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Content
2023
- 2023019 Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence
by Leluc, Rémi & Portier, François & Zhuman, Aigerim & Segers, Johan
- 2023018 Efficiency of Italian Municipalities and Waste Regulatory Target
by Daraio, Cinzia & Di Leo, Simone & Simar, Léopold
- 2023017 Sensitivity to measurement errors of the distance to the efficient frontier
by Brière, Marie & Simar, Léopold & Szafarz, Ariane & Vanhems, Anne
- 2023016 Inference for Aggregate Efficiency: Theory and Guidelines for Practitioners
by Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong
- 2023015 Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators
by Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong
- 2023014 Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events
by Simon, Pierre-Alexandre & Trufin, Julien & Denuit, Michel
- 2023013 Health indices for disease incidence and duration in the Semi-Markov setting
by Soetewey, Antoine & Legrand, Catherine & Denuit, Michel & Silversmit, Geert
- 2023012 Optimal liquidation under indirect price impact with propagator
by Dupret, Jean-Loup & Hainaut, Donatien
- 2023011 A mutually exciting rough jump diffusion for financial modelling
by Hainaut, Donatien
- 2023010 Conditional mean risk sharing of independent discrete losses in large pools
by Denuit, Michel & Robert, Christian Y.
- 2023009 Endowment contingency funds for mutual aid and public financing
by Denuit, Michel & Robert, Christian Y.
- 2023008 Boosted Poisson regression trees: A guide to the BT package in R
by Willame, Gireg & Trufin, Julien & Denuit, Michel
- 2023007 The rough Hawkes process
by Hainaut, Donatien & Chen, Maggie & Scalas, Enrico
- 2023006 Exogenous time-varying covariates in double additive cure survival model with application to fertility
by Lambert, Philippe & Kreyenfeld, Michaela
- 2023005 Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance
by Denuit, Michel & Dhaene, Jan & Ghossoub, Mario & Robert, Christian Y.
- 2023004 Causal inference with (partially) independent shocks and structural signals on the global crude oil market
by Hafner, Christian M. & Herwartz, Helmut & Wang, Shu
- 2023003 Risk management with Local Least Squares Monte-Carlo
by Hainaut, Donatien & Akbaraly, Adnane
- 2023002 Insurance analytics with clustering techniques
by Jamotton, Charlotte & Hainaut, Donatien & Hames, Thomas
- 2023001 A fractional Hawkes process for illiquidity modeling
by Dupret, Jean-Loup & Hainaut, Donatien
2022
- 2022042 Stochastic Modellization of Hybrid Public Pension Plans (PAYG) under Demographic Risks with Application to the Belgian Case
by Al-Hassan, Hassana & Devolder, Pierre
- 2022041 Autocalibration by balance correction in nonlife insurance pricing
by Denuit, Michel & Trufin, Julien
- 2022040 Tweedie dominance for autocalibrated predictors and Laplace transform order
by Denuit, Michel & Trufin, Julien
- 2022039 Boosting on the responses with Tweedie loss functions
by Denuit, Michel & Trufin, Julien & Verdebout, Thomas
- 2022038 Pricing and hedging of longevity basis risk through securitization
by Zeddouk, Fadoua & Devolder, Pierre
- 2022037 Asymmetric volatility impulse response functions
by Hafner, Christian & Herwartz, Helmut
- 2022036 DAI Digital Art Index : a robust price index for heterogeneous digital assets
by Lin, Min-Bin & Wang, Bingling & Bocart, Fabian Y.R.P. & Hafner, Christian M. & Härdle, Wolfgang K.
- 2022035 Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach
by Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid
- 2022034 Dynamic conditional mean risk sharing in the compound Poisson surplus model
by Denuit, Michel & Robert, Christian Y.
- 2022033 Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration
by Denuit, Michel & Trufin, Julien
- 2022032 Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions
by Hentschel, Manuel & Engelke, Sebastian & Segers, Johan
- 2022031 Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments
by Asenova, Stefka & Segers, Johan
- 2022030 Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models
by Lambert, Philippe & Gressani, Oswaldo
- 2022029 Allocation of benefits in mutual aid and survivor funds
by Denuit, Michel & Robert, Christian Y.
