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Scientific Publications with peer reviewing |
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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 dActuariat.
- Magis,
C., Denuit,
M. and Walhin,
J.F.(2005)
La
TPRV française dépassée?
Bulletin
Français dActuariat.
- 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 &
Sundts 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 dActuariat.
- Witdouck,
S. and Walhin,
J.F. (2004)
Some
Remarks on the Cedents 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 lanalyse 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 dActuariat, 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 cedants
portfolio.
Blatter
Deutsche Gesellschaft fur Versicherungsmathematik,
24-4, 615-627.
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