Julien Trufin
Julien Trufin
Professor of actuarial science at ULB
Verified email at ulb.ac.be - Homepage
Title
Cited by
Cited by
Year
Properties of a risk measure derived from ruin theory
J Trufin, H Albrecher, MM Denuit
The Geneva Risk and Insurance Review 36 (2), 174-188, 2011
302011
Effective Statistical Learning Methods for Actuaries III: Neural Networks and Extensions
M Denuit, D Hainaut, J Trufin
Springer Actuarial Series, 2019
21*2019
Effective Statistical Learning Methods for Actuaries I: GLMs and Extensions
M Denuit, D Hainaut, J Trufin
Springer Actuarial Series, 2019
17*2019
Multivariate credibility modeling for usage-based motor insurance pricing with behavioural data
M Denuit, M Guillen, J Trufin
Annals of Actuarial Science, 2019, vol. 13, num. 2, p. 378-399, 2019
112019
Sarmanov family of bivariate distributions for multivariate loss reserving analysis
A Abdallah, JP Boucher, H Cossette, J Trufin
North American Actuarial Journal 20 (2), 184-200, 2016
112016
Ultimate ruin probability in discrete time with Bühlmann credibility premium adjustments
J Trufin, S Loisel
Bulletin Francais d'Actuariat 13 (35), 73-102, 2013
112013
Ruin problems under IBNR dynamics
J Trufin, H Albrecher, M Denuit
Applied Stochastic Models in Business and Industry 27 (6), 619-632, 2011
112011
Properties of a risk measure derived from the expected area in red
S Loisel, J Trufin
Insurance: Mathematics and Economics 55, 191-199, 2014
102014
Impact of underwriting cycles on the solvency of an insurance company
J Trufin, H Albrecher, M Denuit
North American Actuarial Journal 13 (3), 385-403, 2009
102009
Collective loss reserving with two types of claims in motor third party liability insurance
M Denuit, J Trufin
Journal of Computational and Applied Mathematics 335, 168-184, 2018
92018
Updating mechanism for lifelong insurance contracts subject to medical inflation
M Denuit, J Dhaene, H Hanbali, N Lucas, J Trufin
European Actuarial Journal 7 (1), 133-163, 2017
92017
On a risk measure inspired from the ruin probability and the expected deficit at ruin
IR Mitric, J Trufin
Scandinavian Actuarial Journal 2016 (10), 932-951, 2016
92016
Bounds on concordance-based validation statistics in regression models for binary responses
M Denuit, M Mesfioui, J Trufin
Methodology and Computing in Applied Probability 21 (2), 491-509, 2019
82019
Beyond the Tweedie reserving model: the collective approach to loss development
M Denuit, J Trufin
North American Actuarial Journal 21 (4), 611-619, 2017
82017
Effective Statistical Learning Methods for Actuaries II: Tree-based Methods and Extensions
J Trufin, M Denuit, D Hainaut
Springer Actuarial Series, 2020
7*2020
Multivariate modelling of multiple guarantees in motor insurance of a household
F Pechon, M Denuit, J Trufin
European Actuarial Journal 9 (2), 575-602, 2019
62019
Multivariate modelling of household claim frequencies in motor third-party liability insurance
F Pechon, J Trufin, M Denuit
Astin Bulletin 48 (3), 969-993, 2018
62018
Concordance-based predictive measures in regression models for discrete responses
M Denuit, M Mesfioui, J Trufin
Scandinavian Actuarial Journal 2019 (10), 824-836, 2019
42019
Model selection based on Lorenz and concentration curves, Gini indices and convex order
M Denuit, D Sznajder, J Trufin
Insurance: Mathematics and Economics 89, 128-139, 2019
42019
A dynamic equivalence principle for systematic longevity risk management
H Hanbali, M Denuit, J Dhaene, J Trufin
Insurance: Mathematics and Economics 86, 158-167, 2019
42019
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Articles 1–20