Edit Profile (opens in new tab) Denuit, Michel M. Co-Author Distance Author ID: denuit.michel-m Published as: Denuit, Michel; Denuit, Michel M.; Denuit, M.; Denuit, M more...less Homepage: http://www.uclouvain.be/michel.denuit External Links: MGP · Google Scholar Documents Indexed: 190 Publications since 1997, including 8 Books 1 Contribution as Editor Co-Authors: 103 Co-Authors with 175 Joint Publications 1,683 Co-Co-Authors all top 5 Co-Authors 16 single-authored 23 Trufin, Julien 22 Dhaene, Jan 16 Lefèvre, Claude 15 Mesfioui, Mhamed 10 Robert, Christian-Yann 9 Eeckhoudt, Louis R. 9 Frostig, Esther 7 Goovaerts, Marc J. 7 Kaas, Rob 6 Courtois, Cindy 6 Marceau, Étienne 5 Christiansen, Marcus Christian 5 Delwarde, Antoine 5 Hainaut, Donatien 5 Walhin, Jean-François 4 Boucher, Jean-Philippe 4 Cossette, Hélène 4 Genest, Christian 4 Haberman, Steven 4 Pigeon, Mathieu 4 Pitrebois, Sandra 4 Rey, Béatrice 4 Shaked, Moshe 3 Antonio, Katrien 3 Brouhns, Natacha 3 Cadena, Meitner 3 Gbari, Samuel 3 Hanbali, Hamza 3 Legrand, Catherine 3 Purcaru, Oana 3 Renshaw, Arthur E. 3 Utev, Sergey 3 Vyncke, David 2 Albrecher, Hansjörg 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 Levikson, Benny 2 Liu, Liqun 2 Lucas, Nathalie 2 Menegatti, Mario 2 Pechon, Florian 2 Pitacco, Ermanno 2 Scarsini, Marco 2 Silversmit, Geert 2 Soetewey, Antoine 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 Hieber, Peter 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 Sznajder, Dominik 1 Tsetlin, Ilia 1 van Oirbeek, Robin 1 Van Wouve, Martine 1 Vanduffel, Steven 1 Verdebout, Thomas 1 Vernic, Raluca ...and 3 more Co-Authors all top 5 Serials 45 Insurance Mathematics & Economics 18 ASTIN Bulletin 13 Scandinavian Actuarial Journal 11 North American Actuarial Journal 11 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 Decisions in Economics and Finance 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 all top 5 Fields 151 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 91 Statistics (62-XX) 56 Probability theory and stochastic processes (60-XX) 6 Computer science (68-XX) 3 Numerical analysis (65-XX) 3 Operations research, mathematical programming (90-XX) 2 Special functions (33-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 165 Publications have been cited 2,695 times in 1,600 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. 295 2002 A Poisson log-bilinear regression approach to the construction of projected lifetables. Zbl 1074.62524 Brouhns, Natacha; Denuit, Michel; Vermunt, Jeroen K. 202 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. 168 2002 Modern actuarial risk theory. Using R. 2nd ed. Zbl 1148.91027 Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 118 2008 Modern actuarial risk theory. Zbl 1086.91035 Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 75 2003 Actuarial modelling of claim counts. Risk classification, credibility and bonus-malus systems. Zbl 1168.91001 Denuit, Michel; Maréchal, Xavier; Pitrebois, Sanda; Walhin, Jean-François 72 2007 Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005 Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria 70 2009 The \(s\)-convex orders among real random variables, with applications. Zbl 0916.60011 Denuit, Michel; Lefevre, Claude; Shaked, Moshe 63 1998 The safest dependence structure among risks. Zbl 1072.62651 Dhaene, Jan; Denuit, Michel 60 1999 Bootstrapping the Poisson log-bilinear model for mortality forecasting. Zbl 1092.91038 Brouhns, Natacha; Denuit, Michel; van Keilegom, Ingrid 60 2005 Constraints on concordance measures in bivariate discrete data. Zbl 1095.62065 Denuit, Michel; Lambert, Philippe 58 2005 Bayesian Poisson log-bilinear mortality projections. Zbl 1110.62142 Czado, Claudia; Delwarde, Antoine; Denuit, Michel 