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Author ID: denuit.michel-m Recent zbMATH articles by "Denuit, Michel M."
Published as: Denuit, Michel; Denuit, Michel M.; Denuit, M.; Denuit, M
Homepage: http://www.uclouvain.be/michel.denuit
External Links: MGP · Google Scholar
all top 5

Co-Authors

16 single-authored
22 Dhaene, Jan
21 Trufin, Julien
16 Lefèvre, Claude
15 Mesfioui, Mhamed
9 Eeckhoudt, Louis R.
9 Frostig, Esther
7 Goovaerts, Marc J.
7 Kaas, Rob
7 Robert, Christian Yann
6 Courtois, Cindy
6 Marceau, Étienne
5 Christiansen, Marcus Christian
5 Delwarde, Antoine
5 Walhin, Jean-François
4 Boucher, Jean-Philippe
4 Cossette, Hélène
4 Genest, Christian
4 Haberman, Steven
4 Hainaut, Donatien
4 Pigeon, Mathieu
4 Pitrebois, Sandra
4 Rey, Béatrice
4 Shaked, Moshe
3 Antonio, Katrien
3 Brouhns, Natacha
3 Gbari, Samuel
3 Hanbali, Hamza
3 Purcaru, Oana
3 Renshaw, Arthur E.
3 Utev, Sergey
3 Vyncke, David
2 Albrecher, Hansjörg
2 Cadena, Meitner
2 Cebrián, Ana C.
2 Cornet, Anne
2 Guillen, Montserrat
2 Huang, Rachel J.
2 Lambert, Philippe
2 Lang, Stefan M.
2 Lazăr, Dorina
2 Legrand, Catherine
2 Levikson, Benny
2 Liu, Liqun
2 Lucas, Nathalie
2 Menegatti, Mario
2 Pechon, Florian
2 Pitacco, Ermanno
2 Scarsini, Marco
2 Tzeng, Larry Yu-Ren
2 Van Bellegem, Sébastien
2 Van Keilegom, Ingrid
2 Vermandele, Catherine
2 Vermunt, Jeroen K.
1 Bassan, Bruno
1 Bermúdez, Lluís
1 Bettonville, Carole
1 Biffis, Enrico
1 Charpentier, Arthur
1 Cheung, Ka Chun
1 Corradin, Alexandre
1 Czado, Claudia
1 Dal, Luc
1 de Frahan, Bruno Henry
1 De Vylder, Etienne F.
1 Detyniecki, Marcin
1 Devolder, Pierre
1 d’Oultremont, Louise
1 Eilers, Paul H. C.
1 Godecharle, Els
1 Goderniaux, Anne-Cécile
1 Grari, Vincent
1 Guillot, Frédérick
1 Kiriliouk, Anna
1 Klein, Nadja
1 Kneib, Thomas
1 Laeven, Roger J. A.
1 Maréchal, Xavier
1 Meyer, Jack
1 Müller, Alfred
1 Olivieri, Annamaria
1 Partrat, Christian
1 Picard, Philippe
1 Pitrebois, Sanda
1 Poulain, Michel
1 Ribas, Carmen
1 Sammarco, Matteo
1 Scaillet, Olivier
1 Schinzinger, Edo
1 Schlesinger, Harris
1 Segers, Johan
1 Silversmit, Geert
1 Soetewey, Antoine
1 Sznajder, Dominik
1 Tsetlin, Ilia
1 van Oirbeek, Robin
1 Van Wouve, Martine
1 Vanduffel, Steven
1 Verdebout, Thomas
1 Vernic, Raluca
1 Vidiella-i-Anguera, Antoni
...and 2 more Co-Authors
all top 5

Serials

43 Insurance Mathematics & Economics
17 ASTIN Bulletin
12 Scandinavian Actuarial Journal
11 North American Actuarial Journal
9 European Actuarial Journal
8 Statistics & Probability Letters
8 Methodology and Computing in Applied Probability
7 Mitteilungen. Schweizerische Aktuarvereinigung (SAV)
5 Theory and Decision
4 Journal of Computational and Applied Mathematics
4 Journal of Actuarial Practice
3 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
3 Applied Stochastic Models in Business and Industry
3 Belgian Actuarial Bulletin
3 Springer Actuarial
2 Journal of Applied Probability
2 Journal of Mathematical Economics
2 Journal of Multivariate Analysis
2 Scandinavian Actuarial Journal
2 Mathematical Social Sciences
2 Journal of Theoretical Probability
2 Economic Theory
2 Probability in the Engineering and Informational Sciences
1 Advances in Applied Probability
1 Annales des Sciences Mathématiques du Québec
1 Journal of Economic Theory
1 Journal of Mathematical Psychology
1 Journal of Statistical Planning and Inference
1 Mathematics of Operations Research
1 Statistics & Decisions
1 Applied Mathematics Letters
1 Annals of Operations Research
1 Economics Letters
1 The Annals of Applied Probability
1 European Journal of Operational Research
1 Revue d’Analyse Numérique et de Théorie de l’Approximation
1 Lifetime Data Analysis
1 Mathematical Inequalities & Applications
1 Statistical Modelling
1 Journal of Mathematical Inequalities
1 AStA. Advances in Statistical Analysis
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 International Journal of Economic Theory

Publications by Year

Citations contained in zbMATH Open

153 Publications have been cited 2,370 times in 1,410 Documents Cited by Year
The concept of comonotonicity in actuarial science and finance: theory. Zbl 1051.62107
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D.
