Edit Profile (opens in new tab) Trufin, Julien Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 0 single-authored 21 Denuit, Michel M. 3 Cossette, Hélène 3 Hainaut, Donatien 3 Loisel, Stéphane 3 Mesfioui, Mhamed 2 Albrecher, Hansjörg 2 Dhaene, Jan 2 Gauchon, Romain 2 Hanbali, Hamza 2 Marceau, Étienne 2 Pechon, Florian 2 Rullière, Jean-Louis 2 Zuyderhoff, Pierre 1 Abdallah, Anas 1 Bettonville, Carole 1 Boucher, Jean-Philippe 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 all top 5 Serials 10 Insurance Mathematics & Economics 4 Scandinavian Actuarial Journal 3 North American Actuarial Journal 3 European Actuarial Journal 3 Springer Actuarial 2 Journal of Computational and Applied Mathematics 2 ASTIN Bulletin 1 Methodology and Computing in Applied Probability 1 Applied Stochastic Models in Business and Industry 1 Dependence Modeling Fields 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Statistics (62-XX) 6 Probability theory and stochastic processes (60-XX) 4 Computer science (68-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications 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 1447.91132Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre 5 2020 Effective statistical learning methods for actuaries I. GLMs and extensions. Zbl 1426.62003Denuit, Michel; Hainaut, Donatien; Trufin, Julien 5 2019 On a risk measure inspired from the ruin probability and the expected deficit at ruin. Zbl 1401.91175Mitric, Ilie-Radu; Trufin, Julien 5 2016 Ruin problems under IBNR dynamics. Zbl 1275.91079Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel 4 2011 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 Multivariate modelling of household claim frequencies in motor third-party liability insurance. Zbl 1416.91214Pechon, Florian; Trufin, Julien; Denuit, Michel 3 2018 Updating mechanism for lifelong insurance contracts subject to medical inflation. Zbl 1394.91208Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien 3 2017 Properties of a risk measure derived from the expected area in red. Zbl 1296.91163Loisel, Stéphane; Trufin, Julien 2 2014 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 Sarmanov family of bivariate distributions for multivariate loss reserving analysis. Zbl 1414.91154Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène; Trufin, Julien 2 2016 Effective statistical learning methods for actuaries III. Neural networks and extensions. Zbl 1426.62002Denuit, Michel; Hainaut, Donatien; Trufin, Julien 2 2019 Collective loss reserving with two types of claims in motor third party liability insurance. Zbl 1408.91099Denuit, Michel; Trufin, Julien 2 2018 Model points and tail-VaR in life insurance. Zbl 1348.91140Denuit, Michel; Trufin, Julien 1 2015 Bounds on concordance-based validation statistics in regression models for binary responses. Zbl 1428.62342Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien 1 2019 Optimal prevention strategies in the classical risk model. Zbl 1435.91149Gauchon, Romain; Loisel, Stéphane; Rullière, Jean-Louis; Trufin, Julien 1 2020 Some comparison results for finite-time ruin probabilities in the classical risk model. Zbl 1397.91289Lefèvre, Claude; Trufin, Julien; Zuyderhoff, Pierre 1 2017 Effective statistical learning methods for actuaries II. Tree-based methods and extensions. Zbl 1451.62003Denuit, Michel; Hainaut, Donatien; Trufin, Julien 1 2020 Matrix calculation for ultimate and 1-year risk in the semi-Markov individual loss reserving model. Zbl 1472.91038Bettonville, 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 1371.91085Denuit, Michel; Trufin, Julien 1 2016 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 Ruin-based risk measures in discrete-time risk models. Zbl 1447.91132Cossette, Hélène; Marceau, Etienne; Trufin, Julien; Zuyderhoff, Pierre 5 2020 Optimal prevention strategies in the classical risk model. Zbl 1435.91149Gauchon, Romain; Loisel, Stéphane; Rullière, Jean-Louis; Trufin, Julien 1 2020 Effective statistical learning methods for actuaries II. Tree-based methods and extensions. Zbl 1451.62003Denuit, Michel; Hainaut, Donatien; Trufin, Julien 1 2020 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 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 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 Some comparison results for finite-time ruin probabilities in the classical risk model. Zbl 1397.91289Lefèvre, Claude; Trufin, Julien; Zuyderhoff, Pierre 1 2017 On a risk measure inspired from the ruin probability and the expected deficit at ruin. Zbl 1401.91175Mitric, Ilie-Radu; Trufin, Julien 5 2016 Sarmanov family of bivariate distributions for multivariate loss reserving analysis. Zbl 1414.91154Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène; Trufin, Julien 2 2016 From regulatory life tables to stochastic mortality projections: the exponential decline model. Zbl 1371.91085Denuit, Michel; Trufin, Julien 1 2016 Model points and tail-VaR in life insurance. Zbl 1348.91140Denuit, Michel; Trufin, Julien 1 2015 Properties of a risk measure derived from the expected area in red. Zbl 1296.91163Loisel, Stéphane; Trufin, Julien 2 2014 Ruin problems under IBNR dynamics. Zbl 1275.91079Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel 4 2011 all cited Publications top 5 cited Publications 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 all top 5 Cited in 12 Serials 14 Insurance Mathematics & Economics 8 European Actuarial Journal 7 ASTIN Bulletin 5 Scandinavian Actuarial Journal 3 North American Actuarial Journal 2 Journal of Computational and Applied Mathematics 1 Lithuanian Mathematical Journal 1 Physica A 1 Journal of Applied Probability 1 Computational Statistics and Data Analysis 1 Stochastic Models 1 Statistics and Computing all top 5 Cited in 11 Fields 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Statistics (62-XX) 10 Probability theory and stochastic processes (60-XX) 5 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