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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
24 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 Ciatto, Nicolas
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
...and 5 more Co-Authors
all top 5

Serials

45 Insurance Mathematics & Economics
18 ASTIN Bulletin
13 Scandinavian Actuarial Journal
12 European Actuarial Journal
11 North American 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

Publications by Year

Citations contained in zbMATH Open

165 Publications have been cited 2,647 times in 1,567 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.
292
2002
A Poisson log-bilinear regression approach to the construction of projected lifetables. Zbl 1074.62524
Brouhns, Natacha; Denuit, Michel; Vermunt, Jeroen K.
200
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
113
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
70
2007
Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005
Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria
68
2009
The \(s\)-convex orders among real random variables, with applications. Zbl 0916.60011
Denuit, Michel; Lefevre, Claude; Shaked, Moshe
62
1998
The safest dependence structure among risks. Zbl 1072.62651
Dhaene, Jan; Denuit, Michel
59
1999
Bootstrapping the Poisson log-bilinear model for mortality forecasting. Zbl 1092.91038
Brouhns, Natacha; Denuit, Michel; van Keilegom, Ingrid
59
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
37
2010
Composite lognormal-Pareto model with random threshold. Zbl 1277.62258
Pigeon, Mathieu; Denuit, Michel
32
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
Does positive dependence between individual risks increase stop-loss premiums? Zbl 1055.91046
Denuit, Michel; Dhaene, Jan; Ribas, Carmen
26
2001
Smooth generators of integral stochastic orders. Zbl 1065.60015
Denuit, Michel; Müller, Alfred
26
2002
Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022
Denuit, Michel; Genest, Christian; Marceau, Étienne
26
2002
Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences. Zbl 0903.60016
Denuit, Michel; Lefèvre, Claude
25
1997
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
Convex order and comonotonic conditional mean risk sharing. Zbl 1284.60043
Denuit, Michel; Dhaene, Jan
23
2012
Stronger measures of higher-order risk attitudes. Zbl 1245.91021
Denuit, Michel M.; Eeckhoudt, Louis
23
2010
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
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
22
2005
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
Dependence in dynamic claim frequency credibility models. Zbl 1098.62567
Purcaru, Oana; Denuit, Michel
19
2003
Generalized Pareto fit to the society of actuaries’ large claims database. Zbl 1084.62108
Cebrián, Ana C.; Denuit, Michel; Lambert, Philippe
18
2003
Negative binomial version of the Lee-Carter model for mortality forecasting. Zbl 1150.91426
Delwarde, Antoine; Denuit, Michel; Partrat, Christian
18
2007
Individual loss reserving using paid-incurred data. Zbl 1304.91130
Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel
18
2014
A multivariate time series approach to projected life tables. Zbl 1224.91069
Lazar, Dorina; Denuit, Michel M.
17
2009
Modern actuarial risk theory. Using R. 2nd ed., 2nd printing. Zbl 1177.91083
Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel
17
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
16
2014
Non-life rate-making with Bayesian GAMs. Zbl 1070.62095
Denuit, Michel; Lang, Stefan
16
2004
Comonotonic approximations to quantiles of life annuity conditional expected present value. Zbl 1152.91576
Denuit, Michel
14
2008
Lorenz and excess wealth orders, with applications in reinsurance theory. Zbl 0952.91041
Denuit, Michel; Vermandele, Catherine
14
1999
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 increasing convex and directionally convex orders. Zbl 1186.60010
Denuit, Michel M.; Mesfioui, Mhamed
13
2010
Generalized stochastic convexity and stochastic orderings of mixtures. Zbl 0966.60015
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
12
1999
Longevity-indexed life annuities. Zbl 1213.91088
Denuit, Michel; Haberman, Steven; Renshaw, Arthur
12
2011
Measuring the impact of dependence between claims occurrences. Zbl 1033.62100
Denuit, Michel; Lefèvre, Claude; Utev, Sergey
12
2002
Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. Zbl 1427.91225
Denuit, Michel
12
2019
Bivariate Archimedean copula models for censored data in non-life insurance. Zbl 1192.91114
Denuit, Michel; Purcaru, Oana; Van Keilegom, Ingrid
11
2006
Reserve-dependent benefits and costs in life and health insurance contracts. Zbl 1304.91096
Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan
11
2014
On \(s\)-convex stochastic extrema for arithmetic risks. Zbl 1006.91041
Denuit, Michel; Lefèvre, Claude; Mesfioui, M’hamed
10
1999
Polynomial structures in order statistics distributions. Zbl 1031.62038
Denuit, M.; Lefèvre, Cl.; Picard, Ph.
10
2003
Some consequences of correlation aversion in decision science. Zbl 1233.91078
Denuit, Michel; Eeckhoudt, Louis; Rey, Béatrice
10
2010
The Solvency II square-root formula for systematic biometric risk. Zbl 1235.91085
Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina
10
2012
Investing in your own and peers’ risks: the simple analytics of P2P insurance. Zbl 1455.91218
Denuit, Michel
10
2020
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
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
9
2006
An index for longevity risk transfer. Zbl 1173.91443
Denuit, Michel M.
9
2009
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
The economics of insurance: a review and some recent developments. Zbl 1187.91096
Denuit, Michel; Dhaene, Jan; Van Wouve, Martine
9
1999
Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
9
2019
Distribution of the random future life expectancies in log-bilinear mortality projection models. Zbl 1331.62399
Denuit, Michel
9
2007
Comparison of dependence in factor models with application to credit risk portfolios. Zbl 1132.91487
Denuit, Michel; Frostig, Esther
9
2008
Almost expectation and excess dependence notions. Zbl 1378.91113
Denuit, Michel M.; Huang, Rachel J.; Tzeng, Larry Y.
8
2015
Variability orders and mean differences. Zbl 1026.60500
Bassan, Bruno; Denuit, Michel; Scarsini, Marco
8
1999
