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Content
2014
- 2014004 Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts
by Christiansen, Marcus C. & Denuit, Michel & Dhaene, Jan
- 2014003 Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models
by Pigeon, Mathieu & Henry de Frahan, Bruno & Denuit, Michel
- 2014002 Comonotonicity, orthant convex order and sums of random variables
by Mesfioui, Mhamed & Denuit, Michel
- 2014001 Single-index quantile regression models for censored data
by Bucher, Axel & El Ghouch, Anouar & Van Keilegom, Ingrid
2013
- 2013061 The systemic risk of energy markets
by Pierret, D.
- 2013060 Investment in art companies: a proxy for physical art?
by Bocart, Fabian & Noh, Hohsuk
- 2013059 Macroeconomic news surprises and volatility spillover in foreign exchange markets
by Ben Omrane, Walid & Hafner, Christian
- 2013058 Adaptive estimation of functionals in nonparametric instrumental regression
by Breunig, Christoph & Johannes, Jan
- 2013057 Spline approximations to conditional Archimedean copula
by Lambert, Philippe
- 2013056 Estimation and approximation in multidimensional dynamics
by Frasso, Gianluca & Jaeger, Jonathan & Lambert, Philippe
- 2013055 Testing for Decreasing Heterogeneity Between Hospitals in Time to Death from Chronic Myeloid Leukemia
by Munda, Marco & Legrand, Catherine & Duchateau, Luc & Janssen, Paul
- 2013054 Unobserved heterogeneity and endogeneity in nonparametric frontier estimation
by Simar, Leopold & Vanhems, Anne & Van Keilegom, Ingrid
- 2013053 Data envelope fitting with constrained polynomial splines
by Daouia, Abdelaati & Noh, Hohsuk & Park, Byeong U.
- 2013052 Non-Parametric Approach to Dynamic Time Series Discrete Choice Models
by Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin
- 2013051 Detecting changes in cross-sectional dependence in multivariate time series
by Kojadinovic, Ivan & Rohmer, Tom & Segers, Johan
- 2013050 A review on ROC curves in the presence of covariates
by Pardo-Fernandez, Juan Carlos & Rodriguez-alvarez, Maria Xose & Van Keilegom, Ingrid
- 2013049 Extreme value copula estimation based on block maxima of a multivariate stationary time series
by Bucher, Axel & Segers, Johan
- 2013048 Testing Hypotheses in Nonparametric Models of Production
by Kneip, Alois & Simar, Leopold & Wilson, Paul, W
- 2013047 Statistical Approaches for Nonparametric Frontier Models: A Guided Tour
by Simar, Leopold & Wilson, Paul
- 2013046 The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach
by Hafner, Christian & Manner, Hans & Simar, Leopold
- 2013045 Nonlife Ratemaking and Risk Management with Bayesian Additive Models for Location, Scale and Shape
by Klein, Nadja & Denuit, Michel & Lang, Stefan & Kneib, Thomas
- 2013044 Data-driven Shrinkage of the Spectral Density Matrix of a High-dimensional Time Series
by Fiecas, Mark & von Sachs, Rainer
- 2013043 Confounding and Control in a Multivariate System An issue in causal attribution
by Russo, F. & Mouchart, M. & Wunsch, G.
