← All authors Michel Denuit UCLouvain (per OpenAlex) · ORCID · OpenAlex
173 papers in scope · 173 published · 1 on the econ.EM arXiv · 5,889 citations · h-index 39 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Arthur Charpentier Mallesh M. Pai Julien Trufin Ewen Gallic Emmanuel Flachaire Robert P. Lieli Marc Henry Qingliang Fan Alfred Galichon Yu-Chin Hsu Daniel Chen Yichong Zhang Alexandre Belloni Christian Hansen Victor Chernozhukov Stefan Wager Susan Athey Brendan Pass Vasilis Syrgkanis Christophe Gaillac Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 173)
Comparison of predictors’ performance in insurance pricing: testing for Bregman dominance based on Murphy diagrams
published 2025 · European Actuarial Journal
Semi-Markov modeling for disease incidence risk and duration
published 2025 · Biostatistics & Epidemiology
with Antoine Soetewey, Catherine Legrand, Geert Silversmit
An axiomatic characterization of the quantile risk-sharing rule
published 2025 · Scandinavian Actuarial Journal · 2 citations
Simpson’s Paradox for Kendall’s Rank Coefficient
published 2025 · Methodology And Computing In Applied Probability
Comonotonicity and Pareto optimality, with application to collaborative insurance
published 2024 · Insurance Mathematics and Economics · 9 citations · first circulated 2023
Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal
published 2024 · European Actuarial Journal · 2 citations
with Antoine Soetewey, Catherine Legrand, Geert Silversmit
Convex and Lorenz orders under balance correction in nonlife insurance pricing: Review and new developments
published 2024 · Insurance Mathematics and Economics · 1 citations
Bivariate Poisson Credibility Model and Bonus–Malus Scale for Claim and Near-Claim Events
published 2024 · North American Actuarial Journal · 1 citations
Testing for auto-calibration with Lorenz and Concentration curves
published 2024 · Insurance Mathematics and Economics · 10 citations
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking
published 2023 · Scandinavian Actuarial Journal · 2 citations · first circulated 2021
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
published 2023 · Insurance Mathematics and Economics
with Christian Y. Robert
Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration
published 2023 · European Actuarial Journal · 15 citations
Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models
published 2023 · Decisions in Economics and Finance · 1 citations
with Meitner Cadena
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
published 2022 · Insurance Mathematics and Economics · 7 citations
with Christian Y. Robert
Does autocalibration improve goodness of lift?
published 2022 · European Actuarial Journal · 7 citations
MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS
published 2022 · Astin Bulletin · 18 citations
with Peter Hieber, Christian Y. Robert
Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance
published 2022 · Journal of Risk & Insurance · 61 citations
Semi-markov modeling for cancer insurance
published 2022 · European Actuarial Journal · 8 citations
with Antoine Soetewey, Catherine Legrand, Geert Silversmit
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
published 2022 · Scandinavian Actuarial Journal · 10 citations
JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE
published 2021 · Astin Bulletin · 9 citations
and addendum to “From risk sharing to pure premium for a large number of heterogeneous losses” [Insurance: Mathematics and Economics 96 (2021) 116–126
published 2021 · Insurance Mathematics and Economics · 2 citations
with Christian Y. Robert
published 2021 · Insurance Mathematics and Economics · 10 citations
Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction
published 2021 · Journal of Multivariate Analysis · 10 citations
with Christian Y. Robert
Testing for more positive expectation dependence with application to model comparison
published 2021 · Insurance Mathematics and Economics
Conditional mean risk sharing in the individual model with graphical dependencies
published 2021 · Annals of Actuarial Science · 5 citations
with Christian Y. Robert
Reply to Jiandong Ren on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”
published 2021 · North American Actuarial Journal
Risk sharing under the dominant peer‐to‐peer property and casualty insurance business models
