Michel Denuit

发表

Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development

Michel Denuit, Julien Trufin, 2017 .

Marketing and Bonus-Malus Systems

Michel Denuit, Sandra Pitrebois, Ois Walhin, 2003 .

Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data

Michel Denuit, Julien Trufin, Montserrat Guillén, 2019, Annals of Actuarial Science.

Effective Statistical Learning Methods for Actuaries III: Neural Networks and Extensions

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019 .

The diversification theorem restated: A brief comment

Michel Denuit, 2006 .

Risk classification in life and health insurance: extension to continuous covariates

Michel Denuit, Catherine Legrand, M. Denuit, 2018 .

Linear credibility models based on time series for claim counts

Michel Denuit, Montserrat Guillén, Oana Purcaru, 2004 .

Effective Statistical Learning Methods for Actuaries I

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019, Springer Actuarial.

On the dependence induced by frequency credibility models - 2 : Dynamic random effects

Michel Denuit, Oana Purcaru, 2002 .

Stochastic Orderings of Convex/Concave-Type on an Arbitrary Grid

Michel Denuit, Sergey Utev, Claude Lefèvre, 1999, Math. Oper. Res..

Méthodes de construction de systèmes bonus-malus en RC auto

Michel Denuit, Sandra Pitrebois, Jean-François Walhin, 2001 .

Smoothed NPML estimation of the risk distribution underlying Bonus-Malus systems

Michel Denuit, Philippe Lambert, 2001 .

Bonus-malus scales in segmented tariffs : Gilde & Sundt's work revisited

Michel Denuit, Sandra Pitrebois, Jean-François Walhin, 2004 .

Transformations preserving stochastic dominance : Theory and applications

Michel Denuit, Louis Eeckhoudt, Octave Jokung, 2010 .

Continuous time stochastic mortality and securitization of longevity risk

Michel Denuit, Pierre Devolder, M. Denuit, 2006 .

Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes

Michel Denuit, Béatrice Rey, M. Denuit, 2010, Math. Soc. Sci..

Bonus-malus systems

Michel Denuit, Marc Goovaerts, Jan Dhaene, 2008 .

Improving your chances: An extension of Jindapon and Neilson (2007)

Michel Denuit, Louis Eeckoudt, 2012 .

Moment bounds on discrete expected shortfalls, with applications

Michel Denuit, Cindy Courtois, 2006 .

S-convex approximations

Moshe Shaked, Michel Denuit, Claude Lefèvre, 2000 .

Capitalisation de l'usufruit: tables Ledoux 2011

Michel Denuit, Jean-Luc Ledoux, 2011 .

A General Index of Absolute Risk Attitude

Michel Denuit, Louis Eeckhoudt, L. Eeckhoudt, 2010, Manag. Sci..

Deep Neural Networks

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019, Springer Actuarial.

Duration dependence models for claim counts

Michel Denuit, Jean-Philippe Boucher, J. Boucher, 2007 .

Construction de tables de mortalité d'expérience

Michel Denuit, Antoine Delwarde, 2006 .

Generalized Linear Models (GLMs)

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019, Springer Actuarial.

Tarification automobile sur données de panel

Michel Denuit, Sandra Pitrebois, Jean-François Walhin, 2003 .

Effective Statistical Learning Methods for Actuaries II: Tree-Based Methods and Extensions

Michel Denuit, Julien Trufin, Donatien Hainaut, 2020 .

Setting a Bonus-Malus Scale in the Presence of Other Rating Factors

Michel Denuit, Sandra Pitrebois, Jean-Francois Wahlin, 2003 .

A Kolmogorov-type test for the shortfall order against parametric alternatives

Olivier Scaillet, Michel Denuit, Anne-Cécile Goderniaux, 2004 .

Actuarial Modelling of Claim Counts

Michel Denuit, Sandra Pitrebois, Xavier Marchal, 2007 .

Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems

Michel Denuit, Sandra Pitrebois, Jean-François Walhin, 2007 .

On the dependence and the comparison of time-to-ruin random vectors

Michel Denuit, Esther Frostig, Benny Levikson, 2006 .

Gradient Boosting with Neural Networks

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019, Springer Actuarial.

A Kolmogorov–Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives

Olivier Scaillet, Michel Denuit, Anne-Cécile Goderniaux, 2007, Technometrics.

Etude de techniques IBNR modernes

Michel Denuit, Sandra Pitrebois, Philippe De Longueville, 2002 .

Bayesian experience rating with dynamic heterogeneity

Michel Denuit, Philippe Lambert, Montserrat Guillén, 2004 .

Zero-inflated Poisson models for panel data

Michel Denuit, Montserrat Guillén, Jean-Philippe Boucher, 2006 .

Discrete s-convex extremal distributions: Theory and applications

Michel Denuit, Cindy Courtois, Sébastien Van Bellegem, 2006, Appl. Math. Lett..

