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 | 1130 | 2002 |
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 | 938 | 2002 |
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 | 529 | 2002 |
Actuarial modelling of claim counts: Risk classification, credibility and bonus-malus systems M Denuit, X Maréchal, S Pitrebois, JF Walhin John Wiley & Sons, 2007 | 514 | 2007 |
Modelling longevity dynamics for pensions and annuity business E Pitacco Oxford University Press, 2009 | 435 | 2009 |
Bayesian Poisson log-bilinear mortality projections C Czado, A Delwarde, M Denuit Insurance: Mathematics and Economics 36 (3), 260-284, 2005 | 240 | 2005 |
Constraints on concordance measures in bivariate discrete data M Denuit, P Lambert Journal of Multivariate Analysis 93 (1), 40-57, 2005 | 239 | 2005 |
Bootstrapping the Poisson log-bilinear model for mortality forecasting N Brouhns, M Denuit*, I Van Keilegom Scandinavian Actuarial Journal 2005 (3), 212-224, 2005 | 237 | 2005 |
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 | 230 | 2007 |
Stochastic bounds on sums of dependent risks M Denuit, C Genest, É Marceau Insurance: mathematics and economics 25 (1), 85-104, 1999 | 194 | 1999 |
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 | 181 | 2007 |
Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque M Denuit, A Charpentier, C Bébéar | 174 | 2004 |
Measuring the longevity risk in mortality projections N Brouhns, M Denuit, JK Vermunt Bulletin of the Swiss Association of Actuaries, 105-130, 2002 | 161 | 2002 |
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 | 159 | 2007 |
The safest dependence structure among risks J Dhaene, M Denuit Insurance: Mathematics and Economics 25 (1), 11-21, 1999 | 154 | 1999 |
The s-convex orders among real random variables, with applications M Denuit, C Lefevre, M Shaked Math. Inequal. Appl 1 (4), 585-613, 1998 | 149 | 1998 |
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 | 143 | 2003 |
Number of accidents or number of claims? An approach with zero‐inflated Poisson models for panel data JP Boucher, M Denuit, M Guillen Journal of Risk and Insurance 76 (4), 821-846, 2009 | 124 | 2009 |
Models of insurance claim counts with time dependence based on generalization of Poisson and negative binomial distributions JP Boucher, M Denuit, M Guillén Variance 2 (1), 135-162, 2008 | 118 | 2008 |
Stochastic mortality under measure changes E Biffis, M Denuit, P Devolder Scandinavian Actuarial Journal 2010 (4), 284-311, 2010 | 116 | 2010 |