Edit Profile (opens in new tab) Denuit, Michel M. Compute Distance To: Compute Author ID: denuit.michel-m Published as: Denuit, Michel; Denuit, Michel M.; Denuit, M.; Denuit, M Homepage: http://www.uclouvain.be/michel.denuit External Links: MGP · Google Scholar Documents Indexed: 181 Publications since 1997, including 8 Books 1 Contribution as Editor Co-Authors: 102 Co-Authors with 166 Joint Publications 1,482 Co-Co-Authors all top 5 Co-Authors 16 single-authored 22 Dhaene, Jan 21 Trufin, Julien 16 Lefèvre, Claude 15 Mesfioui, Mhamed 9 Eeckhoudt, Louis R. 9 Frostig, Esther 7 Goovaerts, Marc J. 7 Kaas, Rob 6 Courtois, Cindy 6 Marceau, Étienne 5 Christiansen, Marcus Christian 5 Delwarde, Antoine 5 Robert, Christian Yann 5 Walhin, Jean-François 4 Boucher, Jean-Philippe 4 Cossette, Hélène 4 Genest, Christian 4 Haberman, Steven 4 Hainaut, Donatien 4 Pigeon, Mathieu 4 Pitrebois, Sandra 4 Rey, Béatrice 4 Shaked, Moshe 3 Antonio, Katrien 3 Brouhns, Natacha 3 Gbari, Samuel 3 Hanbali, Hamza 3 Purcaru, Oana 3 Renshaw, Arthur E. 3 Utev, Sergey 3 Vyncke, David 2 Albrecher, Hansjörg 2 Cadena, Meitner 2 Cebrián, Ana C. 2 Cornet, Anne 2 Guillen, Montserrat 2 Huang, Rachel J. 2 Lambert, Philippe 2 Lang, Stefan M. 2 Lazăr, Dorina 2 Legrand, Catherine 2 Levikson, Benny 2 Liu, Liqun 2 Lucas, Nathalie 2 Menegatti, Mario 2 Pechon, Florian 2 Pitacco, Ermanno 2 Scarsini, Marco 2 Tzeng, Larry Yu-Ren 2 Van Bellegem, Sébastien 2 Van Keilegom, Ingrid 2 Vermandele, Catherine 2 Vermunt, Jeroen K. 1 Bassan, Bruno 1 Bermúdez, Lluís 1 Bettonville, Carole 1 Biffis, Enrico 1 Charpentier, Arthur 1 Cheung, Ka Chun 1 Corradin, Alexandre 1 Czado, Claudia 1 Dal, Luc 1 de Frahan, Bruno Henry 1 De Vylder, Etienne F. 1 Detyniecki, Marcin 1 Devolder, Pierre 1 d’Oultremont, Louise 1 Eilers, Paul H. C. 1 Godecharle, Els 1 Goderniaux, Anne-Cécile 1 Grari, Vincent 1 Guillot, Frédérick 1 Kiriliouk, Anna 1 Klein, Nadja 1 Kneib, Thomas 1 Laeven, Roger J. A. 1 Maréchal, Xavier 1 Meyer, Jack 1 Müller, Alfred 1 Olivieri, Annamaria 1 Partrat, Christian 1 Picard, Philippe 1 Pitrebois, Sanda 1 Poulain, Michel 1 Ribas, Carmen 1 Sammarco, Matteo 1 Scaillet, Olivier 1 Schinzinger, Edo 1 Schlesinger, Harris 1 Segers, Johan 1 Silversmit, Geert 1 Soetewey, Antoine 1 Sznajder, Dominik 1 Tsetlin, Ilia 1 van Oirbeek, Robin 1 Van Wouve, Martine 1 Vanduffel, Steven 1 Verdebout, Thomas 1 Vernic, Raluca 1 Vidiella-i-Anguera, Antoni ...and 2 more Co-Authors all top 5 Serials 43 Insurance Mathematics & Economics 17 ASTIN Bulletin 12 Scandinavian Actuarial Journal 11 North American Actuarial Journal 9 European Actuarial Journal 8 Statistics & Probability Letters 7 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 6 Methodology and Computing in Applied Probability 5 Theory and Decision 4 Journal of Computational and Applied Mathematics 4 Journal of Actuarial Practice 3 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 3 Applied Stochastic Models in Business and Industry 3 Belgian Actuarial Bulletin 3 Springer Actuarial 2 Journal of Applied Probability 2 Journal of Mathematical Economics 2 Journal of Multivariate Analysis 2 Scandinavian Actuarial Journal 2 Mathematical Social Sciences 2 Journal of Theoretical Probability 2 Economic Theory 2 Probability in the Engineering and Informational Sciences 1 Advances in Applied Probability 1 Annales des Sciences Mathématiques du Québec 1 Journal of Economic Theory 1 Journal of Mathematical Psychology 1 Journal of Statistical Planning and Inference 1 Mathematics of Operations Research 1 Statistics & Decisions 1 Applied Mathematics Letters 1 Annals of Operations Research 1 Economics Letters 1 The Annals of Applied Probability 1 European Journal of Operational Research 1 Revue d’Analyse Numérique et de Théorie de l’Approximation 1 Lifetime Data Analysis 1 Mathematical Inequalities & Applications 1 Statistical Modelling 1 Journal of Mathematical Inequalities 1 AStA. Advances in Statistical Analysis 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 International Journal of Economic Theory all top 5 Fields 142 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 89 Statistics (62-XX) 56 Probability theory and stochastic processes (60-XX) 4 Computer science (68-XX) 3 Numerical analysis (65-XX) 3 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 149 Publications have been cited 2,267 times in 1,351 Documents Cited by ▼ Year ▼ The concept of comonotonicity in actuarial science and finance: theory. Zbl 1051.62107Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. 