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ARTICLES - The Exponential Premium Calculation Principle Revisited

Denuit, M. - In: Astin bulletin : the journal of the International … 29 (1999) 2, pp. 215-226

Persistent link: https://www.econbiz.de/10008218139

A New Distribution of Poisson-Type for the Number of Claims

Denuit, M. - In: Astin bulletin : the journal of the International … 27 (1997) 2, pp. 229-242

Persistent link: https://www.econbiz.de/10008219588

On immunisation and s-convex extremal distributions

Courtois, Cindy; Denuit, M. - In: Annals of actuarial science : publ. by the Institute of … 2 (2007) 1, pp. 67-90

Persistent link: https://www.econbiz.de/10009884585

Risk-sharing rules and their properties, with applications to peer-to-peer insurance

Denuit, Michel; Dhaene, Jan; Robert, Christian Yann - In: The journal of risk & insurance 89 (2022) 3, pp. 615-667

Persistent link: https://www.econbiz.de/10013395995

Mortality credits within large survivor funds

Denuit, Michel; Hieber, Peter; Robert, Christian Yann - In: ASTIN bulletin : the journal of the International … 52 (2022) 3, pp. 813-834

Persistent link: https://www.econbiz.de/10013426662

From risk reduction to risk elimination by conditional mean risk sharing of independent losses

Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 108 (2023), pp. 46-59

Persistent link: https://www.econbiz.de/10013534509

Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link

Hainaut, Donatien; Trufin, Julien; Denuit, Michel - In: Scandinavian actuarial journal 2022 (2022) 10, pp. 841-866

Persistent link: https://www.econbiz.de/10013491040

Risk-Sharing Rules and Their Properties, With Applications to Peer-to-Peer Insurance

Denuit, M.; Dhaene, Jan; Robert, Christian - 2022

This paper offers a systematic treatment of risk-sharing rules for insurance losses, based on a list of relevant properties. A number of candidate risk-sharing rules are considered, including the conditional mean risk-sharing rule proposed in Denuit and Dhaene (2012). and the newly introduced...

Persistent link: https://www.econbiz.de/10013492346

Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models

Cadena, Meitner; Denuit, Michel - In: Decisions in economics and finance : a journal of … 46 (2023) 2, pp. 569-582

Persistent link: https://www.econbiz.de/10014443755

Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model

Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 112 (2023), pp. 23-32

Persistent link: https://www.econbiz.de/10014446652