Michel Denuit

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All published works

Action	Title	Year	Authors
+ PDF Chat	Testing for auto-calibration with Lorenz and Concentration curves	2024	Michel Denuit Julie Huyghe Julien Trufin Thomas Verdebout
+	Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration	2023	Michel Denuit Julien Trufin
+	Semi-markov modeling for cancer insurance	2022	Antoine Soetewey Catherine Legrand Michel Denuit Geert Silversmit
+ PDF Chat	Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link	2022	Donatien Hainaut Julien Trufin Michel Denuit
+ PDF Chat	JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE	2021	Alexandre Corradin Michel Denuit Marcin Detyniecki Vincent Grari Matteo Sammarco Julien Trufin
+ PDF Chat	Autocalibration and Tweedie-dominance for insurance pricing with machine learning	2021	Michel Denuit Arthur Charpentier Julien Trufin
+ PDF Chat	Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction	2021	Michel Denuit Christian Y. Robert
+ PDF Chat	Testing for more positive expectation dependence with application to model comparison	2021	Michel Denuit Julien Trufin Thomas Verdebout
+	Conditional mean risk sharing in the individual model with graphical dependencies	2021	Michel Denuit Christian Y. Robert
+	Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning	2021	Michel Denuit Arthur Charpentier Julien Trufin
+	Testing for more positive expectation dependence with application to model comparison	2021	Michel Denuit Julien Trufin Thomas Verdebout
+	Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning	2021	Michel Denuit Arthur Charpentier Julien Trufin
+	Reply to Edward Furman, Yisub Kye, and Jianxi Su on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”	2020	Michel Denuit
+ PDF Chat	Size-Biased Risk Measures of Compound Sums	2020	Michel Denuit
+	Other Measures for Model Comparison	2020	Michel Denuit Donatien Hainaut Julien Trufin
+	Bagging Trees and Random Forests	2020	Michel Denuit Donatien Hainaut Julien Trufin
+	Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving	2020	Michel Denuit Lu Yang
+	Regression Trees	2020	Michel Denuit Donatien Hainaut Julien Trufin
+	Effective Statistical Learning Methods for Actuaries II	2020	Michel Denuit Donatien Hainaut Julien Trufin
+	Effective Statistical Learning Methods for Actuaries I: GLMs and Extensions	2019	Michel Denuit Donatien Hainaut Julien Trufin
+ PDF Chat	Concordance-based predictive measures in regression models for discrete responses	2019	Michel Denuit Mhamed Mesfioui Julien Trufin
+	Generalized Additive Models (GAMs)	2019	Michel Denuit Donatien Hainaut Julien Trufin
+	Maximum Likelihood Estimation	2019	Michel Denuit Donatien Hainaut Julien Trufin
+	Beyond Mean Modeling: Double GLMs and GAMs for Location, Scale and Shape (GAMLSS)	2019	Michel Denuit Donatien Hainaut Julien Trufin
+	Over-Dispersion, Credibility Adjustments, Mixed Models, and Regularization	2019	Michel Denuit Donatien Hainaut Julien Trufin
+	Exponential Dispersion (ED) Distributions	2019	Michel Denuit Donatien Hainaut Julien Trufin
+	Dimension-Reduction with Forward Neural Nets Applied to Mortality	2019	Michel Denuit Donatien Hainaut Julien Trufin
+ PDF Chat	Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses	2018	Michel Denuit Mhamed Mesfioui Julien Trufin
+ PDF Chat	Max-factor individual risk models with application to credit portfolios	2015	Michel Denuit Anna Kiriliouk Johan Segers
+	Max-factor individual risk models with application to credit portfolios	2014	Michel Denuit Anna Kiriliouk Johan Segers
+	Max-factor individual risk models with application to credit portfolios	2014	Michel Denuit Anna Kiriliouk Johan Segers
+ PDF Chat	Comonotonicity, orthant convex order and sums of random variables	2014	Mhamed Mesfioui Michel Denuit
+	Convexity	2014	Michel Denuit Alfred Müller
+	Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape	2014	Nadja Klein Michel Denuit Stefan Lang Thomas Kneib
+	Max-factor individual risk models with application to credit portfolios	2014	Michel Denuit Anna Kiriliouk Johan Segers