271
2002
A Poisson log-bilinear regression approach to the construction of projected lifetables. Zbl 1074.62524
Brouhns, Natacha; Denuit, Michel; Vermunt, Jeroen K.
188
2002
The concept of comonotonicity in actuarial science and finance: applications. Zbl 1037.62107
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D.
159
2002
Modern actuarial risk theory. Using R. 2nd ed. Zbl 1148.91027
Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel
102
2008
Modern actuarial risk theory. Zbl 1086.91035
Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel
67
2003
Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005
Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria
63
2009
Actuarial modelling of claim counts. Risk classification, credibility and bonus-malus systems. Zbl 1168.91001
Denuit, Michel; Maréchal, Xavier; Pitrebois, Sanda; Walhin, Jean-François
62
2007
The \(s\)-convex orders among real random variables, with applications. Zbl 0916.60011
Denuit, Michel; Lefevre, Claude; Shaked, Moshe
58
1998
Bootstrapping the Poisson log-bilinear model for mortality forecasting. Zbl 1092.91038
Brouhns, Natacha; Denuit, Michel; van Keilegom, Ingrid
56
2005
The safest dependence structure among risks. Zbl 1072.62651
Dhaene, Jan; Denuit, Michel
54
1999
Constraints on concordance measures in bivariate discrete data. Zbl 1095.62065
Denuit, Michel; Lambert, Philippe
50
2005
Bayesian Poisson log-bilinear mortality projections. Zbl 1110.62142
Czado, Claudia; Delwarde, Antoine; Denuit, Michel
50
2005
Stochastic bounds on sums of dependent risks. Zbl 1028.91553
Denuit, M.; Genest, C.; Marceau, É.
43
1999
Optimal reinsurance and stop-loss order. Zbl 0986.62085
Denuit, Michel; Vermandele, Catherine
36
1998
Stochastic mortality under measure changes. Zbl 1226.91022
Biffis, Enrico; Denuit, Michel; Devolder, Pierre
35
2010
Measuring the longevity risk in mortality projections. Zbl 1187.62158
Brouhns, N.; Denuit, M; Vermunt, J. K.
29
2002
Risk measurement with equivalent utility principles. Zbl 1171.91326
Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger
28
2006
A simple geometric proof that comonotonic risks have the convex-largest sum. Zbl 1061.62511
Kaas, R.; Dhaene, J.; Vyncke, D.; Goovaerts, M. J.; Denuit, M.
27
2002
Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings. Zbl 0942.60002
Denuit, Michel; De Vylder, Etienne; Lefèvre, Claude
27
1999
Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022
Denuit, Michel; Genest, Christian; Marceau, Étienne
26
2002
Composite lognormal-Pareto model with random threshold. Zbl 1277.62258
Pigeon, Mathieu; Denuit, Michel
26
2011
Does positive dependence between individual risks increase stop-loss premiums? Zbl 1055.91046
Denuit, Michel; Dhaene, Jan; Ribas, Carmen
25
2001
Individual loss reserving with the multivariate skew normal framework. Zbl 1284.91263
Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel
25
2013
Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences. Zbl 0903.60016
Denuit, Michel; Lefèvre, Claude
24
1997
Smooth generators of integral stochastic orders. Zbl 1065.60015
Denuit, Michel; Müller, Alfred
23
2002
A class of bivariate stochastic orderings, with applications in actuarial sciences. Zbl 0966.60007
Denuit, Michel; Lefèvre, Claude; Mesfioui, M’hamed
23
1999
Heterogeneity and the need for capital in the individual model. Zbl 1142.91039
Denuit, Michel; Frostig, Esther
22
2006
Closing and projecting life tables using log-linear models. Zbl 1333.62251
Denuit, Michel; Goderniaux, Anne-Cécile
21
2005
Stronger measures of higher-order risk attitudes. Zbl 1245.91021
Denuit, Michel M.; Eeckhoudt, Louis
21
2010
Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection. Zbl 1110.62140
Denuit, Michel; Dhaene, Jan
20
2007
Laplace transform ordering of actuarial quantities. Zbl 1074.62527
Denuit, Michel
19
2001
Correlated risks, bivariate utility and optimal choices. Zbl 1203.91055
Denuit, Michel M.; Eeckhoudt, Louis; Menegatti, Mario
18
2011
Generalized Pareto fit to the society of actuaries’ large claims database. Zbl 1084.62108
Cebrián, Ana C.; Denuit, Michel; Lambert, Philippe
18
2003
Dependence in dynamic claim frequency credibility models. Zbl 1098.62567
Purcaru, Oana; Denuit, Michel
17
2003
Negative binomial version of the Lee-Carter model for mortality forecasting. Zbl 1150.91426
Delwarde, Antoine; Denuit, Michel; Partrat, Christian
17
2007
Convex order and comonotonic conditional mean risk sharing. Zbl 1284.60043
Denuit, Michel; Dhaene, Jan
16
2012
Individual loss reserving using paid-incurred data. Zbl 1304.91130
Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel
16
2014
Comonotonic approximations to quantiles of life annuity conditional expected present value. Zbl 1152.91576
Denuit, Michel
14
2008
Modern actuarial risk theory. Using R. 2nd ed., 2nd printing. Zbl 1177.91083
Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel
14
2009
Non-life rate-making with Bayesian GAMs. Zbl 1070.62095
Denuit, Michel; Lang, Stefan
14
2004
A multivariate time series approach to projected life tables. Zbl 1224.91069
Lazar, Dorina; Denuit, Michel M.
