Edit Profile (opens in new tab) Trufin, Julien Co-Author Distance Author ID: 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 all top 5 Co-Authors 0 single-authored 23 Denuit, Michel M. 6 Mesfioui, Mhamed 4 Hainaut, Donatien 4 Zuyderhoff, Pierre 3 Cossette, Hélène 3 Loisel, Stéphane 2 Albrecher, Hansjörg 2 Dhaene, Jan 2 Dominicy, Yves 2 Gauchon, Romain 2 Hanbali, Hamza 2 Ley, Christophe 2 Marceau, Étienne 2 Pechon, Florian 2 Rullière, Jean-Louis 2 Sinner, Corinne 2 Weber, Patrick 1 Abdallah, Anas 1 Bettonville, Carole 1 Boucher, Jean-Philippe 1 Callant, Julien 1 Charpentier, Arthur 1 Corradin, Alexandre 1 Detyniecki, Marcin 1 d’Oultremont, Louise 1 Grari, Vincent 1 Larrivée-Hardy, Etienne 1 Lefèvre, Claude 1 Lucas, Nathalie 1 Mitric, Ilie-Radu 1 Sammarco, Matteo 1 Sznajder, Dominik 1 van Oirbeek, Robin 1 Verdebout, Thomas 1 Waterschoot, Wout all top 5 Serials 10 Insurance Mathematics & Economics 6 European Actuarial Journal 5 Scandinavian Actuarial Journal 3 Methodology and Computing in Applied Probability 3 North American Actuarial Journal 3 Springer Actuarial 2 Journal of Computational and Applied Mathematics 2 ASTIN Bulletin 1 International Statistical Review 1 Applied Stochastic Models in Business and Industry 1 Dependence Modeling all top 5 Fields 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Statistics (62-XX) 8 Probability theory and stochastic processes (60-XX) 6 Computer science (68-XX) 1 Numerical analysis (65-XX) 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 16 Serials 23 Insurance Mathematics & Economics 11 European Actuarial Journal 8 Scandinavian Actuarial Journal 8 ASTIN Bulletin 6 North American Actuarial Journal 3 Journal of Computational and Applied Mathematics 2 Journal of Applied Statistics 2 Methodology and Computing in Applied Probability 2 Statistics and Computing 1 Lithuanian Mathematical Journal 1 Physica A 1 Journal of Applied Probability 1 Statistics & Probability Letters 1 Computational Statistics 1 Computational Statistics and Data Analysis 1 Stochastic Models all top 5 Cited in 11 Fields 62 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Statistics (62-XX) 16 Probability theory and stochastic processes (60-XX) 8 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Numerical analysis (65-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) Citations by Year