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Collaborative insurance with stop-loss protection and team partitioning

Denuit, Michel; Robert, Christian Yann - In: North American actuarial journal : NAAJ ; leading the … 26 (2022) 1, pp. 143-160

Persistent link: https://www.econbiz.de/10013167047

Joint modeling of claim frequencies and behavioral signals in motor insurance

Corradin, Alexandre; Denuit, Michel; Detyniecki, Marcin; … - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 33-54

Persistent link: https://www.econbiz.de/10012805735

Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model

Bettonville, Carole; D' Oultremont, Louise; Denuit, Michel - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 380-407

Persistent link: https://www.econbiz.de/10012588339

Stop-loss protection for a large P2P insurance pool

Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 100 (2021), pp. 210-233

Persistent link: https://www.econbiz.de/10012622390

Conditional mean risk sharing in the individual model with graphical dependencies

Denuit, Michel; Robert, Christian Yann - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 1, pp. 183-209

Persistent link: https://www.econbiz.de/10013187296

Testing for more positive expectation dependence with application to model comparison

Denuit, Michel; Trufin, Julien; Verdebout, Thomas - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 163-172

Persistent link: https://www.econbiz.de/10012793921

Autocalibration and Tweedie-dominance for insurance pricing with machine learning

Denuit, Michel; Charpentier, Arthur; Trufin, Julien - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 485-497

Persistent link: https://www.econbiz.de/10012793938

Another look at risk apportionment

Denuit, Michel; Rey, Béatrice - In: Journal of mathematical economics 49 (2013) 4, pp. 335-343

Persistent link: https://www.econbiz.de/10010190189

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

From risk sharing to pure premium for a large number of heterogeneous losses

Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 96 (2021), pp. 116-126

Persistent link: https://www.econbiz.de/10012482774