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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
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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
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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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Sarmanov family of bivariate distributions for multivariate loss reserving analysis
Abdallah, Anas; Boucher, Jean-Philippe; Cossette, Hélène - In: North American actuarial journal 20 (2016) 2, pp. 184-200
Persistent link: https://www.econbiz.de/10011721368
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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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Beyond the Tweedie reserving model : the collective approach to loss development
Denuit, Michel; Trufin, Julien - In: North American actuarial journal 21 (2017) 4, pp. 611-619
Persistent link: https://www.econbiz.de/10011858659
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Concordance-based predictive measures in regression models for discrete responses
Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien - In: Scandinavian actuarial journal 2019 (2019) 10, pp. 824-836
Persistent link: https://www.econbiz.de/10012195003
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Model selection based on Lorenz and concentration curves, Gini indices and convex order
Denuit, Michel; Sznajder, Dominik; Trufin, Julien - In: Insurance / Mathematics & economics 89 (2019), pp. 128-139
Persistent link: https://www.econbiz.de/10012133520