Optimal Bonus-Malus scales in segmented tariffs

Michel Denuit, Montserrat Guillén, Natacha Brouhns, 2002 .

Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model

Michel Denuit, Julien Trufin, Robin Van Oirbeek, 2021, Scandinavian Actuarial Journal.

Shifts in interest rate and common cause model for coupled lives

Michel Denuit, Esther Frostig, Benny Levikson, 2006 .

Greatest accuracy credibility with dynamic heterogeneity: the Harvey-Fernandes model

Michel Denuit, Philippe Lambert, Montserrat Guillén, 2007 .

Semi-parametric accelerated hazard relational models with applications to mortality projections

Michel Denuit, Meitner Cadena, 2016 .

Stronger measures of higher-order risk attitudes : an extension

Michel Denuit, Louis Eeckhoudt, 2010 .

Echelles bonus-malus: Questions d'actualité (dossier spécial)

Michel Denuit, Sandra Pitrebois, Jean-François Walhin, 2003 .

Maximum Likelihood Estimation

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019 .

Feed-Forward Neural Networks

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019, Springer Actuarial.

On the dynamic random effects and their impact on a posteriori risk evaluation.

Michel Denuit, Gabriela Purcaru Oana, 2002 .

On a Poisson GLM variant of Chain-Ladder for claim counts

Michel Denuit, Antoine Delwarde, 2006 .

Preliminary selection of risk factors in P&C ratemaking

Michel Denuit, Julien Trufin, Florian Pechon, 2018 .

Ensemble of Neural Networks

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019 .

Bayesian Neural Networks and GLM

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019 .

Self-organizing Maps and k-Means Clustering in Non Life Insurance

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019 .

Analysis of bivariate tail dependence using extreme value copulas: An application to the SOA medical large claims database

Michel Denuit, Philippe Lambert, Ana C. Cebrián, 2003 .

Découpage géographique par zone de Voronoï en assurance automobile

Michel Denuit, S. Mahy, 2005 .

Bases techniques de l'assurance-vie individuelle en Belgique

Michel Denuit, 1999 .

Bounds on convex reliability functions with known first moments

Michel Denuit, Cindy Courtois, M. Denuit, 2007, Eur. J. Oper. Res..

Fitting the Belgian Bonus-Malus System

Michel Denuit, Sandra Pitrebois, Jean-François Walhin, 2003 .

Capitalisation de l'usufruit éventuel: "Tables Ledoux"

Michel Denuit, Jean-Luc Ledoux, Etienne Beguin, 2012 .

La TPRV française: dépassée ?

Michel Denuit, Jean-François Walhin, Corinne Magis, 2006 .

How to transfer policyholders from one bonus-malus scale to the other?

Michel Denuit, Sandra Pitrebois, Jean-François Walhin, 2006 .

Michel Denuit, Montserrat Guillén, Jean-Philippe Boucher, 2011 .

Risk apportionment and multiply monotone targets

Michel Denuit, M. Denuit, 2017, Math. Soc. Sci..

Multi-event bonus-malus scales

Michel Denuit, Sandra Pitrebois, Jean-François Walhin, 2006 .

Distributional bounds for functions of dependent risks

Michel Denuit, Hélène Cossette, Etienne Marceau, 2002 .

Non-differentiable transformations preserving stochastic dominance

Michel Denuit, Louis Eeckhoudt, Octave Jokung, 2013, J. Oper. Res. Soc..

Premium calculation with dependent time-until-death random variables : the widow's pension

Michel Denuit, A. Cornet, 1999 .

Capitalisation de l'usufruit: tables Ledoux

Michel Denuit, Jean-Luc Ledoux, 2007 .

Some consequences of correlation aversion in decision science

Michel Denuit, Louis Eeckhoudt, Béatrice Rey, 2010, Ann. Oper. Res..

Weakness of the actuarial equivalence principle for personal injury and fatal accidents compensation

Michel Denuit, 2008 .

Stochastic approximations in CBD mortality projection models

Michel Denuit, Samuel Gbari, 2016, J. Comput. Appl. Math..

Bivariate Archimedean copula modelling for loss-ALAE data in non-life insurance

Michel Denuit, Oana Purcaru, Ingrid Van Keilegom, 2004 .

Collective loss reserving with two types of claims in motor third party liability insurance

Michel Denuit, Julien Trufin, 2018, J. Comput. Appl. Math..

Actuarial modelling of longitudinal claims data through GAMM’s: some methodological results

Michel Denuit, Natacha Brouhns, M. Denuit, 2003 .

Multivariate modelling of multiple guarantees in motor insurance of a household

Michel Denuit, Julien Trufin, Florian Pechon, 2019, European Actuarial Journal.

Insurance Risk Classification

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019 .