- 2022028 Another Look at Productivity Growth in Industrialized Countries
by Simar, Léopold & Wilson, Paul
- 2022027 Change point inference in high-dimensional regression models under temporal dependence
by Xu, Haotian & Wang, Daren & Zhao, Zifeng & Yu, Yi
- 2022026 A recursive method for computing moments of Hawkes intensities: application to the potential approach of credit risk
by Ketelbuters, John-John & Hainaut, Donatien
- 2022025 Option pricing and hedging in illiquid markets in presence of jump clustering
by Ketelbuters, John-John & Hainaut, Donatien
- 2022024 Conical FDH Estimators of General Technologies, with Applications to Returns to Scale and Malmquist Productivity Indices
by Kneip, Alois & Simar, Léopold & Wilson, Paul W.
- 2022023 Second Birth Fertility in Germany: Social Class, Gender, and the Role of Economic Uncertainty
by Kreyenfeld, Michaela & Konietzka, Dirk & Lambert, Philippe & Ramos, Vincent Jerald
- 2022022 Graphical and uniform consistency of estimated optimal transport plans
by Segers, Johan
- 2022021 Modelling multivariate extreme value distributions via Markov trees
by Hu, Shuang & Peng, Zuoxiang & Segers, Johan
- 2022020 Invariance properties of limiting point processes and applications to clusters of extremes
by Janssen, Anja & Segers, Johan
- 2022019 A calendar year mortality model in continuous time
by Hainaut, Donatien
- 2022018 A Quadrature Rule combining Control Variates and Adaptive Importance Sampling
by Leluc, Rémi & Portier, François & Segers, Johan & Zhuman, Aigerim
- 2022017 Approximations and Inference for Nonparametric Production Frontiers
by Daraio, Cinzia & Simar, Léopold
- 2022016 Proportional Incremental Cost Probability Functions and their Frontiers
by Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold
- 2022015 Communication relative aux pensions : digitalisation et défis pour l'avenir
by Lanotte, Myriam & Devolder, Pierre
- 2022014 Tail inference using extreme U-statistics
by Oorschot, Jochem & Segers, Johan & Zhou, Chen
- 2022013 Extremes of Markov random fields on block graphs
by Asenova, Stefka & Segers, Johan
- 2022012 Pricing of spread and exchange options in a rough jump-diffusion market
by Hainaut, Donatien
- 2022011 A mollifier approach to the deconvolution of probability densities
by Hohage, Thorsten & Maréchal, Pierre & Simar, Léopold & Vanhems, Anne
- 2022010 Investigating the unobserved heterogeneity effect on microfinance social efficiency
by Fall, François Seck & Tchakoute Tchuigoua, Hubert & Vanhems, Anne & Simar, Léopold
- 2022009 Dynamic Autoregressive Liquidity (DArLiQ)
by Hafner, Christian & Linton, Oliver & Wang, Linqi
- 2022008 Overlapping clustering of time dependent variables for fMRI data
by Pircalabelu, Eugen & Bing, Xin
- 2022007 WB-graphs: a within versus between group similarity interplay
by Pircalabelu, Eugen
- 2022006 Modern Tools for Evaluating the Performance of Health-Care Providers
by Simar, Léopold & Wilson, Paul
- 2022005 Statistical Inference for Aggregation of Malmquist Productivity Indices
by Pham, Manh D. & Simar, Léopold & Zelenyuk, Valentin
- 2022004 Statistical inference for intrinsic wavelet estimators of SPD covariance matrices in a log-Euclidean manifold
by Krebs, Johannes & Rademacher, Daniel & von Sachs, Rainer
- 2022003 Long memory self-exciting jump diffusion for asset prices modeling
by Njike Leunga, Charles G. & Hainaut, Donatien
- 2022002 Multivariate rough claim processes: properties and estimation
by Hainaut, Donatien
- 2022001 A subdiffusive stochastic volatility jump model
by Dupret, Jean-Loup & Hainaut, Donatien
2021
- 2021040 VC-PCR: A Prediction Method based on Supervised Variable Selection and Clustering
by Marion, Rebecca & Lederer, Johannes & Govaerts, Bernadette & von Sachs, Rainer
- 2021039 Moment-based density and risk estimation from grouped summary statistics
by Lambert, Philippe
- 2021038 Mortality credits within large survivor funds
by Denuit, Michel & Hieber, Peter & Robert, Christian Y.
- 2021037 Risk-sharing rules and their properties, with applications to peer-to-peer insurance
by Denuit, Michel & Dhaene, Jan & Robert, Christian Y.
