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Author ID: trufin.julien Recent zbMATH articles by "Trufin, Julien"
Published as: Trufin, Julien
External Links: MGP
Documents Indexed: 38 Publications since 2009, including 3 Books and 1 Additional arXiv Preprint
Co-Authors: 35 Co-Authors with 38 Joint Publications
481 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

27 Publications have been cited 91 times in 72 Documents Cited by Year
Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
11
2019
Model selection based on Lorenz and concentration curves, Gini indices and convex order. Zbl 1427.91226
Denuit, Michel; Sznajder, Dominik; Trufin, Julien
7
2019
Multivariate modelling of household claim frequencies in motor third-party liability insurance. Zbl 1416.91214
Pechon, Florian; Trufin, Julien; Denuit, Michel
6
2018
Autocalibration and Tweedie-dominance for insurance pricing with machine learning. Zbl 1475.91295
Denuit, Michel; Charpentier, Arthur; Trufin, Julien
5
2021
Beyond the Tweedie reserving model: the collective approach to loss development. Zbl 1414.91178
Denuit, Michel; Trufin, Julien
5
2017
Ruin-based risk measures in discrete-time risk models. Zbl 1447.91132
Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre
5
2020
On a risk measure inspired from the ruin probability and the expected deficit at ruin. Zbl 1401.91175
Mitric, Ilie-Radu; Trufin, Julien
5
2016
Updating mechanism for lifelong insurance contracts subject to medical inflation. Zbl 1394.91208
Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien
4
2017
Properties of a risk measure derived from the expected area in red. Zbl 1296.91163
Loisel, Stéphane; Trufin, Julien
4
2014
Ruin problems under IBNR dynamics. Zbl 1275.91079
Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel
4
2011
Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143
Pechon, Florian; Denuit, Michel; Trufin, Julien
4
2019
Effective statistical learning methods for actuaries II. Tree-based methods and extensions. Zbl 1451.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
3
2020
A dynamic equivalence principle for systematic longevity risk management. Zbl 1411.91283
Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien
3
2019
Sarmanov family of bivariate distributions for multivariate loss reserving analysis. Zbl 1414.91154
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène; Trufin, Julien
3
2016
Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model. Zbl 1472.91038
Bettonville, Carole; d’Oultremont, Louise; Denuit, Michel; Trufin, Julien; Van Oirbeek, Robin
3
2021
Effective statistical learning methods for actuaries III. Neural networks and extensions. Zbl 1426.62002
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
3
2019
Collective loss reserving with two types of claims in motor third party liability insurance. Zbl 1408.91099
Denuit, Michel; Trufin, Julien
2
2018
From regulatory life tables to stochastic mortality projections: the exponential decline model. Zbl 1371.91085
Denuit, Michel; Trufin, Julien
2
2016
Some comparison results for finite-time ruin probabilities in the classical risk model. Zbl 1397.91289
Lefèvre, Claude; Trufin, Julien; Zuyderhoff, Pierre
2
2017
Bounds on concordance-based validation statistics in regression models for binary responses. Zbl 1428.62342
Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien
2
2019
Bounds on Spearman’s rho when at least one random variable is discrete. Zbl 1493.62590
Mesfioui, Mhamed; Trufin, Julien; Zuyderhoff, Pierre
2
2022
A note on compound renewal risk models with dependence. Zbl 1325.91028
Cossette, Hélène; Larrivée-Hardy, Etienne; Marceau, Etienne; Trufin, Julien
1
2015
Model points and tail-VaR in life insurance. Zbl 1348.91140
Denuit, Michel; Trufin, Julien
1
2015
Concordance-based predictive measures in regression models for discrete responses. Zbl 1426.91213
Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien
1
2019
Optimal prevention strategies in the classical risk model. Zbl 1435.91149
Gauchon, Romain; Loisel, Stéphane; Rullière, Jean-Louis; Trufin, Julien
1
2020
Impact of underwriting cycles on the solvency of an insurance company. Zbl 1483.91209
Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel
1
2009
Bounds on multivariate Kendall’s tau and Spearman’s rho for zero-inflated continuous variables and their application to insurance. Zbl 1490.62135
Mesfioui, Mhamed; Trufin, Julien
1
2022
Bounds on Spearman’s rho when at least one random variable is discrete. Zbl 1493.62590
Mesfioui, Mhamed; Trufin, Julien; Zuyderhoff, Pierre
2
2022
Bounds on multivariate Kendall’s tau and Spearman’s rho for zero-inflated continuous variables and their application to insurance. Zbl 1490.62135
Mesfioui, Mhamed; Trufin, Julien
1
2022
Autocalibration and Tweedie-dominance for insurance pricing with machine learning. Zbl 1475.91295
Denuit, Michel; Charpentier, Arthur; Trufin, Julien
5
2021
Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model. Zbl 1472.91038
Bettonville, Carole; d’Oultremont, Louise; Denuit, Michel; Trufin, Julien; Van Oirbeek, Robin
3
2021
Ruin-based risk measures in discrete-time risk models. Zbl 1447.91132
Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre
5
2020
Effective statistical learning methods for actuaries II. Tree-based methods and extensions. Zbl 1451.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
3
2020
Optimal prevention strategies in the classical risk model. Zbl 1435.91149
Gauchon, Romain; Loisel, Stéphane; Rullière, Jean-Louis; Trufin, Julien
1
2020
Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
11
2019
Model selection based on Lorenz and concentration curves, Gini indices and convex order. Zbl 1427.91226
Denuit, Michel; Sznajder, Dominik; Trufin, Julien
7
2019
Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143
Pechon, Florian; Denuit, Michel; Trufin, Julien
4
2019
A dynamic equivalence principle for systematic longevity risk management. Zbl 1411.91283
Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien
3
2019
Effective statistical learning methods for actuaries III. Neural networks and extensions. Zbl 1426.62002
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
3
2019
Bounds on concordance-based validation statistics in regression models for binary responses. Zbl 1428.62342
Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien
2
2019
Concordance-based predictive measures in regression models for discrete responses. Zbl 1426.91213
Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien
1
2019
Multivariate modelling of household claim frequencies in motor third-party liability insurance. Zbl 1416.91214
Pechon, Florian; Trufin, Julien; Denuit, Michel
6
2018
Collective loss reserving with two types of claims in motor third party liability insurance. Zbl 1408.91099
Denuit, Michel; Trufin, Julien
2
2018
Beyond the Tweedie reserving model: the collective approach to loss development. Zbl 1414.91178
Denuit, Michel; Trufin, Julien
5
2017
Updating mechanism for lifelong insurance contracts subject to medical inflation. Zbl 1394.91208
Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien
4
2017
Some comparison results for finite-time ruin probabilities in the classical risk model. Zbl 1397.91289
Lefèvre, Claude; Trufin, Julien; Zuyderhoff, Pierre
2
2017
On a risk measure inspired from the ruin probability and the expected deficit at ruin. Zbl 1401.91175
Mitric, Ilie-Radu; Trufin, Julien
5
2016
Sarmanov family of bivariate distributions for multivariate loss reserving analysis. Zbl 1414.91154
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène; Trufin, Julien
3
2016
From regulatory life tables to stochastic mortality projections: the exponential decline model. Zbl 1371.91085
Denuit, Michel; Trufin, Julien
2
2016
A note on compound renewal risk models with dependence. Zbl 1325.91028
Cossette, Hélène; Larrivée-Hardy, Etienne; Marceau, Etienne; Trufin, Julien
1
2015
Model points and tail-VaR in life insurance. Zbl 1348.91140
Denuit, Michel; Trufin, Julien
1
2015
Properties of a risk measure derived from the expected area in red. Zbl 1296.91163
Loisel, Stéphane; Trufin, Julien
4
2014
Ruin problems under IBNR dynamics. Zbl 1275.91079
Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel
4
2011
Impact of underwriting cycles on the solvency of an insurance company. Zbl 1483.91209
Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel
1
2009
all top 5

