Hainaut, Donatien; Trufin, Julien; Denuit, Michel Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link. (English) Zbl 07637619 Scand. Actuar. J. 2022, No. 10, 841-866 (2022). Reviewer: Tak Kuen Siu (Sydney) MSC: 91G05 68T07 PDF BibTeX XML Cite \textit{D. Hainaut} et al., Scand. Actuar. J. 2022, No. 10, 841--866 (2022; Zbl 07637619) Full Text: DOI OpenURL
Denuit, Michel; Robert, Christian Y. Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses. (English) Zbl 1491.62154 Methodol. Comput. Appl. Probab. 24, No. 3, 1953-1985 (2022). MSC: 62P05 62H05 91G05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{C. Y. Robert}, Methodol. Comput. Appl. Probab. 24, No. 3, 1953--1985 (2022; Zbl 1491.62154) Full Text: DOI OpenURL
Denuit, Michel; Robert, Christian Y. Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses. (English) Zbl 1490.91170 Methodol. Comput. Appl. Probab. 24, No. 2, 693-711 (2022). MSC: 91G05 62P05 62E10 33C45 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{C. Y. Robert}, Methodol. Comput. Appl. Probab. 24, No. 2, 693--711 (2022; Zbl 1490.91170) Full Text: DOI Link OpenURL
Corradin, Alexandre; Denuit, Michel; Detyniecki, Marcin; Grari, Vincent; Sammarco, Matteo; Trufin, Julien Joint modeling of claim frequencies and behavioral signals in motor insurance. (English) Zbl 1485.91207 ASTIN Bull. 52, No. 1, 33-54 (2022). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Corradin} et al., ASTIN Bull. 52, No. 1, 33--54 (2022; Zbl 1485.91207) Full Text: DOI Link OpenURL
Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert Waiting period from diagnosis for mortgage insurance issued to cancer survivors. (English) Zbl 1481.91186 Eur. Actuar. J. 11, No. 1, 135-160 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 62P10 PDF BibTeX XML Cite \textit{A. Soetewey} et al., Eur. Actuar. J. 11, No. 1, 135--160 (2021; Zbl 1481.91186) Full Text: DOI OpenURL
Bettonville, Carole; d’Oultremont, Louise; Denuit, Michel; Trufin, Julien; Van Oirbeek, Robin Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model. (English) Zbl 1472.91038 Scand. Actuar. J. 2021, No. 5, 380-407 (2021). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 60K15 PDF BibTeX XML Cite \textit{C. Bettonville} et al., Scand. Actuar. J. 2021, No. 5, 380--407 (2021; Zbl 1472.91038) Full Text: DOI Link OpenURL
Denuit, Michel Size-biased risk measures of compound sums. (English) Zbl 1461.91242 N. Am. Actuar. J. 24, No. 4, 512-532 (2020). MSC: 91G05 91G70 PDF BibTeX XML Cite \textit{M. Denuit}, N. Am. Actuar. J. 24, No. 4, 512--532 (2020; Zbl 1461.91242) Full Text: DOI Link OpenURL
Hainaut, Donatien; Denuit, Michel Wavelet-based feature extraction for mortality projection. (English) Zbl 1454.91190 ASTIN Bull. 50, No. 3, 675-707 (2020). MSC: 91G05 91D20 42C40 PDF BibTeX XML Cite \textit{D. Hainaut} and \textit{M. Denuit}, ASTIN Bull. 50, No. 3, 675--707 (2020; Zbl 1454.91190) Full Text: DOI OpenURL
Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien A dynamic equivalence principle for systematic longevity risk management. (English) Zbl 1411.91283 Insur. Math. Econ. 86, 158-167 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Hanbali} et al., Insur. Math. Econ. 86, 158--167 (2019; Zbl 1411.91283) Full Text: DOI Link OpenURL