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
From risk sharing to pure premium for a large number of heterogeneous losses. Zbl 1465.91094
Denuit, Michel; Robert, Christian Y.
8
2021
Multivariate concave and convex stochastic dominance. Zbl 1276.91053
Denuit, Michel; Eeckhoudt, Louis; Tsetlin, Ilia; Winkler, Robert L.
7
2013
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
Correlation order, merging and diversification. Zbl 1231.91175
Dhaene, Jan; Denuit, Michel; Vanduffel, Steven
7
2009
Shifts in interest rate and common shock model for coupled lives. Zbl 1356.91057
Denuit, Michel; Frostig, Esther; Levikson, Benny
7
2006
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
Stochastic ordering of convex-type for discrete bivariate risks. Zbl 0922.62109
Denuit, Michel; Lefèvre, Claude; Mesfioui, M’Hamed
6
1999
Positive dependence of signals. Zbl 1201.60015
Denuit, Michel
6
2010
Bonus-malus scales using exponential loss functions. Zbl 1354.91059
Denuit, Michel; Dhaene, Jan
6
2001
Association and heterogeneity of insured lifetimes in the Lee-Carter framework. Zbl 1141.91025
Denuit, Michel; Frostig, Esther
6
2007
Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes. Zbl 1232.91217
Denuit, Michel; Rey, Béatrice
6
2010
Model selection based on Lorenz and concentration curves, Gini indices and convex order. Zbl 1427.91226
Denuit, Michel; Sznajder, Dominik; Trufin, Julien
6
2019
Benchmark values for higher order coefficients of relative risk aversion. Zbl 1293.91066
Denuit, Michel; Rey, Béatrice
6
2014
Large-loss behavior of conditional mean risk sharing. Zbl 1454.91178
Denuit, Michel; Robert, Christian Y.
6
2020
Risk attitudes and the value of risk transformations. Zbl 1416.91078
Denuit, Michel M.; Eeckhoudt, Louis
6
2013
Discrete \(s\)-convex extremal distributions: theory and applications. Zbl 1136.62344
Courtois, Cindy; Denuit, Michel; Van Bellegem, Sébastien
6
2006
Max-factor individual risk models with application to credit portfolios. Zbl 1318.91110
Denuit, Michel; Kiriliouk, Anna; Segers, Johan
5
2015
On the theory of high convexity stochastic orders. Zbl 0958.60011
Denuit, Michel; Lefèvre, Claude; Shaked, Moshe
5
2000
Supermodular comparison of time-to-ruin random vectors. Zbl 1115.62111
Denuit, Michel; Frostig, Esther; Levikson, Benny
5
2007
Moment bounds on discrete expected stop-loss transforms, with applications. Zbl 1171.60318
Courtois, Cindy; Denuit, Michel
5
2009
Stochastic \(s\)-(increasing) convexity. Zbl 0985.60019
Denuit, Michel; Lefèvre, Claude
5
2001
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
\(S\)-convex extrema, Taylor-type expansions and stochastic approximations. Zbl 1003.60023
Denuit, Michel
5
2002
Multilife premium calculation with dependent future lifetimes. Zbl 1070.91507
Denuit, Michel; Cornet, Anne
5
1999
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
When Ross meets Bell: the linex utility function. Zbl 1262.91061
Denuit, Michel M.; Eeckhoudt, Louis; Schlesinger, Harris
5
2013
Size-biased risk measures of compound sums. Zbl 1461.91242
Denuit, Michel
5
2020
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
Mortality credits within large survivor funds. Zbl 1506.91151
Denuit, Michel; Hieber, Peter; Robert, Christian Y.
1
2022
Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses. Zbl 1490.91170
Denuit, Michel; 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.
8
2021
Autocalibration and Tweedie-dominance for insurance pricing with machine learning. Zbl 1475.91295
Denuit, Michel; Charpentier, Arthur; Trufin, Julien
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
Stop-loss protection for a large P2P insurance pool. Zbl 1471.91455
Denuit, Michel; Robert, Christian Y.
3
2021
Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction. Zbl 1476.62037
Denuit, Michel; Robert, Christian Y.
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
A new measure of mortality differentials based on precedence probability. Zbl 1480.91190
Cadena, Meitner; Denuit, Michel
1
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
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
10
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
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
2
2020
Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. Zbl 1427.91225
Denuit, Michel
12
2019
Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
9
2019
Model selection based on Lorenz and concentration curves, Gini indices and convex order. Zbl 1427.91226
Denuit, Michel; Sznajder, Dominik; Trufin, Julien
6
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
3
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
4
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
Tail mutual exclusivity and Tail-VaR lower bounds. Zbl 1401.91111
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan
4
2017
Bounds on Kendall’s tau for zero-inflated continuous variables. Zbl 1381.62129
Denuit, Michel M.; Mesfioui, Mhamed
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.
8
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
18
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
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
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
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
23
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
32
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
37
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
Positive dependence of signals. Zbl 1201.60015
Denuit, Michel
6
2010
Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes. Zbl 1232.91217
Denuit, Michel; Rey, Béatrice
6
2010
Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005
Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria
68
2009
A multivariate time series approach to projected life tables. Zbl 1224.91069
Lazar, Dorina; Denuit, Michel M.
17
2009
Modern actuarial risk theory. Using R. 2nd ed., 2nd printing. Zbl 1177.91083
Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel
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
7
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
113
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
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
70
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
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Cited by 1,818 Authors