published 2021 · Risk Management and Insurance Review · 24 citations
with Christian Y. Robert
Stop-loss protection for a large P2P insurance pool
published 2021 · Insurance Mathematics and Economics · 5 citations
with Christian Y. Robert
Années de vie perdues appliquées aux contrats d’assurance à horizon fini pour les patients cancéreux
published 2021 · Revue d Épidémiologie et de Santé Publique
with Antoine Soetewey, C. Legrand, Geert Silversmit
A new measure of mortality differentials based on precedence probability
published 2021 · European Actuarial Journal · 4 citations
with Meitner Cadena
Collaborative Insurance with Stop-Loss Protection and Team Partitioning
published 2021 · North American Actuarial Journal · 17 citations
with Christian Y. Robert
Reply to Edward Furman, Yisub Kye, and Jianxi Su on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”
published 2020 · North American Actuarial Journal · 1 citations
Waiting period from diagnosis for mortgage insurance issued to cancer survivors
published 2020 · European Actuarial Journal · 4 citations
with Antoine Soetewey, Catherine Legrand, Geert Silversmit
Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
published 2020 · Scandinavian Actuarial Journal · 4 citations
From risk sharing to pure premium for a large number of heterogeneous losses
published 2020 · Insurance Mathematics and Economics · 42 citations
with Christian Y. Robert
Wishart‐gamma random effects models with applications to nonlife insurance
published 2020 · Journal of Risk & Insurance · 9 citations
with Yang Lu
LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING
published 2020 · Astin Bulletin · 26 citations
with Christian Y. Robert
WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION
published 2020 · Astin Bulletin · 15 citations
with Donatien Hainaut
Investing in your own and peers’ risks: the simple analytics of P2P insurance
published 2020 · European Actuarial Journal · 50 citations · first circulated 2019
Size-Biased Risk Measures of Compound Sums
published 2020 · North American Actuarial Journal · 18 citations
Model selection based on Lorenz and concentration curves, Gini indices and convex order
published 2019 · Insurance Mathematics and Economics · 25 citations
SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES
published 2019 · Astin Bulletin · 63 citations
Concordance-based predictive measures in regression models for discrete responses
published 2019 · Scandinavian Actuarial Journal · 4 citations
Multivariate modelling of multiple guarantees in motor insurance of a household
published 2019 · European Actuarial Journal · 20 citations
A dynamic equivalence principle for systematic longevity risk management
published 2019 · Insurance Mathematics and Economics · 18 citations
MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE
published 2018 · Astin Bulletin · 26 citations
Risk classification in life and health insurance: extension to continuous covariates
published 2018 · European Actuarial Journal · 5 citations · first circulated 2016
with Catherine Legrand
Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits
published 2018 · Methodology And Computing In Applied Probability · 5 citations
with Raluca Vernic
Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses
published 2018 · Methodology And Computing In Applied Probability · 6 citations
Collective loss reserving with two types of claims in motor third party liability insurance
published 2017 · Journal of Computational and Applied Mathematics · 8 citations
Risk apportionment and multiply monotone targets
published 2017 · Mathematical Social Sciences · 1 citations · first circulated 2016
Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development
published 2017 · North American Actuarial Journal · 12 citations
Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death
published 2017 · North American Actuarial Journal · 28 citations
with Samuel Gbari, Michel Poulain, Luc Dal
LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION
published 2017 · Astin Bulletin · 9 citations
Updating mechanism for lifelong insurance contracts subject to medical inflation
published 2017 · European Actuarial Journal · 9 citations · first circulated 2016
Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization
published 2016 · Insurance Mathematics and Economics · 10 citations
