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Another look at risk apportionment
Denuit, Michel; Rey, Béatrice - In: Journal of mathematical economics 49 (2013) 4, pp. 335-343
Persistent link: https://www.econbiz.de/10010190189
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Non-differentiable transformations preserving stochastic dominance
Denuit, Michel; Eeckhoudt, Louis; Jokung Nguena, Octave - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1441-1446
Persistent link: https://www.econbiz.de/10009788603
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Convex order and comonotonic conditional mean risk sharing
Denuit, Michel; Dhaene, Jan - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 265-270
Persistent link: https://www.econbiz.de/10009668357
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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
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Reserve-dependent benefits and costs in life and health insurance constracts
Christiansen, Marcus C.; Denuit, Michel; Dhaene, Jan - In: Insurance / Mathematics & economics 57 (2014), pp. 132-137
Persistent link: https://www.econbiz.de/10010402700
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Individual loss reserving using paid-incurred data
Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel - 2014
Persistent link: https://www.econbiz.de/10010357817
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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
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Almost marginal conditional stochastic dominance
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y.; … - In: Journal of banking & finance 41 (2014), pp. 57-66
Persistent link: https://www.econbiz.de/10010407994
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Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
Denuit, Michel; Liu, Liqun - In: Theory and decision : an international journal for … 76 (2014) 2, pp. 287-295
Persistent link: https://www.econbiz.de/10010345255
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Benchmark values for higher order coefficients of relative risk aversion
Denuit, Michel; Rey, Béatrice - In: Theory and decision : an international journal for … 76 (2014) 1, pp. 81-94
Persistent link: https://www.econbiz.de/10010345268