+	Another look at risk apportionment	2013	Michel Denuit Béatrice Rey
+	Ordering Functions of Random Vectors, with Application to Partial Sums	2012	Michel Denuit Mhamed Mesfioui
+ PDF Chat	Ruin problems under IBNR dynamics	2011	Julien Trufin Hansjörg Albrecher Michel Denuit
+ PDF Chat	Positive Dependence of Signals	2010	Michel Denuit
+ PDF Chat	Generalized Increasing Convex and Directionally Convex Orders	2010	Michel Denuit Mhamed Mesfioui
+	Some consequences of correlation aversion in decision science	2010	Michel Denuit Louis Eeckhoudt BÃ©atrice Rey
+ PDF Chat	Multivariate Concave and Convex Stochastic Dominance	2010	Michel Denuit Louis Eeckhoudt Ilia Tsetlin Robert L. Winkler
+	Some consequences of correlation aversion in decision science	2010	Michel Denuit Louis Eeckhoudt Béatrice Rey
+	Correlation order, merging and diversification	2009	Jan Dhaene Michel Denuit Steven Vanduffel
+	Correlation Order, Merging and Diversification	2009	Jan Dhaene Michel Denuit Steven Vanduffel
+	Some consequences of correlation aversion in decision science	2008	Michel Denuit Louis Eeckhoudt Béatrice Rey
+	Modelling of Insurance Claim Count with Hurdle Distribution for Panel Data	2008	Jean‐Philippe Boucher Michel Denuit Montserrat Guillén
+ PDF Chat	S-convex extremal distributions with arbitrary discrete support	2008	Cindy Courtois Michel Denuit
+ PDF Chat	Risk Classification for Claim Counts	2007	Jean‐Philippe Boucher Michel Denuit Montserrat Guillén
+	Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation	2007	Jean‐Philippe Boucher Michel Denuit
+	Index	2007	Michel Denuit Xavier Maréchal Sandra Pitrebois Jean‐François Walhin
+	Fixed versus Random Effects in Poisson Regression Models for Claim Counts	2006	Jean‐Philippe Boucher Michel Denuit
+ PDF Chat	Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance	2006	Jean‐Philippe Boucher Michel Denuit
+ PDF Chat	Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance	2006	Jean‐Philippe Boucher Michel Denuit
+	Discrete <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si37.gif" display="inline" overflow="scroll"><mml:mi>s</mml:mi></mml:math>-convex extremal distributions: Theory and applications	2006	Cindy Courtois Michel Denuit Sébastien Van Bellegem
+	EXPONENTIAL BONUS-MALUS SYSTEMS INTEGRATING A PRIORI RISK CLASSIFICATION	2006	Lluı́s Bermúdez Michel Denuit Jan Dhaene
+	Monotonicity results for portfolios with heterogeneous claims arrival processes	2006	Esther Frostig Michel Denuit
+	Integral Orderings and Probability Metrics	2005	Michel Denuit Jan Dhaene Marc Goovaerts R. Kaas
+	Modelling Dependence	2005	Michel Denuit Jan Dhaene Marc Goovaerts R. Kaas
+	A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives	2005	Michel Denuit Anne‐Cécile Goderniaux Olivier Scaillet
+	On the pricing of Top and Drop Excess of loss covers	2005	Jean‐François Walhin Michel Denuit
+	A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives	2005	Michel Denuit Anne‐Cécile Goderniaux Olivier Scaillet
+	Non-life rate-making with Bayesian GAMs	2004	Michel Denuit Stefan Lang
+	Convexity	2004	Michel Denuit Alfred Müller
+	Constraints on concordance measures in bivariate discrete data	2004	Michel Denuit Philippe Lambert
+	STOP-LOSS BOUNDS ON FUNCTIONS OF POSSIBLY DEPENDENT RISKS IN THE PRESENCE OF PARTIAL INFORMATION ON THEIR MARGINALS	2004	Michel Denuit Christian Genest Mahmed Mesfioui
+	Linear credibility models based on time series for claim counts	2004	Michel Denuit Montserrat Guillén Oana Purcaru
+	Bonus‐Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments	2003	Natacha Brouhns Montserrat Guillén Michel Denuit Jean Pinquet
+ PDF Chat	On spline approximation for bivariate functions of increasing convex type	2003	Michel Denuit Claude Lefèvre Mhamed Mesfioui
+	Polynomial structures in order statistics distributions	2003	Michel Denuit Cl. Lefèvre Ph. Picard
+ PDF Chat	Smooth generators of integral stochastic orders	2002	Michel Denuit Alfred Müller
