Michel Denuit

15 papers Journal 15
YearRankTypeTitle / Venue / Authors
2021 J jnl
Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning.
CoRR
Michel Denuit, Arthur Charpentier, Julien Trufin
2021 J jnl
Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction.
J. Multivar. Anal.
Michel Denuit, Christian Y. Robert
2018 J jnl
Collective loss reserving with two types of claims in motor third party liability insurance.
J. Comput. Appl. Math.
Michel Denuit, Julien Trufin
2018 J jnl
Risk apportionment and multiply monotone targets.
Math. Soc. Sci.
Michel Denuit
2016 J jnl
Stochastic approximations in CBD mortality projection models.
J. Comput. Appl. Math.
Samuel Gbari, Michel Denuit
2013 J jnl
Non-differentiable transformations preserving stochastic dominance.
J. Oper. Res. Soc.
Michel Denuit, Louis Eeckhoudt, Octave Jokung
2010 J jnl
A General Index of Absolute Risk Attitude.
Manag. Sci.
Michel Denuit, Louis Eeckhoudt
2010 J jnl
Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities.
Decis. Anal.
Michel Denuit, Louis Eeckhoudt
2010 J jnl
Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes.
Math. Soc. Sci.
Michel Denuit, Béatrice Rey
2010 J jnl
Some consequences of correlation aversion in decision science.
Ann. Oper. Res.
Michel Denuit, Louis Eeckhoudt, Béatrice Rey
2010 J jnl
Stronger measures of higher-order risk attitudes.
J. Econ. Theory
Michel Denuit, Louis Eeckhoudt
2007 J jnl
A Kolmogorov-Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives.
Technometrics
Michel Denuit, Anne-Cécile Goderniaux, Olivier Scaillet
2007 J jnl
Bounds on convex reliability functions with known first moments.
Eur. J. Oper. Res.
Cindy Courtois, Michel Denuit
2006 J jnl
Discrete
Appl. Math. Lett.
Cindy Courtois, Michel Denuit, Sébastien Van Bellegem
1999 J jnl
Stochastic Orderings of Convex/Concave-Type on an Arbitrary Grid.
Math. Oper. Res.
Michel Denuit, Claude Lefèvre, Sergey Utev