- 2021036 Lorenz curve, Gini coefficient, and Tweedie dominance for autocalibrated predictors
by Denuit, Michel & Trufin, Julien
- 2021035 Adaptive splines for continuous features in risk assessment
by Seck, Ndeye Arame & Denuit, Michel
- 2021034 Uniform concentration bounds for frequencies of rare events
by Lhaut, Stéphane & Sabourin, Anne & Segers, Johan
- 2021033 Data sharpening for improving CLT approximations for DEA-type efficiency estimators
by Nguyen, Bao Hoang & Simar, Léopold & Zelenyuk, Valentin
- 2021032 Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales
by Pircalabelu, Eugen & Claeskens, Gerda
- 2021031 Unbalanced distributed estimation and inference for precision matrices
by Nezakati, Ensiyeh & Pircalabelu, Eugen
- 2021030 A spline-based time-varying reproduction number for modelling epidemiological outbreaks
by Pircalabelu, Eugen
- 2021029 Inference in the Nonparametric Stochastic Frontier Model
by Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin
- 2021028 Moment generating function of non-Markov self-excited claims processes
by Hainaut, Donatien
- 2021027 Teaching statistical inference without normality
by Hafner, Christian
- 2021026 Portfolio insurance under rough volatility and Volterra processes
by Dupret, Jean-Loup & Hainaut, Donatien
- 2021025 Valuation of Annuity Guarantees under a Self-Exciting Switching Jump Model
by Njike Leunga, Charles Guy & Hainaut, Donatien
- 2021024 Measuring dependence between random vectors via optimal transport
by Mordant, Gilles & Segers, Johan
- 2021023 Concentration bounds for the empirical angular measure with statistical learning applications
by Clémençon, Stéphan & Jalalzai, Hamid & Sabourin, Anne & Stéphane & Segers, Johan
- 2021022 From risk reduction to risk elimination by conditional mean risk sharing of independent losses
by Denuit, Michel & Robert, Christian Y.
- 2021021 Testing for more positive expectation dependence with application to model comparison
by Denuit, Michel & Trufin, Julien & Verdebout, Thomas
- 2021020 Lévy interest rate models with a long memory
by Hainaut, Donatien
- 2021019 A fractional multi-states model for insurance
by Hainaut, Donatien
- 2021018 CDS Pricing with Fractional Hawkes Processes
by Ketelbuters, John John & Hainaut, Donatien
- 2021017 Impact of rough stochastic volatility models on long-term life insurance pricing
by Dupret, Jean-Loup & Barbarin, Jérôme & Hainaut, Donatien
- 2021016 Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses
by Denuit, Michel & Robert, Christian Y.
- 2021015 Boosting cost-complexity pruned trees On Tweedie responses: the ABT machine
by Trufin, Julien & Denuit, Michel
- 2021014 Nonparametric monitoring of sunspot number observations: a case study
by Mathieu, Sophie & Lefèvre, Laure & von Sachs, Rainer & Delouille, Véronique & Ritter, Christian & Clette, Frédéric
- 2021013 Autocalibration and Tweedie-dominance for insurance pricing with machine learning
by Denuit, Michel & Charpentier, Arthur & Trufin, Julien
- 2021012 Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
by Hainaut, Donatien & Trufin, Julien & Denuit, Michel
- 2021011 A new measure of mortality differentials based on precedence probability
by Cadena, Meitner & Denuit, Michel
- 2021010 Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy
by Hanna, Vanessa & Hieber, Peter & Devolder, Pierre
- 2021009 Comparison of chemometrics strategies for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions
by Thiel, Michel & Sauwen, Nicolas & Khamiakova, Tastian & Maes, Tor & Govaerts, Bernadette
- 2021008 Maxima and near-maxima of a Gaussian random assignment field
by Mordant, Gilles & Segers, Johan
- 2021004 Time-Consistent Evaluation of Credit Risk with Contagion
by Ketelbuters, John John & Hainaut, Donatien
- 2021003 Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs
by Simar, Léopold & Wilson, Paul
- 2021002 Methodologies for assessing government efficiency
by O’Loughlin, Caitlin & Simar, Léopold & Wilson, Paul
- 2021001 Risk sharing under the dominant peer-to-peer property and casualty insurance business models
by Denuit, Michel & Robert, Christian Y.
