| 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 | 1230 | 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 | 1010 | 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 | 571 | 2007 |
| 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 | 554 | 2002 |
| Modelling longevity dynamics for pensions and annuity business E Pitacco Oxford University Press, 2009 | 481 | 2009 |
| Constraints on concordance measures in bivariate discrete data M Denuit, P Lambert Journal of Multivariate Analysis 93 (1), 40-57, 2005 | 261 | 2005 |
| Bayesian Poisson log-bilinear mortality projections C Czado, A Delwarde, M Denuit Insurance: Mathematics and Economics 36 (3), 260-284, 2005 | 259 | 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 | 251 | 2005 |
| 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 | 247 | 2007 |
| Stochastic bounds on sums of dependent risks M Denuit, C Genest, É Marceau Insurance: Mathematics and Economics 25 (1), 85-104, 1999 | 203 | 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 | 199 | 2007 |
| 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 | 173 | 2007 |
| Measuring the longevity risk in mortality projections N Brouhns, M Denuit, JK Vermunt Bulletin of the Swiss Association of Actuaries, 105-130, 2002 | 169 | 2002 |
| The safest dependence structure among risks J Dhaene, M Denuit Insurance: Mathematics and Economics 25 (1), 11-21, 1999 | 165 | 1999 |
| The s-convex orders among real random variables, with applications M Denuit, C Lefevre, M Shaked Math. Inequal. Appl 1 (4), 585-613, 1998 | 162 | 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 | 150 | 2003 |
| Number of accidents or number of claims? An approach with zero‐inflated Poisson models for panel data JP Boucher, M Denuit, M Guillen Journal of Risk and Insurance 76 (4), 821-846, 2009 | 141 | 2009 |
| Models of insurance claim counts with time dependence based on generalization of Poisson and negative binomial distributions JP Boucher, M Denuit, M Guillén Variance 2 (1), 135-162, 2008 | 130 | 2008 |
| Stochastic mortality under measure changes E Biffis, M Denuit, P Devolder Scandinavian Actuarial Journal 2010 (4), 284-311, 2010 | 127 | 2010 |
| Non-life rate-making with Bayesian GAMs M Denuit, S Lang Insurance: Mathematics and Economics 35 (3), 627-647, 2004 | 127 | 2004 |