Cited by 144 Authors

16 Trufin, Julien
14 Denuit, Michel M.
4 Antonio, Katrien
3 Cossette, Hélène
3 Dhaene, Jan
3 Hanbali, Hamza
3 Hu, Xiang
3 Marceau, Étienne
3 Zuyderhoff, Pierre
2 Albrecher, Hansjörg
2 Dassios, Angelos
2 Dutang, Christophe
2 Hainaut, Donatien
2 Landriault, David
2 Lindholm, Mathias
2 Mesfioui, Mhamed
2 Pigeon, Mathieu
2 Ratovomirija, Gildas
2 Shi, Tianxiang
2 Tzougas, George
2 Wüthrich, Mario Valentin
1 Abdelrahman, Hassan
1 Ahn, Soohan
1 Aivaliotis, Georgios
1 Aktaev, Nurken E.
1 Al-Mudafer, Muhammed Taher
1 Araiza Iturria, Carlos Andrés
1 Araujo-Acuna, José Carlos
1 Assa, Hirbod
1 Avanzi, Benjamin
1 Azman, Shafiqah
1 Badescu, Andrei L.
1 Bannova, K. A.
1 Beirlant, Jan
1 Bettonville, Carole
1 Bladt, Martin
1 Bladt, Mogens
1 Blake, David
1 Blier-Wong, Christopher
1 Boucher, Jean-Philippe
1 Brouste, Alexandre
1 Cai, Jun
1 Cairns, Andrew J. G.
1 Callant, Julien
1 Campo, Bavo D. C.
1 Charpentier, Arthur
1 Chen, An
1 Chen, Mi
1 Chen, Zezhun
1 Cheung, Eric C. K.
1 Constantinescu, Corina D.
1 Corradin, Alexandre
1 Crevecoeur, Jonas
1 Delsing, G. A.
1 Detyniecki, Marcin
1 Dizaji, Atefeh Kanani
1 Dong, Yumo
1 d’Oultremont, Louise
1 Fissler, Tobias
1 Frees, Edward W.
1 Fung, Tsz Chai
1 Gabrielli, Andrea
1 Gauchon, Romain
1 Godecharle, Els
1 Godin, Frédéric
1 Goffard, Pierre-Olivier
1 Grari, Vincent
1 Guan, Guohui
1 Guérin, Hélène
1 Guibert, Quentin
1 Haberman, Steven
1 He, Yue
1 Henckaerts, Roel
1 Hieber, Peter
1 Hovsepyan, Lilit
1 Huang, Fei
1 Hui, Francis K. C.
1 Huynh, Mirabelle
1 Jessup, Sébastien
1 Ji, Lanpeng
1 Kawai, Reiichiro
1 Kiermayer, Mark
1 Kim, Jeong-Rae
1 Korn, Ralf
1 Larrivée-Hardy, Etienne
1 Laub, Patrick J.
1 Li, Yinhuan
1 Lin, Jessica T.
1 Lindskog, Filip
1 Lkabous, Mohamed Amine
1 Loisel, Stéphane
1 Mailhot, Mélina
1 Mandjes, Michel Robertus Hendrikus
1 Merz, Michael
1 Moutanabbir, Khouzeima
1 Otunba, Rasaq
1 Owadally, Iqbal
1 Palmquist, J.
1 Pathmanathan, Dharini
1 Payandeh Najafabadi, Amir T.
...and 44 more Authors

Citations by Year