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On the transferability of reserves in lifelong health insurance contracts

Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, … - 2015

Persistent link: https://www.econbiz.de/10011291441

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

Does positive dependence between individual risks increase stop-loss premiums?

Denuit, Michel; Dhaene, Jan; Ribas, Carmen - 2000

Persistent link: https://www.econbiz.de/10001593691

A simple geometric proof that comonotonic risks have the convex-largest sum

Kaas, R.; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; … - 2001

Persistent link: https://www.econbiz.de/10001594219

The concept of comonotonicity in actuarial science and finance

Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002

Persistent link: https://www.econbiz.de/10001655460

Theory

Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002

Persistent link: https://www.econbiz.de/10001655663

Applications

Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002

Persistent link: https://www.econbiz.de/10001655664

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

Reserve-dependent benefits and costs in life and health insurance contracts

Christiansen, Marcus C.; Denuit, Michel; Dhaene, Jan - 2014

Premiums and benefits associated with traditional life insurance contracts are usually specified as fixed amounts in policy conditions. However, reserve-dependent surrender values and reserve-dependent expenses are common in insurance practice. The famous Cantelli theorem in life insurance...

Persistent link: https://www.econbiz.de/10010399682

Reserve-dependent benefits and costs in life and health insurance contracts

Christiansen, Marcus C.; Denuit, Michel; Dhaene, Jan - 2013

Persistent link: https://www.econbiz.de/10010358048