Pension Insurance and Financial Risks
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2026So, K., Barigou, K., & Robben, J. (2026). Climate–Driven Mortality Forecasting Using Deep Learning (LIDAM Discussion Paper ISBA 2026/25).
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Henshaw, K., Ramirez, J., Flores Contro, J., Thomann, E., Loke, S.-H., & Constantinescu, C. (2026). On the Impact of Insurance on Households Susceptible to Random Proportional Losses: An Analysis of Poverty Trapping (LIDAM Discussion Paper ISBA 2026/22).
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Dendoncker, V., Denuit, M., & Robert, C. (2026). Reverse-time scores and convex-order monotonicity for additive processes with Lévy clocks (LIDAM Discussion Paper ISBA 2026/23).
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Dendoncker, V., Denuit, M., & Robert, C. (2026). Convex order monotonicity of conditional mean predictors in latent mixture models (LIDAM Discussion Paper ISBA 2026/20).
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Denuit, M., Dhaene, J., & Robert, C. (2026). Conditional mean risk sharing with settlement delays in peer-to-peer disability insurance (LIDAM Discussion Paper ISBA 2026/18).
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Kouton, S. D. D., Barigou, K., & Nguyen, T. (2026). Pricing life insurance using bivariate temperature-mortality seasonal hidden Markov models (LIDAM Discussion Paper ISBA 2026/19).
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Denuit, M., & Robert, C. (2026). Fully-funded risk-sharing schemes (LIDAM Discussion Paper ISBA 2026/14).
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Denuit, M., Michaelides, M., & Trufin, J. (2026). Balance and fairness through multicalibration in nonlife insurance pricing (LIDAM Discussion Paper ISBA 2026/15).
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Hainaut, D. (2026). An economic-environmental approach for regional mortality (LIDAM Discussion Paper ISBA 2026/01).
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Azcue, P., Constantinescu, C., Flores Contro, J., & Muler, N. (2026). Optimal Cash Transfers and Microinsurance to Reduce Social Protection Costs (LIDAM Discussion Paper ISBA 2026/10).
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Hainaut, D. (2026). Explaining Regional Mortality Differences with an Economic-Neural Model: Evidence from European NUTS-2 Regions (LIDAM Discussion Paper ISBA 2026/09).
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Denuit, M., Flores Contro, J., & Robert, C. Y. (2026). Linear risk sharing in community-based insurance: ruin reduction in the compound poisson model (LIDAM Discussion Paper ISBA 2026/07).
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2025Belhouari, O., Devolder, P., & Linders, D. (2025). The Three-step method in a dynamic setting (LIDAM Discussion Paper ISBA 2025/18).
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Abi Jaber, E., Hainaut, D., & Motte, E. (2025). Signature approach for pricing and hedging path-dependent options with frictions (LIDAM Discussion Paper ISBA 2025/23).
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Hainaut, D., & Dupret, J.-L. (2025). Optimal control by policy improvements and constrained Gaussian process regressions (LIDAM Discussion Paper ISBA 2025/12).
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Alimoradian, B., Barigou, K., & Eyraud-Loisel, A. (2025). Derivatives under Market Impact: Disentangling Cost and Information (LIDAM Discussion Paper ISBA 2025/02).
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Hainaut, D., & Denuit, M. (2025). Insurance risk classification with Generalized Gaussian Process Regression models (LIDAM Discussion Paper ISBA 2025/04).
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Denuit, M., & Trufin, J. (2025). Another look at the zero integral difference between lorenz and concentration curves in supervised learning (LIDAM Discussion Paper ISBA 2025/26).
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Denuit, M., Michaelides, M., Trufin, J., & Verelst, H. (2025). Wasserstein boosting trees algorithm for count data, with application to claim frequencies in motor insurance (LIDAM Discussion Paper ISBA 2025/24).
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Devolder, P., & Hartmann, K. (2025). Pensions des pouvoirs locaux en Belgique : La réforme de 2018 à l’épreuve de l’équité intergénérationnelle (LIDAM Discussion Paper ISBA 2025/01).
