
Persistent link: https://www.econbiz.de/10006167556
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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