52 2005 Stochastic bounds on sums of dependent risks. Zbl 1028.91553 Denuit, M.; Genest, C.; Marceau, É. 47 1999 Optimal reinsurance and stop-loss order. Zbl 0986.62085 Denuit, Michel; Vermandele, Catherine 38 1998 Stochastic mortality under measure changes. Zbl 1226.91022 Biffis, Enrico; Denuit, Michel; Devolder, Pierre 38 2010 Composite lognormal-Pareto model with random threshold. Zbl 1277.62258 Pigeon, Mathieu; Denuit, Michel 33 2011 Measuring the longevity risk in mortality projections. Zbl 1187.62158 Brouhns, N.; Denuit, M; Vermunt, J. K. 30 2002 Individual loss reserving with the multivariate skew normal framework. Zbl 1284.91263 Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel 30 2013 Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings. Zbl 0942.60002 Denuit, Michel; De Vylder, Etienne; Lefèvre, Claude 28 1999 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. 28 2002 Smooth generators of integral stochastic orders. Zbl 1065.60015 Denuit, Michel; Müller, Alfred 28 2002 Does positive dependence between individual risks increase stop-loss premiums? Zbl 1055.91046 Denuit, Michel; Dhaene, Jan; Ribas, Carmen 26 2001 Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences. Zbl 0903.60016 Denuit, Michel; Lefèvre, Claude 26 1997 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022 Denuit, Michel; Genest, Christian; Marceau, Étienne 26 2002 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 25 2007 A class of bivariate stochastic orderings, with applications in actuarial sciences. Zbl 0966.60007 Denuit, Michel; Lefèvre, Claude; Mesfioui, M’hamed 24 1999 Heterogeneity and the need for capital in the individual model. Zbl 1142.91039 Denuit, Michel; Frostig, Esther 23 2006 Closing and projecting life tables using log-linear models. Zbl 1333.62251 Denuit, Michel; Goderniaux, Anne-Cécile 23 2005 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 23 2007 Stronger measures of higher-order risk attitudes. Zbl 1245.91021 Denuit, Michel M.; Eeckhoudt, Louis 23 2010 Convex order and comonotonic conditional mean risk sharing. Zbl 1284.60043 Denuit, Michel; Dhaene, Jan 23 2012 Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection. Zbl 1110.62140 Denuit, Michel; Dhaene, Jan 21 2007 Laplace transform ordering of actuarial quantities. Zbl 1074.62527 Denuit, Michel 21 2001 Correlated risks, bivariate utility and optimal choices. Zbl 1203.91055 Denuit, Michel M.; Eeckhoudt, Louis; Menegatti, Mario 19 2011 Generalized Pareto fit to the society of actuaries’ large claims database. Zbl 1084.62108 Cebrián, Ana C.; Denuit, Michel; Lambert, Philippe 19 2003 Dependence in dynamic claim frequency credibility models. Zbl 1098.62567 Purcaru, Oana; Denuit, Michel 19 2003 Individual loss reserving using paid-incurred data. Zbl 1304.91130 Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel 19 2014 Negative binomial version of the Lee-Carter model for mortality forecasting. Zbl 1150.91426 Delwarde, Antoine; Denuit, Michel; Partrat, Christian 18 2007 Modern actuarial risk theory. Using R. 2nd ed., 2nd printing. Zbl 1177.91083 Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 18 2009 A multivariate time series approach to projected life tables. Zbl 1224.91069 Lazar, Dorina; Denuit, Michel M. 17 2009 Non-life rate-making with Bayesian GAMs. Zbl 1070.62095 Denuit, Michel; Lang, Stefan 16 2004 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 16 2014 Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. Zbl 1427.91225 Denuit, Michel 15 2019 Lorenz and excess wealth orders, with applications in reinsurance theory. Zbl 0952.91041 Denuit, Michel; Vermandele, Catherine 14 1999 Comonotonic approximations to quantiles of life annuity conditional