Michel Denuit
Michel Denuit
ISBA, LIDAM, UCLouvain
Verified email at uclouvain.be
TitleCited byYear
Modern actuarial risk theory: using R
R Kaas, M Goovaerts, J Dhaene, M Denuit
Springer Science & Business Media, 2008
11442008
A Poisson log-bilinear regression approach to the construction of projected lifetables
N Brouhns, M Denuit, JK Vermunt
Insurance: Mathematics and economics 31 (3), 373-393, 2002
7762002
The concept of comonotonicity in actuarial science and finance: theory
J Dhaene, M Denuit, MJ Goovaerts, R Kaas, D Vyncke
Insurance: Mathematics and Economics 31 (1), 3-33, 2002
7432002
The concept of comonotonicity in actuarial science and finance: applications
J Dhaene, M Denuit, MJ Goovaerts, R Kaas, D Vyncke
Insurance: Mathematics and Economics 31 (2), 133-161, 2002
4402002
Actuarial modelling of claim counts: Risk classification, credibility and bonus-malus systems
M Denuit, X Maréchal, S Pitrebois, JF Walhin
John Wiley & Sons, 2007
3112007
Modelling longevity dynamics for pensions and annuity business
E Pitacco, M Denuit, S Haberman, A Olivieri
Oxford University Press, 2009
2982009
Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee‐Carter Framework
M Denuit, P Devolder, AC Goderniaux
Journal of Risk and Insurance 74 (1), 87-113, 2007
1872007
Constraints on concordance measures in bivariate discrete data
M Denuit, P Lambert
Journal of Multivariate Analysis 93 (1), 40-57, 2005
1782005
Stochastic bounds on sums of dependent risks
M Denuit, C Genest, É Marceau
Insurance: Mathematics and Economics 25 (1), 85-104, 1999
1691999
Bootstrapping the Poisson log-bilinear model for mortality forecasting
N Brouhns, M Denuit*, I Van Keilegom
Scandinavian Actuarial Journal 2005 (3), 212-224, 2005
1622005
Bayesian Poisson log-bilinear mortality projections
C Czado, A Delwarde, M Denuit
Insurance: Mathematics and Economics 36 (3), 260-284, 2005
1592005
The safest dependence structure among risks
J Dhaene, M Denuit
Insurance: Mathematics and Economics 25 (1), 11-21, 1999
1371999
Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting: a penalized log-likelihood approach
A Delwarde, M Denuit, P Eilers
Statistical modelling 7 (1), 29-48, 2007
1362007
Measuring the longevity risk in mortality projections
N Brouhns, M Denuit, JK Vermunt
Bulletin of the Swiss Association of Actuaries 2, 105-130, 2002
1232002
The s-convex orders among real random variables, with applications
M Denuit, C Lefevre, M Shaked
Mathematical Inequalities and Their Applications 1 (4), 585-613, 1998
1171998
Stochastic mortality under measure changes
E Biffis, M Denuit, P Devolder
Scandinavian Actuarial Journal 2010 (4), 284-311, 2010
1142010
Generalized pareto fit to the society of actuaries’ large claims database
AC Cebrián, M Denuit, P Lambert
North American Actuarial Journal 7 (3), 18-36, 2003
1052003
Risk measurement with equivalent utility principles
M Denuit, J Dhaene, M Goovaerts, R Kaas, R Laeven
Statistics & Decisions 24 (1/2006), 1-25, 2006
982006
Risk classification for claim counts: a comparative analysis of various zeroinflated mixed Poisson and hurdle models
JP Boucher, M Denuit, M Guillén
North American Actuarial Journal 11 (4), 110-131, 2007
952007
Does positive dependence between individual risks increase stop-loss premiums?
M Denuit, J Dhaene, C Ribas
Insurance: Mathematics and Economics 28 (3), 305-308, 2001
882001
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