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Solvency capital, risk measures and cosmonotonicity : a review

Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, … - 2004

Persistent link: https://www.econbiz.de/10002153389

Decision principles derived from risk measures

Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 294-302

Persistent link: https://www.econbiz.de/10008747061

Can a coherent risk measure be too subadditive?

Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2006

Persistent link: https://www.econbiz.de/10003329677

Can a coherent risk measure be too subadditive?

Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2004

Persistent link: https://www.econbiz.de/10002263701

A dynamic equivalence principle for systematic longevity risk management

Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien - In: Insurance / Mathematics & economics 86 (2019), pp. 158-167

Persistent link: https://www.econbiz.de/10012058854

Dependence in dynamic claim frequency credibility models

Purcaru, Oana; Denuit, Michel - International Actuarial Association / Actuarial Studies … - 2003

This paper aims to study the kind of dependence induced by the introduction of correlated latent variables in the annual numbers of claims reported by policyholders.

Persistent link: https://www.econbiz.de/10005847033

A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives

Denuit, Michel (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003120541

A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives

Denuit, Michel (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003074160

Actuarial modelling of claim counts : risk classification, credibility and bonus-malus scales

Denuit, Michel; Maréchal, Xavier; Pitrebois, Sandra; … - 2007

Persistent link: https://www.econbiz.de/10003401750

Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines

Denuit, Michel - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 591-617

Persistent link: https://www.econbiz.de/10012116366