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Author ID: trufin.julien Recent zbMATH articles by "Trufin, Julien"
Published as: Trufin, Julien
External Links: MGP
Documents Indexed: 30 Publications since 2009, including 3 Books
Co-Authors: 29 Co-Authors with 30 Joint Publications
397 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

21 Publications have been cited 52 times in 45 Documents Cited by Year
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 I. GLMs and extensions. Zbl 1426.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
5
2019
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
Ruin problems under IBNR dynamics. Zbl 1275.91079
Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel
4
2011
Model selection based on Lorenz and concentration curves, Gini indices and convex order. Zbl 1427.91226
Denuit, Michel; Sznajder, Dominik; Trufin, Julien
4
2019
Beyond the Tweedie reserving model: the collective approach to loss development. Zbl 1414.91178
Denuit, Michel; Trufin, Julien
4
2017
Multivariate modelling of household claim frequencies in motor third-party liability insurance. Zbl 1416.91214
Pechon, Florian; Trufin, Julien; Denuit, Michel
3
2018
Updating mechanism for lifelong insurance contracts subject to medical inflation. Zbl 1394.91208
Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien
3
2017
Properties of a risk measure derived from the expected area in red. Zbl 1296.91163
Loisel, Stéphane; Trufin, Julien
2
2014
Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143
Pechon, Florian; Denuit, Michel; Trufin, Julien
2
2019
A dynamic equivalence principle for systematic longevity risk management. Zbl 1411.91283
Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien
2
2019
Sarmanov family of bivariate distributions for multivariate loss reserving analysis. Zbl 1414.91154
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène; Trufin, Julien
2
2016
Effective statistical learning methods for actuaries III. Neural networks and extensions. Zbl 1426.62002
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
2
2019
Collective loss reserving with two types of claims in motor third party liability insurance. Zbl 1408.91099
Denuit, Michel; Trufin, Julien
2
2018
Model points and tail-VaR in life insurance. Zbl 1348.91140
Denuit, Michel; Trufin, Julien
1
2015
Bounds on concordance-based validation statistics in regression models for binary responses. Zbl 1428.62342
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
Some comparison results for finite-time ruin probabilities in the classical risk model. Zbl 1397.91289
Lefèvre, Claude; Trufin, Julien; Zuyderhoff, Pierre
1
2017
Effective statistical learning methods for actuaries II. Tree-based methods and extensions. Zbl 1451.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
1
2020
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
1
2021
From regulatory life tables to stochastic mortality projections: the exponential decline model. Zbl 1371.91085
Denuit, Michel; Trufin, Julien
1
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
1
2021
Ruin-based risk measures in discrete-time risk models. Zbl 1447.91132
Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre
5
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 II. Tree-based methods and extensions. Zbl 1451.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
1
2020
Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
5
2019
Model selection based on Lorenz and concentration curves, Gini indices and convex order. Zbl 1427.91226
Denuit, Michel; Sznajder, Dominik; Trufin, Julien
4
2019
Multivariate modelling of multiple guarantees in motor insurance of a household. Zbl 1433.91143
Pechon, Florian; Denuit, Michel; Trufin, Julien
2
2019
A dynamic equivalence principle for systematic longevity risk management. Zbl 1411.91283
Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien
2
2019
Effective statistical learning methods for actuaries III. Neural networks and extensions. Zbl 1426.62002
Denuit, Michel; Hainaut, Donatien; Trufin, Julien
2
2019
Bounds on concordance-based validation statistics in regression models for binary responses. Zbl 1428.62342
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
3
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
4
2017
Updating mechanism for lifelong insurance contracts subject to medical inflation. Zbl 1394.91208
Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien
3
2017
Some comparison results for finite-time ruin probabilities in the classical risk model. Zbl 1397.91289
Lefèvre, Claude; Trufin, Julien; Zuyderhoff, Pierre
1
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
2
2016
From regulatory life tables to stochastic mortality projections: the exponential decline model. Zbl 1371.91085
Denuit, Michel; Trufin, Julien
1
2016
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
2
2014
Ruin problems under IBNR dynamics. Zbl 1275.91079
Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel
4
2011
all top 5

Cited by 88 Authors

11 Trufin, Julien
10 Denuit, Michel M.
3 Cossette, Hélène
3 Dhaene, Jan
3 Hanbali, Hamza
3 Hu, Xiang
3 Marceau, Étienne
2 Antonio, Katrien
2 Landriault, David
2 Pigeon, Mathieu
2 Ratovomirija, Gildas
2 Shi, Tianxiang
1 Ahn, Soohan
1 Aktaev, Nurken E.
1 Albrecher, Hansjörg
1 Araiza Iturria, Carlos Andrés
1 Araujo-Acuna, José Carlos
1 Assa, Hirbod
1 Badescu, Andrei L.
1 Bannova, K. A.
1 Beirlant, Jan
1 Bettonville, Carole
1 Blake, David
1 Blier-Wong, Christopher
1 Boucher, Jean-Philippe
1 Cai, Jun
1 Cairns, Andrew J. G.
1 Charpentier, Arthur
1 Chen, An
1 Chen, Mi
1 Cheung, Eric C. K.
1 Constantinescu, Corina D.
1 Corradin, Alexandre
1 Crevecoeur, Jonas
1 Dassios, Angelos
1 Delsing, G. A.
1 Detyniecki, Marcin
1 d’Oultremont, Louise
1 Dutang, Christophe
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 Hainaut, Donatien
1 Hieber, Peter
1 Huynh, Mirabelle
1 Jessup, Sébastien
1 Kiermayer, Mark
1 Kim, Jeong-Rae
1 Korn, Ralf
1 Larrivée-Hardy, Etienne
1 Laub, Patrick J.
1 Lindholm, Mathias
1 Loisel, Stéphane
1 Mailhot, Mélina
1 Mandjes, Michel Robertus Hendrikus
1 Mesfioui, Mhamed
1 Pechon, Florian
1 Rach, Manuel
1 Renaud, Jean-François
1 Renshaw, Arthur E.
1 Robben, Jens
1 Rullière, Jean-Louis
1 Sammarco, Matteo
1 Schnürch, Simon
1 Spreij, P. J. C.
1 Tamraz, Maissa
1 van Oirbeek, Robin
1 Verdebout, Thomas
1 Vernic, Raluca
1 Verschuren, Robert Matthijs
1 Wakker, Peter Paul
1 Wei, Wei
1 Willmot, Gordon E.
1 Winands, Erik M. M.
1 Yanez, Juan Sebastian
1 Yang, Jingni
1 Zakrisson, Henning
1 Zhang, Lianzeng
1 Zhao, Hongbiao
1 Zhu, Lingjiong
1 Zuyderhoff, Pierre

Citations by Year