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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. 257-265
Persistent link: https://www.econbiz.de/10009507935
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Modern actuarial risk theory : using R
Kaas, R.; Goovaerts, Marc J.; Dhaene, Jan; Denuit, Michel - 2009 - 2. ed., corr. 2. print.
Persistent link: https://www.econbiz.de/10003726725
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Modern actuarial risk theory : using R
Kaas, R.; Goovaerts, Marc J.; Dhaene, Jan; Denuit, Michel - 2009 - 2nd ed., corr. 2nd printing
Persistent link: https://www.econbiz.de/10003870922
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Model points and Tail-VaR in life insurance
Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 64 (2015), pp. 268-272
Persistent link: https://www.econbiz.de/10011398062
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Longevity-contingent deferred life annuities
Denuit, Michel; Haberman, Steven; Renshaw, A. E. - In: Journal of pension economics and finance 14 (2015) 3, pp. 315-327
Persistent link: https://www.econbiz.de/10011338256
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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
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Does positive dependence between individual risks increase stop-loss premiums?
Denuit, Michel; Dhaene, Jan; Ribas, Carmen - 2000
Persistent link: https://www.econbiz.de/10001593691
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A simple geometric proof that comonotonic risks have the convex-largest sum
Kaas, R.; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; … - 2001
Persistent link: https://www.econbiz.de/10001594219
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Theory
Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002
Persistent link: https://www.econbiz.de/10001655663
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Applications
Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002
Persistent link: https://www.econbiz.de/10001655664