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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

Wavelet-based feature extraction for mortality projection

Hainaut, Donatien; Denuit, Michel - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 675-707

Persistent link: https://www.econbiz.de/10012307393

Large-loss behavior of conditional mean risk sharing

Denuit, Michel; Robert, Christian Yann - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 1093-1122

Persistent link: https://www.econbiz.de/10012307400

From regulatory life tables to stochastic mortality projections : the exponential decline model

Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 71 (2016), pp. 295-303

Persistent link: https://www.econbiz.de/10011630848

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

Risk aversion, prudence, and asset allocation : a review and some new developments

Denuit, Michel; Eeckhoudt, Louis R. - In: Theory and decision : an international journal for … 80 (2016) 2, pp. 227-243

Persistent link: https://www.econbiz.de/10011593667