Denuit, Michel; Legrand, Catherine Risk classification in life and health insurance: extension to continuous covariates. (English) Zbl 1416.91170 Eur. Actuar. J. 8, No. 1, 245-255 (2018). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{C. Legrand}, Eur. Actuar. J. 8, No. 1, 245--255 (2018; Zbl 1416.91170) Full Text: DOI OpenURL
Gbari, Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death. (English) Zbl 1414.91190 N. Am. Actuar. J. 21, No. 3, 397-416 (2017). MSC: 91B30 62P05 60G70 PDF BibTeX XML Cite \textit{S. Gbari} et al., N. Am. Actuar. J. 21, No. 3, 397--416 (2017; Zbl 1414.91190) Full Text: DOI Link OpenURL
Schinzinger, Edo; Denuit, Michel M.; Christiansen, Marcus C. A multivariate evolutionary credibility model for mortality improvement rates. (English) Zbl 1369.91097 Insur. Math. Econ. 69, 70-81 (2016). MSC: 91B30 62P05 91D20 PDF BibTeX XML Cite \textit{E. Schinzinger} et al., Insur. Math. Econ. 69, 70--81 (2016; Zbl 1369.91097) Full Text: DOI OpenURL
Cadena, Meitner; Denuit, Michel Semi-parametric accelerated hazard relational models with applications to mortality projections. (English) Zbl 1373.62513 Insur. Math. Econ. 68, 1-16 (2016). MSC: 62P05 91B30 91D20 PDF BibTeX XML Cite \textit{M. Cadena} and \textit{M. Denuit}, Insur. Math. Econ. 68, 1--16 (2016; Zbl 1373.62513) Full Text: DOI OpenURL
Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel Individual loss reserving using paid-incurred data. (English) Zbl 1304.91130 Insur. Math. Econ. 58, 121-131 (2014). MSC: 91B30 91G10 PDF BibTeX XML Cite \textit{M. Pigeon} et al., Insur. Math. Econ. 58, 121--131 (2014; Zbl 1304.91130) Full Text: DOI OpenURL
Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan Reserve-dependent benefits and costs in life and health insurance contracts. (English) Zbl 1304.91096 Insur. Math. Econ. 57, 132-137 (2014). MSC: 91B30 60J28 PDF BibTeX XML Cite \textit{M. C. Christiansen} et al., Insur. Math. Econ. 57, 132--137 (2014; Zbl 1304.91096) Full Text: DOI Link OpenURL
Klein, Nadja; Denuit, Michel; Lang, Stefan; Kneib, Thomas Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape. (English) Zbl 1296.62089 Insur. Math. Econ. 55, 225-249 (2014). MSC: 62G08 62F15 62J12 62P05 91B30 PDF BibTeX XML Cite \textit{N. Klein} et al., Insur. Math. Econ. 55, 225--249 (2014; Zbl 1296.62089) Full Text: DOI OpenURL
Biffis, Enrico; Denuit, Michel; Devolder, Pierre Stochastic mortality under measure changes. (English) Zbl 1226.91022 Scand. Actuar. J. 2010, No. 4, 284-311 (2010). MSC: 91B30 60K10 60G40 60H30 PDF BibTeX XML Cite \textit{E. Biffis} et al., Scand. Actuar. J. 2010, No. 4, 284--311 (2010; Zbl 1226.91022) Full Text: DOI OpenURL
Denuit, Michel; Frostig, Esther Life insurance mathematics with random life tables. (English) Zbl 1483.91188 N. Am. Actuar. J. 13, No. 3, 339-355 (2009). MSC: 91G05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{E. Frostig}, N. Am. Actuar. J. 13, No. 3, 339--355 (2009; Zbl 1483.91188) Full Text: DOI OpenURL
Dhaene, Jan; Denuit, Michel; Vanduffel, Steven Correlation order, merging and diversification. (English) Zbl 1231.91175 Insur. Math. Econ. 45, No. 3, 325-332 (2009). MSC: 91B30 62H20 60E15 PDF BibTeX XML Cite \textit{J. Dhaene} et al., Insur. Math. Econ. 45, No. 3, 325--332 (2009; Zbl 1231.91175) Full Text: DOI OpenURL