Time Series Modelling with Neural Networks

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019 .

Actuarial Theory for Dependent Risks: Measures, Orders and Models

Michel Denuit, Jan Dhaene, Rob Kaas, 2005 .

Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities

Michel Denuit, Louis Eeckhoudt, L. Eeckhoudt, 2010, Decis. Anal..

Modelling of Insurance Claim Count with Hurdle Distribution for Panel Data

Michel Denuit, Montserrat Guillén, Jean-Philippe Boucher, 2008 .

On the dependence induced by frequency credibility models - 1 : Time-invariant random effects

Michel Denuit, Oana Purcaru, M. Denuit, 2001 .

Bagging Trees and Random Forests

Michel Denuit, Julien Trufin, Donatien Hainaut, 2020 .

Some positive dependence notions, with applications in actuarial sciences

Michel Denuit, Jan Dhaene, Carmen Ribas, 1999 .

Risk measurement with the equivalent Choquet and rank-dependent expected utility principles

Michel Denuit, Roger J. A. Laeven, Jan Dhaene, 2005 .

Exponential Bonus-Malus Systems Integrating a Priori Risk Classification

Michel Denuit, Jan Dhaene, Lluís Bermúdez, 2001 .

Stochastic s -(increasing) Convexity

Michel Denuit, Claude Lefèvre, 2001 .

Stronger measures of higher-order risk attitudes

Michel Denuit, Louis Eeckhoudt, L. Eeckhoudt, 2010, J. Econ. Theory.

Dimension-Reduction with Forward Neural Nets Applied to Mortality

Michel Denuit, Julien Trufin, Donatien Hainaut, 2019, Springer Actuarial.

From risk sharing to pure premium for a large number of heterogeneous losses

Michel Denuit, Christian Y. Robert, C. Robert, 2021, Insurance: Mathematics and Economics.

Testing for more positive expectation dependence with application to model comparison

Michel Denuit, Julien Trufin, Thomas Verdebout, 2021, Insurance: Mathematics and Economics.

Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning pdf

Michel Denuit, Julien Trufin, Arthur Charpentier, 2021, Insurance: Mathematics and Economics.

Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses

Michel Denuit, Christian Y. Robert, C. Robert, 2021, Methodology and Computing in Applied Probability.

A new measure of mortality differentials based on precedence probability

Michel Denuit, Meitner Cadena, 2021 .

Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction

Michel Denuit, Christian Y. Robert, 2021, J. Multivar. Anal..

Conditional mean risk sharing in the individual model with graphical dependencies

Michel Denuit, Christian Y. Robert, C. Robert, 2021, Annals of Actuarial Science.

Stop-loss protection for a large P2P insurance pool

Michel Denuit, Christian Y. Robert, C. Robert, 2021 .

Generalization error for Tweedie models: decomposition and error reduction with bagging

Michel Denuit, Julien Trufin, 2021 .

The Solvency II square-root formula for systematic biometric risk

Michel Denuit, Marcus C. Christiansen, Dorina Lazar, 2012 .

The economics of insurance: a review and some recent developments

Michel Denuit, Jan Dhaene, Jan Dhaene, 1999 .

On the theory of high convexity stochastic orders

Moshe Shaked, Michel Denuit, Claude Lefèvre, 2000 .

Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications

Michel Denuit, Christian Genest, Etienne Marceau, 2002 .

Positive Dependence of Signals

Michel Denuit, 2010, Journal of Applied Probability.

Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance

Michel Denuit, Jean-Philippe Boucher, J. Boucher, 2006, ASTIN Bulletin.

Bayesian Poisson log-bilinear mortality projections

Claudia Czado, Michel Denuit, C. Czado, 2005 .

Constraints on concordance measures in bivariate discrete data

Michel Denuit, Philippe Lambert, M. Denuit, 2005 .

Moment Bounds on Discrete Expected Stop-Loss Transforms, with Applications

Michel Denuit, Cindy Courtois, 2009 .

MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE

Michel Denuit, Julien Trufin, Florian Pechon, 2018, ASTIN Bulletin.

Lee-Carter goes risk-neutral: an application to the Italian annuity market

Michel Denuit, Enrico Biffis, 2005 .

Bivariate stochastic dominance and common preferences of decision-makers with risk independent utilities

Michel Denuit, Louis Eeckhoudt, 2010 .

Almost marginal conditional stochastic dominance

Michel Denuit, Rachel J. Huang, Larry Y. Tzeng, 2014 .

Bonus-Malus scales using exponential loss functions

Michel Denuit, Jan Dhaene, 2001 .

Michel Denuit, Mario Menegatti, Louis Eeckhoudt, 2011 .

Lee-Carter Goes Risk-Neutral

Michel Denuit, Enrico Biffis, M. Denuit, 2006 .

