Michel Denuit

UCLouvain — Belgium

Social Sciences · Social Sciences

46h-index10.2kcitations470works1.42yr avg
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Research Topics

Insurance, Mortality, Demography, Risk Management(196), Probability and Risk Models(148), Insurance and Financial Risk Management(129), Risk and Portfolio Optimization(68), Global Health Care Issues(67)

Publications470 total

DPTree and DPForest: tree-based methods fulfilling demographic parity
Annals of Actuarial Science·2025Open Access
Comparison of predictors’ performance in insurance pricing: testing for Bregman dominance based on Murphy diagrams
European Actuarial Journal·2025Open Access
Semi-Markov modeling for disease incidence risk and duration
Biostatistics & Epidemiology·2025Open Access
An axiomatic characterization of the quantile risk-sharing rule
Scandinavian Actuarial Journal·2025· 2 cited
Peer-to-Peer Basis Risk Management for Renewable Production Parametric Insurance
arXiv (Cornell University)·2025Open Access
Simpson’s Paradox for Kendall’s Rank Coefficient
Methodology And Computing In Applied Probability·2025
Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal
European Actuarial Journal·2024· 2 cited
Convex and Lorenz orders under balance correction in nonlife insurance pricing: Review and new developments
Insurance Mathematics and Economics·2024· 1 citedOpen Access
Bivariate Poisson Credibility Model and Bonus–Malus Scale for Claim and Near-Claim Events
North American Actuarial Journal·2024· 1 cited
Testing for auto-calibration with Lorenz and Concentration curves
Insurance Mathematics and Economics·2024· 8 citedOpen Access
Health indices for disease incidence risk and duration in the Semi-Markov setting
2024· 2 citedOpen Access
Boosted Poisson regression trees: a guide to the <tt>BT</tt> package in <tt>R</tt>
Annals of Actuarial Science·2024· 1 citedOpen Access
Crédibilité linéaire bivariée utilisant le nombre de périodes avec réclamations : modèles de Poisson, modèles à barrière et modèles gonflés à zéro
Assurances et gestion des risques·2023· 2 citedOpen Access
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking
Scandinavian Actuarial Journal·2023· 2 citedOpen Access
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Insurance Mathematics and Economics·2023Open Access
Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration
European Actuarial Journal·2023· 15 citedOpen Access
Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models
Decisions in Economics and Finance·2023· 1 citedOpen Access
Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance
SSRN Electronic Journal·2023· 9 citedOpen Access
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Insurance Mathematics and Economics·2022· 7 citedOpen Access
Does autocalibration improve goodness of lift?
European Actuarial Journal·2022· 7 citedOpen Access
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Frequent Co-authors

Jan Dhaene(12), Marc Goovaerts(7), Natacha Brouhns(5), Rob Kaas(5), Montserrat Guillén(4), Jeroen K. Vermunt(3), Antoine Delwarde(3), Claude Lefèvre(3), R. Kaas(2), Philippe Lambert(2), Pierre Devolder(2), Anne‐Cécile Goderniaux(2), Christian Genest(2), Étienne Marceau(2), Jean‐Philippe Boucher(2), Stefan Lang(2), Mathieu Pigeon(2), Katrien Antonio(2), Louis Eeckhoudt(2), Christian Y. Robert(2)