Jean-François Walhin

• Magis, C., Denuit, M. and Walhin, J.F. (2005) La mortalité, un phénomène en pleine mutation: quelle solution pour le marché des rentes? Bulletin Français d’Actuariat.
  
  
• Magis, C., Denuit, M. and Walhin, J.F.(2005) La TPRV française dépassée? Bulletin Français d’Actuariat.
  
  
• Pitrebois, S., Denuit, M. and Walhin, J.F.(2005) Multi-event Bonus-Malus Scales. Journal of Risk and Insurance.
  
  
• Pitrebois, S., Denuit, M. and Walhin, J.F.(2005) Bonus-malus Systems With Varying Deductibles. Astin Bulletin.
  
  
• Walhin, J.F. and Denuit, M. (2005) On the practical pricing of Top & Drop excess of loss covers. Journal of Actuarial Practice, 12, 137-156.
  
  
• Lampaert, I. and Walhin, J.F. (2005) On the Optimality of Proportional Reinsurance. Scandinavian Actuarial Journal, 3, 225-239.
  
  
• Magis, C., Denuit, M. and Walhin, J.F. (2004) Une proposition de tables prospectives pour le marché belge des rentes. Belgian Actuarial Bulletin.
  
  
• Pitrebois, S., Denuit, M. and Walhin, J.F. (2004) Bonus-malus scales in segmented tariffs: Gilde & Sundt’s work revisited. Australian Actuarial Journal, 10, 107-125.
  
  
• Walhin, J.F. (2004) Primes glissantes et produits financiers: une relecture du travail de Charles Levi. Bulletin Français d’Actuariat.
  
  
• Witdouck, S. and Walhin, J.F. (2004) Some Remarks on the Cedent’s Retention Risk in Presence of an Annual Aggregate Deductible or Reinstatements. Blatter Deutsche Gesellschaft fur Versicherungsmathematik, 26-3, 461-481.
  
  
• Denuit, M., Pitrebois, S. and Walhin, J.F. (2003) Tarification automobile sur données de panel. Bulletin des Actuaires Suisses, 51-81.
  
  
• Walhin, J.F. (2003) Bivariate Hofmann distributions. Journal of Applied Statistics, 30-9, 1031-1046.
  
  
• Pitrebois, S., Denuit, M. and Walhin, J.F. (2003) Setting a bonus-malus scale in the presence of other rating factors: TaylorÕs work revisited. Astin Bulletin, 33, 419-436.
  
  
• Pitrebois, S., Denuit, M. and Walhin, J.F. (2003) Fitting the Belgian Bonus-Malus System. Belgian Actuarial Bulletin, 3, 58-62.
  
  
• Walhin, J.F. (2003) Une nouvelle caractérisation de la distribution de Pareto, avec application à l’analyse de la cadence des paiements du réassureur en excédent de sinistre. Bulletin of the Swiss Association of Actuaries, 2, 131-148.
  
  
• Walhin, J.F. (2003) On the practical pricing of reinsurance treaties depending on order statistics. Bulletin Français d’Actuariat, 6-10, 169-184.
  
  
• Walhin, J.F. (2002) Some comments on the pricing of exotic excess of loss treaties. Journal of Actuarial Practice, 10, 175-191.
  
  
• Walhin, J.F. and Paris, J. (2002) A general family of discrete and overdispersed distributions. Belgian Actuarial Bulletin, 2, 1-8.
  
  
• Walhin, J.F. (2002) On the optimality of multiline excess of loss treaties. Belgian Actuarial Bulletin, 2, 92-96.
  
  
• Walhin, J.F. (2002) On the use of the multivariate stochastic order in risk theory. Blatter Deutsche Gesellschaft fur Versicherungsmathematik, 25-3, 503-519.
  
  
• Walhin, J.F. and Paris, J. (2001) The practical replacement of a bonus-malus system. Astin Bulletin, 31-2, 317-335.
  
  
• Walhin, J.F. and Paris, J. (2001) Some comments on the individual risk model and multivariate extension. Blatter Deutsche Gesellschaft fur Versicherungsmathematik, 25-2, 257-270.
  
  
• Walhin, J.F., Herfurth, L. and De Longueville, P. (2001) The practical pricing of excess of loss treaties: actuarial, financial, economic and commercial aspects. Belgian Actuarial Bulletin, 1, 40-57.
  
  
• Walhin, J.F. and Paris, J. (2001) The mixed bivariate Hofmann distributions. Astin Bulletin, 31-1 123-138.
  
  
• Walhin, J.F. (2001) Some comments on two approximations used for the pricing of reinstatements. Bulletin of the Swiss Association of Actuaries, 29-47.
  
  
• Walhin, J.F. (2001) Bivariate ZIP Models. Biometrical Journal, 43-2, 147-160.
  
  
• Walhin, J.F. and Paris, J. (2001) Excess of Loss Reinsurance with Reinstatements: Premium Calculation and Ruin Probability of the Cedent. Blatter Deutsche Gesellschaft fur Versicherungsmathematik, 25-1, 1-12.
  
  
• Walhin, J.F. and Paris, J. (2000) The true claim amount and frequency distributions within a bonus-malus system. Astin Bulletin, 30-2, 391-403.
  
  
• Walhin, J.F. and Paris, J. (2000) Recursive formulae for some bivariate counting distributions obtained by the trivariare reduction method. Astin Bulletin, 30-1, 141-155.
  
  
• Walhin, J.F. and Paris, J. (2000) The effect of excess-of-loss reinsurance with reinstatements on the cedant’s portfolio. Blatter Deutsche Gesellschaft fur Versicherungsmathematik, 24-4, 615-627.