- 2013042 Semi-parametric proportional hazards models with crossed random effects for psychometric response times
by Loeys, Tom & Legrand, Catherine & Schettino, Antonio
- 2013041 Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression
by Dunker , Fabian & Florens, Jean-Pierre & Hohage, Thorsten & Johannes, Jan & Mammen, Enno
- 2013040 Support Vector Machines with Evolutionary Feature Selection for Default Prediction
by Hardle, Wolfgang Karl & Prastyo, Dedy Dwi & Hafner, Christian
- 2013039 Flexible estimation in cure survival models using Bayesian P-splines
by Bremhorst, Vincent & Lambert, Philippe
- 2013038 Directional Distances and their Robust versions: Computational and Testing Issues
by Daraio, Cinzia & Simar, Leopold
- 2013037 A diagnostic plot for guiding the choice of the frailty distribution in clustered survival data
by Munda, Marco & Legrand, Catherine
- 2013036 Adjusting for centre differences in multicentre clinical trials: a simulation-based investigation for time-to-event outcomes
by Munda, Marco & Legrand, Catherine
- 2013035 Semiparametric Estimation of Risk-return Relationships
by Escanciano, Juan Carlos & Pardo-Fernandez, Juan Carlos & Van Keilegom, Ingrid
- 2013034 Varying coefficient models having different smoothing variables with randomly censored data
by Yang, Seong Jun & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2013033 Nonparametric tests for constant tail dependence with an application to energy and finance
by Bucher, Axel & Jaschke, Stefan & Wied, Dominik
- 2013032 Specialized Agglomerations with Areal Data: Model and Detection
by Haedo, C. & Mouchart, M.
- 2013031 BAGIDIS: Statistically investigating curves with sharp local patterns using a new functional measure of dissimilarity
by Timmermans, Catherine & von Sachs, Rainer
- 2013030 Semiparametric Gaussian copula models: Geometry and efficient rank-based Estimation
by Segers, Johan & van den Akker, Ramon & Werker, Bas
- 2013029 A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing
by Bucher, Axel & Kojadinovic, Ivan
- 2013028 A note on weak convergence of the sequential multivariate empirical process under strong mixing
by Bucher, Axel
- 2013027 Expansion for Moments of Regression Quantiles with Applications to Nonparametric Testing
by Mammen, Enno & Van Keilegom, Ingrid & Yu, Kyusang
- 2013026 Measuring Association and Dependence Between Random Vectors
by Grothe, Oliver & Schnieders, Julius & Segers, Johan
- 2013025 To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regression
by Li, Degui & Simar, Leopold & Zelenyuk, Valentin
- 2013024 Estimation of location and scale functionals in nonparametric regression under copula dependent censoring
by Sujica, Aleksandar & Van Keilegom, Ingrid
- 2013023 Semiparametric Conditional Quantile Estimation through Copula-Based Multivariate Models
by Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2013022 A nonparametric ANOVA-type test for regression curves based on characteristic functions
by Pardo-Fernandez, Juan Carlos & Jimenez-Gamero, Maria Dolores & El Ghouch, Anouar
- 2013021 Assessing Vaccine Efficacy in Influenze Clinical Trials - Challenges and Difficulties
by Dewe, Walthere & Benoit, Anne & Legrand, Catherine
- 2013020 Evaluation du cout de la garantie LPC
by Devolder, Pierre
- 2013019 When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs
by Bucher, Axel & Segers, Johan & Volgushev, Stanislav
- 2013018 Semiparametric transformation model with endogeneity: a control function approach
by Vanhems, Anne & Van Keilegom, Ingrid
- 2013017 Markov Tail Chains
by janssen, Anja & Segers, Johan
- 2013016 Multivariate higher-degree stochastic increasing convexity
by Denuit, Michel & Mesfioui, Mhamed
- 2013015 Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis
by Mastromarco, Camilla & Simar, Leopold
- 2013014 Measuring Firm Performance using Nonparametric Quantile-type Distances
by Daouia, Abdelaati & Simar, Leopold & Wilson, Paul
- 2013013 Schooling inputs, property tax caps and effciency scores in public schools
by Henderson, Daniel & Simar, Leopold & Wang, Le
- 2013012 When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores
by Kneip, Alois & Simar, Leopold & Wilson, Paul
- 2013011 Efficient quantile regression with auxiliary information
by Muller, Ursula & Van Keilegom, Ingrid
- 2013010 An Almost Closed Form Estimator for the EGARCH
by Hafner C. & Linton, O.
