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Michel M. Denuit · Study
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Author
Michel M. Denuit
86 works
· latest 2021
· 4 institutions
cluster: provisional
ORCID 0000-0001-6787-9177
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76
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8,041
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Most cited in this library
A Poisson log-bilinear regression approach to the construction of projected lifetables
2002 · 727 citations
Modern Actuarial Risk Theory
2008 · 661 citations
The concept of comonotonicity in actuarial science and finance: theory
2002 · 634 citations
Actuarial Theory for Dependent Risks
2005 · 536 citations
Actuarial Theory for Dependent Risks: Measures, Orders and Models
2005 · 498 citations
Works
60 shown
Autocalibration and Tweedie-dominance for insurance pricing with machine learning
Insurance Mathematics and Economics
·
2021
·
3 authors
·
Open access
48
citations
From risk sharing to pure premium for a large number of heterogeneous losses
Insurance Mathematics and Economics
·
2020
·
2 authors
·
Open access
42
citations
WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION
Astin Bulletin
·
2020
·
2 authors
·
Open access
15
citations
Investing in your own and peers’ risks: the simple analytics of P2P insurance
European Actuarial Journal
·
2020
·
1 author
·
Open access
50
citations
SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES
Astin Bulletin
·
2019
·
1 author
·
Open access
62
citations
Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data
Annals of Actuarial Science
·
2019
·
3 authors
·
Open access
60
citations
Risk apportionment and multiply monotone targets
Mathematical Social Sciences
·
2017
·
1 author
·
Open access
1
citations
Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death
North American Actuarial Journal
·
2017
·
4 authors
·
Open access
28
citations
MEASURING PORTFOLIO RISK UNDER PARTIAL DEPENDENCE INFORMATION
Journal of Risk & Insurance
·
2016
·
3 authors
·
Open access
36
citations
A multivariate evolutionary credibility model for mortality improvement rates
Insurance Mathematics and Economics
·
2016
·
3 authors
18
citations
Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision
The Geneva Risk and Insurance Review
·
2016
·
4 authors
20
citations
Longevity-contingent deferred life annuities
Journal of Pensions Economics and Finance
·
2015
·
3 authors
25
citations
Almost expectation and excess dependence notions
Theory and Decision
·
2014
·
3 authors
15
citations
Individual loss reserving using paid–incurred data
Insurance Mathematics and Economics
·
2014
·
3 authors
·
Open access
50
citations
Bivariate almost stochastic dominance
Economic Theory
·
2014
·
3 authors
14
citations
Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape
Insurance Mathematics and Economics
·
2014
·
4 authors
·
Open access
64
citations
Risk attitudes and the value of risk transformations
International Journal of Economic Theory
·
2013
·
2 authors
·
Open access
12
citations
INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK
Astin Bulletin
·
2013
·
3 authors
68
citations
Another look at risk apportionment
Journal of Mathematical Economics
·
2013
·
2 authors
10
citations
Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
Theory and Decision
·
2013
·
2 authors
·
Open access
0
citations
When Ross meets Bell: The linex utility function
Journal of Mathematical Economics
·
2013
·
3 authors
·
Open access
14
citations
Benchmark values for higher order coefficients of relative risk aversion
Theory and Decision
·
2013
·
2 authors
15
citations
Multivariate Concave and Convex Stochastic Dominance
EAA series
·
2013
·
4 authors
·
chapter
·
Open access
25
citations
Improving your chances: A new result
Economics Letters
·
2012
·
2 authors
3
citations
Convex order and comonotonic conditional mean risk sharing
Insurance Mathematics and Economics
·
2012
·
2 authors
·
Open access
74
citations
Improving your chances: An extension of Jindapon and Neilson (2007)
RePEc: Research Papers in Economics
·
2012
·
2 authors
·
preprint
·
Open access
0
citations
Longevity-Indexed Life Annuities