expected present value. Zbl 1152.91576 Denuit, Michel 14 2008 Generalized increasing convex and directionally convex orders. Zbl 1186.60010 Denuit, Michel M.; Mesfioui, Mhamed 13 2010 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 Measuring the impact of dependence between claims occurrences. Zbl 1033.62100 Denuit, Michel; Lefèvre, Claude; Utev, Sergey 12 2002 Longevity-indexed life annuities. Zbl 1213.91088 Denuit, Michel; Haberman, Steven; Renshaw, Arthur 12 2011 Bivariate Archimedean copula models for censored data in non-life insurance. Zbl 1192.91114 Denuit, Michel; Purcaru, Oana; Van Keilegom, Ingrid 11 2006 The Solvency II square-root formula for systematic biometric risk. Zbl 1235.91085 Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina 11 2012 Reserve-dependent benefits and costs in life and health insurance contracts. Zbl 1304.91096 Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan 11 2014 Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003 Denuit, Michel; Hainaut, Donatien; Trufin, Julien 11 2019 Investing in your own and peers’ risks: the simple analytics of P2P insurance. Zbl 1455.91218 Denuit, Michel 11 2020 Comparison of dependence in factor models with application to credit risk portfolios. Zbl 1132.91487 Denuit, Michel; Frostig, Esther 10 2008 On \(s\)-convex stochastic extrema for arithmetic risks. Zbl 1006.91041 Denuit, Michel; Lefèvre, Claude; Mesfioui, M’hamed 10 1999 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 10 2006 Polynomial structures in order statistics distributions. Zbl 1031.62038 Denuit, M.; Lefèvre, Cl.; Picard, Ph. 10 2003 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 10 2006 Some consequences of correlation aversion in decision science. Zbl 1233.91078 Denuit, Michel; Eeckhoudt, Louis; Rey, Béatrice 10 2010 Distribution of the random future life expectancies in log-bilinear mortality projection models. Zbl 1331.62399 Denuit, Michel 9 2007 The economics of insurance: a review and some recent developments. Zbl 1187.91096 Denuit, Michel; Dhaene, Jan; Van Wouve, Martine 9 1999 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 Almost expectation and excess dependence notions. Zbl 1378.91113 Denuit, Michel M.; Huang, Rachel J.; Tzeng, Larry Y. 9 2015 An index for longevity risk transfer. Zbl 1173.91443 Denuit, Michel M. 9 2009 From risk sharing to pure premium for a large number of heterogeneous losses. Zbl 1465.91094 Denuit, Michel; Robert, Christian Y. 9 2021 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 Variability orders and mean differences. Zbl 1026.60500 Bassan, Bruno; Denuit, Michel; Scarsini, Marco 8 1999 Correlation order, merging and diversification. Zbl 1231.91175 Dhaene, Jan; Denuit, Michel; Vanduffel, Steven 8 2009 Testing for concordance ordering. Zbl 1058.62047 Cebrián, Ana C.; Denuit, Michel; Scaillet, Olivier 7 2004 Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization. Zbl 1394.91207 Denuit, Michel M.; Mesfioui, Mhamed 7 2017 Shifts in interest rate and common shock model for coupled lives. Zbl 1356.91057 Denuit, Michel; Frostig, Esther; Levikson, Benny 7 2006 Model selection based on Lorenz and concentration curves, Gini indices and convex order. Zbl 1427.91226 Denuit, Michel; Sznajder, Dominik; Trufin, Julien 7 2019 Multivariate concave and convex stochastic dominance. Zbl 1276.91053 Denuit, Michel; Eeckhoudt, Louis; Tsetlin, Ilia; Winkler, Robert L. 7 2013 Discrete \(s\)-convex extremal distributions: theory and applications. Zbl 1136.62344 Courtois, Cindy; Denuit, Michel; Van Bellegem, Sébastien 6 2006 Bonus-malus scales using exponential loss functions. Zbl 1354.91059 Denuit, Michel; Dhaene, Jan 6 2001 Stochastic ordering of convex-type for discrete bivariate risks. Zbl 