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Hainaut, D. (2025). In-processing of actuarial and equity fairness constraints for Neural networks (LIDAM Discussion Paper ISBA 2025/11).
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Abi Jaber, E., Hainaut, D., & Motte, E. (2025). The Volterra Stein-Stein model with stochastic interest rates (LIDAM Discussion Paper ISBA 2025/03).
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Denuit, M., Petit, R., Simon, P.-A., & Trufin, J. (2025). Recursive partitioning based on gini index for insurance pricing (LIDAM Discussion Paper ISBA 2025/25).
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Denuit, M., & Trufin, J. (2025). Comparison of predictors’ performance in insurance pricing: testing for Bregman dominance based on Murphy diagrams (LIDAM Discussion Paper ISBA 2024/25).
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Niakh, F., Bassière, A., Denuit, M., & Robert, C. (2025). Peer-to-Peer Basis Risk Management for Renewable Production Parametric Insurance (LIDAM Discussion Paper ISBA 2025/07).
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2024Morsomme, H., Alonso-Garcia, J., & Devolder, P. (2024). Intergenerational risk sharing in pay-as-you-go pension schemes (LIDAM Discussion Paper ISBA 2024/11).
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Hainaut, D., & Vrins, F. (2024). European option pricing with model constrained Gaussian process regressions (LIDAM Discussion Paper ISBA 2024/21).
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Hainaut, D., & Devineau, L. (2024). Participating life insurances in an equity-Libor Market Model (LIDAM Discussion Paper ISBA 2024/15).
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Hainaut, D. (2024). American option pricing with model constrained Gaussian process regressions (LIDAM Discussion Paper ISBA 2024/23).
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Dupret, J.-L., & Hainaut, D. (2024). Deep learning for high-dimensional continuous-time stochastic optimal control without explicit solution (LIDAM Discussion Paper ISBA 2024/16).
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Hainaut, D., & Casas, A. (2024). Option pricing in the Heston model with Physics inspired neural networks (LIDAM Discussion Paper ISBA 2024/02).
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Goes, J., Barigou, K., & Leucht, A. (2024). Bayesian mortality modelling with pandemics: a vanishing jump approach (LIDAM Discussion Paper ISBA 2024/24).
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Denuit, M., Ortega Jiménez, P., & Robert, C. Y. (2024). No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses (LIDAM Discussion Paper ISBA 2024/19).
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Motte, E., & Hainaut, D. (2024). Efficient hedging of life insurance portfolio for loss-averse insurers (LIDAM Discussion Paper ISBA 2024/13).
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Leunga Njike, C. G., & Hainaut, D. (2024). Affine Heston model style with self-exciting jumps and long memory (LIDAM Discussion Paper ISBA 2024/01).
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Denuit, M., Ortega Jiménez, P., & Robert, C. Y. (2024). Conditional expectations given the sum of independent random variables with regularly varying densities (LIDAM Discussion Paper ISBA 2024/06).
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Soetewey, A., Legrand, C., Denuit, M., & Silversmit, G. (2024). Health indices for disease incidence risk and duration in the Semi-Markov setting (LIDAM Discussion Paper ISBA 2023/13).
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2023Belhouari, O., Deelstra, G., & Devolder, P. (2023). Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework (LIDAM Discussion Paper ISBA 2023/23).
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Jamotton, C., Hainaut, D., & Hames, T. (2023). Insurance analytics with clustering techniques (LIDAM Discussion Paper ISBA 2023/02).
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Hainaut, D., & Akbaraly, A. (2023). Risk management with Local Least Squares Monte-Carlo (LIDAM Discussion Paper ISBA 2023/03).
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Hainaut, D., Chen, M., & Scalas, E. (2023). The rough Hawkes process (LIDAM Discussion Paper ISBA 2023/07).
