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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
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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
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Risk apportionment and multiply monotone targets
Denuit, Michel - In: Mathematical social sciences 92 (2018), pp. 74-77
Persistent link: https://www.econbiz.de/10012109086
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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
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Extreme value analysis of mortality at the oldest ages : a case study based on individual ages at death
Gbari, Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel - In: North American actuarial journal 21 (2017) 3, pp. 397-416
Persistent link: https://www.econbiz.de/10011858066
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Beyond the Tweedie reserving model : the collective approach to loss development
Denuit, Michel; Trufin, Julien - In: North American actuarial journal 21 (2017) 4, pp. 611-619
Persistent link: https://www.econbiz.de/10011858659
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Concordance-based predictive measures in regression models for discrete responses
Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien - In: Scandinavian actuarial journal 2019 (2019) 10, pp. 824-836
Persistent link: https://www.econbiz.de/10012195003
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Model selection based on Lorenz and concentration curves, Gini indices and convex order
Denuit, Michel; Sznajder, Dominik; Trufin, Julien - In: Insurance / Mathematics & economics 89 (2019), pp. 128-139
Persistent link: https://www.econbiz.de/10012133520
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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
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Lifelong health insurance covers with surrender values : updating mechanisms in the presence of medical inflation
Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, … - In: Astin bulletin : the journal of the International … 47 (2017) 3, pp. 803-836
Persistent link: https://www.econbiz.de/10011763648