Michel Denuit

Publication Activity (10 Years)

Years Active: 1999-2021
Publications (10 Years): 5

Top Topics

Machine Learning

Stochastic Dominance

Autocalibration

Monotonicity Property

Top Venues

J. Comput. Appl. Math.

Math. Soc. Sci.

J. Oper. Res. Soc.

Publications

Michel Denuit, Arthur Charpentier, Julien Trufin
Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning. CoRR (2021)
Michel Denuit, Christian Y. Robert
Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction. J. Multivar. Anal. 186 (2021)
Michel Denuit, Julien Trufin
Collective loss reserving with two types of claims in motor third party liability insurance. J. Comput. Appl. Math. 335 (2018)
Michel Denuit
Risk apportionment and multiply monotone targets. Math. Soc. Sci. 92 (2018)
Samuel Gbari, Michel Denuit
Stochastic approximations in CBD mortality projection models. J. Comput. Appl. Math. 296 (2016)
Michel Denuit, Louis Eeckhoudt, Octave Jokung
Non-differentiable transformations preserving stochastic dominance. J. Oper. Res. Soc. 64 (9) (2013)
Michel Denuit, Louis Eeckhoudt
Stronger measures of higher-order risk attitudes. J. Econ. Theory 145 (5) (2010)
Michel Denuit, Louis Eeckhoudt
A General Index of Absolute Risk Attitude. Manag. Sci. 56 (4) (2010)
Michel Denuit, Louis Eeckhoudt
Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities. Decis. Anal. 7 (3) (2010)
Michel Denuit, Béatrice Rey
Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes. Math. Soc. Sci. 60 (2) (2010)
Michel Denuit, Louis Eeckhoudt, Béatrice Rey
Some consequences of correlation aversion in decision science. Ann. Oper. Res. 176 (1) (2010)
Michel Denuit, Anne-Cécile Goderniaux, Olivier Scaillet
A Kolmogorov-Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives. Technometrics 49 (1) (2007)
Cindy Courtois, Michel Denuit
Bounds on convex reliability functions with known first moments. Eur. J. Oper. Res. 177 (1) (2007)
Cindy Courtois, Michel Denuit, Sébastien Van Bellegem
-convex extremal distributions: Theory and applications. Appl. Math. Lett. 19 (12) (2006)
Michel Denuit, Claude Lefèvre, Sergey Utev
Stochastic Orderings of Convex/Concave-Type on an Arbitrary Grid. Math. Oper. Res. 24 (4) (1999)