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Dupret, J.-L., & Hainaut, D. (2023). A fractional Hawkes process for illiquidity modeling (LIDAM Discussion Paper ISBA 2023/01).
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Dupret, J.-L., & Hainaut, D. (2023). Optimal liquidation under indirect price impact with propagator (LIDAM Discussion Paper ISBA 2023/12).
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Denuit, M., & Robert, C. Y. (2023). Conditional mean risk sharing of independent discrete losses in large pools (LIDAM Discussion Paper ISBA 2023/10).
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Simon, P.-A., Trufin, J., & Denuit, M. (2023). Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events (LIDAM Discussion Paper ISBA 2023/14).
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Dhaene, J., Robert, C. Y., Cheung, K. C., & Denuit, M. (2023). An axiomatic theory for comonotonicity-based risk sharing (LIDAM Discussion Paper ISBA 2023/28).
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Denuit, M., Dhaene, J., Ghossoub, M., & Robert, C. Y. (2023). Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance (LIDAM Discussion Paper ISBA 2023/05).
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Al-Hassan, H., Devolder, P., Nayrko, C., & Nokoh, K. S. (2023). A Simple Two Period Overlapping Generation (OLG) Model For Public Pension Scheme (PAYG) (LIDAM Discussion Paper ISBA 2023/33).
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Diakite, K., & Devolder, P. (2023). Automatic Adjustment Mechanisms in Public Pension Schemes to Address Population Ageing and Socioeconomic Disparities in Longevity (LIDAM Discussion Paper ISBA 2023/22).
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Motte, E., & Hainaut, D. (2023). Partial hedging in rough volatility models (LIDAM Discussion Paper ISBA 2023/26).
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Hainaut, D. (2023). Valuation of guaranteed minimum accumulation benefits (GMAB) with physics inspired neural networks (LIDAM Discussion Paper ISBA 2023/29).
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Hainaut, D. (2023). A mutually exciting rough jump diffusion for financial modelling (LIDAM Discussion Paper ISBA 2023/11).
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Willame, G., Trufin, J., & Denuit, M. (2023). Boosted Poisson regression trees: A guide to the BT package in R (LIDAM Discussion Paper ISBA 2023/08).
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Denuit, M., & Robert, C. Y. (2023). Endowment contingency funds for mutual aid and public financing (LIDAM Discussion Paper ISBA 2023/09).
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2022AL-Hassan, H., & Devolder, P. (2022). Stochastic Modellization of Hybrid Public Pension Plans (PAYG) under Demographic Risks with Application to the Belgian Case (LIDAM Discussion Paper ISBA 2022/42).
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Ketelbuters, J. J., & Hainaut, D. (2022). A recursive method for computing moments of Hawkes intensities: application to the potential approach of credit risk (LIDAM Discussion Paper ISBA 2022/26).
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Ketelbuters, J. J., & Hainaut, D. (2022). Option pricing and hedging in illiquid markets in presence of jump clustering (LIDAM Discussion Paper ISBA 2022/25).
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Denuit, M., & Trufin, J. (2022). Autocalibration by balance correction in nonlife insurance pricing (LIDAM Discussion Paper ISBA 2022/41).
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Denuit, M., Trufin, J., & Verdebout, T. (2022). Boosting on the responses with Tweedie loss functions (LIDAM Discussion Paper ISBA 2022/39).
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Denuit, M., & Trufin, J. (2022). Tweedie dominance for autocalibrated predictors and Laplace transform order (LIDAM Discussion Paper ISBA 2022/40).
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Denuit, M., & Trufin, J. (2022). Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration (LIDAM Discussion Paper ISBA 2022/33).
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Zeddouk, F., & Devolder, P. (2022). Pricing and hedging of longevity basis risk through securitization (LIDAM Discussion Paper ISBA 2022/38).
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Denuit, M., & Robert, C. Y. (2022). Dynamic conditional mean risk sharing in the compound Poisson surplus model (LIDAM Discussion Paper ISBA 2022/34).