117 Denuit, Michel M.
55 Dhaene, Jan
36 Cheung, Ka Chun
30 Goovaerts, Marc J.
30 Haberman, Steven
27 Lefèvre, Claude
26 Wang, Ruodu
23 Antonio, Katrien
22 Mesfioui, Mhamed
22 Trufin, Julien
18 Cossette, Hélène
18 Linders, Daniël
17 Boonen, Tim J.
17 Kaas, Rob
17 Marceau, Étienne
16 Loisel, Stéphane
15 Blake, David
14 Li, Xiaohu
14 Tang, Qihe
14 Zhang, Yiying
13 Chi, Yichun
13 Deelstra, Griselda
13 Hu, Taizhong
13 Laeven, Roger J. A.
13 Li, Johnny Siu-Hang
13 Tan, Ken Seng
13 Vanduffel, Steven
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.
12 Wüthrich, Mario Valentin
11 Belzunce, Félix
11 Eeckhoudt, Louis R.
11 Genest, Christian
11 Robert, Christian-Yann
11 Vanmaele, Michèle
11 Yang, Jingping
10 Balakrishnan, Narayanaswamy
10 Embrechts, Paul
10 Guillen, Montserrat
10 Li, Jackie
10 Ortega, Eva-María
10 Puccetti, Giovanni
10 Zhao, Peng
9 Cairns, Andrew J. G.
9 Karlis, Dimitris
9 Liu, Liqun
9 Payandeh Najafabadi, Amir T.
9 Rüschendorf, Ludger
9 Tzougas, George
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 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 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 Peng, Liang
6 Piscopo, Gabriella
6 Rey, Béatrice
...and 1,718 more Authors
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Cited in 183 Serials

