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Lifelong health insurance covers with surrender values : updating mechanisms in the presence of medical inflation

Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, … - In: Astin bulletin : the journal of the International … 47 (2017) 3, pp. 803-836

Persistent link: https://www.econbiz.de/10011763648

Individual loss reserving using paid–incurred data

Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel - In: Insurance: Mathematics and Economics 58 (2014) C, pp. 121-131

This paper develops a stochastic model for individual claims reserving using observed data on claim payments as well as incurred losses. We extend the approach of Pigeon et al. (2013), designed for payments only, towards the inclusion of incurred losses. We call the new technique the individual...

Persistent link: https://www.econbiz.de/10011046631

Risk apportionment and multiply monotone targets

Denuit, Michel - In: Mathematical social sciences 92 (2018), pp. 74-77

Persistent link: https://www.econbiz.de/10012109086

Size-biased risk measures of compound sums

Denuit, Michel - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 4, pp. 512-532

Persistent link: https://www.econbiz.de/10012387651

Reply to Edward Furman, Yisub Kye, and Jianxi Su on their discussion on the paper titled "size-biased risk measures of compound sums"

Denuit, Michel - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 4, pp. 637-638

Persistent link: https://www.econbiz.de/10013167031

Reply to Jiandong Ren on their discussion on the paper titled "size-biased risk measures of compound sums"

Denuit, Michel - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 4, pp. 643-643

Persistent link: https://www.econbiz.de/10013167033

From risk reduction to risk elimination by conditional mean risk sharing of independent losses

Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 108 (2023), pp. 46-59

Persistent link: https://www.econbiz.de/10013534509

Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link

Hainaut, Donatien; Trufin, Julien; Denuit, Michel - In: Scandinavian actuarial journal 2022 (2022) 10, pp. 841-866

Persistent link: https://www.econbiz.de/10013491040

Testing for auto-calibration with Lorenz and Concentration curves

Denuit, Michel; Huyghe, Julie; Trufin, Julien; … - In: Insurance : mathematics and economics 117 (2024), pp. 130-139

Persistent link: https://www.econbiz.de/10015066959

Convex and Lorenz orders under balance correction in nonlife insurance pricing : review and new developments

Denuit, Michel; Trufin, Julien - In: Insurance : mathematics and economics 118 (2024), pp. 123-128

Persistent link: https://www.econbiz.de/10015067035