265 2002 A Poisson log-bilinear regression approach to the construction of projected lifetables. Zbl 1074.62524Brouhns, Natacha; Denuit, Michel; Vermunt, Jeroen K. 178 2002 The concept of comonotonicity in actuarial science and finance: applications. Zbl 1037.62107Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. 157 2002 Modern actuarial risk theory. Using R. 2nd ed. Zbl 1148.91027Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 94 2008 Modern actuarial risk theory. Zbl 1086.91035Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 67 2003 Actuarial modelling of claim counts. Risk classification, credibility and bonus-malus systems. Zbl 1168.91001Denuit, Michel; Maréchal, Xavier; Pitrebois, Sanda; Walhin, Jean-François 61 2007 Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria 59 2009 The \(s\)-convex orders among real random variables, with applications. Zbl 0916.60011Denuit, Michel; Lefevre, Claude; Shaked, Moshe 56 1998 Bootstrapping the Poisson log-bilinear model for mortality forecasting. Zbl 1092.91038Brouhns, Natacha; Denuit, Michel; van Keilegom, Ingrid 54 2005 The safest dependence structure among risks. Zbl 1072.62651Dhaene, Jan; Denuit, Michel 52 1999 Constraints on concordance measures in bivariate discrete data. Zbl 1095.62065Denuit, Michel; Lambert, Philippe 48 2005 Bayesian Poisson log-bilinear mortality projections. Zbl 1110.62142Czado, Claudia; Delwarde, Antoine; Denuit, Michel 48 2005 Stochastic bounds on sums of dependent risks. Zbl 1028.91553Denuit, M.; Genest, C.; Marceau, É. 43 1999 Stochastic mortality under measure changes. Zbl 1226.91022Biffis, Enrico; Denuit, Michel; Devolder, Pierre 35 2010 Optimal reinsurance and stop-loss order. Zbl 0986.62085Denuit, Michel; Vermandele, Catherine 35 1998 Measuring the longevity risk in mortality projections. Zbl 1187.62158Brouhns, N.; Denuit, M; Vermunt, J. K. 28 2002 Risk measurement with equivalent utility principles. Zbl 1171.91326Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger 28 2006 A simple geometric proof that comonotonic risks have the convex-largest sum. Zbl 1061.62511Kaas, R.; Dhaene, J.; Vyncke, D.; Goovaerts, M. J.; Denuit, M. 27 2002 Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings. Zbl 0942.60002Denuit, Michel; De Vylder, Etienne; Lefèvre, Claude 26 1999 Criteria for the stochastic ordering of random sums, with actuarial applications. Zbl 1003.60022Denuit, Michel; Genest, Christian; Marceau, Étienne 25 2002 Does positive dependence between individual risks increase stop-loss premiums? Zbl 1055.91046Denuit, Michel; Dhaene, Jan; Ribas, Carmen 25 2001 Composite lognormal-Pareto model with random threshold. Zbl 1277.62258Pigeon, Mathieu; Denuit, Michel 24 2011 Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences. Zbl 0903.60016Denuit, Michel; Lefèvre, Claude 24 1997 Individual loss reserving with the multivariate skew normal framework. Zbl 1284.91263Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel 23 2013 A class of bivariate stochastic orderings, with applications in actuarial sciences. Zbl 0966.60007Denuit, Michel; Lefèvre, Claude; Mesfioui, M’hamed 23 1999 Heterogeneity and the need for capital in the individual model. Zbl 1142.91039Denuit, Michel; Frostig, Esther 21 2006 Smooth generators of integral stochastic orders. Zbl 1065.60015Denuit, Michel; Müller, Alfred 21 2002 Closing and projecting life tables using log-linear models. Zbl 1333.62251Denuit, Michel; Goderniaux, Anne-Cécile 20 2005 Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection. Zbl 1110.62140Denuit, Michel; Dhaene, Jan 20 2007 Stronger measures of higher-order risk attitudes. Zbl 1245.91021Denuit, Michel