Michel Denuit

According to our database1, Michel Denuit authored at least 14 papers between 1999 and 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2021
Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning.
CoRR, 2021

2018
Risk apportionment and multiply monotone targets.
Math. Soc. Sci., 2018

Collective loss reserving with two types of claims in motor third party liability insurance.
J. Comput. Appl. Math., 2018

2016
Stochastic approximations in CBD mortality projection models.
J. Comput. Appl. Math., 2016

2013
Non-differentiable transformations preserving stochastic dominance.
J. Oper. Res. Soc., 2013

2010
Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes.
Math. Soc. Sci., 2010

A General Index of Absolute Risk Attitude.
Manag. Sci., 2010

Stronger measures of higher-order risk attitudes.
J. Econ. Theory, 2010

Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities.
Decis. Anal., 2010

Some consequences of correlation aversion in decision science.
Ann. Oper. Res., 2010

2007
A Kolmogorov-Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives.
Technometrics, 2007

Bounds on convex reliability functions with known first moments.
Eur. J. Oper. Res., 2007

2006
Discrete <i>s</i>-convex extremal distributions: Theory and applications.
Appl. Math. Lett., 2006

1999
Stochastic Orderings of Convex/Concave-Type on an Arbitrary Grid.
Math. Oper. Res., 1999


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