14
2009
Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape. Zbl 1296.62089
Klein, Nadja; Denuit, Michel; Lang, Stefan; Kneib, Thomas
14
2014
Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation. Zbl 1152.91567
Boucher, Jean-Philippe; Denuit, Michel
13
2008
Generalized stochastic convexity and stochastic orderings of mixtures. Zbl 0966.60015
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
12
1999
Lorenz and excess wealth orders, with applications in reinsurance theory. Zbl 0952.91041
Denuit, Michel; Vermandele, Catherine
12
1999
Measuring the impact of dependence between claims occurrences. Zbl 1033.62100
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
12
2002
Generalized increasing convex and directionally convex orders. Zbl 1186.60010
Denuit, Michel M.; Mesfioui, Mhamed
12
2010
Longevity-indexed life annuities. Zbl 1213.91088
Denuit, Michel; Haberman, Steven; Renshaw, Arthur
11
2011
On \(s\)-convex stochastic extrema for arithmetic risks. Zbl 1006.91041
Denuit, Michel; Lefèvre, Claude; Mesfioui, M’hamed
10
1999
Bivariate Archimedean copula models for censored data in non-life insurance. Zbl 1192.91114
Denuit, Michel; Purcaru, Oana; Van Keilegom, Ingrid
10
2006
The Solvency II square-root formula for systematic biometric risk. Zbl 1235.91085
Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina
10
2012
Setting a bonus-malus scale in the presence of other rating factors: Taylor’s work revisited. Zbl 1095.91036
Pitrebois, Sandra; Denuit, Michel; Walhin, Jean-François
9
2003
Polynomial structures in order statistics distributions. Zbl 1031.62038
Denuit, M.; Lefèvre, Cl.; Picard, Ph.
9
2003
Distribution of the random future life expectancies in log-bilinear mortality projection models. Zbl 1331.62399
Denuit, Michel
9
2007
Application of the Poisson log-bilinear projection model to the G5 mortality experience. Zbl 1356.91056
Delwarde, Antoine; Denuit, Michel; Guillén, Montserrat; Vidiella-i-Anguera, Antoni
9
2006
An index for longevity risk transfer. Zbl 1173.91443
Denuit, Michel M.
9
2009
Comparison of dependence in factor models with application to credit risk portfolios. Zbl 1132.91487
Denuit, Michel; Frostig, Esther
9
2008
Reserve-dependent benefits and costs in life and health insurance contracts. Zbl 1304.91096
Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan
9
2014
The economics of insurance: a review and some recent developments. Zbl 1187.91096
Denuit, Michel; Dhaene, Jan; Van Wouve, Martine
9
1999
Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. Zbl 1427.91225
Denuit, Michel
9
2019
Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. Zbl 1189.62162
Denuit, M.; Haberman, S.; Renshaw, A. E.
8
2010
Some consequences of correlation aversion in decision science. Zbl 1233.91078
Denuit, Michel; Eeckhoudt, Louis; Rey, Béatrice
8
2010
Fixed versus random effects in Poisson regression models for claim counts: a case study with motor insurance. Zbl 1162.91398
Boucher, Jean-Philippe; Denuit, Michel
8
2006
Almost expectation and excess dependence notions. Zbl 1378.91113
Denuit, Michel M.; Huang, Rachel J.; Tzeng, Larry Y.
8
2015
Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting: a penalized log-likelihood approach. Zbl 07257671
Delwarde, Antoine; Denuit, Michel; Eilers, Paul
8
2007
Variability orders and mean differences. Zbl 1026.60500
Bassan, Bruno; Denuit, Michel; Scarsini, Marco
7
1999
Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization. Zbl 1394.91207
Denuit, Michel M.; Mesfioui, Mhamed
7
2017
Correlation order, merging and diversification. Zbl 1231.91175
Dhaene, Jan; Denuit, Michel; Vanduffel, Steven
7
2009
From risk sharing to pure premium for a large number of heterogeneous losses. Zbl 1465.91094
Denuit, Michel; Robert, Christian Y.
6
2021
Testing for concordance ordering. Zbl 1058.62047
Cebrián, Ana C.; Denuit, Michel; Scaillet, Olivier
6
2004
Multivariate concave and convex stochastic dominance. Zbl 1276.91053
Denuit, Michel; Eeckhoudt, Louis; Tsetlin, Ilia; Winkler, Robert L.