with Mhamed Mesfioui
From regulatory life tables to stochastic mortality projections: The exponential decline model
published 2016 · Insurance Mathematics and Economics · 5 citations
MEASURING PORTFOLIO RISK UNDER PARTIAL DEPENDENCE INFORMATION
published 2016 · Journal of Risk & Insurance · 41 citations · first circulated 2014
with Carole Bernard, Steven Vanduffel
A multivariate evolutionary credibility model for mortality improvement rates
published 2016 · Insurance Mathematics and Economics · 18 citations
with Edo Schinzinger, Marcus C. Christiansen
Semi-parametric accelerated hazard relational models with applications to mortality projections
published 2016 · Insurance Mathematics and Economics · 7 citations
with Meitner Cadena
Stochastic approximations in CBD mortality projection models
published 2015 · Journal of Computational and Applied Mathematics · 1 citations
with Samuel Gbari
Tail mutual exclusivity and Tail-VaR lower bounds
published 2015 · Scandinavian Actuarial Journal · 6 citations
Model points and Tail-VaR in life insurance
published 2015 · Insurance Mathematics and Economics · 3 citations
Risk aversion, prudence, and asset allocation: a review and some new developments
published 2015 · Theory and Decision · 6 citations
with Louis Eeckhoudt
Max-factor individual risk models with application to credit portfolios
published 2015 · Insurance Mathematics and Economics · 10 citations · first circulated 2014
with Anna Kiriliouk, Johan Segers
Comonotonicity, orthant convex order and sums of random variables
published 2014 · Statistics & Probability Letters · 2 citations
with Mhamed Mesfioui
A separation theorem for the weak s -convex orders
published 2014 · Insurance Mathematics and Economics · 1 citations
with Liqun Liu, Jack Meyer
Almost expectation and excess dependence notions
published 2014 · Theory and Decision · 16 citations · first circulated 2013
with Rachel J. Huang, Larry Y. Tzeng
Stochastic Orderings: Theory
published 2014 · Wiley StatsRef: Statistics Reference Online
with Alfred Müller
Dependent Risks
published 2014 · Wiley StatsRef: Statistics Reference Online
Convexity
published 2014 · Wiley StatsRef: Statistics Reference Online
with Alfred Müller
Efficient approximations for numbers of survivors in the Lee–Carter model
published 2014 · Insurance Mathematics and Economics · 2 citations
with Samuel Gbari
Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models
published 2014 · European Actuarial Journal · 18 citations · first circulated 2012
with Mathieu Pigeon, Bruno Henry de Frahan, Bruno Henry De Frahan
Individual loss reserving using paid–incurred data
published 2014 · Insurance Mathematics and Economics · 50 citations
with Mathieu Pigeon, Katrien Antonio
Bivariate almost stochastic dominance
published 2014 · Economic Theory · 15 citations · first circulated 2013
with Rachel J. Huang, Larry Y. Tzeng
Reserve-dependent benefits and costs in life and health insurance contracts
published 2014 · Insurance Mathematics and Economics · 21 citations · first circulated 2013
Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
published 2014 · Insurance Mathematics and Economics · 65 citations
with Nadja Klein, Stefan Lang, Thomas Kneib
Almost marginal conditional stochastic dominance
published 2014 · Journal of Banking & Finance · 19 citations · first circulated 2012
with Rachel J. Huang, Larry Y. Tzeng, Christine W. Wang
Risk attitudes and the value of risk transformations
published 2013 · International Journal of Economic Theory · 11 citations · first circulated 2012
with Louis Eeckhoudt
INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK
published 2013 · Astin Bulletin · 72 citations · first circulated 2011
with Mathieu Pigeon, Katrien Antonio
Another look at risk apportionment
published 2013 · Journal of Mathematical Economics · 12 citations
with Béatrice Rey
Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
published 2013 · Theory and Decision
with Liqun Liu
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality
published 2013 · European Actuarial Journal · 2 citations
with Steven Haberman, A. E. Renshaw
When Ross meets Bell: The linex utility function
published 2013 · Journal of Mathematical Economics
with Louis Eeckhoudt, Harris Schlesinger
Benchmark values for higher order coefficients of relative risk aversion
