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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
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Model points and Tail-VaR in life insurance
Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 64 (2015), pp. 268-272
Persistent link: https://www.econbiz.de/10011398062
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Testing for more positive expectation dependence with application to model comparison
Denuit, Michel; Trufin, Julien; Verdebout, Thomas - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 163-172
Persistent link: https://www.econbiz.de/10012793921
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Autocalibration and Tweedie-dominance for insurance pricing with machine learning
Denuit, Michel; Charpentier, Arthur; Trufin, Julien - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 485-497
Persistent link: https://www.econbiz.de/10012793938