Denuit, Michel Size-biased risk measures of compound sums. (English) Zbl 1461.91242 N. Am. Actuar. J. 24, No. 4, 512-532 (2020). MSC: 91G05 91G70 PDFBibTeX XMLCite \textit{M. Denuit}, N. Am. Actuar. J. 24, No. 4, 512--532 (2020; Zbl 1461.91242) Full Text: DOI Link
Denuit, Michel; Kiriliouk, Anna; Segers, Johan Max-factor individual risk models with application to credit portfolios. (English) Zbl 1318.91110 Insur. Math. Econ. 62, 162-172 (2015). MSC: 91B30 91G40 PDFBibTeX XMLCite \textit{M. Denuit} et al., Insur. Math. Econ. 62, 162--172 (2015; Zbl 1318.91110) Full Text: DOI arXiv
Denuit, Michel M. An index for longevity risk transfer. (English) Zbl 1173.91443 J. Comput. Appl. Math. 230, No. 2, 411-417 (2009). MSC: 91D20 91B30 PDFBibTeX XMLCite \textit{M. M. Denuit}, J. Comput. Appl. Math. 230, No. 2, 411--417 (2009; Zbl 1173.91443) Full Text: DOI
Denuit, Michel; Lefèvre, Claude; Utev, Sergey Measuring the impact of dependence between claims occurrences. (English) Zbl 1033.62100 Insur. Math. Econ. 30, No. 1, 1-19 (2002). MSC: 62P05 91B30 60E15 PDFBibTeX XMLCite \textit{M. Denuit} et al., Insur. Math. Econ. 30, No. 1, 1--19 (2002; Zbl 1033.62100) Full Text: DOI
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. The concept of comonotonicity in actuarial science and finance: theory. (English) Zbl 1051.62107 Insur. Math. Econ. 31, No. 1, 3-33 (2002). MSC: 62P05 91B28 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Insur. Math. Econ. 31, No. 1, 3--33 (2002; Zbl 1051.62107) Full Text: DOI
Denuit, Michel; Genest, Christian; Marceau, Étienne Criteria for the stochastic ordering of random sums, with actuarial applications. (English) Zbl 1003.60022 Scand. Actuar. J. 2002, No. 1, 3-16 (2002). Reviewer: A.D.Borisenko (Kyïv) MSC: 60E15 91B30 PDFBibTeX XMLCite \textit{M. Denuit} et al., Scand. Actuar. J. 2002, No. 1, 3--16 (2002; Zbl 1003.60022) Full Text: DOI
Denuit, Michel Laplace transform ordering of actuarial quantities. (English) Zbl 1074.62527 Insur. Math. Econ. 29, No. 1, 83-102 (2001). MSC: 62P05 60E15 PDFBibTeX XMLCite \textit{M. Denuit}, Insur. Math. Econ. 29, No. 1, 83--102 (2001; Zbl 1074.62527) Full Text: DOI
Denuit, Michel; Dhaene, Jan; Ribas, Carmen Does positive dependence between individual risks increase stop-loss premiums? (English) Zbl 1055.91046 Insur. Math. Econ. 28, No. 3, 305-308 (2001). MSC: 91B30 PDFBibTeX XMLCite \textit{M. Denuit} et al., Insur. Math. Econ. 28, No. 3, 305--308 (2001; Zbl 1055.91046) Full Text: DOI