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Denuit, M., & Robert, C. Y. (2022). Allocation of benefits in mutual aid and survivor funds (LIDAM Discussion Paper ISBA 2022/29).
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2026Belhouari, O., Devolder, P., & Linders, D. (2026). The Three-step method in a dynamic setting. Annals of Actuarial Science. Accepted/in-press. https://doi.org/10.1017/s1748499526100323 (Original work published 2026)
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Robben, J., Barigou, K., & Kleinow, T. (2026). Granular mortality modeling with temperature and epidemic shocks: a three-state regime-switching approach. Insurance: Mathematics and Economics, 128, 103250. https://doi.org/10.1016/j.insmatheco.2026.103250 (Original work published 2026)
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Simon, P.-A., Denuit, M., & Trufin, J. (2026). DPTree and DPForest: tree-based methods fulfilling demographic parity. Annals of Actuarial Science, 20(1), 96-114. https://doi.org/10.1017/S1748499525100092 (Original work published 2026)
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Denuit, M., Ortega Jiménez, P., & Robert, C. Y. (2026). No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses. Insurance: Mathematics and Economics, 126, 103195. https://doi.org/10.1016/j.insmatheco.2025.103195 (Original work published 2026)
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Alimoradian, B., Barigou, K., & Eyraud, A. (2026). Information-Neutral Hedging of Derivatives Under Market Impact and Manipulation Risk. International Journal of Financial Studies, 14(1), 2. https://doi.org/10.3390/ijfs14010002 (Original work published 2026)
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2025Motte, E., & Hainaut, D. (2025). Efficient hedging of life insurance portfolio for loss-averse insurers. Insurance: Mathematics and Economics, 123, 103116. https://doi.org/10.1016/j.insmatheco.2025.103116 (Original work published 2025)
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Dupret, J.-L., & Hainaut, D. (2025). Optimal liquidation under indirect price impact with propagator. Quantitative Finance, 25(3), 359-381. https://doi.org/10.1080/14697688.2025.2463368 (Original work published 2025)
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Hainaut, D., & Devineau , L. (2025). Participating life insurances in an equity-Libor market model. European Actuarial Journal, 15(2), 381-415. https://doi.org/10.1007/s13385-025-00414-x (Original work published 2025)
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Denuit, M., & Robert, C. Y. (2025). Equal compensations under actuarially fair contributions in endowment contingency funds. Risk Sciences, 1, 100005. https://doi.org/10.1016/j.risk.2024.100005 (Original work published 2025)
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Soetewey, A., Legrand, C., Denuit, M., & Silversmit, G. (2025). Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal. European Actuarial Journal, 15, 15-43. https://doi.org/10.1007/s13385-024-00403-6 (Original work published 2025)
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Morsomme, H., Alonso-Garcia, J., & Devolder, P. (2025). Intergenerational risk sharing in pay-as-you-go pension schemes. Scandinavian Actuarial Journal, 2025(4), 404-432. https://doi.org/10.1080/03461238.2024.2427229 (Original work published 2025)
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Devolder, P., & Hartmann, K. (2025). Pensions des pouvoirs locaux en Belgique : la réforme de 2018 à l’épreuve de l’équité intergénérationnelle. Revue Belge de Sécurité Sociale, 66(4), 633-672. (Original work published 2025)
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Diakite, K., Devolder, P., & Menzietti, M. (2025). Inter and intra-generational fairness for public pension systems in multi-population mortality models. Scandinavian Actuarial Journal. Accepted/in-press. https://doi.org/10.1080/03461238.2025.2592288 (Original work published 2025)
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Dupret, J.-L., & Hainaut, D. (2025). A fractional Hawkes process for illiquidity modeling. Mathematics and Financial Economics, 19(1), 143-181. https://doi.org/10.1007/s11579-024-00379-7 (Original work published 2025)
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Hainaut, D., Chen, J., & Scalas, E. (2025). The rough Hawkes process. Communications in Statistics: Theory and Methods, 54(11), 3322-3349. https://doi.org/10.1080/03610926.2024.2389959 (Original work published 2025)
