Zobrazeno 1 - 10
of 258
pro vyhledávání: '"Michel Denuit"'
Publikováno v:
Journal of Numerical Analysis and Approximation Theory, Vol 32, Iss 2 (2003)
The motivation of the paper is to construct the largest and smallest families of functions that allow us to generate the bivariate continuous stochastic orderings of increasing convex type introduced recently in Denuit et al. (1999). The main step wi
Externí odkaz:
https://doaj.org/article/cd8c9902099a40659e0cebecadc95d1b
Autor:
Michel Denuit, Christian Y. Robert
Publikováno v:
Insurance: Mathematics and Economics. 108:46-59
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e9f7a594bf619ad4671159bdca64e79
https://doi.org/10.1016/j.insmatheco.2022.11.003
https://doi.org/10.1016/j.insmatheco.2022.11.003
Autor:
Michel Denuit, Julien Trufin
Publikováno v:
European Actuarial Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1969d31d5bf83d55d9b08f34e4d8e3cb
https://doi.org/10.1007/s13385-023-00353-5
https://doi.org/10.1007/s13385-023-00353-5
Publikováno v:
European Actuarial Journal. 13:487-489
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d366f1ad15ad43be6c3b650a118039d3
https://doi.org/10.1007/s13385-022-00332-2
https://doi.org/10.1007/s13385-022-00332-2
Publikováno v:
Journal of Risk and Insurance, Vol. 89, no.3, p. 615-667 (2022)
This paper offers a systematic treatment of risk-sharing rules for insurance losses, based on a list of relevant properties. A number of candidate risk-sharing rules are considered, including the conditional mean risk-sharing rule proposed in Denuit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::889e60a19803ee9a204d8709b6807e92
https://doi.org/10.1111/jori.12385
https://doi.org/10.1111/jori.12385
Publikováno v:
European Actuarial Journal, Vol. 12, p. 813–837 (2022)
Advancements in medicine and biostatistics have already resulted in a better access to insurance for people diagnosed with cancer. This materializes into the “right to be forgotten” adopted in several EU member states, granting access to insuranc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8590f3854238d7e099f29dc9352ff6ec
https://doi.org/10.1007/s13385-022-00308-2
https://doi.org/10.1007/s13385-022-00308-2
Autor:
Meitner Cadena, Michel Denuit
Publikováno v:
Decisions in Economics and Finance.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5afaf8ad8708854cc6ba7b0aee35e7b5
https://doi.org/10.1007/s10203-023-00391-4
https://doi.org/10.1007/s10203-023-00391-4
Publikováno v:
Insurance: Mathematics and Economics, Vol. 101, p. 163-172 (2021)
Modern data science tools are effective to produce predictions that strongly correlate with responses. Model comparison can therefore be based on the strength of dependence between responses and their predictions. Positive expectation dependence turn
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::60f547931835ee5b0f7b9980a8eb8721
https://doi.org/10.1016/j.insmatheco.2021.07.008
https://doi.org/10.1016/j.insmatheco.2021.07.008
Autor:
Christian Y. Robert, Michel Denuit
Publikováno v:
Insurance: Mathematics and Economics, Vol. 101, part B, p. 640-644 (2021)
This paper supplements the previous contribution by Denuit and Robert (2021) . First, the compound Poisson case is revisited and the strong law of large number is rigorously established for the conditional expectations defining the conditional mean r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::86c599464cb40d431d58c74c6c99785b
https://doi.org/10.1016/j.insmatheco.2021.09.002
https://doi.org/10.1016/j.insmatheco.2021.09.002
Autor:
Michel Denuit, Christian Y. Robert
Publikováno v:
Insurance: Mathematics and Economics. 100:210-233
This paper considers a peer-to-peer (P2P) insurance scheme where the higher layer is transferred to a (re-)insurer and retained losses are distributed among participants according to the conditional mean risk sharing rule proposed by Denuit and Dhaen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::504381ba44b1b9389cef905473d71090
https://doi.org/10.1016/j.insmatheco.2021.05.007
https://doi.org/10.1016/j.insmatheco.2021.05.007