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Optimal prevention strategies in the classical risk model
Gauchon, Romain; Loisel, Stéphane; Rullière, Jean-Louis; … - In: Insurance / Mathematics & economics 91 (2020), pp. 202-208
Persistent link: https://www.econbiz.de/10012242011
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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
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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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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
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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
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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
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Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
Bettonville, Carole; D' Oultremont, Louise; Denuit, Michel - In: Scandinavian actuarial journal 2021 (2021) 5, pp. 380-407
Persistent link: https://www.econbiz.de/10012588339
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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
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Joint modeling of claim frequencies and behavioral signals in motor insurance
Corradin, Alexandre; Denuit, Michel; Detyniecki, Marcin; … - In: ASTIN bulletin : the journal of the International … 52 (2022) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10012805735
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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