Modern actuarial risk theory: using R R Kaas, M Goovaerts, J Dhaene, M Denuit Springer Science & Business Media, 2008 | 1162 | 2008 |

A Poisson log-bilinear regression approach to the construction of projected lifetables N Brouhns, M Denuit, JK Vermunt Insurance: Mathematics and economics 31 (3), 373-393, 2002 | 846 | 2002 |

The concept of comonotonicity in actuarial science and finance: theory J Dhaene, M Denuit, MJ Goovaerts, R Kaas, D Vyncke Insurance: Mathematics and Economics 31 (1), 3-33, 2002 | 775 | 2002 |

The concept of comonotonicity in actuarial science and finance: applications J Dhaene, M Denuit, MJ Goovaerts, R Kaas, D Vyncke Insurance: Mathematics and Economics 31 (2), 133-161, 2002 | 452 | 2002 |

Actuarial modelling of claim counts: Risk classification, credibility and bonus-malus systems M Denuit, X Maréchal, S Pitrebois, JF Walhin John Wiley & Sons, 2007 | 348 | 2007 |

Modelling longevity dynamics for pensions and annuity business E Pitacco, M Denuit, S Haberman, A Olivieri Oxford University Press, 2009 | 330 | 2009 |

Securitization of longevity risk: Pricing survivor bonds with Wang transform in the Lee‐Carter framework M Denuit, P Devolder, AC Goderniaux Journal of Risk and Insurance 74 (1), 87-113, 2007 | 197 | 2007 |

Constraints on concordance measures in bivariate discrete data M Denuit, P Lambert Journal of Multivariate Analysis 93, 40-57, 2005 | 185 | 2005 |

Bootstrapping the Poisson log-bilinear model for mortality forecasting N Brouhns, M Denuit*, I Van Keilegom Scandinavian Actuarial Journal 2005 (3), 212-224, 2005 | 181 | 2005 |

Bayesian Poisson log-bilinear mortality projections C Czado, A Delwarde, M Denuit Insurance: Mathematics and Economics 36 (3), 260-284, 2005 | 179 | 2005 |

Stochastic bounds on sums of dependent risks M Denuit, C Genest, É Marceau Insurance: Mathematics and Economics 25 (1), 85-104, 1999 | 174 | 1999 |

Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting: a penalized log-likelihood approach A Delwarde, M Denuit, P Eilers Statistical modelling 7 (1), 29-48, 2007 | 148 | 2007 |

The safest dependence structure among risks J Dhaene, M Denuit Insurance: Mathematics and Economics 25 (1), 11-21, 1999 | 139 | 1999 |

Measuring the longevity risk in mortality projections N Brouhns, M Denuit, JK Vermunt Bulletin of the Swiss Association of Actuaries 2, 105-130, 2002 | 135 | 2002 |

The s-convex orders among real random variables, with applications M Denuit, C Lefevre, M Shaked Mathematical Inequalities and Their Applications 1 (4), 585-613, 1998 | 121 | 1998 |

Generalized Pareto fit to the society of actuaries’ large claims database AC Cebrián, M Denuit, P Lambert North American Actuarial Journal 7 (3), 18-36, 2003 | 113 | 2003 |

Risk classification for claim counts: a comparative analysis of various zeroinflated mixed Poisson and hurdle models JP Boucher, M Denuit, M Guillén North American Actuarial Journal 11 (4), 110-131, 2007 | 111 | 2007 |

Risk measurement with equivalent utility principles M Denuit, J Dhaene, M Goovaerts, R Kaas, RJA Laeven Available at SSRN 880007, 2006 | 106 | 2006 |

Does positive dependence between individual risks increase stop-loss premiums? M Denuit, J Dhaene, C Ribas Insurance: Mathematics and Economics 28 (3), 305-308, 2001 | 90 | 2001 |

Models of insurance claim counts with time dependence based on generalization of Poisson and negative binomial distributions JP Boucher, M Denuit, M Guillen Variance 2 (1), 135-162, 2008 | 88 | 2008 |