The s-convex orders among real random variables, with applications

Moshe Shaked, Michel Denuit, Claude Lefèvre, 1998 .

Optimal reinsurance and stop-loss order

Michel Denuit, M. Denuit, Catherine Vermandele, 1998 .

Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation

Michel Denuit, Jean-Philippe Boucher, 2008 .

Non-life rate-making with Bayesian GAMs

Michel Denuit, Stefan Lang, S. Lang, 2004 .

Adding independent risks in an insurance portfolio: which shape for the insurers’ preferences?

Michel Denuit, Mario Menegatti, Louis Eeckhoudt, 2009 .

Modelling Longevity Dynamics for Pensions and Annuity Business

Michel Denuit, Steven Haberman, Ermanno Pitacco, 2009 .

Dependence in failure times due to environmental factors

Michel Denuit, Esther Frostig, E. Frostig, 2009 .

Models of Insurance Claim Counts with Time Dependence Based on Generalization of Poisson and Negative Binomial Distributions

Michel Denuit, Montserrat Guillén, Montserrat Guillén, 2008 .

Risk Classification for Claim Counts

Michel Denuit, Montserrat Guillén, Jean-Philippe Boucher, 2007 .

Association and heterogeneity of insured lifetimes in the Lee–Carter framework

Michel Denuit, Esther Frostig, E. Frostig, 2007 .

Does Positive Dependence between Individual Risks Increase Stop-Loss Premiums?

Michel Denuit, Jan Dhaene, Carme Ribas, 2001 .

A New Distribution of Poisson-Type for the Number of Claims

Michel Denuit, M. Denuit, 1997, ASTIN Bulletin.

Modern actuarial risk theory (Chinese translation)

Michel Denuit, Marc Goovaerts, Jan Dhaene, 2005 .

Extremal generators and extremal distributions for the continuous s-convex stochastic orderings

Michel Denuit, Claude Lefèvre, M. Denuit, 1999 .

COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS

Michel Denuit, Esther Frostig, 2007, Probability in the Engineering and Informational Sciences.

Negative binomial version of the Lee–Carter model for mortality forecasting

Michel Denuit, Antoine Delwarde, Christian Partrat, 2007 .

Nonparametric Tests for Positive Quadrant Dependence

Michel Denuit, O. Scaillet, O. Scaillet, 2002 .

Number of Accidents or Number of Claims? An Approach with Zero-Inflated Poisson Models for Panel Data

Michel Denuit, Montserrat Guillen, Jean-Philippe Boucher, 2009 .

Risk measurement with equivalent utility principles

Michel Denuit, Marc Goovaerts, Jan Dhaene, 2006 .

Multivariate Concave and Convex Stochastic Dominance

Michel Denuit, Louis Eeckhoudt, Ilia Tsetlin, 2010 .

On S-Convexity and Risk Aversion

Michel Denuit, Marco Scarsini, Claude Lefèvre, 2001 .

Ratemaking by geographical area in the Boskov and Verrall model: a case study using Belgian car insurance data

Michel Denuit, Richard Verrall, M. Denuit, 2002 .

Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape

Michel Denuit, Nadja Klein, Thomas Kneib, 2014 .

A multivariate time series approach to projected life tables

Michel Denuit, M. Denuit, Dorina Lazar, 2009 .

Properties of a Risk Measure Derived from Ruin Theory

Michel Denuit, Julien Trufin, Hansjoerg Albrecher, 2011 .

The safest dependence structure among risks

Michel Denuit, Jan Dhaene, Jan Dhaene, 1999 .

Smooth generators of integral stochastic orders

Michel Denuit, Alfred Müller, A. Müller, 2002 .

Measuring the longevity risk in mortality projections

Michel Denuit, Jeroen K. Vermunt, J. Vermunt, 2002 .

Closing and projecting lifetables using log-linear models

Michel Denuit, Anne-Cécile Goderniaux, M. Denuit, 2005 .

Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database

Michel Denuit, Philippe Lambert, Ana C. Cebrián, 2003 .

On the stop-loss and total variation distances between random sums

Michel Denuit, Sébastien Van Bellegem, 2001 .

Convex order and comonotonic conditional mean risk sharing

Michel Denuit, Jan Dhaene, Jan Dhaene, 2012 .

A Poisson log-bilinear regression approach to the construction of projected lifetables

Michel Denuit, Jeroen K. Vermunt, J. Vermunt, 2002 .

A Poisson log-bilinear approach to the construction of projected lifetables

Michel Denuit, Jeroen K. Vermunt, J. Vermunt, 2002 .

Dependence in Dynamic Claim Frequency Credibility Models

Michel Denuit, Oana Purcaru, 2003, ASTIN Bulletin.

On s-convex stochastic extrema for arithmetic risks

Michel Denuit, Claude Lefèvre, Mahmed Mesfioui, 1999 .