Denuit Michel

Michel Denuit

Information about the author Michel Denuit will soon be added to the site.
Found 5 papers in total
Bivariate stochastic dominance and substitute risk-(in)dependent utilities
Bivariate stochastic dominance and substitute risk-(in)dependent utilities
2010
In this paper, we show that, despite their rigid analytical form, substitute...
Some consequences of correlation aversion in decision science
Some consequences of correlation aversion in decision science
2010
Very often in decision problems with uni- or multivariate objective, many results...
Bounds on convex reliability functions with known first moments
Bounds on convex reliability functions with known first moments
2007
In this paper, upper and lower bounds are derived for convex reliability functions (or...
Negative binomial version of the Lee–Carter model for mortality forecasting
Negative binomial version of the Lee–Carter model for mortality forecasting
2007
Mortality improvements pose a challenge for the planning of public retirement systems...
Risk measurement with equivalent utility principles
Risk measurement with equivalent utility principles
2006
Risk measures have been studied for several decades in the actuarial literature, where...
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