Contact information of Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:aiz:louvad. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Nadja Peiffer (email available below). General contact details of provider: https://edirc.repec.org/data/isuclbe.html .
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