6
2013
Stochastic ordering of convex-type for discrete bivariate risks. Zbl 0922.62109
Denuit, Michel; Lefèvre, Claude; Mesfioui, M’Hamed
6
1999
A multivariate evolutionary credibility model for mortality improvement rates. Zbl 1369.91097
Schinzinger, Edo; Denuit, Michel M.; Christiansen, Marcus C.
6
2016
Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes. Zbl 1232.91217
Denuit, Michel; Rey, Béatrice
6
2010
Shifts in interest rate and common shock model for coupled lives. Zbl 1356.91057
Denuit, Michel; Frostig, Esther; Levikson, Benny
6
2006
Bonus-malus scales using exponential loss functions. Zbl 1354.91059
Denuit, Michel; Dhaene, Jan
6
2001
Discrete \(s\)-convex extremal distributions: theory and applications. Zbl 1136.62344
Courtois, Cindy; Denuit, Michel; Van Bellegem, Sébastien
6
2006
Association and heterogeneity of insured lifetimes in the Lee-Carter framework. Zbl 1141.91025
Denuit, Michel; Frostig, Esther
6
2007
Risk attitudes and the value of risk transformations. Zbl 1416.91078
Denuit, Michel M.; Eeckhoudt, Louis
6
2013
Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
6
2019
Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death. Zbl 1414.91190
Gbari, Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel
5
2017
On the theory of high convexity stochastic orders. Zbl 0958.60011
Denuit, Michel; Lefèvre, Claude; Shaked, Moshe
5
2000
Stochastic \(s\)-(increasing) convexity. Zbl 0985.60019
Denuit, Michel; Lefèvre, Claude
5
2001
Multilife premium calculation with dependent future lifetimes. Zbl 1070.91507
Denuit, Michel; Cornet, Anne
5
1999
When Ross meets Bell: the linex utility function. Zbl 1262.91061
Denuit, Michel M.; Eeckhoudt, Louis; Schlesinger, Harris
5
2013
Semi-parametric accelerated hazard relational models with applications to mortality projections. Zbl 1373.62513
Cadena, Meitner; Denuit, Michel
5
2016
Benchmark values for higher order coefficients of relative risk aversion. Zbl 1293.91066
Denuit, Michel; Rey, Béatrice
5
2014
\(S\)-convex extrema, Taylor-type expansions and stochastic approximations. Zbl 1003.60023
Denuit, Michel
5
2002
Monotonicity results for portfolios with heterogeneous claims arrival processes. Zbl 1168.91412
Frostig, Esther; Denuit, Michel
5
2006
Bonus-malus systems with varying deductibles. Zbl 1141.62344
Pitrebois, Sandra; Walhin, Jean-François; Denuit, Michel
5
2005
Beyond the Tweedie reserving model: the collective approach to loss development. Zbl 1414.91178
Denuit, Michel; Trufin, Julien
4
2017
Stochastic orderings of convex/concave-type on an arbitrary grid. Zbl 0984.60025
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
4
1999
On the stop-loss and total variation distances between random sums. Zbl 0992.60026
Denuit, Michel; Van Bellegem, Sébastien
4
2001
On \(s\)-convexity and risk aversion. Zbl 0987.91027
Denuit, Michel; Lefèvre, Claude; Scarsini, Marco
4
2001
Positive dependence of signals. Zbl 1201.60015
Denuit, Michel
4
2010
A sufficient condition of crossing type for the bivariate orthant convex order. Zbl 1261.60025
Denuit, Michel; Mesfioui, Mhamed
4
2013
Max-factor individual risk models with application to credit portfolios. Zbl 1318.91110
Denuit, Michel; Kiriliouk, Anna; Segers, Johan
4
2015
Supermodular comparison of time-to-ruin random vectors. Zbl 1115.62111
Denuit, Michel; Frostig, Esther; Levikson, Benny
4
2007
Simple characterizations of comonotonicity and countermonotonicity by extremal correlations. Zbl 1357.62060
Denuit, Michel; Dhaene, Jan
4
2003
Distributional bounds for functions of dependent risks. Zbl 1187.91093
Cossette, H.; Denuit, M; Marceau, É.
4
2002
From risk sharing to pure premium for a large number of heterogeneous losses. Zbl 1465.91094
Denuit, Michel; Robert, Christian Y.
6
2021
Stop-loss protection for a large P2P insurance pool. Zbl 1471.91455
Denuit, Michel; Robert, Christian Y.
2
2021
Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model. Zbl 1472.91038
Bettonville, Carole; d’Oultremont, Louise; Denuit, Michel; Trufin, Julien; Van Oirbeek, Robin
1
2021
Reply to Edward Furman, Yisub Kye, and Jianxi Su on their discussion on the paper titled “Size-biased risk measures of compound sums”. Zbl 1483.91186
Denuit, Michel
1
2021
Large-loss behavior of conditional mean risk sharing. Zbl 1454.91178
Denuit, Michel; Robert, Christian Y.
