Similar Search Results - EconBiz

Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link

Hainaut, Donatien; Trufin, Julien; Denuit, Michel - In: Scandinavian actuarial journal 2022 (2022) 10, pp. 841-866

Persistent link: https://www.econbiz.de/10013491040

Risk-Sharing Rules and Their Properties, With Applications to Peer-to-Peer Insurance

Denuit, Michel; Dhaene, Jan; Robert, Christian - 2022

This paper offers a systematic treatment of risk-sharing rules for insurance losses, based on a list of relevant properties. A number of candidate risk-sharing rules are considered, including the conditional mean risk-sharing rule proposed in Denuit and Dhaene (2012). and the newly introduced...

Persistent link: https://www.econbiz.de/10013492346

Testing for auto-calibration with Lorenz and Concentration curves

Denuit, Michel; Huyghe, Julie; Trufin, Julien; … - In: Insurance : mathematics and economics 117 (2024), pp. 130-139

Persistent link: https://www.econbiz.de/10015066959

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

Some consequences of correlation aversion in decision science

Denuit, Michel; Eeckhoudt, Louis; Rey, Béatrice - 2010

Persistent link: https://www.econbiz.de/10003964885

Bivariate stochastic dominance and substitute risk-(in)dependent uilities

Denuit, Michel; Eeckhoudt, Louis - In: Decision analysis : a journal of the Institute for … 7 (2010) 3, pp. 302-312

Persistent link: https://www.econbiz.de/10008663475

Multivariate concave and convex stochastic dominance

Denuit, Michel; Eeckhoudt, Louis; Tsetlin, Ilia; … - 2010

Persistent link: https://www.econbiz.de/10008649436

Individual loss reserving with the multivariate skew normal model

Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel - 2012

Persistent link: https://www.econbiz.de/10009485776

New evidence for underwriting cycles in US property-liability insurance

Lazar, Dorina; Denuit, Michel - In: Journal of risk finance : the convergence of financial … 13 (2012) 1, pp. 4-12

Persistent link: https://www.econbiz.de/10009488918

Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes

Denuit, Michel; Rey, Béatrice - In: Mathematical social sciences 60 (2010) 2, pp. 137-143

Persistent link: https://www.econbiz.de/10009300837

A service of the