2020
- 2020033 Gender effect on microfinance social efficiency: A robust nonparametric approach
by Fall, François Seck & Tchuigoua, Hubert Tchakoute & Vanhems, Anne & Simar, Léopold
- 2020032 Dynamic portfolio selection with sector-specific regularization
by Hafner, Christian & Wang, Linqi
- 2020031 Dynamic score driven independent component analysis
by Hafner, Christian & Herwartz, Helmut
- 2020030 Nonparametric robust monitoring of time series panel data
by Delouille, Véronique & Lefèvre, Laure & Mathieu, Sophie & Ritter, Christian & von Sachs, Rainer
- 2020029 Conditional mean risk sharing for dependent risks using graphical models
by Denuit, Michel & Robert, Christian Y.
- 2020028 Stop-loss protection for a large P2P insurance pool
by Denuit, Michel & Robert, Christian Y.
- 2020027 Hospital inpatients costs dynamics at older ages: A frequency-severity approach
by Avalosse, Hervé & Denuit, Michel & Lucas, Nathalie
- 2020026 Life-Care Tontines
by Hieber, Peter & Lucas, Nathalie
- 2020025 An actuarial approach for modeling pandemic risk
by Hainaut, Donatien
- 2020024 Risk reduction by conditional mean risk sharing with application to collaborative insurance
by Denuit, Michel & Robert, Christian Y.
- 2020023 Efron’s asymptotic monotonicityproperty in the gaussian stable domain of attraction
by Denuit, Michel & Robert, Christian Y.
- 2020022 Time and Causality in the Social Sciences
by Mouchart, Michel & Orsi, Renzo & Russo, Federica & Wunsch, Guillaume
- 2020021 Causality in econometric modeling. From theory to structural causal modeling
by Mouchart, Michel & Orsi, Renzo & Wunsch, Guillaume
- 2020020 The Laplace-P-spline methodology for fast approximate Bayesian inference in additive partial linear models
by Gressani, Oswaldo & Lambert, Philippe
- 2020019 Risk bounds when learning infinitely many response functions by ordinary linear regression
by Plassier, Vincent & Portier, François & Segers, Johan
- 2020018 Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent risks
by Denuit, Michel & Robert, Christian Y.
- 2020017 From risk sharing to risk transfer: the analytics of collaborative insurance
by Denuit, Michel & Robert, Christian Y.
- 2020016 Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving
by Denuit, Michel & Lu, Yang
- 2020015 From risk sharing to pure premium for a large number of heterogeneous losses
by Denuit, M. & Robert, C.Y.
- 2020014 Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities
by Denuit, M. & Robert, C.Y.
- 2020013 Laplace approximation for fast Bayesian inference in generalized additive models based on penalized regression splines
by Gressani, O. & Lambert, P.
- 2020012 The essentials on linear regression, ANOVA, general linear and linear mixed models for the chemist
by Govaerts, B. & Francq, B. & Marion, R. & Martin, M. & Thiel, M.
- 2020011 AdaCLV for Interpretable Variable Clustering and Dimensionality Reduction of Spectroscopic Data
by Marion, Rebecca & Govaerts, Bernadette & von Sachs, Rainer
- 2020010 A Random Assignment Problem: Size of Near Maximal Sets and Correct Order Expectation Bounds
by Mordant, Gilles
- 2020009 Comparison of Cluster Validity Indices and Decision Rules for Different Degrees of Cluster Separation
by Kaczynska, S. & Marion, R. & Von Sachs, R.
- 2020008 The LassoPSVM approach for sufficient dimension reduction using principal projections
by Pircalabelu, Eugen & Artemiou, Andreas
- 2020007 Graph informed sufficient dimension reduction
by Pircalabelu, Eugen & Andreas Artemiou
- 2020006 Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance
by Hallin, Marc & Mordant, Gilles & Segers, Johan
- 2020005 Inference on extremal dependence in a latent Markov tree model attracted to a Husler-Reiss distribution
by Asenova, Stefka Kirilova & Mazo, Gildas & Segers, Johan
- 2020004 Empirical tail copulas for functional data
by Einmahl, John & Segers, Johan
- 2020003 Option pricing in illiquid markets: a fractional jump-diffusion approach
by Hainaut, Donatien & Leonenko, Nikolai
- 2020002 Credit risk modelling with fractional self-excited processes
by Hainaut, Donatien
- 2020001 Wavelet-based feature-engineering for mortality projection
by Hainaut, Donatien & Denuit, Michel
2019
- 2019028 Investing in your own and peers' risks: The simple analytics of p2p insurance
by Denuit, Michel
- 2019027 Credit risk modelling with fractional self-excited processes
by Hainaut, Donatien
- 2019026 Wavelet-based feature-engineering for mortality projection
by Hainaut, Donatien & Denuit, Michel
- 2019025 BIOT: Explaining Multidimensional MDS Embeddings Using the Best Interpretable Orthogonal Transformation
by Bibal, Adrien & Marion, Rebecca & Frenay, Benoit & von Sachs, Rainer
- 2019024 Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness
by Barigozzi, M. & Hallin, M. & Soccorsi, S. & Von Sachs, R.