4
2020
Investing in your own and peers’ risks: the simple analytics of P2P insurance. Zbl 1455.91218
Denuit, Michel
4
2020
Size-biased risk measures of compound sums. Zbl 1461.91242
Denuit, Michel
3
2020
Wavelet-based feature extraction for mortality projection. Zbl 1454.91190
Hainaut, Donatien; Denuit, Michel
3
2020
Effective statistical learning methods for actuaries II. Tree-based methods and extensions. Zbl 1451.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
1
2020
Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. Zbl 1427.91225
Denuit, Michel
9
2019
Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
6
2019
Model selection based on Lorenz and concentration curves, Gini indices and convex order. Zbl 1427.91226
Denuit, Michel; Sznajder, Dominik; Trufin, Julien
4
2019
Pricing and reserving in LTC insurance. Zbl 1426.91212
Denuit, Michel; Lucas, Nathalie; Pitacco, Ermanno
3
2019
Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143
Pechon, Florian; Denuit, Michel; Trufin, Julien
2
2019
Bounds on concordance-based validation statistics in regression models for binary responses. Zbl 1428.62342
Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien
2
2019
A dynamic equivalence principle for systematic longevity risk management. Zbl 1411.91283
Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien
2
2019
Effective statistical learning methods for actuaries III. Neural networks and extensions. Zbl 1426.62002
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
2
2019
Concordance-based predictive measures in regression models for discrete responses. Zbl 1426.91213
Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien
1
2019
Multivariate modelling of household claim frequencies in motor third-party liability insurance. Zbl 1416.91214
Pechon, Florian; Trufin, Julien; Denuit, Michel
3
2018
Collective loss reserving with two types of claims in motor third party liability insurance. Zbl 1408.91099
Denuit, Michel; Trufin, Julien
2
2018
Risk classification in life and health insurance: extension to continuous covariates. Zbl 1416.91170
Denuit, Michel; Legrand, Catherine
1
2018
Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization. Zbl 1394.91207
Denuit, Michel M.; Mesfioui, Mhamed
7
2017
Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death. Zbl 1414.91190
Gbari, Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel
5
2017
Beyond the Tweedie reserving model: the collective approach to loss development. Zbl 1414.91178
Denuit, Michel; Trufin, Julien
4
2017
Updating mechanism for lifelong insurance contracts subject to medical inflation. Zbl 1394.91208
Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien
3
2017
Bounds on Kendall’s tau for zero-inflated continuous variables. Zbl 1381.62129
Denuit, Michel M.; Mesfioui, Mhamed
3
2017
Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation. Zbl 1390.91176
Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, Michel; Hanbali, Hamza
2
2017
Tail mutual exclusivity and Tail-VaR lower bounds. Zbl 1401.91111
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan
1
2017
A multivariate evolutionary credibility model for mortality improvement rates. Zbl 1369.91097
Schinzinger, Edo; Denuit, Michel M.; Christiansen, Marcus C.
6
2016
Semi-parametric accelerated hazard relational models with applications to mortality projections. Zbl 1373.62513
Cadena, Meitner; Denuit, Michel
5
2016
Multivariate higher-degree stochastic increasing convexity. Zbl 1373.60044
Denuit, Michel M.; Mesfioui, Mhamed
2
2016
Risk aversion, prudence, and asset allocation: a review and some new developments. Zbl 1378.91112
Denuit, Michel M.; Eeckhoudt, Louis
2
2016
From regulatory life tables to stochastic mortality projections: the exponential decline model. Zbl 1371.91085
Denuit, Michel; Trufin, Julien
1
2016
Stochastic approximations in CBD mortality projection models. Zbl 1331.91096
Gbari, Samuel; Denuit, Michel
1
2016
Almost expectation and excess dependence notions. Zbl 1378.91113
Denuit, Michel M.; Huang, Rachel J.; Tzeng, Larry Y.
8
2015
Max-factor individual risk models with application to credit portfolios. Zbl 1318.91110
Denuit, Michel; Kiriliouk, Anna; Segers, Johan
4
2015
Comonotonicity, orthant convex order and sums of random variables. Zbl 1314.60069
Mesfioui, Mhamed; Denuit, Michel M.
2
2015
Model points and tail-VaR in life insurance. Zbl 1348.91140
Denuit, Michel; Trufin, Julien
1
2015
Individual loss reserving using paid-incurred data. Zbl 1304.91130
Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel
16
2014
Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape. Zbl 1296.62089
Klein, Nadja; Denuit, Michel; Lang, Stefan; Kneib, Thomas
14
2014
Reserve-dependent benefits and costs in life and health insurance contracts. Zbl 1304.91096
Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan
9
2014
Benchmark values for higher order coefficients of relative risk aversion. Zbl 1293.91066
Denuit, Michel; Rey, Béatrice
5
2014
Efficient approximations for numbers of survivors in the Lee-Carter model. Zbl 1306.91076
Gbari, Samuel; Denuit, Michel
2
2014
Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models. Zbl 1329.62415
Pigeon, Mathieu; de Frahan, Bruno Henry; Denuit, Michel
1
2014
Bivariate almost stochastic dominance. Zbl 1319.91141
Denuit, Michel M.; Huang, Rachel J.; Tzeng, Larry Y.