- 2013009 Nonparametric estimation of the tree structure of a nested Archimedean copula
by Segers, Johan & Uyttendaele, Nathan
- 2013008 Discussion on: "An updated review of Goodness-of-Fit tests for regression models" (by W. Gonzales-Manteiga and R.M. Crujeiras)
by Van Keilegom, Ingrid
- 2013007 Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
by Denuit, Michel & Liu, Liqun
- 2013006 Combination of Independent Component Analysis and statistical modelling for the identification of metabonomic biomarkers in 1H-NMR spectroscopy (second version)
by Rousseau, Rejane & Feraud, Baptiste & Govaerts, Bernadette & Verleysen, Michel
- 2013005 Almost Expectation and Excess Dependence Notions
by Denuit, Michel & Huang, Rachel & Tzeng, Larry
- 2013004 Dark signal correction for a lukecold frame transfer CCDApplication to the SODISM solar telescope onboard the PICARD space mission
by Hochedez , J-F. & Timmermans, Catherine & Hauchecorne, A. & Meftah, M.
- 2013003 Fair re-valuation of wine as an investment
by Bocart, F. & Hafner, C.
- 2013002 Bivariate Almost Stochastic Dominance
by Denuit, Michel & Huang, Rachel & Tzeng, Larry
- 2013001 Local government efficiency: The case of Moroccan municipalities
by El Mehdi, Rachida & Hafner, Christian
2012
- 2012041 A general class of time-varying coefficients models for right censored data
by Legrand, Catherine & Munda, Marco & Janssen, P. & Duchateau, L.
- 2012040 Neutrophil: lymphocyte ratio and intraoperative use of ketorolac or diflofenac are prognostic factors in breast, lung and kidney cancer surgery
by Legrand, Catherine & Forget, P. & Machiels, J-P. & Coulie, Pierre & Berliere, M. & Poncelet, A. & Tombal, P.
- 2012039 Hyperbolic confidence bands of errors-in-variables regression lines applied to method comparison studies
by Francq, Bernard G. & Govaerts, Bernadette
- 2012038 Inference in stochastic frontier analysis with dependent error terms
by El Mehdi, Rachida & Hafner, Christian
- 2012037 Spectral density shrinkage for high-dimensional time series
by Fiecas, Mark & von Sachs, Rainer
- 2012036 Estimation of conditional ranks and tests of exogeneity in nonparametric nonseparable models
by Feve, Frederique & Florens, Jean-Pierre & Van Keilegom, Ingrid
- 2012035 A Gamma-moment approach to monotonic boundaries estimation: with applications in econometric and nuclear fields
by Daouia, Abdelaati & Girard, S. & Guillou, A.
- 2012034 Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality
by Denuit, Michel & Haberman, Steven & Renshaw, Arthur
- 2012033 Almost Marginal Conditional Stochastic Dominance
by Denuit, Michel & Huang, Rachel & Tzeng, Larry
- 2012032 On the identifiability of copulas in bivariate competing risks models
by Schwarz, Maik & Jongbloed, Geurt & Van Keilegom, Ingrid
- 2012031 Functions and mechanisms in structural-modelling explanation
by Wunsch, Guillaume & Mouchart, Michel & Russo, Federica
- 2012030 Solvency analysis of defined benefit pension schemes
by Devolder, Pierre & Piscopo, Gabriella
- 2012029 Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework
by Devolder, Pierre & Melis, Roberta & Miller, Aurelie
- 2012028 A sufficient condition of crossing-type for the bivariate orthant convex order
by Denuit, Michel & Mesfioui, Mhamed
- 2012027 Worst-case actuarial calculations consistent with single- and multiple-decrement life tables
by Christiansen, Marcus & Denuit, Michel
- 2012026 Evaluation of the EU proposed Farm Income Stabilisation Tool
by Pigeon, Mathieu & Henry de Frahan, Bruno & Denuit, Michel
- 2012025 Efficient Model Selection in Semivarying Coefficient Models
by Noh, Hohsuk & Van Keilegom, Ingrid
