Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien A dynamic equivalence principle for systematic longevity risk management. (English) Zbl 1411.91283 Insur. Math. Econ. 86, 158-167 (2019). MSC: 91B30 PDFBibTeX XMLCite \textit{H. Hanbali} et al., Insur. Math. Econ. 86, 158--167 (2019; Zbl 1411.91283) Full Text: DOI Link
Denuit, Michel; Vernic, Raluca Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits. (English) Zbl 1411.62294 Methodol. Comput. Appl. Probab. 20, No. 4, 1403-1416 (2018). MSC: 62P05 PDFBibTeX XMLCite \textit{M. Denuit} and \textit{R. Vernic}, Methodol. Comput. Appl. Probab. 20, No. 4, 1403--1416 (2018; Zbl 1411.62294) Full Text: DOI
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. The concept of comonotonicity in actuarial science and finance: applications. (English) Zbl 1037.62107 Insur. Math. Econ. 31, No. 2, 133-161 (2002). MSC: 62P05 91B28 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Insur. Math. Econ. 31, No. 2, 133--161 (2002; Zbl 1037.62107) Full Text: DOI