466 Insurance Mathematics & Economics
121 Scandinavian Actuarial Journal
98 ASTIN Bulletin
93 North American Actuarial Journal
63 European Actuarial Journal
43 Journal of Computational and Applied Mathematics
39 Communications in Statistics. Theory and Methods
34 Journal of Multivariate Analysis
31 Methodology and Computing in Applied Probability
30 European Journal of Operational Research
26 Statistics & Probability Letters
20 Journal of Applied Probability
18 Journal of Mathematical Economics
14 Journal of Statistical Planning and Inference
14 Journal of Applied Statistics
14 Probability in the Engineering and Informational Sciences
12 Annals of Operations Research
11 Computational Statistics and Data Analysis
10 Decisions in Economics and Finance
9 Communications in Statistics. Simulation and Computation
9 Quantitative Finance
8 Theory and Decision
8 Journal of Economics
8 Journal of Statistical Computation and Simulation
8 Finance and Stochastics
8 Dependence Modeling
7 Journal of Economic Theory
6 Bernoulli
6 AStA. Advances in Statistical Analysis
5 Journal of Mathematical Analysis and Applications
5 Journal of the American Statistical Association
5 Operations Research
5 International Journal of Approximate Reasoning
5 The Annals of Applied Probability
5 Test
5 Statistical Papers
5 Economic Theory
5 International Journal of Theoretical and Applied Finance
5 Stochastic Models
5 Journal of Industrial and Management Optimization
5 Stochastics
5 Journal of the Korean Statistical Society
4 Advances in Applied Probability
4 Physica A
4 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
4 Mathematical Social Sciences
4 Acta Mathematicae Applicatae Sinica. English Series
4 Statistics
4 Economics Letters
4 Aequationes Mathematicae
4 Mathematical Problems in Engineering
4 Statistical Modelling
4 The Annals of Applied Statistics
3 Lithuanian Mathematical Journal
3 Metrika
3 Information Sciences
3 Mathematics of Operations Research
3 Operations Research Letters
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 Extremes
3 Applied Stochastic Models in Business and Industry
3 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
3 Statistical Methods and Applications
3 Frontiers of Mathematics in China
3 Mathematics and Financial Economics
3 SIAM Journal on Financial Mathematics
3 Sankhyā. Series A
3 Statistics and Computing
3 Statistics & Risk Modeling
2 Applied Mathematics and Computation
2 Fuzzy Sets and Systems
2 Journal of Econometrics
2 Journal of Optimization Theory and Applications
2 Metron
2 Naval Research Logistics
2 Scandinavian Actuarial Journal
2 SIAM Journal on Control and Optimization
2 Statistica Neerlandica
2 Statistical Science
2 Journal of Economic Dynamics & Control
2 Japan Journal of Industrial and Applied Mathematics
2 Applied Mathematical Modelling
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 Hacettepe Journal of Mathematics and Statistics
2 Asia-Pacific Financial Markets
2 Computational Management Science
2 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
2 Sankhyā. Series B
...and 83 more Serials
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Cited in 38 Fields

1,204 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
794 Statistics (62-XX)
432 Probability theory and stochastic processes (60-XX)
65 Operations research, mathematical programming (90-XX)
36 Numerical analysis (65-XX)
23 Computer science (68-XX)
14 Systems theory; control (93-XX)
11 Real functions (26-XX)
11 Calculus of variations and optimal control; optimization (49-XX)
10 Difference and functional equations (39-XX)
10 Biology and other natural sciences (92-XX)
6 General and overarching topics; collections (00-XX)
5 Special functions (33-XX)
5 Functional analysis (46-XX)
4 Partial differential equations (35-XX)
3 Mathematical logic and foundations (03-XX)
3 Linear and multilinear algebra; matrix theory (15-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)
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2 Global analysis, analysis on manifolds (58-XX)
2 Mathematics education (97-XX)
1 Combinatorics (05-XX)
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