- 2012024 Goodness-of-fit Tests for a Semiparametric Model under Random Double Truncation
by Moreira, Carla & de Una-Alvarez, Jacobo & Van Keilegom, Ingrid
- 2012023 Guided censored regression
by Talamakrouni, Majda & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2012022 Goodness-of-fit Test in Parametric Mixed-Effects Models based on the Estimation of the Error Distribution
by Gonzales Manteiga, Wenceslao & Maria Dolores, Martinez Miranda & Van Keilegom, Ingrid
- 2012021 Component Selection in Additive Quantile Regression Models
by Noh, Hohsuk & Lee, Eun
- 2012020 Variable Selection of Varying Coefficient Models in Quantile Regression
by Noh, Hohsuk & Chung, Kwanghun & Van Keilegom, Ingrid
- 2012019 Volatility of price indices for heterogeneous goods
by Bocart, Fabian & Hafner, Christian
- 2012018 On the use of adhesion parameters to validate models specified using systems of affine differential equations
by Jaeger, Jonathan & Lambert, Philippe
- 2012017 Bayesian penalized smoothing approaches in models specified using affine differential equations with unknown error distributions
by Jaeger, Jonathan & Lambert, Philippe
- 2012016 Shrinkage Estimation for Multivariate Hidden Markov Mixture Models
by Fiecas , Mark & Franke, Jurgen & von Sachs, Rainer & Tadjuidje , Joseph
- 2012015 Shah: Shape-Adaptive Haar Wavelet Transform For Images With Application To Classification
by Timmermans, Catherine & Fryzlewicz, Piotr
- 2012014 Uni- And Multidimensional Risk Attitudes: Some Unifying Theorems
by Denuit, Michel & Rey, Beatrice
- 2012013 A Euclidean likelihood estimator for bivariate tail dependence
by de Carvalho, Miguel & Oumow, Boris & Segers, Johan & Warchoł, Michał
- 2012012 Nonparametric inference for max-stable dependence : Discussion of "Statistical Modelling of Spatial Extremes" by A. C. Davison, S. Padoan and M. Ribatet, to appear in Statistical Science
by Segers, Johan
- 2012011 Max-Stable Models For Multivariate Extremes
by Segers, Johan
- 2012010 Copula-Based Regression Estimation and Inference
by Noh, Hohsuk & El Ghouch, Anouar & Bouezmarni, Taoufik
- 2012009 Nonparametric Estimation and Inference for Granger Causality Measures
by Taamouti, Abderrahim & Bouezmarni, Taoufik & El Ghouch, Anouar
- 2012008 Improving your chances: An extension of Jindapon and Neilson
by Denuit, M. & Eeckhoudt, L.
- 2012007 Risk Attitudes and the Value of Risk Transformations
by Denuit, M. & Eeckhoudt, L.
- 2012006 Bandwidth Selection for Kernel Density Estimation with Doubly Truncated Data
by Moreira , Carla & Van Keilegom, Ingrid
- 2012005 parfm: Parametric Frailty Models in R
by Munda, Marco & Rotolo, Federico & Legrand, Catherine
- 2012004 Advantages of the Bagidis methodology for metabonomics analyses: application to a spectroscopic study of Age-related Macular Degeneration
by Timmermans, Catherine & de Tullio, Pascal & Lambert, Vincent & Frederich, Michel & Rousseau, Rejane & von Sachs, Rainer
- 2012003 Nonparametric estimation of pair-copula constructions with the empirical pair-copula
by Hoebak Haff, Ingrid & Segers, Johan
- 2012002 Boundary estimation in the presence of measurement error with unknown variance
by Kneip, Alois & Simar, Leopold & Van Keilegom, Ingrid
- 2012001 Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing
by El Ghouch, Anouar & Genton, Marc G. & Bouezmarni , Taoufik
2011
- 2011045 Iterative Estimation of Solutions to Noisy Nonlinear Operator Equations in Nonparametric Instrumental Regression
by Dunker, F. & Florens, J.P. & Hohage, T. & Johannes, J. & Mammen, E.
- 2011044 Volatility Models
by Bauwens, L. & Hafner C. & Laurent, S.