1
2014
Individual loss reserving with the multivariate skew normal framework. Zbl 1284.91263
Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel
25
2013
Multivariate concave and convex stochastic dominance. Zbl 1276.91053
Denuit, Michel; Eeckhoudt, Louis; Tsetlin, Ilia; Winkler, Robert L.
6
2013
Risk attitudes and the value of risk transformations. Zbl 1416.91078
Denuit, Michel M.; Eeckhoudt, Louis
6
2013
When Ross meets Bell: the linex utility function. Zbl 1262.91061
Denuit, Michel M.; Eeckhoudt, Louis; Schlesinger, Harris
5
2013
A sufficient condition of crossing type for the bivariate orthant convex order. Zbl 1261.60025
Denuit, Michel; Mesfioui, Mhamed
4
2013
Another look at risk apportionment. Zbl 1282.91148
Denuit, Michel; Rey, Béatrice
4
2013
Ordering functions of random vectors, with application to partial sums. Zbl 1271.60030
Denuit, Michel M.; Mesfioui, Mhamed
2
2013
Improving your chances: a new result. Zbl 1284.91225
Denuit, Michel M.; Eeckhoudt, Louis
2
2013
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. Zbl 1270.91029
Denuit, Michel; Haberman, Steven; Renshaw, Arthur E.
1
2013
Convex order and comonotonic conditional mean risk sharing. Zbl 1284.60043
Denuit, Michel; Dhaene, Jan
16
2012
The Solvency II square-root formula for systematic biometric risk. Zbl 1235.91085
Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina
10
2012
Composite lognormal-Pareto model with random threshold. Zbl 1277.62258
Pigeon, Mathieu; Denuit, Michel
26
2011
Correlated risks, bivariate utility and optimal choices. Zbl 1203.91055
Denuit, Michel M.; Eeckhoudt, Louis; Menegatti, Mario
18
2011
Longevity-indexed life annuities. Zbl 1213.91088
Denuit, Michel; Haberman, Steven; Renshaw, Arthur
11
2011
Ruin problems under IBNR dynamics. Zbl 1275.91079
Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel
4
2011
The dispersive effect of cross-aging with archimedean copulas. Zbl 1219.62085
Denuit, Michel M.; Mesfioui, Mhamed
1
2011
Stochastic mortality under measure changes. Zbl 1226.91022
Biffis, Enrico; Denuit, Michel; Devolder, Pierre
35
2010
Stronger measures of higher-order risk attitudes. Zbl 1245.91021
Denuit, Michel M.; Eeckhoudt, Louis
21
2010
Generalized increasing convex and directionally convex orders. Zbl 1186.60010
Denuit, Michel M.; Mesfioui, Mhamed
12
2010
Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. Zbl 1189.62162
Denuit, M.; Haberman, S.; Renshaw, A. E.
8
2010
Some consequences of correlation aversion in decision science. Zbl 1233.91078
Denuit, Michel; Eeckhoudt, Louis; Rey, Béatrice
8
2010
Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes. Zbl 1232.91217
Denuit, Michel; Rey, Béatrice
6
2010
Positive dependence of signals. Zbl 1201.60015
Denuit, Michel
4
2010
Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005
Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria
63
2009
Modern actuarial risk theory. Using R. 2nd ed., 2nd printing. Zbl 1177.91083
Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel
14
2009
A multivariate time series approach to projected life tables. Zbl 1224.91069
Lazar, Dorina; Denuit, Michel M.
14
2009
An index for longevity risk transfer. Zbl 1173.91443
Denuit, Michel M.
