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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://ebvufind01.dmz1.zbw.eu/10012387651

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://ebvufind01.dmz1.zbw.eu/10013167033

Efficient approximations for numbers of survivors in the Lee-Carter model

Ggbari, Samuel; Denuit, Michel - In: Insurance / Mathematics & economics 59 (2014), pp. 71-77

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010469179

Tail mutual exclusivity and tail-var lower bounds

Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - 2015

In this paper, we extend the concept of mutual exclusivity proposed by Dhaene and Denuit (1999) to its tail counterpart and baptise this new dependency structure as tail mutual exclusivity. Probability levels are first specified for each component of the random vector. Under this dependency...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010477089

Stoachastic mortality under measure changes

Biffis, Enrico (contributor); Denuit, Michel (contributor); … - 2005

Persistent link: https://ebvufind01.dmz1.zbw.eu/10003262301

Model points and Tail-VaR in life insurance

Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 64 (2015), pp. 268-272

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011398062

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://ebvufind01.dmz1.zbw.eu/10011771971

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://ebvufind01.dmz1.zbw.eu/10011630848

Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines

Denuit, Michel - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 591-617

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012116366

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://ebvufind01.dmz1.zbw.eu/10013167030