M
Michel Denuit
Researcher at Université catholique de Louvain
Publications - 380
Citations - 11289
Michel Denuit is an academic researcher from Université catholique de Louvain. The author has contributed to research in topics: Random variable & Life insurance. The author has an hindex of 48, co-authored 369 publications receiving 10533 citations. Previous affiliations of Michel Denuit include Catholic University of Leuven & University of Arizona.
Papers
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Journal ArticleDOI
A Poisson log-bilinear regression approach to the construction of projected lifetables
TL;DR: In this paper, the Lee-C Carter model is used to forecast age-specific mortality rates, life expectancies and life annuities net single premiums in the Belgian whole life annuity market.
Book
Actuarial Theory for Dependent Risks: Measures, Orders and Models
TL;DR: In this article, the authors provide an essential guide to managing modern financial risk by combining coverage of stochastic order and risk measure theories with the basics of risk management, including dependence concepts and dependence orderings.
Journal ArticleDOI
The Concept of Comonotonicity in Actuarial Science and Finance: Theory
TL;DR: In this paper, the authors consider the problem of approximating the distribution function of a sum of random variables in an insurance portfolio over a certain reference period, where the assumption of mutual independence between the components of the sum is very convenient from a computational point of view, but sometimes not realistic.
Book
Modern Actuarial Risk Theory
TL;DR: In this article, the authors present methods that are relevant for actuarial practice, as well as generalised linear models with an eye on actuarial applications, which are used in their work.
Journal ArticleDOI
The concept of comonotonicity in actuarial science and finance: theory
TL;DR: In this paper, the authors consider the problem of approximating the distribution function of a sum of random variables in an insurance portfolio over a certain reference period, where the assumption of mutual independence between the components of the sum is very convenient from a computational point of view, but sometimes not realistic.