9
2009
Correlation order, merging and diversification. Zbl 1231.91175
Dhaene, Jan; Denuit, Michel; Vanduffel, Steven
7
2009
Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios. Zbl 1224.91059
Frostig, Esther; Denuit, Michel
3
2009
Moment bounds on discrete expected stop-loss transforms, with applications. Zbl 1171.60318
Courtois, Cindy; Denuit, Michel
3
2009
Dependence in failure times due to environmental factors. Zbl 1155.62076
Frostig, Esther; Denuit, Michel
2
2009
Modern actuarial risk theory. Using R. 2nd ed. Zbl 1148.91027
Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel
102
2008
Comonotonic approximations to quantiles of life annuity conditional expected present value. Zbl 1152.91576
Denuit, Michel
14
2008
Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation. Zbl 1152.91567
Boucher, Jean-Philippe; Denuit, Michel
13
2008
Comparison of dependence in factor models with application to credit risk portfolios. Zbl 1132.91487
Denuit, Michel; Frostig, Esther
9
2008
Convex bounds on multiplicative processes, with applications to pricing in incomplete markets. Zbl 1141.91498
Courtois, Cindy; Denuit, Michel
2
2008
Actuarial modelling of claim counts. Risk classification, credibility and bonus-malus systems. Zbl 1168.91001
Denuit, Michel; Maréchal, Xavier; Pitrebois, Sanda; Walhin, Jean-François
62
2007
Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection. Zbl 1110.62140
Denuit, Michel; Dhaene, Jan
20
2007
Negative binomial version of the Lee-Carter model for mortality forecasting. Zbl 1150.91426
Delwarde, Antoine; Denuit, Michel; Partrat, Christian
17
2007
Distribution of the random future life expectancies in log-bilinear mortality projection models. Zbl 1331.62399
Denuit, Michel
9
2007
Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting: a penalized log-likelihood approach. Zbl 07257671
Delwarde, Antoine; Denuit, Michel; Eilers, Paul
8
2007
Association and heterogeneity of insured lifetimes in the Lee-Carter framework. Zbl 1141.91025
Denuit, Michel; Frostig, Esther
6
2007
Supermodular comparison of time-to-ruin random vectors. Zbl 1115.62111
Denuit, Michel; Frostig, Esther; Levikson, Benny
4
2007
Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models. Zbl 1480.91187
Boucher, Jean-Philippe; Denuit, Michel; Guillén, Montserrat
4
2007
Bounds on convex reliability functions with known first moments. Zbl 1111.90027
Courtois, Cindy; Denuit, Michel
3
2007
Risk measurement with equivalent utility principles. Zbl 1171.91326
Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger
28
2006
Heterogeneity and the need for capital in the individual model. Zbl 1142.91039
Denuit, Michel; Frostig, Esther
22
2006
Bivariate Archimedean copula models for censored data in non-life insurance. Zbl 1192.91114
Denuit, Michel; Purcaru, Oana; Van Keilegom, Ingrid
10
2006
Application of the Poisson log-bilinear projection model to the G5 mortality experience. Zbl 1356.91056
Delwarde, Antoine; Denuit, Michel; Guillén, Montserrat; Vidiella-i-Anguera, Antoni
9
2006
Fixed versus random effects in Poisson regression models for claim counts: a case study with motor insurance. Zbl 1162.91398
Boucher, Jean-Philippe; Denuit, Michel
8
2006
Shifts in interest rate and common shock model for coupled lives. Zbl 1356.91057
Denuit, Michel; Frostig, Esther; Levikson, Benny
6
2006
Discrete \(s\)-convex extremal distributions: theory and applications. Zbl 1136.62344
Courtois, Cindy; Denuit, Michel; Van Bellegem, Sébastien
6
2006
Monotonicity results for portfolios with heterogeneous claims arrival processes. Zbl 1168.91412
Frostig, Esther; Denuit, Michel
5
2006
Boundary calculus for the premiums by exceeding the loss of the rik functions in the presence of partial information on their margins. (Calcul de bornes sur la prime en excédent de perte de fonctions de risques dépendants en présence d’information partielle sur leurs marges.) Zbl 1153.62365
Denuit, Michel; Genest, Christian; Mesfioui, Mhamed
1
2006
An actuarial analysis of the French bonus-malus system. Zbl 1144.91029
Pitrebois, Sandra; Denuit, Michel; Walhin, Jean-François
1
2006
...and 53 more Documents
all top 5

Cited by 1,617 Authors

