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Content
2010
- 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
- 2010004 Occupational exposure to noise and the prevalence of hearing loss in a Belgian military population : a cross-sectional study
by Collee, A. & Legrand, Catherine & Govaerts, Bernadette & Van der Veken, P. & De Boodt, V. & Degrave, E
- 2010003 A short note on continuous-time Markov and semi-Markov processes
by Hunt, J.
- 2010002 Regularly varying time series in Banach spaces
by Meinguet, Thomas & Segers, Johan
- 2010001 A functional limit theorem for partial sums of dependent random variables with infinite variance
by Basrak, B. & Krizmanic, D. & Segers, J.
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