+	On the stochastic increasingness of future claims in the Bühlmann linear credibility premium	2002	Oana Purcaru Michel Denuit
+	Nonparametric Tests Dependence For Positive Quadrant	2002	Michel Denuit Olivier Scaillet
+	Testing for Concordance Ordering	2002	Ana C. Cebrián Michel Denuit Olivier Scaillet
+	On the dependence induced by frequency credibility models	2002	Oana Purcaru Michel Denuit
+	On the dependence induced by frequency credibility models - 2 : Dynamic random effects	2002	Michel Denuit Oana Purcaru
+	S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations	2002	Michel Denuit
+	Testing for Concordance Ordering	2002	Ana C. Cebrián Michel Denuit Olivier Scaillet
+	Nonparametric Tests Dependence For Positive Quadrant	2002	Michel Denuit Olivier Scaillet
+	Laplace transform ordering of actuarial quantities	2001	Michel Denuit
+	Copula-type representation for random couples with Bernoulli margins	2001	Michel Denuit Philippe Lambert Abdelouahid Tajar
+	Stochastic s-(increasing) Convexity	2001	Michel Denuit Claude Lefèvre
+	On <i>s</i>-convex approximations	2000	Michel Denuit Claude Lefèvre Moshe Shaked
+	On s -convex approximations	2000	Michel Denuit Claude Lef�vre Moshe Shaked
+	Time stochastic s-convexity of claim processes	2000	Michel Denuit
+	Impact of dependence among multiple claims in a single loss	2000	Hélène Cossette Michel Denuit Étienne Marceau
+	Stochastic analysis of duplicates in life insurance portfolios	2000	Michel Denuit
+	None	2000	Michel Denuit Claude Lefèvre Moshe Shaked
+	Stochastic Analysis of Duplicates in Life Insurance Portfolios	2000	Michel Denuit
+	On s-convex stochastic extrema for arithmetic risks	1999	Michel Denuit Claude Lefèvre Mhamed Mesfioui
+	Extremal generators and extremal distributions for the continuous s-convex stochastic orderings	1999	Michel Denuit Etienne De Vylder Claude Lefèvre
+	A class of bivariate stochastic orderings, with applications in actuarial sciences	1999	Michel Denuit Claude Lefèvre Mhamed Mesfioui
+	Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences	1997	Michel Denuit Claude Lefèvre
+	Stochastic product orderings, with applications in actuarial sciences	1997	Michel Denuit Claude Lefèvre

Common Coauthors

Coauthor	Papers Together
Julien Trufin	22
Donatien Hainaut	12
Mhamed Mesfioui	8
Olivier Scaillet	6
Claude Lefèvre	6
Jean‐Philippe Boucher	6
Jan Dhaene	5
Johan Segers	4
Louis Eeckhoudt	4
Montserrat Guillén	4
Oana Purcaru	4
Anna Kiriliouk	4
Arthur Charpentier	3
Béatrice Rey	3
Moshe Shaked	3
Alfred Müller	3
Thomas Verdebout	3
Claude Lefèvre	3
Marc Goovaerts	2
Cindy Courtois	2
Philippe Lambert	2
Steven Vanduffel	2
Anne‐Cécile Goderniaux	2
Ana C. Cebrián	2
Jean‐François Walhin	2
Stefan Lang	2
Christian Y. Robert	2
R. Kaas	2
Marcin Detyniecki	1
Abdelouahid Tajar	1
Alexandre Corradin	1
Matteo Sammarco	1
Robert L. Winkler	1
Esther Frostig	1
Ph. Picard	1
Antoine Soetewey	1
Lu Yang	1
Ilia Tsetlin	1
Natacha Brouhns	1
Thomas Kneib	1
Catherine Legrand	1
Christian Genest	1
Xavier Maréchal	1
Mahmed Mesfioui	1
Jean Pinquet	1
Nadja Klein	1
Etienne De Vylder	1
Cl. Lefèvre	1
Julie Huyghe	1
Claude Lef�vre	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Stochastic orders and their applications	1994	Moshe Shaked J. George Shanthikumar	17
+ PDF Chat	The s-convex orders among real random variables, with applications	1998	Michel Denuit Claude Lefèvre Moshe Shaked	16
+	Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences	1997	Michel Denuit Claude Lefèvre	12
+	Extremal generators and extremal distributions for the continuous s-convex stochastic orderings	1999	Michel Denuit Etienne De Vylder Claude Lefèvre	10
+	Convex Functions, Partial Orderings, and Statistical Applications	1992	‎Josip Pečarić Frank Proschan Y. L. Tong	9
+ PDF Chat	Multivariate stochastic orderings and generating cones of functions	1991	Albert W. Marshall	9
+	Stochastic Orders Generated by Integrals: a Unified Study	1997	Alfred Müller	8
+	A class of bivariate stochastic orderings, with applications in actuarial sciences	1999	Michel Denuit Claude Lefèvre Mhamed Mesfioui	8