Lazar, Dorina; Denuit, Michel M. A multivariate time series approach to projected life tables. (English) Zbl 1224.91069 Appl. Stoch. Models Bus. Ind. 25, No. 6, 806-823 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{D. Lazar} and \textit{M. M. Denuit}, Appl. Stoch. Models Bus. Ind. 25, No. 6, 806--823 (2009; Zbl 1224.91069) Full Text: DOI OpenURL
Denuit, Michel Life anuities with stochastic survival probabilities: A review. (English) Zbl 1170.91409 Methodol. Comput. Appl. Probab. 11, No. 3, 463-489 (2009). MSC: 91B30 62P05 60E15 PDF BibTeX XML Cite \textit{M. Denuit}, Methodol. Comput. Appl. Probab. 11, No. 3, 463--489 (2009; Zbl 1170.91409) Full Text: DOI OpenURL
Denuit, Michel Comonotonic approximations to quantiles of life annuity conditional expected present value. (English) Zbl 1152.91576 Insur. Math. Econ. 42, No. 2, 831-838 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{M. Denuit}, Insur. Math. Econ. 42, No. 2, 831--838 (2008; Zbl 1152.91576) Full Text: DOI OpenURL
Boucher, Jean-Philippe; Denuit, Michel Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation. (English) Zbl 1152.91567 Insur. Math. Econ. 42, No. 2, 727-735 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{J.-P. Boucher} and \textit{M. Denuit}, Insur. Math. Econ. 42, No. 2, 727--735 (2008; Zbl 1152.91567) Full Text: DOI OpenURL
Cossette, Hélène; Delwarde, Antoine; Denuit, Michel; Guillot, Frédérick; Marceau, Étienne Pension plan valuation and mortality projection: a case study with mortality data. (English) Zbl 1480.91195 N. Am. Actuar. J. 11, No. 2, 1-34 (2007). MSC: 91G05 91D20 62P05 PDF BibTeX XML Cite \textit{H. Cossette} et al., N. Am. Actuar. J. 11, No. 2, 1--34 (2007; Zbl 1480.91195) Full Text: DOI OpenURL
Delwarde, Antoine; Denuit, Michel; Eilers, Paul Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting: a penalized log-likelihood approach. (English) Zbl 07257671 Stat. Model. 7, No. 1, 29-48 (2007). MSC: 62-XX PDF BibTeX XML Cite \textit{A. Delwarde} et al., Stat. Model. 7, No. 1, 29--48 (2007; Zbl 07257671) Full Text: DOI OpenURL
Denuit, Michel Distribution of the random future life expectancies in log-bilinear mortality projection models. (English) Zbl 1331.62399 Lifetime Data Anal. 13, No. 3, 381-397 (2007). MSC: 62P05 91B30 91D20 PDF BibTeX XML Cite \textit{M. Denuit}, Lifetime Data Anal. 13, No. 3, 381--397 (2007; Zbl 1331.62399) Full Text: DOI OpenURL
Delwarde, Antoine; Denuit, Michel; Partrat, Christian Negative binomial version of the Lee-Carter model for mortality forecasting. (English) Zbl 1150.91426 Appl. Stoch. Models Bus. Ind. 23, No. 5, 385-401 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Delwarde} et al., Appl. Stoch. Models Bus. Ind. 23, No. 5, 385--401 (2007; Zbl 1150.91426) Full Text: DOI OpenURL
Denuit, Michel; Frostig, Esther Association and heterogeneity of insured lifetimes in the Lee-Carter framework. (English) Zbl 1141.91025 Scand. Actuar. J. 2007, No. 1, 1-19 (2007). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{E. Frostig}, Scand. Actuar. J. 2007, No. 1, 1--19 (2007; Zbl 1141.91025) Full Text: DOI OpenURL