0922.62109 Denuit, Michel; Lefèvre, Claude; Mesfioui, M’Hamed 6 1999 Multilife premium calculation with dependent future lifetimes. Zbl 1070.91507 Denuit, Michel; Cornet, Anne 6 1999 Association and heterogeneity of insured lifetimes in the Lee-Carter framework. Zbl 1141.91025 Denuit, Michel; Frostig, Esther 6 2007 A multivariate evolutionary credibility model for mortality improvement rates. Zbl 1369.91097 Schinzinger, Edo; Denuit, Michel M.; Christiansen, Marcus C. 6 2016 Large-loss behavior of conditional mean risk sharing. Zbl 1454.91178 Denuit, Michel; Robert, Christian Y. 6 2020 Semi-parametric accelerated hazard relational models with applications to mortality projections. Zbl 1373.62513 Cadena, Meitner; Denuit, Michel 6 2016 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 6 2010 Risk attitudes and the value of risk transformations. Zbl 1416.91078 Denuit, Michel M.; Eeckhoudt, Louis 6 2013 Benchmark values for higher order coefficients of relative risk aversion. Zbl 1293.91066 Denuit, Michel; Rey, Béatrice 6 2014 Multivariate modelling of household claim frequencies in motor third-party liability insurance. Zbl 1416.91214 Pechon, Florian; Trufin, Julien; Denuit, Michel 6 2018 Supermodular comparison of time-to-ruin random vectors. Zbl 1115.62111 Denuit, Michel; Frostig, Esther; Levikson, Benny 5 2007 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 Moment bounds on discrete expected stop-loss transforms, with applications. Zbl 1171.60318 Courtois, Cindy; Denuit, Michel 5 2009 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 Simple characterizations of comonotonicity and countermonotonicity by extremal correlations. Zbl 1357.62060 Denuit, Michel; Dhaene, Jan 5 2003 Max-factor individual risk models with application to credit portfolios. Zbl 1318.91110 Denuit, Michel; Kiriliouk, Anna; Segers, Johan 5 2015 \(S\)-convex extrema, Taylor-type expansions and stochastic approximations. Zbl 1003.60023 Denuit, Michel 5 2002 Autocalibration and Tweedie-dominance for insurance pricing with machine learning. Zbl 1475.91295 Denuit, Michel; Charpentier, Arthur; Trufin, Julien 5 2021 Pension plan valuation and mortality projection: a case study with mortality data. Zbl 1480.91195 Cossette, Hélène; Delwarde, Antoine; Denuit, Michel; Guillot, Frédérick; Marceau, Étienne 5 2007 Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses. Zbl 1491.62154 Denuit, Michel; Robert, Christian Y. 2 2022 Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses. Zbl 1490.91170 Denuit, Michel; Robert, Christian Y. 2 2022 Mortality credits within large survivor funds. Zbl 1506.91151 Denuit, Michel; Hieber, Peter; Robert, Christian Y. 1 2022 From risk sharing to pure premium for a large number of heterogeneous losses. Zbl 1465.91094 Denuit, Michel; Robert, Christian Y. 9 2021 Autocalibration and Tweedie-dominance for insurance pricing with machine learning. Zbl 1475.91295 Denuit, Michel; Charpentier, Arthur; Trufin, Julien 5 2021 Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction. Zbl 1476.62037 Denuit, Michel; Robert, Christian Y. 3 2021 Stop-loss protection for a large P2P insurance pool. Zbl 1471.91455 Denuit, Michel; Robert, Christian Y. 3 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 3 2021 Corrigendum and addendum to: “From risk sharing to pure premium for a large number of heterogeneous losses”. Zbl 1475.91296 Denuit, Michel; Robert, Christian Y. 2 2021 Waiting period from diagnosis for mortgage insurance issued to cancer survivors. Zbl 1481.91186 Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert 1 2021 A new measure of mortality differentials based on precedence probability. Zbl 1480.91190 Cadena, Meitner; Denuit, Michel 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 