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Denuit, M., Trufin, J., & Verdebout, T. (2025). Comparison of predictors’ performance in insurance pricing: testing for Bregman dominance based on Murphy diagrams. European Actuarial Journal, 15, 493-504. https://doi.org/10.1007/s13385-025-00429-4 (Original work published 2025)
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Denuit, M., Ortega Jiménez, P., & Robert, C. Y. (2025). Conditional expectations given the sum of independent random variables with regularly varying densities. Astin Bulletin : the journal of the International Actuarial Association, 55(2), 449-485. https://doi.org/10.1017/asb.2025.11 (Original work published 2025)
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Simon, P.-A., Trufin, J., & Denuit, M. (2025). Bivariate Poisson Credibility Model and Bonus–Malus Scale for Claim and Near-Claim Events. North American Actuarial Journal, 29(1), 74-93. https://doi.org/10.1080/10920277.2023.2293210 (Original work published 2025)
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Soetewey, A., Legrand, C., Denuit, M., & Silversmit, G. (2025). Semi-Markov modeling for disease incidence risk and duration. Biostatistics and Epidemiology, 9(1), e2517916. https://doi.org/10.1080/24709360.2025.2517916 (Original work published 2025)
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Goes, J., Barigou, K., & Leucht, A. (2025). Bayesian mortality modelling with pandemics: a vanishing jump approach. Journal of the Royal Statistical Society. Series C, Applied statistics, 74(4), 1150-1182. https://doi.org/10.1093/jrsssc/qlaf018 (Original work published 2025)
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2024Belhouari, O., Deelstra, G., & Devolder, P. (2024). Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework. European Actuarial Journal. Published. https://doi.org/10.1007/s13385-024-00396-2 (Original work published 2024)
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Deelstra, G., Devolder, P., & Roelants du Vivier, B. (2024). Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products. Astin Bulletin : the journal of the International Actuarial Association, 54(3), 569-599. https://doi.org/10.1017/asb.2024.20 (Original work published 2024)
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Hainaut, D. (2024). A mutually exciting rough jump-diffusion for financial modelling. Fractional Calculus and Applied Analysis, 27(1), 319-352. https://doi.org/10.1007/s13540-023-00234-4 (Original work published 2024)
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Hainaut, D. (2024). Valuation of guaranteed minimum accumulation benefits (GMABs) with physics-inspired neural networks. Annals of Actuarial Science, 18(2), 442-473. https://doi.org/10.1017/S1748499524000095 (Original work published 2024)
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Hainaut, D., & Casas, A. (2024). Option pricing in the Heston model with physics inspired neural networks. Annals of Finance, 20(3), 353-376. https://doi.org/10.1007/s10436-024-00452-7 (Original work published 2024)
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Huyghe, J., Trufin, J., & Denuit, M. (2024). Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking. Scandinavian Actuarial Journal, 2024(5), 417-439. https://doi.org/10.1080/03461238.2023.2258135 (Original work published 2024)
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Denuit, M., Huyghe, J., Trufin, J., & Verdebout, T. (2024). Testing for auto-calibration with Lorenz and Concentration curves. Insurance: Mathematics and Economics, 117, 130-139. https://doi.org/10.1016/j.insmatheco.2024.04.003 (Original work published 2024)
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Denuit, M., & Robert, C. Y. (2024). Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools. Methodology and Computing in Applied Probability, 26, 36. https://doi.org/10.1007/s11009-024-10106-w (Original work published 2024)
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Willame, G., Trufin, J., & Denuit, M. (2024). Boosted Poisson regression trees: a guide to the BT package in R. Annals of Actuarial Science, 18(3), 605-625. https://doi.org/10.1017/S174849952300026X (Original work published 2024)
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Motte, E., & Hainaut, D. (2024). Partial Hedging in Rough Volatility Models. SIAM Journal on Financial Mathematics, 15(3), 601-652. https://doi.org/10.1137/23M1583090 (Original work published 2024)