- 2011043 Individual Loss Reserving with the Multivariate Skew Normal Model
by Pigeon, Mathieu & Antonio, Katrien & Denuit, Michel
- 2011042 To Smooth or Not to Smooth? The Case of Discrete Variables in Nonparametric Regressions
by Simar, Leopold & Zelenyuk, Valentin
- 2011041 Semiparametric M-Estimation with Non-Smooth Criterion Functions
by Delsol , Laurent & Van Keilegom, Ingrid
- 2011040 Simulation of clustered multi-state survival data based on a copula model
by Rotolo, Federico & Legrand, Catherine & Van Keilegom, Ingrid
- 2011039 On the effect of noisy observations of the regressor in a functional linear model
by Bereswill, Mareike & Johannes, Jan
- 2011038 Adaptive functional linear regression
by Comte , Fabienne & Johannes, Jan
- 2011037 Adaptive estimation of linear functionals in functional linear models
by Johannes, Jan & Schenk, Rudolf
- 2011036 On Projection-Type Estimators of Multivariate Isotonic Functions
by Daouia, Abdelaati & Park, Beyong U.
- 2011035 Statistical Inference for DEA Estimators of Directional Distances
by Simar, Leopold & Vanhems, Anne & Wilson, Paul W.
- 2011034 Adaptive Gaussian inverse regression with partially unknown operator
by Johannes, Jan & Schwarz, Maik
- 2011033 Explaining Inefficiency in Nonparametric Production Models: the State of the Art
by Badin, Luiza & Daraio, Cinzia & Simar, Leopold
- 2011032 Asymmetries in Business Cycles and the Role of Oil Production
by Daniel , Betty C & Hafner, Christian & Manner, Hans & Simar, Leopold
- 2011031 On kernel smoothing for extremal quantile regression
by Daouia, Abdelaati & Gardes, Laurent & Girard, Stephane
- 2011030 Frontier estimation in nonparametric location-scale models
by Florens , Mark & Simar, Leopold & Van Keilegom, Ingrid
- 2011029 Econometric analysis of volatile art markets
by BOCART, F. & HAFNER, Christian
- 2011028 On heterogeneous latent class models with applications to the analysis of rating scores
by Bertrand, Aurelie & Hafner, Christian
- 2011027 Bernstein Estimator for Unbounded Density Copula
by Bouezmarni, Taoufik & El Ghouch, Anouar & Taamouti, Abderrahim
- 2011026 Efficient parameter estimation in regression with missing responses
by Muller, Ursula U. & Van Keilegom, Ingrid
- 2011025 Quality of fit measures in the framework of quantile regression
by Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2011024 On assessing model adequacy in linear quantile regression
by Noh, Hohsuk & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2011023 Estimation of the error density in a semiparametric transformation model
by Samb, R. & Heuchenne, C. & Van Keilegom, I.
- 2011022 Likelihood based inference for semi-competing risks
by Heuchenne, Cedric & Laurent, Stephane & Legrand, Catherine & Van Keilegom, Ingrid
- 2011021 Combining thresholding rules: a new way to improve the performance of wavelet estimators
by Autin, Florent & Freyermuth, Jean-Marc & von Sachs, Rainer
- 2011020 Using Bagidis in nonparametric functional data analysis: predicting from curves with sharp local features
by Timmermans, Catherine & Delsol, Laurent & von Sachs, Rainer
- 2011019 How to Measure the Impact of Environmental Factors in a Nonparametric Production Model?
by BADIN, Luiza & DARAIO, Cinzia & Simar, Leopold
- 2011018 Nonparametric estimation of multivariate extreme-value copulas
by Gudendorf, Gordon & Segers, Johan
- 2011017 Block-Threshold-Adapted Estimators via a maxiset approach
by Autin, Florent & Freyermuth, Jean-Marc & von Sachs, Rainer
- 2011016 Solvency capital, inflation and time horizon in pension liabilities
by Devolder, Pierre & Tassa, Habiba
- 2011015 Solvency requirement for long term guarantee: risk measure versus probability of ruin
by Devolder, Pierre
- 2011014 When Ross meets Bell: the linex utility function
by Denuit, M. & Eeckhoudt, L. & Schlesinger, H.