- 2019023 Predicting Recessions: A New Measure of Output Gap as Predictor
by Mastromarco, Camilla & Simar, Leopold & Wilson, Paul
- 2019022 Uncertainty quantification in sunspot counts
by MATHIEU, S. & VON SACHS, R. & RITTER, C. & DELOUILLE, V. & LEFeVRE, L.
- 2019021 LiMM-PCA : combining ASCA+ and linear mixed models to analyse high dimensional designed data
by Martin, Manon & Govaerts, Bernadette
- 2019020 Feature Selection in metabolomics with PLS-derived methods
by Martin, Manon & Govaerts, Bernadette
- 2019019 Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits
by Simar, Leopold & Wilson, Paul
- 2019018 Mean reversion in stochastic mortality : why and how?
by Zeddouk, Fadoua & Devolder, Pierre
- 2019017 Interbank Credit Risk Modelling with Self-Exciting Jump Processes
by Njike Leunga, Charles Guy & Hainaut, Donatien
- 2019016 Fractional Hawkes processes
by Hainaut, Donatien
- 2019015 Control variate selection for Monte Carlo integration
by Leluc, Remi & Portier, Francois & Segers, Johan
- 2019014 Two-mode clustering through profiles of regions and sectors
by Haedo, Christian & Mouchart, Michel
- 2019013 Home and Motor insurance joined at a household level using multivariate credibility
by Pechon, Florian & Denuit, Michel & Trufin, Julien
- 2019012 On Some Resampling Procedures with the Empirical Beta Copula
by Kiriliouk, Anna & Segers, Johan & Tsukahara, Hideatsu
- 2019011 Une alternative a la pension a points : le compte individuel pension en euros
by Devolder, Pierre
- 2019010 Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
by Denuit, Michel
- 2019009 Size-biased risk measures of compound sums
by Denuit, Michel
- 2019008 Spectral Analysis of Multivariate Time Series
by von Sachs, Rainer
- 2019007 Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system
by Hanbali, Hamza & Claassens, Hubert & Denuit, Michel & Dhaene, Jan & Trufin, Julien
- 2019006 Model selection based on Lorenz and concentration curves, Gini indices and convex order
by Denuit, Michel & Sznajder, Dominik & Trufin, Julien
- 2019005 Concordance-based predictive measures in regression models for discrete responses
by Denuit, Michel & Mesfoui, Mhamed & Trufin, Julien
- 2019004 Quality and its impact on efficiency
by Daraio, Cinzia & Simar, Leopold & Wilson, Paul
- 2019003 La modelisation en sciences sociales: Incertitudes et defis
by Wunsch, Guillaume & Mouchart, Michel & Russo, Federica
- 2019002 Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach
by Wunsch, Guillaume & Mouchart, Michel & Russo, Federica
- 2019001 One- versus multi-component regular variation and extremes of Markov trees
by Segers, Johan
2018
- 2018035 On the Performance of Coefficient of Variation Charts in the Presence of Measurement Errors
by Tran, Kim Phuc & Heuchenne, Cedric & Balakrishnan, Narayanaswamy
- 2018034 Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts
by Nguyen, Huu Du & Tran, Kim Phuc & Heuchenne, Cedric
- 2018033 Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures
by Beretta, Alessandro & Heuchenne, Cedric
- 2018032 Multivariate credibility modeling for usage-based motor insurance pricing with behavioral data
by Denuit, Michel & Guillen, Montserrat & Trufin, Julien
- 2018031 Stability and tail limits of transport-based quantile contours
by de Valk, Cees Fouad & Segers, Johan
- 2018030 Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs
by Guisset, Severine & Martin, Manon & Govaerts, Bernadette
- 2018029 An estimator of the stable tail dependence function based on the empirical beta copula
by Kiriliouk, Anna & Segers, Johan & Tafakori, Laleh
- 2018028 A mollifier approach to the deconvolution of probability densities
by Marechal, Pierre & Simar, Leopold & Vanhems, Anne
- 2018027 Causality in the Social Sciences: A structural modelling framework
by Russo, Federica & Wunsch, Guillaume & Mouchart, Michel
- 2018026 Automatic biclustering of regions and sectors
by Haedo, Christian & Mouchart, Michel