M.; Eeckhoudt, Louis 20 2010 Correlated risks, bivariate utility and optimal choices. Zbl 1203.91055Denuit, Michel M.; Eeckhoudt, Louis; Menegatti, Mario 18 2011 Laplace transform ordering of actuarial quantities. Zbl 1074.62527Denuit, Michel 18 2001 Generalized Pareto fit to the society of actuaries’ large claims database. Zbl 1084.62108Cebrián, Ana C.; Denuit, Michel; Lambert, Philippe 17 2003 Dependence in dynamic claim frequency credibility models. Zbl 1098.62567Purcaru, Oana; Denuit, Michel 16 2003 Negative binomial version of the Lee-Carter model for mortality forecasting. Zbl 1150.91426Delwarde, Antoine; Denuit, Michel; Partrat, Christian 16 2007 Individual loss reserving using paid-incurred data. Zbl 1304.91130Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel 15 2014 A multivariate time series approach to projected life tables. Zbl 1224.91069Lazar, Dorina; Denuit, Michel M. 14 2009 Comonotonic approximations to quantiles of life annuity conditional expected present value. Zbl 1152.91576Denuit, Michel 14 2008 Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape. Zbl 1296.62089Klein, Nadja; Denuit, Michel; Lang, Stefan; Kneib, Thomas 13 2014 Convex order and comonotonic conditional mean risk sharing. Zbl 1284.60043Denuit, Michel; Dhaene, Jan 13 2012 Non-life rate-making with Bayesian GAMs. Zbl 1070.62095Denuit, Michel; Lang, Stefan 13 2004 Modern actuarial risk theory. Using R. 2nd ed., 2nd printing. Zbl 1177.91083Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 13 2009 Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation. Zbl 1152.91567Boucher, Jean-Philippe; Denuit, Michel 13 2008 Generalized stochastic convexity and stochastic orderings of mixtures. Zbl 0966.60015Denuit, Michel; Lefèvre, Claude; Utev, Sergey 12 1999 Lorenz and excess wealth orders, with applications in reinsurance theory. Zbl 0952.91041Denuit, Michel; Vermandele, Catherine 12 1999 Generalized increasing convex and directionally convex orders. Zbl 1186.60010Denuit, Michel M.; Mesfioui, Mhamed 12 2010 Measuring the impact of dependence between claims occurrences. Zbl 1033.62100Denuit, Michel; Lefèvre, Claude; Utev, Sergey 12 2002 On \(s\)-convex stochastic extrema for arithmetic risks. Zbl 1006.91041Denuit, Michel; Lefèvre, Claude; Mesfioui, M’hamed 10 1999 The Solvency II square-root formula for systematic biometric risk. Zbl 1235.91085Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina 10 2012 Comparison of dependence in factor models with application to credit risk portfolios. Zbl 1132.91487Denuit, Michel; Frostig, Esther 9 2008 Setting a bonus-malus scale in the presence of other rating factors: Taylor’s work revisited. Zbl 1095.91036Pitrebois, Sandra; Denuit, Michel; Walhin, Jean-François 9 2003 Distribution of the random future life expectancies in log-bilinear mortality projection models. Zbl 1331.62399Denuit, Michel 9 2007 The economics of insurance: a review and some recent developments. Zbl 1187.91096Denuit, Michel; Dhaene, Jan; Van Wouve, Martine 9 1999 Bivariate Archimedean copula models for censored data in non-life insurance. Zbl 1192.91114Denuit, Michel; Purcaru, Oana; Van Keilegom, Ingrid 9 2006 Polynomial structures in order statistics distributions. Zbl 1031.62038Denuit, M.; Lefèvre, Cl.; Picard, Ph. 9 2003 An index for longevity risk transfer. Zbl 1173.91443Denuit, Michel M. 9 2009 Application of the Poisson log-bilinear projection model to the G5 mortality experience. Zbl 1356.91056Delwarde, Antoine; Denuit, Michel; Guillén, Montserrat; Vidiella-i-Anguera, Antoni 9 2006 Longevity-indexed life annuities. Zbl 1213.91088Denuit, Michel; Haberman, Steven; Renshaw, Arthur 8 2011 Almost expectation and excess dependence notions. Zbl 1378.91113Denuit, Michel M.; Huang, Rachel J.; Tzeng, Larry Y. 8 2015 Fixed versus random effects in Poisson regression models for claim counts: a case study with motor insurance. Zbl 1162.91398Boucher, Jean-Philippe; Denuit, Michel 8 2006 Reserve-dependent benefits and costs in life and health insurance contracts. Zbl 1304.91096Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan 