Articles dans des revues avec comité de lecture (41)
  1. 10. Callant, J., Trufin, J., & Zuyderhoff, P. (2022). Some expressions of a generalized version of the expected time in the red and the expected area in red. Methodology and Computing in Applied Probability, 24, 595-611.
  2. 11. Corradin, A., Denuit, M., Detyniecki, M., Grari, V., Sammarco, M., & Trufin, J. (2022). Joint modelling of claim frequencies and behavorial signals in motor insurance. ASTIN bulletin, 52(1), 33-54. doi:10.1017/asb.2021.24
  3. 12. Mesfioui, M., & Trufin, J. (2022). Bounds on Multivariate Kendall’s Tau and Spearman’s Rho for Zero-Inflated Continuous Variables and their Application to Insurance. Methodology and Computing in Applied Probability, 24, 1051-1059. doi:10.1007/s11009-021-09869-3
  4. 13. Denuit, M., Charpentier, A., & Trufin, J. (2021). Autocalibration and Tweedie-dominance for insurance pricing with machine learning. Insurance. Mathematics & economics, 101, 485-497. doi:10.1016/j.insmatheco.2021.09.001
  5. 14. Denuit, M., Trufin, J., & Verdebout, T. (2021). Testing for more positive expectation dependence with application to model comparison. Insurance. Mathematics & economics, 101, 163-172. doi:10.1016/j.insmatheco.2021.07.008
  6. 15. Mesfioui, M., & Trufin, J. (2021). Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors. Dependence Modeling, 9, 385-393.
  7. 16. Pechon, F., Denuit, M., & Trufin, J. (2021). Home and Motor insurance joined at a household level using multivariate credibility. Annals of Actuarial Science, 15(1), 84-114. doi:10.1017/S1748499520000160
  8. 17. Denuit, M., & Trufin, J. (2021). Generalization error for Tweedie models: decomposition and error reduction with bagging. European Actuarial Journal, 11(1), 325-331. doi:10.1007/s13385-021-00265-2
  9. 18. Bettonville, C., d'Oultremont, L., Denuit, M., Trufin, J., & Van Oirbeek, R. (2021). Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model. Scandinavian actuarial journal, 2021(5), 380-407. doi:10.1080/03461238.2020.1848912
  10. 19. Gauchon, R., Loisel, S., Rullière, J. L., & Trufin, J. (2021). Optimal prevention of large risks with two types of claims. Scandinavian actuarial journal, 2021(4), 323-334. doi:10.1080/03461238.2020.1844791
  11. 20. Cossette, H., Marceau, E., Trufin, J., & Zuyderhoff, P. (2020). Ruin-based risk measures in discrete-time risk models. Insurance. Mathematics & economics, 93, 246-261.
  12. 21. Pechon, F., Trufin, J., & Denuit, M. (2020). Preliminary selection of risk factors in P&C ratemaking. Variance, 13(1), 124-140.
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