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Content
2022
- 2022019 Semi-markov modeling for cancer insurance
by Soetewey, Antoine & Legrand, Catherine & Denuit, Michel & Silversmit, Geert
- 2022018 Une pension légale sous forme d’un compte pension
by Devolder, Pierre & Hindriks, Jean
- 2022017 Solvency measurement of life annuity products
by Ngugnie Diffouo, Pauline & Devolder, Pierre
- 2022014 Collaborative Insurance with Stop-Loss Protection and Team Partitioning
by Denuit, Michel & Robert, Christian Y.
- 2022013 Dynamic portfolio selection with sector-specific regularization
by Hafner, Christian M. & Wang, Linqi
- 2022012 A dynamic conditional score model for the log correlation matrix
by Hafner, Christian M. & Wang, Linqi
- 2022011 Semiparametric estimation and variable selection for single-index copula models
by Yang, Bingduo & Hafner, Christian M. & Liu, Guannan & Long, Wei
- 2022010 Dynamic score driven independent component analysis
by Hafner, Christian M. & Herwartz, Helmut
- 2022009 Panel stochastic frontier analysis with dependent error terms
by El Mehdi, Rachida & Hafner, Christian M.
- 2022008 Time-Varying Mixture Copula Models with Copula Selection
by Yang, Bingduo & Cai, Zongwu & Hafner, Christian M. & Liu, Guannan
- 2022007 High-dimensional Sufficient Dimension Reduction through principal projections
by Pircalabelu, Eugen & Artemiou, Andreas
- 2022006 Peering ahead
by Denuit, Michel & Robert, Christian
- 2022005 Nonparametric monitoring of sunspot number observations
by Mathieu, Sophie & Lefèvre, Laure & von Sachs, Rainer & Delouille, Véronique & Ritter, Christian & Clette, Frédéric
- 2022004 Joint modeling of claim frequencies and behavioral signals in motor insurance
by Corradin, Alexandre & Denuit, Michel & Detyniecki, Marcin & Grari, Vincent & Sammarco, Matteo & Trufin, Julien
- 2022003 Valuation of Annuity Guarantees under a Self-Exciting Switching Jump Model
by Njike Leunga, Charles G. & Hainaut, Donatien
- 2022002 CDS Pricing with Fractional Hawkes Processes
by Ketelbuters, John John & Hainaut, Donatien
- 2022001 Lévy Interest Rate Models with a Long Memory
by Hainaut, Donatien
2021
- 2022016 Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices
by Chau, Joris & von Sachs, Rainer
- 2022015 Two-mode clustering through profiles of regions and sectors
by Haedo, Christian & Mouchart , Michel
- 2021057 Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data
by Lambert, Philippe
- 2021056 Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines
by Gressani, Oswaldo & Lambert, Philippe
- 2021055 Reply to Edward Furman, Yisub Kye, and Jianxi Su on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”
by Denuit, Michel
- 2021054 Reply to Jiandong Ren on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”
by Denuit, Michel
- 2021053 Measuring dependence between random vectors via optimal transport
by Mordant, Gilles & Segers, Johan
- 2021052 Time and causality in the social sciences
by Wunsch, Guillaume & Russo, Federica & Mouchart, Michel & Orsi, Renzo
- 2021051 Portfolio insurance under rough volatility and Volterra processes
by Dupret, Jean-Loup & Hainaut, Donatien
- 2021050 Corrigendum and addendum to “From risk sharing to pure premium for a large number of heterogeneous losses” [Insurance: Mathematics and Economics 96 (2021) 116–126]
by Denuit, Michel & Robert, Christian Y.