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Hanna, V., & Devolder, P. (2024). Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates. European Actuarial Journal, 14, 63-98. https://doi.org/10.1007/s13385-023-00354-4 (Original work published 2024)
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Devolder, P., Russo, E., & Staino, A. (2024). Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach. Astin Bulletin : the journal of the International Actuarial Association, 54(2), 385-409. https://doi.org/10.1017/asb.2024.5 (Original work published 2024)
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Van Oirbeek, R., Vandervorst, F., Bury, T., Willame, G., Grumiau, C., & Verdonck, T. (2024). Non-Differentiable Loss Function Optimization and Interaction Effect Discovery in Insurance Pricing Using the Genetic Algorithm. Risks, 12(5), 79. https://doi.org/10.3390/risks12050079 (Original work published 2024)
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Hanna, V., & Devolder, P. (2024). Deterministic lifestyle investment strategy in mixed life insurance contracts. Decisions in Economics and Finance : a journal of applied mathematics. Published. https://doi.org/10.1007/s10203-024-00480-y (Original work published 2024)
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Zeddouk, F., & Devolder, P. (2024). Pricing and hedging of longevity basis risk through securitisation. Astin Bulletin : the journal of the International Actuarial Association, 54(1), 159-184. https://doi.org/10.1017/asb.2023.37 (Original work published 2024)
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Leunga Njike, C. G., & Hainaut, D. (2024). Affine Heston model style with self-exciting jumps and long memory. Annals of Finance, 20(1), 1-43. https://doi.org/10.1007/s10436-023-00436-z (Original work published 2024)
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Ketelbuters, J. J., & Hainaut, D. (2024). A Recursive Method for Fractional Hawkes Intensities and the Potential Approach of Credit Risk. Journal of Computational and Applied Mathematics, 448, 115895. https://doi.org/10.1016/j.cam.2024.115895 (Original work published 2024)
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Denuit, M., Dhaene, J., Ghossoub, M., & Robert, C. Y. (2024). Comonotonicity and Pareto optimality, with application to collaborative insurance. Insurance: Mathematics and Economics, 120, 1-16. https://doi.org/10.1016/j.insmatheco.2024.11.001 (Original work published 2024)
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Denuit, M., & Trufin, J. (2024). Convex and Lorenz orders under balance correction in nonlife insurance pricing: Review and new developments. Insurance: Mathematics and Economics, 118, 123-128. https://doi.org/10.1016/j.insmatheco.2024.06.003 (Original work published 2024)
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Jamotton, C., & Hainaut, D. (2024). Variational AutoEncoder for synthetic insurance data. Intelligent Systems with Applications, 24, 200455. https://doi.org/10.1016/j.iswa.2024.200455 (Original work published 2024)
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Jamotton, C., Hainaut, D., & Hames, T. (2024). Insurance Analytics with Clustering Techniques. Risks, 12(9), 141. https://doi.org/10.3390/risks12090141 (Original work published 2024)
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2023Hindriks, J., & Devolder, P. (2023). Cadre pour une réforme acceptable des pensions. Regards économiques, 178. https://doi.org/10.14428/regardseco/2023.02.17.01 (Original work published 2023)
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Hainaut, D. (2023). Pricing of spread and exchange options in a rough jump–diffusion market. Journal of Computational and Applied Mathematics, 149, 114752. https://doi.org/10.1016/j.cam.2022.114752 (Original work published 2023)
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Denuit, M., & Robert, C. Y. (2023). Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model. Insurance: Mathematics and Economics, 112, 23-32. https://doi.org/10.1016/j.insmatheco.2023.05.008 (Original work published 2023)
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Ciatto, N., Verelst, H., Trufin, J., & Denuit, M. (2023). Does autocalibration improve goodness of lift? European Actuarial Journal, 13(1), 479-486. https://doi.org/10.1007/s13385-022-00330-4 (Original work published 2023)