Investing in your own and peers’ risks: the simple analytics of P2P insurance. Zbl 1455.91218 Denuit, Michel 11 2020 Large-loss behavior of conditional mean risk sharing. Zbl 1454.91178 Denuit, Michel; Robert, Christian Y. 6 2020 Size-biased risk measures of compound sums. Zbl 1461.91242 Denuit, Michel 5 2020 Effective statistical learning methods for actuaries II. Tree-based methods and extensions. Zbl 1451.62003 Denuit, Michel; Hainaut, Donatien; Trufin, Julien 3 2020 Wavelet-based feature extraction for mortality projection. Zbl 1454.91190 Hainaut, Donatien; Denuit, Michel 3 2020 Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. Zbl 1427.91225 Denuit, Michel 15 2019 Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003 Denuit, Michel; Hainaut, Donatien; Trufin, Julien 11 2019 Model selection based on Lorenz and concentration curves, Gini indices and convex order. Zbl 1427.91226 Denuit, Michel; Sznajder, Dominik; Trufin, Julien 7 2019 Pricing and reserving in LTC insurance. Zbl 1426.91212 Denuit, Michel; Lucas, Nathalie; Pitacco, Ermanno 4 2019 Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143 Pechon, Florian; Denuit, Michel; Trufin, Julien 4 2019 A dynamic equivalence principle for systematic longevity risk management. Zbl 1411.91283 Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien 3 2019 Effective statistical learning methods for actuaries III. Neural networks and extensions. Zbl 1426.62002 Denuit, Michel; Hainaut, Donatien; Trufin, Julien 3 2019 Bounds on concordance-based validation statistics in regression models for binary responses. Zbl 1428.62342 Denuit, Michel; Mesfioui, Mhamed; 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 6 2018 Risk classification in life and health insurance: extension to continuous covariates. Zbl 1416.91170 Denuit, Michel; Legrand, Catherine 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 Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits. Zbl 1411.62294 Denuit, Michel; Vernic, Raluca 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 5 2017 Updating mechanism for lifelong insurance contracts subject to medical inflation. Zbl 1394.91208 Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien 4 2017 Bounds on Kendall’s tau for zero-inflated continuous variables. Zbl 1381.62129 Denuit, Michel M.; Mesfioui, Mhamed 4 2017 Tail mutual exclusivity and Tail-VaR lower bounds. Zbl 1401.91111 Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan 4 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 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 6 2016 From regulatory life tables to stochastic mortality projections: the exponential decline model. Zbl 1371.91085 Denuit, Michel; Trufin, Julien 2 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 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. 9 2015 Max-factor individual risk models with application to credit portfolios. Zbl 1318.91110 Denuit, Michel; Kiriliouk, Anna; Segers, Johan 5 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 19 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 16 2014 Reserve-dependent benefits and costs in life and health insurance contracts. Zbl 1304.91096 Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan 11 2014 Benchmark values for higher order coefficients of relative risk aversion. Zbl 1293.91066 Denuit, Michel; Rey, Béatrice 6 2014 Efficient approximations for numbers of survivors in the Lee-Carter model. Zbl 1306.91076 Gbari, Samuel; Denuit, Michel 2 2014 Bivariate almost stochastic dominance. Zbl 1319.91141 Denuit, Michel M.; Huang, Rachel J.; Tzeng, Larry Y. 1 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 Individual loss reserving with the multivariate skew normal