108 Denuit, Michel M.
52 Dhaene, Jan
36 Cheung, Ka Chun
30 Goovaerts, Marc J.
28 Haberman, Steven
26 Lefèvre, Claude
24 Wang, Ruodu
22 Mesfioui, Mhamed
19 Antonio, Katrien
19 Trufin, Julien
17 Kaas, Rob
16 Marceau, Étienne
15 Blake, David
15 Cossette, Hélène
15 Loisel, Stéphane
14 Boonen, Tim J.
14 Linders, Daniël
14 Tang, Qihe
13 Deelstra, Griselda
13 Laeven, Roger J. A.
13 Tan, Ken Seng
13 Vanduffel, Steven
13 Zhang, Yiying
12 Hu, Taizhong
12 Li, Johnny Siu-Hang
12 Li, Xiaohu
12 Renshaw, Arthur E.
12 Valdez, Emiliano A.
11 Ahn, Jae Youn
11 Albrecher, Hansjörg
11 Belzunce, Félix
11 Chi, Yichun
11 Frostig, Esther
11 Sherris, Michael
11 Sordo, Miguel Ángel
11 Vanmaele, Michèle
11 Yang, Jingping
10 Embrechts, Paul
10 Li, Jackie Ji
10 Ortega, Eva-María
10 Puccetti, Giovanni
10 Wüthrich, Mario Valentin
9 Cairns, Andrew J. G.
9 Eeckhoudt, Louis R.
9 Genest, Christian
9 Guillen, Montserrat
9 Karlis, Dimitris
9 Liu, Liqun
9 Rüschendorf, Ludger
9 Yam, Sheung Chi Phillip
9 Zhou, Xian
8 Balakrishnan, Narayanaswamy
8 Cai, Jun
8 Chen, An
8 D’Amato, Valeria
8 De Waegenaere, Anja
8 Furman, Edward
8 Hürlimann, Werner
8 Landsman, Zinoviy M.
8 Payandeh Najafabadi, Amir T.
8 Robert, Christian Yann
8 Russolillo, Maria
8 Vyncke, David
8 Wu, Xianyi
8 Yang, Hailiang
8 Zhao, Peng
7 Barmalzan, Ghobad
7 Hoedemakers, Tom
7 Hunt, Andrew
7 Kolev, Nikolai
7 Mamon, Rogemar S.
7 Menegatti, Mario
7 Pitselis, Georgios
7 Ruiz, José-María
7 Schoutens, Wim
7 Tzougas, George
7 Weng, Chengguo
6 Beirlant, Jan
6 Christiansen, Marcus Christian
6 Djehiche, Boualem
6 Hainaut, Donatien
6 Levantesi, Susanna
6 Li, Jingyuan
6 Liu, Xiaoming
6 Lo, Ambrose
6 Milevsky, Moshe Arye
6 Miljkovic, Tatjana
6 Nešlehová, Johanna G.
6 Peng, Liang
6 Piscopo, Gabriella
6 Rey, Béatrice
6 Shaked, Moshe
6 Su, Jianxi
6 Tzeng, Larry Yu-Ren
6 Verbelen, Roel
6 Zhao, Xiaobing
5 Balasooriya, Uditha
5 Boucher, Jean-Philippe
5 Debón, Ana
5 Devolder, Pierre
...and 1,517 more Authors
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Cited in 165 Serials

445 Insurance Mathematics & Economics
110 Scandinavian Actuarial Journal
85 ASTIN Bulletin
78 North American Actuarial Journal
55 European Actuarial Journal
43 Journal of Computational and Applied Mathematics
35 Communications in Statistics. Theory and Methods
33 Journal of Multivariate Analysis
31 Methodology and Computing in Applied Probability
26 European Journal of Operational Research
24 Statistics & Probability Letters
20 Journal of Applied Probability
16 Journal of Mathematical Economics
13 Journal of Statistical Planning and Inference
11 Journal of Applied Statistics
10 Computational Statistics and Data Analysis
9 Annals of Operations Research
9 Probability in the Engineering and Informational Sciences
9 Quantitative Finance
8 Theory and Decision
8 Journal of Economics
8 Communications in Statistics. Simulation and Computation
8 Finance and Stochastics
8 Decisions in Economics and Finance
8 Dependence Modeling
7 Journal of Economic Theory
6 Journal of Statistical Computation and Simulation
6 AStA. Advances in Statistical Analysis
5 Operations Research
5 Test
5 Statistical Papers
5 Economic Theory
5 Stochastic Models
5 Stochastics
5 Journal of the Korean Statistical Society
4 Journal of Mathematical Analysis and Applications
4 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
4 Journal of the American Statistical Association
4 Mathematical Social Sciences
4 Acta Mathematicae Applicatae Sinica. English Series
4 Statistics
4 International Journal of Approximate Reasoning
4 Economics Letters
4 The Annals of Applied Probability
4 Bernoulli
4 Mathematical Problems in Engineering
4 Statistical Modelling
4 Journal of Industrial and Management Optimization
4 The Annals of Applied Statistics
3 Advances in Applied Probability
3 Metrika
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3 Journal of Theoretical Probability
3 Queueing Systems
3 Computational Statistics
3 Applied Mathematics. Series B (English Edition)
3 Lifetime Data Analysis
3 Mathematical Finance
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Soft Computing
3 International Journal of Theoretical and Applied Finance
3 Extremes
3 Applied Stochastic Models in Business and Industry
3 Frontiers of Mathematics in China
3 Mathematics and Financial Economics
3 SIAM Journal on Financial Mathematics
2 Lithuanian Mathematical Journal
2 Physica A
2 Fuzzy Sets and Systems
2 Journal of Econometrics
2 Journal of Optimization Theory and Applications
2 Metron
2 Scandinavian Actuarial Journal
2 SIAM Journal on Control and Optimization
2 Operations Research Letters
2 Statistical Science
2 Journal of Economic Dynamics & Control
2 Japan Journal of Industrial and Applied Mathematics
2 Aequationes Mathematicae
2 Mathematical Methods of Statistics
2 Abstract and Applied Analysis
2 Mathematical Methods of Operations Research
2 Discrete Dynamics in Nature and Society
2 CEJOR. Central European Journal of Operations Research
2 Econometric Theory
2 Asia-Pacific Financial Markets
2 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
2 Sankhyā. Series A
2 Sankhyā. Series B
2 Statistics and Computing
2 Decision Analysis
1 The Canadian Journal of Statistics
1 Computers & Mathematics with Applications
1 Mathematical Biosciences
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1 Annals of the Institute of Statistical Mathematics
1 Archiv der Mathematik
1 Biometrics
...and 65 more Serials
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Cited in 38 Fields

1,096 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
713 Statistics (62-XX)
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55 Operations research, mathematical programming (90-XX)
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18 Computer science (68-XX)
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9 Calculus of variations and optimal control; optimization (49-XX)
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7 General and overarching topics; collections (00-XX)
7 Difference and functional equations (39-XX)
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4 Approximations and expansions (41-XX)
3 Mathematical logic and foundations (03-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
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3 Information and communication theory, circuits (94-XX)
3 Mathematics education (97-XX)
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