- 2018025 Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices
by Chau, Van Vinh & von Sachs, Rainer
- 2018024 Static risk measurement of life annuity products: the longevity model
by Ngugnie Diffouo, Pauline & Devolder, Pierre
- 2018023 Valuation of insurer's solvency for a life annuity within the equity-longevity model
by Devolder, Pierre & Ngugnie Diffouo, Pauline
- 2018022 Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution
by Alonso-Garcia, Jennifer & Boado-Penas, Maria Del Carmen & Devolder, Pierre
- 2018021 Central Limit Theorems and Inference for Sources of Productivity Change Measured by Nonparametric Malmquist Indices
by Simar, Leopold & Wilson, Paul
- 2018020 Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores
by Simar, Leopold & Zelenyuk, Valentin
- 2018019 Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household
by Pechon, Florian & Denuit, Michel & Trufin, Julien
- 2018018 Technical, Allocative and Overall Efficiency: Inference and Hypothesis Testing
by Simar, Leopold & Wilson, Paul
- 2018017 Fast and Efficient Computation of Directional Distance Estimators
by Daraio, Cinzia & Simar, Leopold & Wilson, Paul
- 2018016 Two data pre-processing workflows to facilitate the discovery of biomarkers by 2D NMR metabolomics
by Feraud, Baptiste & Leenders, Justine & Martineau, Estelle & Giraudeau, Patrick & Govaerts, Bernadette & de Tullio, Pascal
- 2018015 A self-organizing predictive map for non-life insurance
by Hainaut, Donatien
- 2018014 A switching microstructure model for stock prices
by Hainaut, Donatien & Goutte, Stephane
- 2018013 A switching self-exciting jump diffusion process for stock prices
by Hainaut, Donatien & Moraux, Franck
- 2018012 Hedging of crop harvest with derivatives on temperature
by Hainaut, Donatien
- 2018011 A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for asset prices
by Hainaut, Donatien & Deelstra, Griselda
- 2018010 Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices
by Kneip, Alois & Simar, Leopold & Wilson, Paul
- 2018009 PepsNMR for 1H-NMR metabolomic data pre-processing
by Martin, Manon & Legat, Benoit & Leenders, Justine & Vanwinsberghe, Julien & Rousseau, Rejane & De Tullio, Pascal & Govaerts, Bernadette
- 2018008 Estimation of the Boundary of a Variable observed with Symmetric Error
by Florens, Jean-Pierre & Simar, Leopold & Van Keilegom, Ingrid
- 2018007 A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures
by Badin, Luiza & Daraio, Cinzia & Simar, Leopold
- 2018006 Identifying groups of variables with the potential of being large simultaneously
by Chiapino, Mael & Sabourin, Anne & Segers, Johan
- 2018005 Bayesian Inference For Bivariate Ranks
by Guillote, Simon & Perron, Francois & Segers, Johan
- 2018004 Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008)
by Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin
- 2018003 Robustified expected maximum production frontiers
by Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Leopold
- 2018002 Inference on the tail process with application to financial time series modelling
by Davis, Richard & Drees, Holger & Segers, Johan & Warchol, Michal
- 2018001 Monte Carlo integration with a growing number of control variates
by Portier, Francois & Segers, Johan
2017
- 2017032 The np Chart With Guaranteed In-control Average Run Lengths
by Faraz, Alireza & Heuchenne, Cedric & Saniga, Erwin
- 2017031 An Exact Method for Designing Shewhart X and S2 Control Charts to Guarantee In-Control Performance
by Faraz, Alireza & Heuchenne, Cedric & Saniga, Erwin
- 2017030 Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance
by Mastromarco, Camilla & Simar, Leopold
- 2017029 Causal attribution in block-recursive social sytems. A structural modeling perspective
by Wunsch, Guillaume & Mouchart, Michel & Russo, Federica
- 2017028 An estimator of the stable tail dependence function based on the empirical beta copula
by Kiriliouk, Anna & Segers, Johan & Tafakori, Laleh
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