+	Automobile insurance ratemaking in the presence of asymmetrical information	1992	Georges Dionne C. Vanasse	7
+	Comparing sums of exchangeable Bernoulli random variables	1996	Claude Lefèvre Sergey Utev	7
+	Sur quelques propriétés des fonctions d'une ou de deux variables réelles	1933	Tibère Popoviciu	7
+	GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES	1999	Michel Denuit Claude Lefèvre Sergey Utev	6
+	On s-convex stochastic extrema for arithmetic risks	1999	Michel Denuit Claude Lefèvre Mhamed Mesfioui	6
+	Ordering claim size distributions and mixed Poisson probabilities	1995	R. Kaas Ole Hesselager	6
+	Experience Rating through Heterogeneous Models	2000	Jean Pinquet	6
+	The Poisson-Inverse Gaussian distribution as an alternative to the negative binomial	1987	Gordon E. Willmot	5
+	Convex Functions	1973	Dale E. Varberg	5
+	Longitudinal data analysis using generalized linear models	1986	Kung‐Yee Liang Scott L. Zeger	5
+	On modeling claim frequency data in general insurance with extra zeros	2005	Karen C.H. Yip Kelvin K.W. Yau	5
+	Non-life rate-making with Bayesian GAMs	2004	Michel Denuit Stefan Lang	5
+ PDF Chat	Risk Classification for Claim Counts	2007	Jean‐Philippe Boucher Michel Denuit Montserrat Guillén	5
+ PDF Chat	Generic Conditions for Forecast Dominance	2020	Fabian Krüger Johanna F. Ziegel	5
+ PDF Chat	Moment Matrices: Applications in Mixtures	1989	Bruce G. Lindsay	4
+	Global Dependence Stochastic Orders	2011	Moshe Shaked Miguel Á. Sordo Alfonso Suárez‐Llorens	4
+ PDF Chat	The Poisson Inverse Gaussian Regression Model in the Analysis of Clustered Counts Data	2021	Mohamed M. Shoukri Musa Hakan Asyalı R. VanDorp D.F. Kelton	4
+ PDF Chat	Moment-based oscillation properties of mixture models	1997	Bruce G. Lindsay Kathryn Roeder	4
+	Stochastic Ordering and Dependence in Applied Probability	1995	Ryszard Szekli	4
+	Supermodular Stochastic Orders and Positive Dependence of Random Vectors	1997	Moshe Shaked J. George Shanthikumar	4
+	Geometry of moment spaces	1953	Samuel Karlin Lloyd S. Shapley	4
+	Exponential and scale mixtures and equilibrium distributions	1998	Ole Hesselager Shaoyu Wang Gordon E. Willmot	4
+ PDF Chat	Determining Bounds on Expected Values of Certain Functions	1962	Bernard Harris	4
+ PDF Chat	Inequalities for Distributions with Given Marginals	1980	Andre H. Tchen	4
+	A mixed poisson–inverse‐gaussian regression model	1989	C. B. Dean Jerald F. Lawless Gordon E. Willmot	4
+	An Introduction to Generalized Linear Models.	1991	Potter C. Chang Annette J. Dobson	3
+	Multivariate Models and Multivariate Dependence Concepts	1997	Harry Joe	3
+	Continua of stochastic dominance relations for bounded probability distributions	1976	Peter C. Fishburn	3
+	Asymptotic Properties of Conditional Maximum-Likelihood Estimators	1970	Erling B. Andersen	3
+	Constraints on concordance measures in bivariate discrete data	2004	Michel Denuit Philippe Lambert	3
+ PDF Chat	Inequalities for the expectation of ?-monotone functions	1980	Ludger R�schendorf	3
+	Some Concepts of Dependence	2011	E. L. Lehmann	3
+ PDF Chat	Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses	2018	Michel Denuit Mhamed Mesfioui Julien Trufin	3
+	Testing for positive expectation dependence	2014	Xuehu Zhu Xu Guo Lu Lin Lixing Zhu	3
+	Elicitation of Personal Probabilities and Expectations	1971	Leonard J. Savage	3
+	Stochastic convexity and its applications	1988	Moshe Shaked J. George Shanthikumar	3
+	On the properties of some nonparametric concordance measures in the discrete case	2005	Mhamed Mesfioui Abdelouahid Tajar	3
+ PDF Chat	Making and Evaluating Point Forecasts	2011	Tilmann Gneiting	3
+	Summarizing Insurance Scores Using a Gini Index	2011	Edward W. Frees Glenn Meyers A. David Cummings	3
+ PDF Chat	Generalized Increasing Convex and Directionally Convex Orders	2010	Michel M. Denuit Mhamed Mesfioui	3
+	Local Regression and Likelihood	1999	Clive Loader	3
+ PDF Chat	Stochastic orders and their application to a unified approach to various concepts of dependence and association	1991	R. Bergmann	3