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Optimal prevention of large risks with two types of claims

Gauchon, Romain; Loisel, Stéphane; Rullière, Jean-Louis; … - In: Scandinavian actuarial journal 2021 (2021) 4, pp. 323-334

Persistent link: https://www.econbiz.de/10012515736

Multivariate modelling of household claim frequencies in motor third-party liability insurance

Pechon, Florian; Trufin, Julien; Denuit, Michel - In: Astin bulletin : the journal of the International … 48 (2018) 3, pp. 969-993

Persistent link: https://www.econbiz.de/10011999834

Some comparison results for finite-time ruin probabilities in the classical risk model

Lefevre, Claude; Trufin, Julien; Zuyderhoff, Pierre - In: Insurance / Mathematics & economics 77 (2017), pp. 143-149

Persistent link: https://www.econbiz.de/10011783950

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

Ruin-based risk measures in discrete-time risk models

Cossette, Hélène; Marceau, Etienne; Trufin, Julien; … - In: Insurance / Mathematics & economics 93 (2020), pp. 246-261

Persistent link: https://www.econbiz.de/10012294129

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

Properties of a risk measure derived from ruin theory

Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel - In: The Geneva risk and insurance review 36 (2011) 2, pp. 174-188

Persistent link: https://www.econbiz.de/10009389178

From deterministic to stochastic surrender risk models : impact of correlation crises on economic capital

Loisel, Stéphane; Milhaud, Xavier - In: European journal of operational research : EJOR 214 (2011) 2, pp. 348-357

Persistent link: https://www.econbiz.de/10009307377

Impact of climate change on heat wave risk

Biard, Romain; Blanchet-Scalliet, Christophette; … - In: Risks : open access journal 1 (2013) 3, pp. 176-191

We study a new risk measure inspired from risk theory with a heat wave risk analysis motivation. We show that this risk measure and its sensitivities can be computed in practice for relevant temperature stochastic processes. This is in particular useful for measuring the potential impact of...

Persistent link: https://www.econbiz.de/10010338320

On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing

Dutang, Christophe; Lefevre, Claude; Loisel, Stéphane - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 774-785

Persistent link: https://www.econbiz.de/10010227872