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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

Large-loss behavior of conditional mean risk sharing

Denuit, Michel; Robert, Christian Yann - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 1093-1122

Persistent link: https://www.econbiz.de/10012307400

From regulatory life tables to stochastic mortality projections : the exponential decline model

Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 71 (2016), pp. 295-303

Persistent link: https://www.econbiz.de/10011630848

Risk aversion, prudence, and asset allocation : a review and some new developments

Denuit, Michel; Eeckhoudt, Louis R. - In: Theory and decision : an international journal for … 80 (2016) 2, pp. 227-243

Persistent link: https://www.econbiz.de/10011593667

Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model

Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 112 (2023), pp. 23-32

Persistent link: https://www.econbiz.de/10014446652

Modern Actuarial Risk Theory

Kaas, Rob; Goovaerts, Marc; 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

Discussion on "size-biased risk measures of compound sums," by Michel Denuit, January 2020

Furman, Edward; Kye, Yisub; Su, Jianxi - In: North American actuarial journal : NAAJ ; leading the … 25 (2021) 4, pp. 631-636

Persistent link: https://www.econbiz.de/10013167030

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

Modern actuarial risk theory

Kaas, R. - 2001

Persistent link: https://www.econbiz.de/10013531625