Boucher, Jean-Philippe; Denuit, Michel Duration dependence models for claim counts. (English) Zbl 1119.62104 Bl. DGVFM 28, No. 1, 29-45 (2007). MSC: 62P05 91B30 65C40 PDF BibTeX XML Cite \textit{J.-P. Boucher} and \textit{M. Denuit}, Bl. DGVFM 28, No. 1, 29--45 (2007; Zbl 1119.62104) Full Text: DOI OpenURL
Denuit, Michel; Dhaene, Jan Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection. (English) Zbl 1110.62140 J. Comput. Appl. Math. 203, No. 1, 169-176 (2007). MSC: 62N99 60E15 62P05 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{J. Dhaene}, J. Comput. Appl. Math. 203, No. 1, 169--176 (2007; Zbl 1110.62140) Full Text: DOI OpenURL
Czado, Claudia; Delwarde, Antoine; Denuit, Michel Bayesian Poisson log-bilinear mortality projections. (English) Zbl 1110.62142 Insur. Math. Econ. 36, No. 3, 260-284 (2005). MSC: 62P05 65C40 91B30 91D20 PDF BibTeX XML Cite \textit{C. Czado} et al., Insur. Math. Econ. 36, No. 3, 260--284 (2005; Zbl 1110.62142) Full Text: DOI Link OpenURL
Denuit, Michel; Lang, Stefan Non-life rate-making with Bayesian GAMs. (English) Zbl 1070.62095 Insur. Math. Econ. 35, No. 3, 627-647 (2004). MSC: 62P05 62J12 62F15 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{S. Lang}, Insur. Math. Econ. 35, No. 3, 627--647 (2004; Zbl 1070.62095) Full Text: DOI OpenURL
Cebrián, Ana C.; Denuit, Michel; Lambert, Philippe Generalized Pareto fit to the society of actuaries’ large claims database. (English) Zbl 1084.62108 N. Am. Actuar. J. 7, No. 3, 18-36 (2003). MSC: 62P05 62G32 PDF BibTeX XML Cite \textit{A. C. Cebrián} et al., N. Am. Actuar. J. 7, No. 3, 18--36 (2003; Zbl 1084.62108) Full Text: DOI OpenURL
Brouhns, Natacha; Denuit, Michel; Vermunt, Jeroen K. A Poisson log-bilinear regression approach to the construction of projected lifetables. (English) Zbl 1074.62524 Insur. Math. Econ. 31, No. 3, 373-393 (2002). MSC: 62P05 62M20 91D20 PDF BibTeX XML Cite \textit{N. Brouhns} et al., Insur. Math. Econ. 31, No. 3, 373--393 (2002; Zbl 1074.62524) Full Text: DOI OpenURL
Denuit, Michel; Genest, Christian; Marceau, Étienne Criteria for the stochastic ordering of random sums, with actuarial applications. (English) Zbl 1003.60022 Scand. Actuar. J. 2002, No. 1, 3-16 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 60E15 91B30 PDF BibTeX XML Cite \textit{M. Denuit} et al., Scand. Actuar. J. 2002, No. 1, 3--16 (2002; Zbl 1003.60022) Full Text: DOI OpenURL
Denuit, Michel; Genest, Christian An extension of Osuna’s model for stress caused by waiting. (English) Zbl 1168.91516 J. Math. Psychol. 45, No. 1, 115-130 (2001). MSC: 91E99 PDF BibTeX XML Cite \textit{M. Denuit} and \textit{C. Genest}, J. Math. Psychol. 45, No. 1, 115--130 (2001; Zbl 1168.91516) Full Text: DOI OpenURL
Cossette, Hélène; Denuit, Michel; Marceau, Etienne Impact of dependence among multiple claims in a single loss. (English) Zbl 1103.91357 Insur. Math. Econ. 26, No. 2-3, 213-222 (2000). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Cossette} et al., Insur. Math. Econ. 26, No. 2--3, 213--222 (2000; Zbl 1103.91357) Full Text: DOI OpenURL
Denuit, M.; Genest, C.; Marceau, É. Stochastic bounds on sums of dependent risks. (English) Zbl 1028.91553 Insur. Math. Econ. 25, No. 1, 85-104 (1999). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. Denuit} et al., Insur. Math. Econ. 25, No. 1, 85--104 (1999; Zbl 1028.91553) Full Text: DOI OpenURL