- 2011013 Multivariate volatility modeling of electricity futures
by Bauwens, L. & Hafner, C. & Pierret, D.
- 2011012 Large-sample tests of extreme-value dependence for multivariate copulas
by Kojadinovic, Jean D. & Segers, Johan & Yan, Yun
- 2011011 Semiparametric transformation model with endogeneity: a control function approach
by Vanhems, Anne & Van Keilegom, Ingrid
- 2011010 Semi Markov regime switching interest rate models and minimal entropy measure
by Hunt, Julien & Devolder, Pierre
- 2011009 A semi-Markov regime switching extension of the Vasicek model
by Hunt, Julien & Devolder, Pierre
- 2011008 Estimation in semiparametric models with missing data : Article de recherche
by Xi Chen, Song & Van Keilegom, Ingrid
- 2011007 Inferring causal relations by modelling structures : Article de recherche
by Mouchart, Michel & Russo, Federica & Wunsch, Guillaume
- 2011006 A Stochastic Independence Approach for different Measures of Global Specialization
by HAEDO , Christian & Mouchart, Michel
- 2011005 An M-Estimator For Tail Dependence In Arbitrary Dimensions
by EINMAHL, John H.J. & KRAJINA, Andrea & Segers, Johan
- 2011004 Nonparametric endogenous post-stratification estimation
by Dahlke, Mark & Breidt, F. Jay & Opsomer, Jean D. & Van Keilegom, Ingrid
- 2011003 Statistical models and methods for dependence in insurance data
by Van Keilegom, Ingrid & Veraverbeke, Noel
- 2011002 Ideal denoising within a family of tree-structured wavelet estimators
by Autin, F. & Freyermuth, Jean-Marc & von Sachs, Rainer
- 2011001 Bayesian generalized profiling estimation in hierarchical linear dynamic systems
by JAEGER, Jonathan & LAMBERT, Philippe
2010
- 2010054 Weak convergence of empirical copula processes under nonrestrictive smoothness assumptions
by Segers, J.
- 2010053 Probabilities in a non-Markov model with successive survival times
by Meira-Machado, L. & Roca-Pardinas, J. & Van Keilegom I. & Cadarso-Suarez, C.
- 2010052 Local maximum likelihood techniques with categorical data
by Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin
- 2010051 Additive location-scale models for interval censored data
by Lambert, P.
- 2010050 How to measure the impact of environmental factors in a nonparametric production model?
by Badin, Luiza & Daraio, Cinzia & Simar, Leopold
- 2010049 Ordering functions of random vectors, with application to partial sums
by Denuit, Michel & Mesfioui, Mhamed
- 2010048 Estimation and calibration of a continuous-time semi-Markov switching model
by Hunt, J. & Hahn, M.
- 2010047 Stronger measures of higher-order risk attitudes : an extension
by Denuit, Michel & Eeckhoudt, Louis
- 2010046 Boundary estimation in the presence of measurement error with unknown variance
by Kneip, A. & Simar, L. & Van Keilegom I.
- 2010045 Nonparametric bayesian inference on bivariate extremes
by Guillotte, Simon & Perron, Francois & Segers, Johan
- 2010044 Dispersive effect of cross-aging with Archimedean copulas
by Denuit, Michel & Mesfioui, Mhamed
- 2010043 Convex order and comonotonic conditional mean risk sharing
by Denuit, Michel & Dhaene, J.
- 2010042 Decomposing regional efficiency
by Schaffer, Axel & Simar, Leopold & Rauland, Jan
- 2010041 Two-Stage DEA: Caveat Emptor
by Simar, Leopold & Wilson, Paul
- 2010040 Probabilistic characterization of directional distances and their robust versions
by Simar, Leopold & Vanhems, Anne
- 2010039 Bootstrap and inference when both response and regressor are functional
by Ferraty, Frederic & Van Keilegom, Ingrid & Vieu, Philippe
- 2010038 Minimal entropy martingale measure in a semi-Markov regime switching Cox-Ross-Rubinstein model
by Hunt, J. & Devolder, P.