8 2014 Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. Zbl 1189.62162Denuit, M.; Haberman, S.; Renshaw, A. E. 8 2010 Some consequences of correlation aversion in decision science. Zbl 1233.91078Denuit, Michel; Eeckhoudt, Louis; Rey, Béatrice 8 2010 Variability orders and mean differences. Zbl 1026.60500Bassan, Bruno; Denuit, Michel; Scarsini, Marco 7 1999 Correlation order, merging and diversification. Zbl 1231.91175Dhaene, Jan; Denuit, Michel; Vanduffel, Steven 7 2009 Bonus-malus scales using exponential loss functions. Zbl 1354.91059Denuit, Michel; Dhaene, Jan 6 2001 Association and heterogeneity of insured lifetimes in the Lee-Carter framework. Zbl 1141.91025Denuit, Michel; Frostig, Esther 6 2007 Discrete \(s\)-convex extremal distributions: theory and applications. Zbl 1136.62344Courtois, Cindy; Denuit, Michel; Van Bellegem, Sébastien 6 2006 Testing for concordance ordering. Zbl 1058.62047Cebrián, Ana C.; Denuit, Michel; Scaillet, Olivier 6 2004 Stochastic ordering of convex-type for discrete bivariate risks. Zbl 0922.62109Denuit, Michel; Lefèvre, Claude; Mesfioui, M’Hamed 6 1999 Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes. Zbl 1232.91217Denuit, Michel; Rey, Béatrice 6 2010 Risk attitudes and the value of risk transformations. Zbl 1416.91078Denuit, Michel M.; Eeckhoudt, Louis 6 2013 Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting: a penalized log-likelihood approach. Zbl 07257671Delwarde, Antoine; Denuit, Michel; Eilers, Paul 6 2007 A multivariate evolutionary credibility model for mortality improvement rates. Zbl 1369.91097Schinzinger, Edo; Denuit, Michel M.; Christiansen, Marcus C. 6 2016 Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization. Zbl 1394.91207Denuit, Michel M.; Mesfioui, Mhamed 6 2017 Multivariate concave and convex stochastic dominance. Zbl 1276.91053Denuit, Michel; Eeckhoudt, Louis; Tsetlin, Ilia; Winkler, Robert L. 6 2013 Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. Zbl 1427.91225Denuit, Michel 6 2019 On the theory of high convexity stochastic orders. Zbl 0958.60011Denuit, Michel; Lefèvre, Claude; Shaked, Moshe 5 2000 Benchmark values for higher order coefficients of relative risk aversion. Zbl 1293.91066Denuit, Michel; Rey, Béatrice 5 2014 When Ross meets Bell: the linex utility function. Zbl 1262.91061Denuit, Michel M.; Eeckhoudt, Louis; Schlesinger, Harris 5 2013 Stochastic \(s\)-(increasing) convexity. Zbl 0985.60019Denuit, Michel; Lefèvre, Claude 5 2001 Monotonicity results for portfolios with heterogeneous claims arrival processes. Zbl 1168.91412Frostig, Esther; Denuit, Michel 5 2006 Bonus-malus systems with varying deductibles. Zbl 1141.62344Pitrebois, Sandra; Walhin, Jean-François; Denuit, Michel 5 2005 \(S\)-convex extrema, Taylor-type expansions and stochastic approximations. Zbl 1003.60023Denuit, Michel 5 2002 Semi-parametric accelerated hazard relational models with applications to mortality projections. Zbl 1373.62513Cadena, Meitner; Denuit, Michel 5 2016 Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death. Zbl 1414.91190Gbari, Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel 5 2017 Shifts in interest rate and common shock model for coupled lives. Zbl 1356.91057Denuit, Michel; Frostig, Esther; Levikson, Benny 5 2006 Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003Denuit, Michel; Hainaut, Donatien; Trufin, Julien 5 2019 Ruin problems under IBNR dynamics. Zbl 1275.91079Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel 4 2011 Another look at risk apportionment. Zbl 1282.91148Denuit, Michel; Rey, Béatrice 4 2013 Multilife premium calculation with dependent future lifetimes. Zbl 1070.91507Denuit, Michel; Cornet, Anne 4 1999 Stochastic orderings of convex/concave-type on an arbitrary grid. Zbl 0984.60025Denuit, Michel; Lefèvre, Claude; Utev, Sergey 4 1999 On the stop-loss and total variation distances between random sums. Zbl 0992.60026Denuit, Michel; Van Bellegem, Sébastien 4 2001 A sufficient condition of crossing type for the bivariate orthant convex order. Zbl 1261.60025Denuit, Michel; Mesfioui, Mhamed 4 2013 