framework. Zbl 1284.91263 Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel 30 2013 Multivariate concave and convex stochastic dominance. Zbl 1276.91053 Denuit, Michel; Eeckhoudt, Louis; Tsetlin, Ilia; Winkler, Robert L. 7 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 Another look at risk apportionment. Zbl 1282.91148 Denuit, Michel; Rey, Béatrice 4 2013 A sufficient condition of crossing type for the bivariate orthant convex order. Zbl 1261.60025 Denuit, Michel; Mesfioui, Mhamed 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 23 2012 The Solvency II square-root formula for systematic biometric risk. Zbl 1235.91085 Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina 11 2012 Composite lognormal-Pareto model with random threshold. Zbl 1277.62258 Pigeon, Mathieu; Denuit, Michel 33 2011 Correlated risks, bivariate utility and optimal choices. Zbl 1203.91055 Denuit, Michel M.; Eeckhoudt, Louis; Menegatti, Mario 19 2011 Longevity-indexed life annuities. Zbl 1213.91088 Denuit, Michel; Haberman, Steven; Renshaw, Arthur 12 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 38 2010 Stronger measures of higher-order risk attitudes. Zbl 1245.91021 Denuit, Michel M.; Eeckhoudt, Louis 23 2010 Generalized increasing convex and directionally convex orders. Zbl 1186.60010 Denuit, Michel M.; Mesfioui, Mhamed 13 2010 Some consequences of correlation aversion in decision science. Zbl 1233.91078 Denuit, Michel; Eeckhoudt, Louis; Rey, Béatrice 10 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 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 6 2010 Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005 Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria 70 2009 Modern actuarial risk theory. Using R. 2nd ed., 2nd printing. Zbl 1177.91083 Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 18 2009 A multivariate time series approach to projected life tables. Zbl 1224.91069 Lazar, Dorina; Denuit, Michel M. 17 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 8 2009 Moment bounds on discrete expected stop-loss transforms, with applications. Zbl 1171.60318 Courtois, Cindy; Denuit, Michel 5 2009 Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios. Zbl 1224.91059 Frostig, Esther; Denuit, Michel 3 2009 Dependence in failure times due to environmental factors. Zbl 1155.62076 Frostig, Esther; Denuit, Michel 2 2009 Impact of underwriting cycles on the solvency of an insurance company. Zbl 1483.91209 Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel 1 2009 Modern actuarial risk theory. Using R. 2nd ed. Zbl 1148.91027 Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 118 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 10 2008 Convex bounds on multiplicative processes, with applications to pricing in incomplete markets. Zbl 1141.91498 Courtois, Cindy; Denuit, Michel 3 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 72 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 25 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 23 2007 Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection. Zbl 1110.62140 Denuit, Michel; Dhaene, Jan 21 2007 Negative binomial version of the Lee-Carter model for mortality forecasting. Zbl 1150.91426 Delwarde, Antoine; Denuit, Michel; Partrat, Christian 18 2007 Distribution of the random future life expectancies in log-bilinear mortality projection models. Zbl 1331.62399 Denuit, Michel 9 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 5 2007 Pension plan valuation and mortality projection: a case study with mortality data. Zbl 1480.91195 Cossette, Hélène; Delwarde, Antoine; Denuit, Michel; Guillot, Frédérick; Marceau, Étienne 5 2007 ...and 65 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,861 