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Denuit, M., & Robert, C. Y. (2023). From risk reduction to risk elimination by conditional mean risk sharing of independent losses. Insurance: Mathematics and Economics, 108, 46-59. https://doi.org/10.1016/j.insmatheco.2022.11.003 (Original work published 2022)
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Hanna, V., & Devolder, P. (2023). Optimal Choice between Defined Contribution and Cash Balance Pension Schemes: Balancing Interests of Employers and Workers. Risks, 11(7), 135. https://doi.org/10.3390/risks11070135 (Original work published 2023)
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Devolder, P. (2023). Viabilité financière, adéquation sociale et équité de notre système de pension. Revue Bancaire et Financière, 1, 14-18. (Original work published 2023)
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Dupret, J.-L., Barbarin, J., & Hainaut, D. (2023). Impact of rough stochastic volatility models on long-term life insurance pricing. European Actuarial Journal, 13(1), 235-275. https://doi.org/10.1007/s13385-022-00317-1 (Original work published 2023)
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Cadena, M., & Denuit, M. (2023). Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models. Decisions in Economics and Finance : a journal of applied mathematics, 46(2), 569-582. https://doi.org/10.1007/s10203-023-00391-4 (Original work published 2023)
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Denuit, M., & Trufin, J. (2023). Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration. European Actuarial Journal, 13(2), 871-878. https://doi.org/10.1007/s13385-023-00353-5 (Original work published 2023)
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2022Denuit, M., & Robert, C. Y. (2022). Conditional mean risk sharing in the individual model with graphical dependencies. Annals of Actuarial Science, 16(1), 183-209. https://doi.org/10.1017/s1748499521000166 (Original work published 2022)
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Denuit, M., Hieber, P., & Robert, C. Y. (2022). Mortality credits within large survivor funds. Astin Bulletin : the journal of the International Actuarial Association, 52(3), 813-834. https://doi.org/10.1017/asb.2022.13 (Original work published 2022)
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Denuit, M., Dhaene, J., & Robert, C. Y. (2022). Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance. Journal of Risk and Insurance, 89(3), 615-667. https://doi.org/10.1111/jori.12385 (Original work published 2022)
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Hainaut, D. (2022). Multivariate claim processes with rough intensities: properties and estimation. Insurance: Mathematics and Economics, 107(n/a/), 269-287. https://doi.org/10.1016/j.insmatheco.2022.08.010 (Original work published 2022)
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Seck, N. A., & Denuit, M. (2022). Adaptive Splines for Continuous Features in Risk Assessment. CAS E-Forum, Summer. (Original work published 2022)
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Denuit, M., & Robert, C. Y. (2022). Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses. Methodology and Computing in Applied Probability, 24, 693-711. https://doi.org/10.1007/s11009-021-09881-7 (Original work published 2022)
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Denuit, M., & Robert, C. Y. (2022). Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses. Methodology and Computing in Applied Probability, 24, 1953-1985. https://doi.org/10.1007/s11009-021-09888-0 (Original work published 2022)
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Hainaut, D., Trufin, J., & Denuit, M. (2022). Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link. Scandinavian Actuarial Journal, 2022(10), 841-866. https://doi.org/10.1080/03461238.2022.2037016 (Original work published 2022)
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Soetewey, A., Legrand, C., Denuit, M., & Silversmit, G. (2022). Semi-markov modeling for cancer insurance. European Actuarial Journal, 12, 813-837. https://doi.org/10.1007/s13385-022-00308-2 (Original work published 2022)
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2021Lanotte, M., & Devolder, P. (2021). Communication relative aux pensions : digitalisation et défis pour l’avenir. Revue Belge de Sécurité Sociale, 2021(4), 517-538. (Original work published 2021)
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2022Hainaut, D. (2022). Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics. Springer. https://doi.org/10.1007/978-3-031-06361-9
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