Boeken van Michel Denuit

Rob Kaas Marc Goovaerts Jan Dhaene Michel Denuit
Modern Actuarial Risk Theory
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Donatien Hainaut Michel Denuit Julien Trufin
Effective Statistical Learning Methods for Actuaries I
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This book summarizes the state of the art in generalized linear models (GLMs) and their various extensions: GAMs, mixed models and credibility, and some nonlinear variants (GNMs). Meer
Michel Denuit Donatien Hainaut Julien Trufin
Effective Statistical Learning Methods for Actuaries III
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This book reviews some of the most recent developments in neural networks, with a focus on applications in actuarial sciences and finance. It simultaneously introduces the relevant tools for developing and analyzing neural networks, in a style that is mathematically rigorous yet accessible. Meer
Donatien Hainaut Michel Denuit Julien Trufin
Effective Statistical Learning Methods for Actuaries II
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This book summarizes the state of the art in tree-based methods for insurance: regression trees, random forests and boosting methods. It also exhibits the tools which make it possible to assess the predictive performance of tree-based models. Meer
Jean-Francois Walhin Michel Denuit Xavier Marechal Xavier Marechal Sandra Pitrebois Sandra Pitrebois Michel Denuit Jean-Francois Walhin Jean–Francois Walhin
Actuarial Modelling of Claim Counts
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