Authors 117 Denuit, Michel M. 55 Dhaene, Jan 37 Cheung, Ka Chun 30 Goovaerts, Marc J. 30 Haberman, Steven 27 Lefèvre, Claude 27 Wang, Ruodu 23 Antonio, Katrien 22 Mesfioui, Mhamed 22 Trufin, Julien 19 Cossette, Hélène 18 Linders, Daniël 18 Marceau, Étienne 17 Boonen, Tim J. 17 Kaas, Rob 16 Loisel, Stéphane 16 Zhang, Yiying 15 Blake, David 14 Li, Xiaohu 14 Tang, Qihe 14 Vanduffel, Steven 13 Chi, Yichun 13 Deelstra, Griselda 13 Hu, Taizhong 13 Laeven, Roger J. A. 13 Li, Johnny Siu-Hang 13 Tan, Ken Seng 13 Wüthrich, Mario Valentin 13 Zhao, Peng 12 Ahn, Jae Youn 12 Albrecher, Hansjörg 12 Frostig, Esther 12 Renshaw, Arthur E. 12 Sherris, Michael 12 Sordo, Miguel Ángel 12 Valdez, Emiliano A. 11 Belzunce, Félix 11 Eeckhoudt, Louis R. 11 Genest, Christian 11 Puccetti, Giovanni 11 Robert, Christian-Yann 11 Tzougas, George 11 Vanmaele, Michèle 11 Yang, Jingping 10 Balakrishnan, Narayanaswamy 10 Embrechts, Paul 10 Guillen, Montserrat 10 Li, Jackie 10 Ortega, Eva-María 9 Cairns, Andrew J. G. 9 Karlis, Dimitris 9 Liu, Liqun 9 Payandeh Najafabadi, Amir T. 9 Rüschendorf, Ludger 9 Wu, Xianyi 9 Yam, Sheung Chi Phillip 9 Zhou, Xian 8 Boucher, Jean-Philippe 8 D’Amato, Valeria 8 De Waegenaere, Anja 8 Furman, Edward 8 Hunt, Andrew 8 Hürlimann, Werner 8 Landsman, Zinoviy M. 8 Russolillo, Maria 8 Schoutens, Wim 8 Vyncke, David 8 Yang, Hailiang 7 Barmalzan, Ghobad 7 Cai, Jun 7 Djehiche, Boualem 7 Hainaut, Donatien 7 Hanbali, Hamza 7 Hoedemakers, Tom 7 Kolev, Nikolai 7 Levantesi, Susanna 7 Liu, Xiaoming 7 Mamon, Rogemar S. 7 Menegatti, Mario 7 Nešlehová, Johanna G. 7 Peng, Liang 7 Pigeon, Mathieu 7 Pitselis, Georgios 7 Ruiz, José-María 7 Shi, Peng 7 Su, Jianxi 7 Weng, Chengguo 6 Beirlant, Jan 6 Calderín Ojeda, Enrique 6 Chen, An 6 Christiansen, Marcus Christian 6 Gómez-Déniz, Emilio 6 Li, Hong 6 Li, Jingyuan 6 Lo, Ambrose 6 Milevsky, Moshe Arye 6 Miljkovic, Tatjana 6 Nikoloulopoulos, Aristidis K. 6 Pellerey, Franco 6 Piscopo, Gabriella ...and 1,761 more Authors all top 5 Cited in 187 Serials 475 Insurance Mathematics & Economics 125 Scandinavian Actuarial Journal 99 ASTIN Bulletin 93 North American Actuarial Journal 65 European Actuarial Journal 43 Journal of Computational and Applied Mathematics 39 Communications in Statistics. 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Central European Journal of Operations Research 2 Econometric Theory 2 Hacettepe Journal of Mathematics and Statistics 2 Asia-Pacific Financial Markets ...and 87 more Serials all top 5 Cited in 38 Fields 1,227 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 810 Statistics (62-XX) 437 Probability theory and stochastic processes (60-XX) 67 Operations research, mathematical programming (90-XX) 36 Numerical analysis (65-XX) 26 Computer science (68-XX) 16 Systems theory; control (93-XX) 12 Real functions (26-XX) 11 Difference and functional equations (39-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 10 Biology and other natural sciences (92-XX) 6 General and overarching topics; collections (00-XX) 6 Functional analysis (46-XX) 5 Special functions (33-XX) 5 Partial differential equations (35-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 3 Mathematical logic and foundations (03-XX) 3 Measure and integration (28-XX) 3 Approximations and expansions (41-XX) 3 Statistical mechanics, structure of matter (82-XX) 3 Information and communication theory, circuits (94-XX) 2 History and biography (01-XX) 2 Field theory and polynomials (12-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Integral equations (45-XX) 2 Operator theory (47-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Mathematics education (97-XX) 1 Combinatorics (05-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) Citations by Year