- 2010034 The Solvency II square-root formula for systematic biometric risk
by Christiansen, M. & Denuit, Michel & Lazar, D.
- 2010033 Robust estimation for homoscedastic regression in the secondary analysis of case-control data
by Wei, Jiawei & Caroll, Raymond J. & Muller, Ursula U. & Van Keilegom, Ingrid & Chatterjee, Nimanjan
- 2010032 Estimation of parameters of regularly varying distributions on convex cones
by Davydov, Y. & Liu S.
- 2010031 Testing whether two-stage estimation is meaningful in non-parametric models of production
by Daraio, Cinzia & Simar, Leopold & Wilson, Paul
- 2010030 BAGIDIS, a new method for statistical analysis of differences between curves with sharp discontinuities
by Timmermans, Catherine & von Sachs, Rainer
- 2010029 Inferring causality through counterfactuals in observational studies some epistemological issues
by Russo, F. & Wunsch, G. & Mouchart, M.
- 2010028 Nonparametric frontier estimation from noisy data
by Schwarz, M. & Van Bellegem, S. & Florens, J.P.
- 2010027 Maxima of moving maxima of continuous functions
by Meinguet, T.
- 2010026 Adaptive nonparametric instrumental regression by model selection
by Johannes, Jan & Schwarz, Maik
- 2010025 Positive dependence of signals
by Denuit, Michel
- 2010024 Transformations preserving stochastic dominance : Theory and applications
by Denuit, Michel & Eeckhoudt, Louis & Jokung, O.
- 2010023 Longevity-indexed life annuities
by Denuit, Michel & Haberman, S. & Renshaw, A.
- 2010022 Ruin problems under IBNR dynamics
by Albrecher, H. & Denuit, Michel & Trufin, Julien
- 2010021 Prudence, temperance, edginess, and higher degree risk apportionment as decreasing correlation aversion
by Denuit, Michel & Rey, B.
- 2010020 Adding independent risks in an insurance portfolio: wich shape for the insurer's preferences?
by Denuit, M. & Eeckhoudt L. & Menegatti M.
- 2010019 Properties of risk measures derived from ruin theory
by Trufin, J. & Albrecher, H. & Denuit, M.
- 2010018 Bivariate stochastic dominance and common preferences of decision-makers with risk independent utilities
by Denuit, Michel & Eeckhoudt, Louis
- 2010017 Somes consequences of correlation aversion in decision science
by Denuit, Michel & Eeckhoudt, Louis & Rey, B.
- 2010016 Ruin problems in presence of underwriting cycles
by Albrecher, H. & Denuit, Michel & Trufin, Julien
- 2010015 Correlated risks, bivariate utility and optimal choices
by Denuit, M. & Eeckhoudt L. & Menegatti M.
- 2010014 Composite Lognormal-Pareto model with random threshold
by Pigeon, Mathieu & Denuit, Michel
- 2010013 A general index of absolute risk attitude
by Denuit, M. & Eeckhoudt L.
- 2010012 Generalized increasing convex and directionally convex orders
by Denuit, Michel & Mesfioui, Mhamed
- 2010011 Comonotonic Approximations To Quantiles of Life Annuity Conditional Expected Present Values: Extensions To General ARIMA Models and Comparison With the Bootstrap
by Denuit, Michel & Haberman, S. & Renshaw, A.E.
- 2010010 Stronger measures of higher-order risk attitudes
by Denuit, Michel & Eeckhoudt, Louis
- 2010009 First-order mortality rates and safe-side actuarial calculations in life insurance
by Christiansen, Marcus C. & Denuit, Michel
- 2010008 Transformations of multivariate regularly varying tail distributions
by Davydov, Y. & Liu S.
- 2010007 Estimation of a general parametric location in censored regression
by Heuchenne, Cedric & Van Keilegom, Ingrid
- 2010006 On the estimation of dynamic conditional correlation models
by Hafner, C. & Reznikova, O.
- 2010005 Samples sizes in oncology trials : a survey
by Meyer, N. & Legrand, Catherine & Giaccone, Giuseppe
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