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On the distribution of cash flows using Esscher transforms

Vyncke, David; Goovaerts, Marc J.; De Schepper, Ann; … - In: The journal of risk and insurance : the journal of the … 70 (2003) 3, pp. 563-575

Persistent link: https://www.econbiz.de/10001787185

Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality

Willemse, W.J.; Kaas, R. - 2007

Persistent link: https://www.econbiz.de/10003482427

Computation of convex bounds for present value functions of random payments

Ahcan, Ales; Darkiewicz, Grzegorz; Goovaerts, Marc J.; … - 2004

Persistent link: https://www.econbiz.de/10008657063

Stochastic upper bounds for present value functions

Goovaerts, Marc J.; Dhaene, Jan; De Schepper, Ann - In: The journal of risk and insurance : the journal of the … 67 (2000) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10001534101

Multivariate modelling of household claim frequencies in motor third-party liability insurance

Pechon, Florian; Trufin, Julien; Denuit, Michel - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 969-993

Persistent link: https://www.econbiz.de/10011999834

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

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

Individual loss reserving using paid-incurred data

Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel - In: Insurance / Mathematics & economics 58 (2014), pp. 121-131

Persistent link: https://www.econbiz.de/10010437591

Individual loss reserving with the multivariate skew normal model

Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel - 2012

Persistent link: https://www.econbiz.de/10009485776

Nonlife ratemaking and risk management with Bayesian additive models for location, scale and shape

Klein, Nadja; Denuit, Michel; Lang, Stefan; Kneib, Thomas - 2013

Generalized additive models for location, scale and shape define a flexible, semi-parametric class of regression models for analyzing insurance data in which the exponential family assumption for the response is relaxed. This approach allows the actuary to include risk factors not only in the...

Persistent link: https://www.econbiz.de/10010190248