← All authors Julien Trufin Université Libre de Bruxelles (per OpenAlex) · ORCID · OpenAlex
40 papers in scope · 40 published · 1 on the econ.EM arXiv · 298 citations · h-index 10 (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 Michel Denuit 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 40)
Tweedie dominance for autocalibrated predictors and Laplace transform order
published 2025 · Scandinavian Actuarial Journal
with Michel Denuit, Julie Huyghe, Pierre-Alexandre Simon
Comparison of predictors’ performance in insurance pricing: testing for Bregman dominance based on Murphy diagrams
published 2025 · European Actuarial Journal
Simpson’s Paradox for Kendall’s Rank Coefficient
published 2025 · Methodology And Computing In Applied Probability
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
Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration
published 2023 · European Actuarial Journal · 15 citations
Does autocalibration improve goodness of lift?
published 2022 · European Actuarial Journal
with Nicolas Ciatto, Harrison Verelst, Michel Denuit
Does autocalibration improve goodness of lift?
published 2022 · European Actuarial Journal · 7 citations
From Pareto to Weibull – A Constructive Review of Distributions on ℝ +
published 2022 · International Statistical Review · 4 citations · first circulated 2020
with Corinne Sinner, Yves Dominicy, Wout Waterschoot, Patrick Weber, Christophe Ley
Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
published 2022 · Scandinavian Actuarial Journal · 10 citations
Best upper and lower bounds on Spearman’s rho for zero-inflated continuous variables and their application to insurance
published 2021 · European Actuarial Journal · 3 citations
with Mhamed Mesfioui
JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE
published 2021 · Astin Bulletin · 9 citations
published 2021 · Insurance Mathematics and Economics · 10 citations
Testing for more positive expectation dependence with application to model comparison
published 2021 · Insurance Mathematics and Economics
Bounds on Spearman’s rho when at least one random variable is discrete
published 2021 · European Actuarial Journal · 11 citations
with Mhamed Mesfioui, Pierre Zuyderhoff
Generalization error for Tweedie models: decomposition and error reduction with bagging
published 2021 · European Actuarial Journal · 4 citations
with Michel Denuit
Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors
published 2021 · Dependence Modeling · 3 citations
with Mhamed Mesfioui
Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
published 2020 · Scandinavian Actuarial Journal · 4 citations
Optimal prevention of large risks with two types of claims
published 2020 · Scandinavian Actuarial Journal · 2 citations · first circulated 2019
with Romain Gauchon, Stéphane Loisel, Jean-Louis Rullière
Ruin-based risk measures in discrete-time risk models
published 2020 · Insurance Mathematics and Economics · 10 citations
Optimal prevention strategies in the classical risk model
published 2020 · Insurance Mathematics and Economics · 6 citations · first circulated 2019
with Romain Gauchon, Stéphane Loisel, Jean-Louis Rullière
Preliminary Selection of Risk Factors in P&C Ratemaking
published 2020 · Variance · 4 citations · first circulated 2018
with Florian Pechon, Michel Denuit
Model selection based on Lorenz and concentration curves, Gini indices and convex order
published 2019 · Insurance Mathematics and Economics · 25 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
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
Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development
published 2017 · North American Actuarial Journal · 12 citations
Some comparison results for finite-time ruin probabilities in the classical risk model
published 2017 · Insurance Mathematics and Economics · 7 citations
with Claude Lefèvre, Pierre Zuyderhoff
Updating mechanism for lifelong insurance contracts subject to medical inflation
published 2017 · European Actuarial Journal · 9 citations · first circulated 2016
From regulatory life tables to stochastic mortality projections: The exponential decline model
published 2016 · Insurance Mathematics and Economics · 5 citations
Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis
published 2016 · North American Actuarial Journal · 10 citations
On a risk measure inspired from the ruin probability and the expected deficit at ruin
published 2015 · Scandinavian Actuarial Journal · 18 citations
with Ilie-Radu Mitric
Model points and Tail-VaR in life insurance
published 2015 · Insurance Mathematics and Economics · 3 citations
A note on compound renewal risk models with dependence
published 2015 · Journal of Computational and Applied Mathematics · 4 citations
Impact of Underwriting Cycles on the Solvency of an Insurance Company
published 2009 · North American Actuarial Journal · 7 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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