Supermodular comparison of time-to-ruin random vectors. Zbl 1115.62111Denuit, Michel; Frostig, Esther; Levikson, Benny 4 2007 Distributional bounds for functions of dependent risks. Zbl 1187.91093Cossette, H.; Denuit, M; Marceau, É. 4 2002 Positive dependence of signals. Zbl 1201.60015Denuit, Michel 4 2010 Model selection based on Lorenz and concentration curves, Gini indices and convex order. Zbl 1427.91226Denuit, Michel; Sznajder, Dominik; Trufin, Julien 4 2019 Beyond the Tweedie reserving model: the collective approach to loss development. Zbl 1414.91178Denuit, Michel; Trufin, Julien 4 2017 On \(s\)-convexity and risk aversion. Zbl 0987.91027Denuit, Michel; Lefèvre, Claude; Scarsini, Marco 4 2001 From risk sharing to pure premium for a large number of heterogeneous losses. Zbl 1465.91094Denuit, Michel; Robert, Christian Y. 3 2021 Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model. Zbl 1472.91038Bettonville, Carole; d’Oultremont, Louise; Denuit, Michel; Trufin, Julien; Van Oirbeek, Robin 1 2021 Investing in your own and peers’ risks: the simple analytics of P2P insurance. Zbl 1455.91218Denuit, Michel 3 2020 Wavelet-based feature extraction for mortality projection. Zbl 1454.91190Hainaut, Donatien; Denuit, Michel 2 2020 Large-loss behavior of conditional mean risk sharing. Zbl 1454.91178Denuit, Michel; Robert, Christian Y. 2 2020 Size-biased risk measures of compound sums. Zbl 1461.91242Denuit, Michel 2 2020 Effective statistical learning methods for actuaries II. Tree-based methods and extensions. Zbl 1451.62003Denuit, Michel; Hainaut, Donatien; Trufin, Julien 1 2020 Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines. Zbl 1427.91225Denuit, Michel 6 2019 Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003Denuit, Michel; Hainaut, Donatien; Trufin, Julien 5 2019 Model selection based on Lorenz and concentration curves, Gini indices and convex order. Zbl 1427.91226Denuit, Michel; Sznajder, Dominik; Trufin, Julien 4 2019 Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143Pechon, Florian; Denuit, Michel; Trufin, Julien 2 2019 A dynamic equivalence principle for systematic longevity risk management. Zbl 1411.91283Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien 2 2019 Effective statistical learning methods for actuaries III. Neural networks and extensions. Zbl 1426.62002Denuit, Michel; Hainaut, Donatien; Trufin, Julien 2 2019 Bounds on concordance-based validation statistics in regression models for binary responses. Zbl 1428.62342Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien 1 2019 Pricing and reserving in LTC insurance. Zbl 1426.91212Denuit, Michel; Lucas, Nathalie; Pitacco, Ermanno 1 2019 Multivariate modelling of household claim frequencies in motor third-party liability insurance. Zbl 1416.91214Pechon, Florian; Trufin, Julien; Denuit, Michel 3 2018 Collective loss reserving with two types of claims in motor third party liability insurance. Zbl 1408.91099Denuit, Michel; Trufin, Julien 2 2018 Risk classification in life and health insurance: extension to continuous covariates. Zbl 1416.91170Denuit, Michel; Legrand, Catherine 1 2018 Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization. Zbl 1394.91207Denuit, Michel M.; Mesfioui, Mhamed 6 2017 Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death. Zbl 1414.91190Gbari, Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel 5 2017 Beyond the Tweedie reserving model: the collective approach to loss development. Zbl 1414.91178Denuit, Michel; Trufin, Julien 4 2017 Updating mechanism for lifelong insurance contracts subject to medical inflation. Zbl 1394.91208Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien 3 2017 Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation. Zbl 1390.91176Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, Michel; Hanbali, Hamza 2 2017 Tail mutual exclusivity and Tail-VaR lower bounds. Zbl 1401.91111Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan 1 2017 A multivariate evolutionary credibility model for mortality improvement rates. Zbl 1369.91097Schinzinger, Edo; Denuit, Michel