The following pages link to Michel M. Denuit (Q471324):
Displayed 50 items.
- (Q221965) (redirect page) (← links)
- (Q320246) (redirect page) (← links)
- Semi-parametric accelerated hazard relational models with applications to mortality projections (Q320247) (← links)
- A multivariate evolutionary credibility model for mortality improvement rates (Q343971) (← links)
- Ordering functions of random vectors, with application to partial sums (Q354747) (← links)
- Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality (Q362047) (← links)
- Another look at risk apportionment (Q387334) (← links)
- Bivariate almost stochastic dominance (Q471326) (← links)
- (Q495483) (redirect page) (← links)
- Model points and tail-VaR in life insurance (Q495485) (← links)
- Multivariate higher-degree stochastic increasing convexity (Q501831) (← links)
- Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization (Q506061) (← links)
- The dispersive effect of cross-aging with archimedean copulas (Q553098) (← links)
- (Q586500) (redirect page) (← links)
- Correlated risks, bivariate utility and optimal choices (Q617346) (← links)
- Distribution of the random future life expectancies in log-bilinear mortality projection models (Q636128) (← links)
- Correlation order, merging and diversification (Q659149) (← links)
- Constraints on concordance measures in bivariate discrete data (Q707394) (← links)
- Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape (Q743163) (← links)
- Waiting period from diagnosis for mortgage insurance issued to cancer survivors (Q825295) (← links)
- Generalization error for Tweedie models: decomposition and error reduction with bagging (Q825308) (← links)
- Moment bounds on discrete expected stop-loss transforms, with applications (Q835681) (← links)
- Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
- Bounds on convex reliability functions with known first moments (Q856230) (← links)
- Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166) (← links)
- Bayesian Poisson log-bilinear mortality projections (Q882853) (← links)
- Almost expectation and excess dependence notions (Q893027) (← links)
- Stochastic approximations in CBD mortality projection models (Q898936) (← links)
- Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models (Q906585) (← links)
- Convex bounds on multiplicative processes, with applications to pricing in incomplete markets (Q939332) (← links)
- Some consequences of correlation aversion in decision science (Q993723) (← links)
- Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation (Q998289) (← links)
- Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) (← links)
- Dependence in failure times due to environmental factors (Q1004264) (← links)
- Optimal reinsurance and stop-loss order (Q1265930) (← links)
- A class of bivariate stochastic orderings, with applications in actuarial sciences (Q1293810) (← links)
- Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings (Q1302126) (← links)
- Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences (Q1381477) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Does positive dependence between individual risks increase stop-loss premiums? (Q1413265) (← links)
- Laplace transform ordering of actuarial quantities. (Q1413285) (← links)
- Measuring the impact of dependence between claims occurrences. (Q1413295) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- A Poisson log-bilinear regression approach to the construction of projected lifetables. (Q1413367) (← links)
- Time stochastic \(s\)-convexity of claim processes (Q1584516) (← links)
- Impact of dependence among multiple claims in a single loss (Q1584517) (← links)
- An extension of Osuna's model for stress caused by waiting (Q1598976) (← links)
- Risk classification in life and health insurance: extension to continuous covariates (Q1616058) (← links)
- Updating mechanism for lifelong insurance contracts subject to medical inflation (Q1707553) (← links)
- Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits (Q1739347) (← links)