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Michel Denuit
Michel Denuit
ISBA, LIDAM, UCLouvain
在 uclouvain.be 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
11302002
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
9382002
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
5292002
Actuarial modelling of claim counts: Risk classification, credibility and bonus-malus systems
M Denuit, X Maréchal, S Pitrebois, JF Walhin
John Wiley & Sons, 2007
5142007
Modelling longevity dynamics for pensions and annuity business
E Pitacco
Oxford University Press, 2009
4352009
Bayesian Poisson log-bilinear mortality projections
C Czado, A Delwarde, M Denuit
Insurance: Mathematics and Economics 36 (3), 260-284, 2005
2402005
Constraints on concordance measures in bivariate discrete data
M Denuit, P Lambert
Journal of Multivariate Analysis 93 (1), 40-57, 2005
2392005
Bootstrapping the Poisson log-bilinear model for mortality forecasting
N Brouhns, M Denuit*, I Van Keilegom
Scandinavian Actuarial Journal 2005 (3), 212-224, 2005
2372005
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
2302007
Stochastic bounds on sums of dependent risks
M Denuit, C Genest, É Marceau
Insurance: mathematics and economics 25 (1), 85-104, 1999
1941999
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
1812007
Mathématiques de l'Assurance Non-Vie. Tome I: Principes Fondamentaux de Théorie du Risque
M Denuit, A Charpentier, C Bébéar
1742004
Measuring the longevity risk in mortality projections
N Brouhns, M Denuit, JK Vermunt
Bulletin of the Swiss Association of Actuaries, 105-130, 2002
1612002
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
1592007
The safest dependence structure among risks
J Dhaene, M Denuit
Insurance: Mathematics and Economics 25 (1), 11-21, 1999
1541999
The s-convex orders among real random variables, with applications
M Denuit, C Lefevre, M Shaked
Math. Inequal. Appl 1 (4), 585-613, 1998
1491998
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
1432003
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
1242009
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
1182008
Stochastic mortality under measure changes
E Biffis, M Denuit, P Devolder
Scandinavian Actuarial Journal 2010 (4), 284-311, 2010
1162010
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