North American Actuarial Journal
·
2011
·
3 authors
47
citations
Correlated risks, bivariate utility and optimal choices
·
2011
·
3 authors
·
Open access
1
citations
Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes
Mathematical Social Sciences
·
2010
·
2 authors
14
citations
Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities
Decision Analysis
·
2010
·
2 authors
25
citations
Stronger measures of higher-order risk attitudes
Journal of Economic Theory
·
2010
·
2 authors
·
Open access
65
citations
A General Index of Absolute Risk Attitude
Management Science
·
2010
·
2 authors
34
citations
Modern Actuarial Risk Theory: Using R
UvA-DARE (University of Amsterdam)
·
2010
·
4 authors
·
book
223
citations
Multivariate Concave and Convex Stochastic Dominance
SSRN Electronic Journal
·
2010
·
4 authors
·
preprint
·
Open access
9
citations
Bivariate stochastic dominance and common preferences of decision-makers with risk independent utilities
Digital Access to Libraries
·
2010
·
2 authors
·
report
·
Open access
2
citations
A General Index of Absolute Risk Attitude
RePEc: Research Papers in Economics
·
2010
·
2 authors
·
preprint
1
citations
Stronger measures of higher-order risk attitudes : an extension
Digital Access to Libraries
·
2010
·
2 authors
·
report
·
Open access
0
citations
Stochastic mortality under measure changes
Scandinavian Actuarial Journal
·
2009
·
3 authors
·
Open access
102
citations
Correlated risks, bivariate utility and optimal choices
Economic Theory
·
2009
·
3 authors
61
citations
Number of Accidents or Number of Claims? An Approach with Zero‐Inflated Poisson Models for Panel Data
Journal of Risk & Insurance
·
2009
·
2 authors
98
citations
Modelling Longevity Dynamics for Pensions and Annuity Business
·
2009
·
4 authors
·
book
285
citations
An index for longevity risk transfer
Journal of Computational and Applied Mathematics
·
2008
·
1 author
·
Open access
32
citations
Some consequences of correlation aversion in decision science
Annals of Operations Research
·
2008
·
3 authors
40
citations
Modern Actuarial Risk Theory
Springer eBooks
·
2008
·
4 authors
·
book
661
citations
Comonotonic approximations to quantiles of life annuity conditional expected present value
Insurance Mathematics and Economics
·
2007
·
1 author
27
citations
Risk Classification for Claim Counts
North American Actuarial Journal
·
2007
·
2 authors
114
citations
Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems
·
2007
·
4 authors
171
citations
Negative binomial version of the Lee–Carter model for mortality forecasting
Applied Stochastic Models in Business and Industry
·
2007
·
3 authors
43
citations
Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
Statistical Modelling
·
2007
·
3 authors
127
citations
Pension Plan Valuation and Mortality Projection
North American Actuarial Journal
·
2007
·
5 authors
34
citations
Securitization of Longevity Risk: Pricing Survivor Bonds With Wang Transform in the Lee‐Carter Framework
Journal of Risk & Insurance
·
2007
·
3 authors
147
citations
Association and heterogeneity of insured lifetimes in the Lee–Carter framework
Scandinavian Actuarial Journal
·
2007
·
2 authors
88
citations
Pension plan valuation and dynamic mortality tables
DIAL (Catholic University of Leuven)
·
2007
·
5 authors
·
report
·
Open access
24
citations
Risk measurement with equivalent utility principles
Statistics & Risk Modeling
·
2006
·
5 authors
·
Open access
77
citations
Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection
Journal of Computational and Applied Mathematics
·
2006
·
2 authors
·
Open access
36
citations
Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance
Astin Bulletin
·
2006
·
1 author
·
Open access
57
citations
Application of the Poisson log-bilinear projection model to the G5 mortality experience
DIAL (Catholic University of Leuven)
·
2006
·
4 authors
·
report
·
Open access
25
citations
Actuarial Theory for Dependent Risks: Measures, Orders and Models
·
2005
·
4 authors
498
citations
Actuarial Theory for Dependent Risks
Wiley eBooks
·
2005
·
4 authors
·
book
536
citations
Bayesian Poisson log-bilinear mortality projections
Insurance Mathematics and Economics
·
2005
·
3 authors
·
Open access
162
citations