Michel Denuit

A Poisson log-bilinear regression approach to the construction of projected lifetables

Natacha Brouhns, Michel Denuit, Jeroen K. Vermunt · Insurance Mathematics and Economics · 2002 · 746 citations · Full text

Engineering, Data Science, Life Prediction +8

The concept of comonotonicity in actuarial science and finance: theory

Jan Dhaene, Michel Denuit, Marc Goovaerts et al. · Insurance Mathematics and Economics · 2002 · 626 citations

Financial Economics, Financial Intelligence, Accounting +3

Constraints on concordance measures in bivariate discrete data

Michel Denuit, Philippe Lambert · Journal of Multivariate Analysis · 2004 · 181 citations · Full text

Concordance Measures, High-dimensional Method, Knowledge Discovery +6

Bootstrapping the Poisson log-bilinear model for mortality forecasting

Natacha Brouhns, Michel Denuit, Ingrid Van Keilegom · Scandinavian Actuarial Journal · 2005 · 172 citations

Engineering, Global Health, Predictive Analytics +13

Bayesian Poisson log-bilinear mortality projections

Claudia Czado, Antoine Delwarde, Michel Denuit · Insurance Mathematics and Economics · 2005 · 166 citations · Full text

Bayesian Statistic, Biostatistics, Statistical Inference +3