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Julien Trufin
Julien Trufin
Professor of actuarial science at ULB
在 ulb.ac.be 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
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
602019
Autocalibration and Tweedie-dominance for insurance pricing with machine learning
M Denuit, A Charpentier, J Trufin
arXiv preprint arXiv:2103.03635, 2021
482021
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
422011
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
332019
Multivariate modelling of multiple guarantees in motor insurance of a household
F Pechon, M Denuit, J Trufin
European Actuarial Journal 9, 575-602, 2019
272019
Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments
J Trufin, S Loisel
Bulletin Francais d'Actuariat 13 (35), 73-102, 2013
252013
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
242018
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
232019
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
222019
Beyond the Tweedie reserving model: The collective approach to loss development
M Denuit, J Trufin
North American actuarial journal 21 (4), 611-619, 2017
172017
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
172016
Ruin problems under IBNR dynamics
J Trufin, H Albrecher, M Denuit
Applied Stochastic Models in Business and Industry 27 (6), 619-632, 2011
172011
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
142016
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
132018
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
132017
Properties of a risk measure derived from the expected area in red
S Loisel, J Trufin
Insurance: Mathematics and Economics 55, 191-199, 2014
132014
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
122009
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
102023
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