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A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003120541
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A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives
Denuit, Michel (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003074160
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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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On s-convex and risk aversion
Denuit, Michel; Lefevre, Claude; Scarsini, Marco - In: Theory and decision : an international journal for … 50 (2001) 3, pp. 239-248
Persistent link: https://www.econbiz.de/10001592603
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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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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