M.; Christiansen, Marcus C. 6 2016 Semi-parametric accelerated hazard relational models with applications to mortality projections. Zbl 1373.62513Cadena, Meitner; Denuit, Michel 5 2016 Risk aversion, prudence, and asset allocation: a review and some new developments. Zbl 1378.91112Denuit, Michel M.; Eeckhoudt, Louis 2 2016 Multivariate higher-degree stochastic increasing convexity. Zbl 1373.60044Denuit, Michel M.; Mesfioui, Mhamed 2 2016 Stochastic approximations in CBD mortality projection models. Zbl 1331.91096Gbari, Samuel; Denuit, Michel 1 2016 From regulatory life tables to stochastic mortality projections: the exponential decline model. Zbl 1371.91085Denuit, Michel; Trufin, Julien 1 2016 Almost expectation and excess dependence notions. Zbl 1378.91113Denuit, Michel M.; Huang, Rachel J.; Tzeng, Larry Y. 8 2015 Max-factor individual risk models with application to credit portfolios. Zbl 1318.91110Denuit, Michel; Kiriliouk, Anna; Segers, Johan 3 2015 Comonotonicity, orthant convex order and sums of random variables. Zbl 1314.60069Mesfioui, Mhamed; Denuit, Michel M. 2 2015 Model points and tail-VaR in life insurance. Zbl 1348.91140Denuit, Michel; Trufin, Julien 1 2015 Individual loss reserving using paid-incurred data. Zbl 1304.91130Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel 15 2014 Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape. Zbl 1296.62089Klein, Nadja; Denuit, Michel; Lang, Stefan; Kneib, Thomas 13 2014 Reserve-dependent benefits and costs in life and health insurance contracts. Zbl 1304.91096Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan 8 2014 Benchmark values for higher order coefficients of relative risk aversion. Zbl 1293.91066Denuit, Michel; Rey, Béatrice 5 2014 Efficient approximations for numbers of survivors in the Lee-Carter model. Zbl 1306.91076Gbari, Samuel; Denuit, Michel 2 2014 Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models. Zbl 1329.62415Pigeon, Mathieu; de Frahan, Bruno Henry; Denuit, Michel 1 2014 Bivariate almost stochastic dominance. Zbl 1319.91141Denuit, Michel M.; Huang, Rachel J.; Tzeng, Larry Y. 1 2014 Individual loss reserving with the multivariate skew normal framework. Zbl 1284.91263Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel 23 2013 Risk attitudes and the value of risk transformations. Zbl 1416.91078Denuit, Michel M.; Eeckhoudt, Louis 6 2013 Multivariate concave and convex stochastic dominance. Zbl 1276.91053Denuit, Michel; Eeckhoudt, Louis; Tsetlin, Ilia; Winkler, Robert L. 6 2013 When Ross meets Bell: the linex utility function. Zbl 1262.91061Denuit, Michel M.; Eeckhoudt, Louis; Schlesinger, Harris 5 2013 Another look at risk apportionment. Zbl 1282.91148Denuit, Michel; Rey, Béatrice 4 2013 A sufficient condition of crossing type for the bivariate orthant convex order. Zbl 1261.60025Denuit, Michel; Mesfioui, Mhamed 4 2013 Improving your chances: a new result. Zbl 1284.91225Denuit, Michel M.; Eeckhoudt, Louis 2 2013 Ordering functions of random vectors, with application to partial sums. Zbl 1271.60030Denuit, Michel M.; Mesfioui, Mhamed 2 2013 Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality. Zbl 1270.91029Denuit, Michel; Haberman, Steven; Renshaw, Arthur E. 1 2013 Convex order and comonotonic conditional mean risk sharing. Zbl 1284.60043Denuit, Michel; Dhaene, Jan 13 2012 The Solvency II square-root formula for systematic biometric risk. Zbl 1235.91085Christiansen, Marcus C.; Denuit, Michel M.; Lazar, Dorina 10 2012 Composite lognormal-Pareto model with random threshold. Zbl 1277.62258Pigeon, Mathieu; Denuit, Michel 24 2011 Correlated risks, bivariate utility and optimal choices. Zbl 1203.91055Denuit, Michel M.; Eeckhoudt, Louis; Menegatti, Mario 18 2011 Longevity-indexed life annuities. Zbl 1213.91088Denuit, Michel; Haberman, Steven; Renshaw, Arthur 8 2011 Ruin problems under IBNR dynamics. Zbl 1275.91079Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel 4 2011 The dispersive effect of cross-aging with archimedean copulas. Zbl 1219.62085Denuit, Michel M.; Mesfioui, Mhamed 1 2011 Stochastic mortality under measure