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Preserving the Rothschild-Stiglitz type increase in risk with background risk : a characterization
Denuit, Michel; Mesfioui, Mhamed - In: Insurance / Mathematics & economics 72 (2017), pp. 1-5
Persistent link: https://www.econbiz.de/10011691479
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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
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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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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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Semi-parametric accelerated hazard relational models with applications to mortality projections
Cadena, Metiner; Denuit, Michel - In: Insurance / Mathematics & economics 68 (2016), pp. 1-16
Persistent link: https://www.econbiz.de/10011492368
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Max-factor individual risk models with application to credit portfolios
Denuit, Michel; Kiriliouk, Anna; Segers, Johan - In: Insurance / Mathematics & economics 62 (2015), pp. 162-172
Persistent link: https://www.econbiz.de/10011312076
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Tail mutual exclusivity and tail-var lower bounds
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - 2015
Persistent link: https://www.econbiz.de/10010486345
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Tradeoffs for downside risk-averse decision-makers and the self-protection decision
Denuit, Michel; Eeckhoudt, Louis R.; Liu, Liqun; Meyer, Jack - In: The Geneva risk and insurance review 41 (2016) 1, pp. 19-47
Persistent link: https://www.econbiz.de/10011447270
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Bivariate almost stochastic dominance
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Economic theory : official journal of the Society for … 57 (2014) 2, pp. 377-405
Persistent link: https://www.econbiz.de/10010436193