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Kaas, R.; Goovaerts, Marc J.; Dhaene, Jan; Denuit, Michel - 2002 - 1st ed. 2002.

Utility theory and insurance -- The individual risk model -- Collective risk models -- Ruin theory -- Premium principles -- Bonus-malus systems -- Credibility theory -- Generalized linear models -- IBNR techniques -- Ordering of risks.

Persistent link: https://www.econbiz.de/10014021910

Modern Actuarial Risk Theory : Using R

Kaas, R. - 2009

Persistent link: https://www.econbiz.de/10013522751

Tail mutual exclusivity and Tail-VaR lower bounds

Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - In: Scandinavian actuarial journal (2017) 1, pp. 88-104

Persistent link: https://www.econbiz.de/10011771971

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

A dynamic equivalence principle for systematic longevity risk management

Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien - In: Insurance / Mathematics & economics 86 (2019), pp. 158-167

Persistent link: https://www.econbiz.de/10012058854

Risk-sharing rules and their properties, with applications to peer-to-peer insurance

Denuit, Michel; Dhaene, Jan; Robert, Christian Yann - In: The journal of risk & insurance 89 (2022) 3, pp. 615-667

Persistent link: https://www.econbiz.de/10013395995

The concept of comonotonicity in actuarial science and finance: theory

Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; … - In: Insurance: Mathematics and Economics 31 (2002) 1, pp. 3-33

Persistent link: https://www.econbiz.de/10005374529

The concept of comonotonicity in actuarial science and finance: applications

Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; … - In: Insurance: Mathematics and Economics 31 (2002) 2, pp. 133-161

Persistent link: https://www.econbiz.de/10005380547

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