changes. Zbl 1226.91022Biffis, Enrico; Denuit, Michel; Devolder, Pierre 35 2010 Stronger measures of higher-order risk attitudes. Zbl 1245.91021Denuit, Michel M.; Eeckhoudt, Louis 20 2010 Generalized increasing convex and directionally convex orders. Zbl 1186.60010Denuit, Michel M.; Mesfioui, Mhamed 12 2010 Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap. Zbl 1189.62162Denuit, M.; Haberman, S.; Renshaw, A. E. 8 2010 Some consequences of correlation aversion in decision science. Zbl 1233.91078Denuit, Michel; Eeckhoudt, Louis; Rey, Béatrice 8 2010 Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes. Zbl 1232.91217Denuit, Michel; Rey, Béatrice 6 2010 Positive dependence of signals. Zbl 1201.60015Denuit, Michel 4 2010 Modelling longevity dynamics for pensions and annuity business. Zbl 1163.91005Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; Olivieri, Annamaria 59 2009 A multivariate time series approach to projected life tables. Zbl 1224.91069Lazar, Dorina; Denuit, Michel M. 14 2009 Modern actuarial risk theory. Using R. 2nd ed., 2nd printing. Zbl 1177.91083Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 13 2009 An index for longevity risk transfer. Zbl 1173.91443Denuit, Michel M. 9 2009 Correlation order, merging and diversification. Zbl 1231.91175Dhaene, Jan; Denuit, Michel; Vanduffel, Steven 7 2009 Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios. Zbl 1224.91059Frostig, Esther; Denuit, Michel 3 2009 Moment bounds on discrete expected stop-loss transforms, with applications. Zbl 1171.60318Courtois, Cindy; Denuit, Michel 3 2009 Dependence in failure times due to environmental factors. Zbl 1155.62076Frostig, Esther; Denuit, Michel 2 2009 Modern actuarial risk theory. Using R. 2nd ed. Zbl 1148.91027Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel 94 2008 Comonotonic approximations to quantiles of life annuity conditional expected present value. Zbl 1152.91576Denuit, Michel 14 2008 Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation. Zbl 1152.91567Boucher, Jean-Philippe; Denuit, Michel 13 2008 Comparison of dependence in factor models with application to credit risk portfolios. Zbl 1132.91487Denuit, Michel; Frostig, Esther 9 2008 Convex bounds on multiplicative processes, with applications to pricing in incomplete markets. Zbl 1141.91498Courtois, Cindy; Denuit, Michel 2 2008 Actuarial modelling of claim counts. Risk classification, credibility and bonus-malus systems. Zbl 1168.91001Denuit, Michel; Maréchal, Xavier; Pitrebois, Sanda; Walhin, Jean-François 61 2007 Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection. Zbl 1110.62140Denuit, Michel; Dhaene, Jan 20 2007 Negative binomial version of the Lee-Carter model for mortality forecasting. Zbl 1150.91426Delwarde, Antoine; Denuit, Michel; Partrat, Christian 16 2007 Distribution of the random future life expectancies in log-bilinear mortality projection models. Zbl 1331.62399Denuit, Michel 9 2007 Association and heterogeneity of insured lifetimes in the Lee-Carter framework. Zbl 1141.91025Denuit, Michel; Frostig, Esther 6 2007 Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting: a penalized log-likelihood approach. Zbl 07257671Delwarde, Antoine; Denuit, Michel; Eilers, Paul 6 2007 Supermodular comparison of time-to-ruin random vectors. Zbl 1115.62111Denuit, Michel; Frostig, Esther; Levikson, Benny 4 2007 Bounds on convex reliability functions with known first moments. Zbl 1111.90027Courtois, Cindy; Denuit, Michel 3 2007 Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models. Zbl 1480.91187Boucher, Jean-Philippe; Denuit, Michel; Guillén, Montserrat 2 2007 Risk measurement with equivalent utility principles. Zbl 1171.91326Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger 28 2006 Heterogeneity and the need for capital in the individual model. Zbl 1142.91039Denuit, Michel; Frostig, Esther 21 2006 Bivariate Archimedean copula models for censored data in non-life insurance. Zbl 1192.91114Denuit, Michel; Purcaru, Oana; Van Keilegom, Ingrid 9 2006 Application of the Poisson log-bilinear projection model to the G5 