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Home and Motor insurance joined at a household level using multivariate credibility
Pechon, Florian; Denuit, Michel; Trufin, Julien - In: Annals of actuarial science : publ. by the Institute of … 15 (2021) 1, pp. 82-114
Persistent link: https://www.econbiz.de/10012505600
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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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Testing for more positive expectation dependence with application to model comparison
Denuit, Michel; Trufin, Julien; Verdebout, Thomas - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 163-172
Persistent link: https://www.econbiz.de/10012793921
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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
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A dynamic equivalence principle for systematic longevity risk management
Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien - In: Insurance / Mathematics & economics 86 (2019), pp. 158-167
Persistent link: https://www.econbiz.de/10012058854
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Boosting cost-complexity pruned trees on Tweedie responses : the ABT machine for insurance ratemaking
Huyghe, Julie; Trufin, Julien; Denuit, Michel - In: Scandinavian actuarial journal 2024 (2024) 5, pp. 417-439
Persistent link: https://www.econbiz.de/10014520566
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Properties of a risk measure derived from ruin theory
Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel - In: The Geneva risk and insurance review 36 (2011) 2, pp. 174-188
Persistent link: https://www.econbiz.de/10009389178
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Bivariate poisson credibility model and bonus-malus scale for claim and near-claim events
Simon, Pierre-Alexandre; Trufin, Julien; Denuit, Michel - In: North American actuarial journal : NAAJ ; leading the … 29 (2025) 1, pp. 74-93
Persistent link: https://www.econbiz.de/10015371149