From regulatory life tables to stochastic mortality projections : the exponential decline model

von Denuit, Michel
Veröffentlicht in Insurance / Mathematics & economics (2016)

Beyond the Tweedie reserving model : the collective approach to loss development

von Denuit, Michel
Veröffentlicht in North American actuarial journal (2017)

Model points and Tail-VaR in life insurance

von Denuit, Michel
Veröffentlicht in Insurance / Mathematics & economics (2015)

Properties of a risk measure derived from the expected area in red

von Loisel, Stéphane
Veröffentlicht in Insurance / Mathematics & economics (2014)

Autocalibration and Tweedie-dominance for insurance pricing with machine learning

von Denuit, Michel
Veröffentlicht in Insurance / Mathematics & economics (2021)

Some comparison results for finite-time ruin probabilities in the classical risk model

von Lefevre, Claude
Veröffentlicht in Insurance / Mathematics & economics (2017)

Effective statistical learning methods for actuaries

Testing for more positive expectation dependence with application to model comparison

von Denuit, Michel
Veröffentlicht in Insurance / Mathematics & economics (2021)

GLMs and extensions

von Denuit, Michel
Veröffentlicht 2019

Multivariate modelling of household claim frequencies in motor third-party liability insurance

von Pechon, Florian
Veröffentlicht in International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin (2018)

Model selection based on Lorenz and concentration curves, Gini indices and convex order

von Denuit, Michel
Veröffentlicht in Insurance / Mathematics & economics (2019)

Properties of a risk measure derived from ruin theory

von Trufin, Julien
Veröffentlicht in The Geneva risk and insurance review (2011)

Ruin-based risk measures in discrete-time risk models

von Cossette, Hélène
Veröffentlicht in Insurance / Mathematics & economics (2020)

A dynamic equivalence principle for systematic longevity risk management

von Hanbali, Hamza
Veröffentlicht in Insurance / Mathematics & economics (2019)

Sarmanov family of bivariate distributions for multivariate loss reserving analysis

von Abdallah, Anas
Veröffentlicht in North American actuarial journal (2016)

Optimal prevention strategies in the classical risk model

von Gauchon, Romain
Veröffentlicht in Insurance / Mathematics & economics (2020)