mortality experience. Zbl 1356.91056Delwarde, Antoine; Denuit, Michel; Guillén, Montserrat; Vidiella-i-Anguera, Antoni 9 2006 Fixed versus random effects in Poisson regression models for claim counts: a case study with motor insurance. Zbl 1162.91398Boucher, Jean-Philippe; Denuit, Michel 8 2006 Discrete \(s\)-convex extremal distributions: theory and applications. Zbl 1136.62344Courtois, Cindy; Denuit, Michel; Van Bellegem, Sébastien 6 2006 Monotonicity results for portfolios with heterogeneous claims arrival processes. Zbl 1168.91412Frostig, Esther; Denuit, Michel 5 2006 Shifts in interest rate and common shock model for coupled lives. Zbl 1356.91057Denuit, Michel; Frostig, Esther; Levikson, Benny 5 2006 Boundary calculus for the premiums by exceeding the loss of the rik functions in the presence of partial information on their margins. (Calcul de bornes sur la prime en excédent de perte de fonctions de risques dépendants en présence d’information partielle sur leurs marges.) Zbl 1153.62365Denuit, Michel; Genest, Christian; Mesfioui, Mhamed 1 2006 An actuarial analysis of the French bonus-malus system. Zbl 1144.91029Pitrebois, Sandra; Denuit, Michel; Walhin, Jean-François 1 2006 Bootstrapping the Poisson log-bilinear model for mortality forecasting. Zbl 1092.91038Brouhns, Natacha; Denuit, Michel; van Keilegom, Ingrid 54 2005 Constraints on concordance measures in bivariate discrete data. Zbl 1095.62065Denuit, Michel; Lambert, Philippe 48 2005 Bayesian Poisson log-bilinear mortality projections. Zbl 1110.62142Czado, Claudia; Delwarde, Antoine; Denuit, Michel 48 2005 Closing and projecting life tables using log-linear models. Zbl 1333.62251Denuit, Michel; Goderniaux, Anne-Cécile 20 2005 ...and 49 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,568 Authors 106 Denuit, Michel M. 52 Dhaene, Jan 36 Cheung, Ka Chun 30 Goovaerts, Marc J. 28 Haberman, Steven 26 Lefèvre, Claude 24 Wang, Ruodu 19 Mesfioui, Mhamed 18 Antonio, Katrien 17 Kaas, Rob 16 Marceau, Étienne 16 Trufin, Julien 15 Blake, David 15 Cossette, Hélène 14 Loisel, Stéphane 14 Tang, Qihe 13 Boonen, Tim J. 13 Deelstra, Griselda 13 Laeven, Roger J. A. 13 Linders, Daniël 13 Tan, Ken Seng 13 Vanduffel, Steven 12 Hu, Taizhong 12 Li, Xiaohu 12 Renshaw, Arthur E. 12 Valdez, Emiliano A. 11 Ahn, Jae Youn 11 Belzunce, Félix 11 Chi, Yichun 11 Frostig, Esther 11 Li, Johnny Siu-Hang 11 Sherris, Michael 11 Sordo, Miguel Ángel 11 Vanmaele, Michèle 11 Yang, Jingping 11 Zhang, Yiying 10 Embrechts, Paul 10 Ortega, Eva-María 10 Puccetti, Giovanni 9 Albrecher, Hansjörg 9 Cairns, Andrew J. G. 9 Eeckhoudt, Louis R. 9 Genest, Christian 9 Guillen, Montserrat 9 Karlis, Dimitris 9 Li, Jackie Ji 9 Rüschendorf, Ludger 9 Wüthrich, Mario Valentin 9 Yam, Sheung Chi Phillip 9 Zhou, Xian 8 Balakrishnan, Narayanaswamy 8 Cai, Jun 8 De Waegenaere, Anja 8 Furman, Edward 8 Hürlimann, Werner 8 Landsman, Zinoviy M. 8 Liu, Liqun 8 Payandeh Najafabadi, Amir T. 8 Russolillo, Maria 8 Vyncke, David 8 Wu, Xianyi 8 Yang, Hailiang 7 Barmalzan, Ghobad 7 Hoedemakers, Tom 7 Hunt, Andrew 7 Kolev, Nikolai 7 Mamon, Rogemar S. 7 Menegatti, Mario 7 Pitselis, Georgios 7 Ruiz, José-María 7 Schoutens, Wim 7 Tzougas, George 7 Weng, Chengguo 7 Zhao, Peng 6 Beirlant, Jan 6 Chen, An 6 Christiansen, Marcus Christian 6 D’Amato, Valeria 6 Djehiche, Boualem 6 Hainaut, Donatien 6 Li, Jingyuan 6 Liu, Xiaoming 6 Lo, Ambrose 6 Milevsky, Moshe Arye 6 Miljkovic, Tatjana 6 Nešlehová, Johanna G. 6 Peng, Liang 6 Piscopo, Gabriella 6 Rey, Béatrice 6 Robert, Christian Yann 6 Shaked, Moshe 6 Su, Jianxi 6 Tzeng, Larry Yu-Ren 6 Verbelen, Roel 6 Zhao, Xiaobing 5 Balasooriya, Uditha 5 Boucher, Jean-Philippe 5 Debón, Ana 5 Devolder, Pierre 5 Gebizlioğlu, Ömer L. ...and 1,468 more Authors all top 5 Cited in 161 Serials 441 Insurance Mathematics & Economics 102 Scandinavian Actuarial Journal 80 ASTIN Bulletin 78 North American Actuarial Journal 50 European Actuarial Journal 42 Journal of Computational and Applied Mathematics 33 Journal of Multivariate Analysis 27 Communications in Statistics. 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