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Nonparametric tests for positive quadrant dependence
Denuit, Michel (contributor); Scaillet, Olivier (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701362
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The concept of comonotonicity in actuarial science and finance
Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002
Persistent link: https://www.econbiz.de/10001655460
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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
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Testing for concordance ordering
Cebrián, Ana C.; Denuit, Michel; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001655832
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Testing for concordance ordering
Cebrian, Ana C.; Denuit, Michel; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001687882
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Nonparametric tests for positive quadrant dependence
Denuit, Michel; Scaillet, Olivier - 2002
Persistent link: https://www.econbiz.de/10001687927
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Simple characterizations of Fréchet bounds by extremal correlations
Denuit, Michel; Dhaene, Jan - 2003
Persistent link: https://www.econbiz.de/10001747998
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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. 577-599
Persistent link: https://www.econbiz.de/10001856883
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Setting a bonus-malus scale in the presence of other rating factors
Pitrebois, Sandra; Denuit, Michel; Walhin, Jean-Francois - International Actuarial Association / Actuarial Studies … - 2003
In this paper, we propose an analytic analogue to the simulation procedure described in Taylor (1997). We apply the formulas to a Belgian data set and discuss the interaction between a priori and a posteriori ratemakings.
Persistent link: https://www.econbiz.de/10005847014