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Model points and Tail-VaR in life insurance
Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 64 (2015), pp. 268-272
Persistent link: https://www.econbiz.de/10011398062
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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
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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
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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
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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
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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
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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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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