Effective Statistical Learning Methods for Actuaries I: GLMs and Extensions M Denuit, D Hainaut, J Trufin Springer Actuarial Series, 2019 | 96* | 2019 |
Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data M Denuit, M Guillen, J Trufin Annals of Actuarial Science 13 (2), 378-399, 2019 | 60 | 2019 |
Autocalibration and Tweedie-dominance for insurance pricing with machine learning M Denuit, A Charpentier, J Trufin arXiv preprint arXiv:2103.03635, 2021 | 48 | 2021 |
Properties of a risk measure derived from ruin theory J Trufin, H Albrecher, MM Denuit The Geneva Risk and Insurance Review 36, 174-188, 2011 | 42 | 2011 |
Model selection based on Lorenz and concentration curves, Gini indices and convex order M Denuit, D Sznajder, J Trufin Insurance: Mathematics and Economics 89, 128-139, 2019 | 33 | 2019 |
Multivariate modelling of multiple guarantees in motor insurance of a household F Pechon, M Denuit, J Trufin European Actuarial Journal 9, 575-602, 2019 | 27 | 2019 |
Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments J Trufin, S Loisel Bulletin Francais d'Actuariat 13 (35), 73-102, 2013 | 25 | 2013 |
Multivariate modelling of household claim frequencies in motor third-party liability insurance F Pechon, J Trufin, M Denuit ASTIN Bulletin: The Journal of the IAA 48 (3), 969-993, 2018 | 24 | 2018 |
Home and Motor insurance joined at a household level using multivariate credibility F Pechon, M Denuit, J Trufin Annals of Actuarial Science, 1-33, 2019 | 23 | 2019 |
A dynamic equivalence principle for systematic longevity risk management H Hanbali, M Denuit, J Dhaene, J Trufin Insurance: Mathematics and Economics 86, 158-167, 2019 | 22 | 2019 |
Beyond the Tweedie reserving model: The collective approach to loss development M Denuit, J Trufin North American actuarial journal 21 (4), 611-619, 2017 | 17 | 2017 |
Sarmanov family of bivariate distributions for multivariate loss reserving analysis A Abdallah, JP Boucher, H Cossette, J Trufin North American Actuarial Journal 20 (2), 184-200, 2016 | 17 | 2016 |
Ruin problems under IBNR dynamics J Trufin, H Albrecher, M Denuit Applied Stochastic Models in Business and Industry 27 (6), 619-632, 2011 | 17 | 2011 |
On a risk measure inspired from the ruin probability and the expected deficit at ruin IR Mitric, J Trufin Scandinavian Actuarial Journal 2016 (10), 932-951, 2016 | 14 | 2016 |
Collective loss reserving with two types of claims in motor third party liability insurance M Denuit, J Trufin Journal of Computational and Applied Mathematics 335, 168-184, 2018 | 13 | 2018 |
Updating mechanism for lifelong insurance contracts subject to medical inflation M Denuit, J Dhaene, H Hanbali, N Lucas, J Trufin European Actuarial Journal 7, 133-163, 2017 | 13 | 2017 |
Properties of a risk measure derived from the expected area in red S Loisel, J Trufin Insurance: Mathematics and Economics 55, 191-199, 2014 | 13 | 2014 |
Impact of underwriting cycles on the solvency of an insurance company J Trufin, H Albrecher, M Denuit North American Actuarial Journal 13 (3), 385-403, 2009 | 12 | 2009 |
Effective Statistical Learning Methods for Actuaries II: Tree-based Methods and Extensions M Denuit, D Hainaut, J Trufin Springer Actuarial Series, 2020 | 11* | 2020 |
Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration M Denuit, J Trufin European Actuarial Journal 13 (2), 871-878, 2023 | 10 | 2023 |