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Economics and Finance
Belgium
2026

D-Index & Metrics

Economics and Finance

D-Index
54
Citations
14551
World Ranking
1119
National Ranking
9

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in Belgium Leader Award
  • 2025 - Research.com Economics and Finance in Belgium Leader Award
  • 2024 - Research.com Economics and Finance in Belgium Leader Award
  • 2023 - Research.com Economics and Finance in Belgium Leader Award
  • 2022 - Research.com Economics and Finance in Belgium Leader Award

Overview

Michel Denuit is affiliated with the Université Catholique de Louvain in Belgium, conducting research primarily in the fields of Economics, Econometrics and Finance, Decision Sciences, and Social Sciences. Within these broad areas, Denuit focuses on several subfields including Management Science and Operations Research, Economics and Econometrics, Demography, Statistics and Probability, and Artificial Intelligence.

The main topics covered in Denuit's research include Insurance, Mortality, Demography, and Risk Management; Probability and Risk Models; Insurance and Financial Risk Management; Statistical Methods and Inference; Financial Risk and Volatility Modeling; Risk and Portfolio Optimization; and Health Systems, Economic Evaluations, and Quality of Life.

Denuit has published multiple papers that address complex issues of risk sharing, insurance mathematics, and actuarial science. Some recent notable publications include:

  • Risk-sharing rules and their properties, with applications to peer-to-peer insurance (2022, Journal of Risk & Insurance)
  • Investing in your own and peers' risks: the simple analytics of P2P insurance (2020, European Actuarial Journal)
  • From risk sharing to pure premium for a large number of heterogeneous losses (2020, Insurance Mathematics and Economics)
  • LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING (2020, Astin Bulletin)
  • Home and Motor insurance joined at a household level using multivariate credibility (2020, Annals of Actuarial Science)

Frequent publication venues for Denuit's work include Insurance Mathematics and Economics, European Actuarial Journal, North American Actuarial Journal, Astin Bulletin, and Annals of Actuarial Science. The volume of publications indicates sustained contributions to these specialized journals.

Denuit collaborates with several coauthors with whom there is a consistent record of joint research. Frequent coauthors include Julien Trufin, Christian Y. Robert, Donatien Hainaut, Antoine Soetewey, and Catherine Legrand.

In addition to articles, Denuit has contributed to books published by reputable publishers such as Springer International Publishing and Harris County Public Library. One of the book titles is Effective Statistical Learning Methods for Actuaries II, published in 2020.

Best Publications

  • Modern Actuarial Risk Theory: Using R

    R. Kaas;Marc Goovaerts;Jan Dhaene;Michel Denuit

  • A Poisson log-bilinear regression approach to the construction of projected lifetables

    Natacha Brouhns;Michel Denuit;Jeroen K. Vermunt

  • Actuarial Theory for Dependent Risks: Measures, Orders and Models

    Michel Denuit;Rob Kaas;Goovaerts Marc;Jan Dhaene

  • The concept of comonotonicity in actuarial science and finance: theory

    Jan Dhaene;Michel Denuit;Marc Goovaerts;Robert Kaas

  • Modern Actuarial Risk Theory

    Rob Kaas;Marc Goovaerts;Jan Dhaene;Michel Denuit

  • The concept of comonotonicity in actuarial science and finance: applications

    Jan Dhaene;M Denuit;Marc Goovaerts;Robert Kaas

  • Modelling Longevity Dynamics for Pensions and Annuity Business

    Michel Denuit;E. Pitacco;S. Haberman;A. Olivieri

  • Actuarial Modelling of Claim Counts: Risk Classification, Credibility and Bonus-Malus Systems

    Michel Denuit;Jean-François Walhin;Sandra Pitrebois;Xavier Maréchal

  • Constraints on concordance measures in bivariate discrete data

    Michel Denuit;Philippe Lambert

  • Bayesian Poisson log-bilinear mortality projections

    Claudia Czado;Antoine Delwarde;Michel Denuit

  • Bootstrapping the Poisson log-bilinear model for mortality forecasting

    Natacha Brouhns;Michel Denuit;Ingrid Van Keilegom

  • Securitization of longevity risk: Pricing survivor bonds with Wang transform in the Lee-Carter framework

    Michel Denuit;Pierre Devolder;Anne-Cécile Goderniaux

  • Actuarial Modelling of Claim Counts

    Michel Denuit;Xavier Marchal;Sandra Pitrebois;Jean-Franois Walhin

  • Smoothing the Lee-Carter and Poisson log-bilinear models for mortality forecasting : a penalized log-likelihood approach"

    Antoine Delwarde;Michel Denuit;P.H.C. Eilers

  • Stochastic bounds on sums of dependent risks

    Michel Denuit;Christian Genest;Étienne Tienne E. Marceau

  • Measuring the longevity risk in mortality projections

    Natacha Brouhns;Michel Denuit;Jeroen K. Vermunt

  • The safest dependence structure among risks

    Jan Dhaene;Michel Denuit

  • Risk classification for claim counts: A comparative analysis of various zero-inflated mixed Poisson and hurdle models

    Jean-Philippe Boucher;Michel Denuit;Montserrat Guillén

  • The s-convex orders among real random variables, with applications

    Michel Denuit;Claude Lefevre;Moshe Shaked

  • The Concept of Comonotonicity in Actuarial Science and Finance: Theory

    Jan Dhaene;Michel Denuit;Marc Goovaerts;Rob Kaas

Frequent Co-Authors

Jan Dhaene
Jan Dhaene KU Leuven
Louis Eeckhoudt
Louis Eeckhoudt IESEG School of Management
Montserrat Guillén
Montserrat Guillén University of Barcelona
Olivier Scaillet
Olivier Scaillet University of Geneva
Marco Scarsini
Marco Scarsini Guido Carli Free International University for Social Studies
Steven Haberman
Steven Haberman City, University of London
Jeroen K. Vermunt
Jeroen K. Vermunt Tilburg University
Harris Schlesinger
Harris Schlesinger University of Alabama
Robert L. Winkler
Robert L. Winkler Duke University

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