Michel Denuit

According to our database, Michel Denuit authored at least 15 papers between 1999 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction.

Michel Denuit, Christian Y. Robert

J. Multivar. Anal., 2021

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

Michel Denuit, Arthur Charpentier, Julien Trufin

CoRR, 2021

2018

Risk apportionment and multiply monotone targets.

Michel Denuit

Math. Soc. Sci., 2018

Collective loss reserving with two types of claims in motor third party liability insurance.

Michel Denuit, Julien Trufin

J. Comput. Appl. Math., 2018

2016

Stochastic approximations in CBD mortality projection models.

Samuel Gbari, Michel Denuit

J. Comput. Appl. Math., 2016

2013

Non-differentiable transformations preserving stochastic dominance.

Michel Denuit, Louis Eeckhoudt, Octave Jokung

J. Oper. Res. Soc., 2013

2010

Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes.

Michel Denuit, Béatrice Rey

Math. Soc. Sci., 2010

A General Index of Absolute Risk Attitude.

Michel Denuit, Louis Eeckhoudt

Manag. Sci., 2010

Stronger measures of higher-order risk attitudes.

Michel Denuit, Louis Eeckhoudt

J. Econ. Theory, 2010

Bivariate Stochastic Dominance and Substitute Risk-(In)dependent Utilities.

Michel Denuit, Louis Eeckhoudt

Decis. Anal., 2010

Some consequences of correlation aversion in decision science.

Michel Denuit, Louis Eeckhoudt, Béatrice Rey

Ann. Oper. Res., 2010

2007

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

Michel Denuit, Anne-Cécile Goderniaux, Olivier Scaillet

Technometrics, 2007

Bounds on convex reliability functions with known first moments.

Cindy Courtois, Michel Denuit

Eur. J. Oper. Res., 2007

2006

Discrete <i>s</i>-convex extremal distributions: Theory and applications.

Cindy Courtois, Michel Denuit, Sébastien Van Bellegem

Appl. Math. Lett., 2006

1999

Stochastic Orderings of Convex/Concave-Type on an Arbitrary Grid.

Michel Denuit, Claude Lefèvre, Sergey Utev

Math. Oper. Res., 1999