published 2013 · Theory and Decision · 15 citations
with Béatrice Rey
Improving your chances: A new result
published 2012 · Economics Letters · 3 citations
with Louis Eeckhoudt
Non-differentiable transformations preserving stochastic dominance
published 2012 · Journal of the Operational Research Society · 4 citations
with Louis Eeckhoudt, Octave Jokung
Worst-case actuarial calculations consistent with single-and multiple-decrement life tables
published 2012 · Insurance Mathematics and Economics · 4 citations
with Marcus C. Christiansen
A sufficient condition of crossing type for the bivariate orthant convex order
published 2012 · Statistics & Probability Letters · 5 citations
with Mhamed Mesfioui
Special issue on Actuarial Statistics
published 2012 · AStA Advances in Statistical Analysis · 1 citations
Convex order and comonotonic conditional mean risk sharing
published 2012 · Insurance Mathematics and Economics · 77 citations · first circulated 2010
Ordering Functions of Random Vectors, with Application to Partial Sums
published 2012 · Journal of Theoretical Probability · 2 citations
with Mhamed Mesfioui
New evidence for underwriting cycles in US property‐liability insurance
published 2011 · The Journal of Risk Finance · 8 citations
with Dorina Lazăr
The Solvency II square-root formula for systematic biometric risk
published 2011 · Insurance Mathematics and Economics · 31 citations
with Marcus C. Christiansen, Dorina Lazăr
Multivariate Analysis of Premium Dynamics in P&L Insurance
published 2011 · Journal of Risk & Insurance · 12 citations
with Dorina Lazăr
Risk classification in life insurance: methodology and case study
published 2011 · European Actuarial Journal · 14 citations
with Susanne Gschlößl, Pascal Schoenmaekers
Ruin problems under IBNR dynamics
published 2011 · Applied Stochastic Models in Business and Industry · 15 citations
with Julien Trufin, Hansjörg Albrecher
Longevity-Indexed Life Annuities
published 2011 · North American Actuarial Journal · 49 citations
with Steven Haberman, A. E. Renshaw
Correlated Random Effects for Hurdle Models Applied to Claim Counts
published 2011 · Variance · 2 citations
with Jean-Philippe Boucher, Montserrat Guillén
First-order mortality rates and safe-side actuarial calculations in life insurance
published 2010 · Astin Bulletin · 5 citations
with Marcus C. Christiansen
Positive Dependence of Signals
published 2010 · Journal of Applied Probability · 1 citations
Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes
published 2010 · Mathematical Social Sciences · 15 citations
with Béatrice Rey
Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap
published 2010 · Astin Bulletin · 12 citations
with Steven Haberman, A. E. Renshaw
Stronger measures of higher-order risk attitudes
published 2010 · Journal of Economic Theory · 68 citations
with Louis Eeckhoudt
Generalized Increasing Convex and Directionally Convex Orders
published 2010 · Journal of Applied Probability · 4 citations
with Mhamed Mesfioui
Stochastic mortality under measure changes
published 2009 · Scandinavian Actuarial Journal · 95 citations
with Enrico Biffis, Pierre Devolder
Correlated risks, bivariate utility and optimal choices
published 2009 · Economic Theory · 61 citations
with Louis Eeckhoudt, Mario Menegatti
Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data
published 2009 · Journal of Risk & Insurance · 94 citations
with Jean-Philippe Boucher, Montserrat Guillén
Correlation order, merging and diversification
published 2009 · Insurance Mathematics and Economics · 2 citations
Life Insurance Mathematics with Random Life Tables
published 2009 · North American Actuarial Journal · 8 citations
with Esther Frostig
Impact of Underwriting Cycles on the Solvency of an Insurance Company
published 2009 · North American Actuarial Journal · 7 citations
Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios
published 2009 · Scandinavian Actuarial Journal · 7 citations
with Esther Frostig
An index for longevity risk transfer
published 2008 · Journal of Computational and Applied Mathematics · 32 citations
Crédibilité linéaire multivariée utilisant le nombre de périodes avec réclamations: modèles de Poisson,modèles à barrière et modèles gonflés à zéro
published 2008 · Assurances et gestion des risques · 2 citations · first circulated 2007
with Jean-Philippe Boucher
COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS
published 2007 · Probability in the Engineering and Informational Sciences · 18 citations
with Esther Frostig
Moment Bounds on Discrete Expected Stop-Loss Transforms, with Applications
published 2007 · Methodology And Computing In Applied Probability · 7 citations
with Cindy Courtois
Local Moment Matching and S -convex Extrema
published 2007 · Astin Bulletin · 4 citations
with Cindy Courtois
Comonotonic approximations to quantiles of life annuity conditional expected present value
published 2007 · Insurance Mathematics and Economics · 28 citations
Risk Classification for Claim Counts
published 2007 · North American Actuarial Journal · 113 citations
with Jean-Philippe Boucher, Montserrat Guillén
Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation
published 2007 · Insurance Mathematics and Economics · 37 citations
with Jean-Philippe Boucher
Distribution of the random future life expectancies in log-bilinear mortality projection models
published 2007 · Lifetime Data Analysis · 15 citations
Negative binomial version of the Lee–Carter model for mortality forecasting
published 2007 · Applied Stochastic Models in Business and Industry · 44 citations
with Antoine Delwarde, Christian Partrat
Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
published 2007 · Statistical Modelling · 133 citations
with Antoine Delwarde, Paul H.C. Eilers
Pension Plan Valuation and Mortality Projection
published 2007 · North American Actuarial Journal · 33 citations
Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee‐Carter Framework
published 2007 · Journal of Risk & Insurance · 149 citations
with Pierre Devolder, Anne-Cécile Goderniaux
Association and heterogeneity of insured lifetimes in the Lee–Carter framework
published 2007 · Scandinavian Actuarial Journal · 89 citations
with Esther Frostig
Convex bounds on multiplicative processes, with applications to pricing in incomplete markets
published 2007 · Insurance Mathematics and Economics · 8 citations
with Cindy Courtois
A Kolmogorov–Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives
published 2007 · Technometrics · 9 citations · first circulated 2005
Multi‐Event Bonus‐Malus Scales
published 2006 · Journal of Risk & Insurance · 11 citations
with Sandra Pitrebois, Jean-François Walhin
An actuarial analysis of the French bonus-malus system
published 2006 · Scandinavian Actuarial Journal · 9 citations
with Sandra Pitrebois, Jean-François Walhin, Xavier Maréchal
Risk measurement with equivalent utility principles
published 2006 · Statistics & Risk Modeling · 70 citations
Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection
published 2006 · Journal of Computational and Applied Mathematics · 38 citations
Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
published 2006 · Astin Bulletin · 39 citations
with Jean-Philippe Boucher
Monotonicity results for portfolios with heterogeneous claims arrival processes
published 2006 · Insurance Mathematics and Economics · 7 citations
with Esther Frostig
Bounds on convex reliability functions with known first moments
published 2006 · European Journal of Operational Research · 11 citations
with Cindy Courtois
Heterogeneity and the need for capital in the individual model
published 2006 · Scandinavian Actuarial Journal · 37 citations
with Esther Frostig
Bayesian Poisson log-bilinear mortality projections
published 2005 · Insurance Mathematics and Economics · 170 citations
with Claudia Czado, Antoine Delwarde
Bonus-malus Systems with Varying Deductibles
published 2005 · Astin Bulletin · 8 citations
with Sandra Pitrebois, Jean-François Walhin
Bootstrapping the Poisson log-bilinear model for mortality forecasting
published 2005 · Scandinavian Actuarial Journal · 174 citations
Non-life rate-making with Bayesian GAMs
published 2004 · Insurance Mathematics and Economics · 77 citations
with Stefan Lang
Testing for Concordance Ordering
published 2004 · Astin Bulletin · 16 citations · first circulated 2002
Constraints on concordance measures in bivariate discrete data
published 2004 · Journal of Multivariate Analysis · 183 citations
with Philippe Lambert
Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments
published 2003 · Journal of Risk & Insurance · 65 citations
with Natacha Brouhns, Montserrat Guillén, Jean Pinquet
Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited
published 2003 · Astin Bulletin · 22 citations
with Sandra Pitrebois, Jean-François Walhin
Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database
published 2003 · North American Actuarial Journal · 93 citations
with Ana C. Cebrián, Philippe Lambert
Dependence in Dynamic Claim Frequency Credibility Models
published 2003 · Astin Bulletin · 44 citations
with Oana Purcaru
Polynomial structures in order statistics distributions
published 2003 · Journal of Statistical Planning and Inference · 15 citations
with Cl. Lefèvre, Ph. Picard
A Poisson log-bilinear regression approach to the construction of projected lifetables
published 2002 · Insurance Mathematics and Economics · 749 citations
with Natacha Brouhns, Jeroen K. Vermunt
The concept of comonotonicity in actuarial science and finance: applications
published 2002 · Insurance Mathematics and Economics · 37 citations
On the stochastic increasingness of future claims in the Bühlmann linear credibility premium
published 2002 · Blätter der DGVFM · 3 citations
with Oana Purcaru
The concept of comonotonicity in actuarial science and finance: theory
published 2002 · Insurance Mathematics and Economics · 632 citations
A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
published 2002 · Astin Bulletin · 8 citations · first circulated 2001
Measuring the impact of dependence between claims occurrences
published 2002 · Insurance Mathematics and Economics · 36 citations
with Claude Lefèvre, Sergey Utev
Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
published 2002 · Scandinavian Actuarial Journal · 44 citations
with Christian Genest, Étienne Marceau
S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations
published 2002 · Scandinavian Actuarial Journal · 12 citations
Laplace transform ordering of actuarial quantities
published 2001 · Insurance Mathematics and Economics · 57 citations
Does positive dependence between individual risks increase stop-loss premiums?
published 2001 · Insurance Mathematics and Economics · 79 citations
On the stop-loss and total variation distances between random sums
published 2001 · Statistics & Probability Letters · 24 citations
with Sébastien Van Bellegem
Bonus-Malus scales using exponential loss functions
published 2001 · Blätter der DGVFM · 10 citations
An Extension of Osuna's Model for Stress Caused by Waiting
published 2001 · Journal of Mathematical Psychology · 12 citations
with Christian Genest
Impact of dependence among multiple claims in a single loss
published 2000 · Insurance Mathematics and Economics · 9 citations
Time stochastic s-convexity of claim processes
published 2000 · Insurance Mathematics and Economics · 6 citations
On s-convex stochastic extrema for arithmetic risks
published 1999 · Insurance Mathematics and Economics · 28 citations
with Claude Lefèvre, Mhamed Mesfioui
The Exponential Premium Calculation Principle Revisited
published 1999 · Astin Bulletin · 19 citations
Stochastic bounds on sums of dependent risks
published 1999 · Insurance Mathematics and Economics · 144 citations
with Christian Genest, Étienne Marceau
The safest dependence structure among risks
published 1999 · Insurance Mathematics and Economics · 128 citations
Extremal generators and extremal distributions for the continuous s-convex stochastic orderings
published 1999 · Insurance Mathematics and Economics · 64 citations
with Etienne De Vylder, Claude Lefèvre
A class of bivariate stochastic orderings, with applications in actuarial sciences
published 1999 · Insurance Mathematics and Economics · 64 citations
with Claude Lefèvre, Mhamed Mesfioui
Stochastic Orderings of Convex-Type for Discrete Bivariate Risks
published 1999 · Scandinavian Actuarial Journal · 20 citations
with Claude Lefèvre, Mhamed Mesfioui
Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory
published 1999 · Scandinavian Actuarial Journal · 29 citations
with Catherine Vermandele
Optimal reinsurance and stop-loss order
published 1998 · Insurance Mathematics and Economics · 89 citations
with Catherine Vermandele
A New Distribution of Poisson-Type for the Number of Claims
published 1997 · Astin Bulletin · 35 citations
Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
published 1997 · Insurance Mathematics and Economics · 59 citations
with Claude Lefèvre
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