- 2021049 Autocalibration and Tweedie-dominance for insurance pricing with machine learning
by Denuit, Michel & Charpentier , Arthur & Trufin, Julien
- 2021048 Testing for more positive expectation dependence with application to model comparison
by Denuit, Michel & Trufin, Julien & Verdebout, Thomas
- 2021047 Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy
by Hanna, Vanessa & Hieber, Peter & Devolder, Pierre
- 2021046 Moment generating function of non-Markov self-excited claims processes
by Hainaut, Donatien
- 2021045 Time-consistent evaluation of credit risk with contagion
by Ketelbuters, John-John & Hainaut, Donatien
- 2021044 A new measure of mortality differentials based on precedence probability
by Cadena, Meitner & Denuit, Michel
- 2021043 Inference for monotone single-index conditional means: A Lorenz regression approach
by Heuchenne, Cédric & Jacquemain, Alexandre
- 2021042 Monitoring the coefficient of variation using variable sampling interval CUSUM control charts
by Tran, Phuong Hanh & Heuchenne, Cédric
- 2021041 Monitoring Coefficient of Variation using One-Sided Run Rules control charts in the presence of Measurement Errors
by Tran, Phuong Hanh & Heuchenne, Cédric & Nguyen, Huu Du & Marie, Hélène
- 2021040 Monitoring process variation using modified EWMA
by Saghir, Aamir & Aslam, Muhammad & Faraz, Alireza & Ahmad, Liaquat & Heuchenne, Cédric
- 2021039 On the performance of CUSUM control charts for monitoring the coefficient of variation with measurement errors
by Tran, Kim Phuc & Nguyen, Huu Du & Tran, Phuong Hanh & Heuchenne, Cédric
- 2021038 How do volatility regimes affect the pricing of quality and liquidity in the stock market?
by Bazgour, Tarik & Heuchenne, Cédric & Hübner, Georges & Sougné, Danielle
- 2021037 One-sided variable sampling interval EWMA control charts for monitoring the multivariate coefficient of variation in the presence of measurement errors
by Nguyen, Quoc-Thông & Giner-Bosch, Vicent & Tran, Kim Duc & Heuchenne, Cédric & , e.a.
- 2021036 penPHcure: Variable Selection in Proportional Hazards Cure Model with Time-Varying Covariates
by Beretta, Alessandro & Heuchenne, Cédric
- 2021035 Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States
by Beretta, Alessandro & Heuchenne, Cédric & Restaino, Marialuisa
- 2021034 The nonparametric location-scale mixture cure model
by Chown, Justin & Heuchenne, Cédric & Van Keilegom, Ingrid
- 2021033 Supplementary material for Estimation from cross-sectional data under a semiparametric truncation model
by Heuchenne, Cédric & De uña Alvarez, Jacobo & Laurent, Géraldine
- 2021032 Estimation from cross-sectional data under a semiparametric truncation model
by Heuchenne, Cédric & De uña Alvarez, Jacobo & Laurent, Géraldine
- 2021031 Coût réel pour l’Etat du deuxième pilier belge de pension pour salariés : l’approche actuarielle bouscule quelques à priori
by Devolder, Pierre
- 2021030 Progressive Pension Formula and Life Expectancy Heterogeneity
by Diakite, Keivan & Devolder, Pierre
- 2021029 Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction
by Denuit, Michel & Robert, Christian Y.
- 2021028 Graph informed sliced inverse regression
by Pircalabelu, Eugen & Artemiou, Andreas
- 2021027 A lasso-type estimation for the Lorenz regression
by Jacquemain, Alexandre & Heuchenne, Cédric & Pircalabelu, Eugen
- 2021026 Single-Index Quantile Regression Models for Censored Data
by Bücher, Axel & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2021025 Generalization error for Tweedie models: decomposition and error reduction with bagging
by Denuit, Michel & Trufin, Julien
- 2021024 Control variate selection for Monte Carlo integration
by Leluc, Rémi & Portier, François & Segers, Johan
- 2021023 Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices
by Kneip, Alois & Simar, Léopold & Wilson, Paul W.
- 2021022 Les enjeux et les perspectives de la pension à points à la lumière de l'expérience belge
by Devolder, Pierre & Degoli, Maria-Cristina
- 2021021 Design of risk sharing for risk-linked annuities
by Ngugnie Diffouo, Pauline & Devolder, Pierre
- 2021020 Risk sharing under the dominant peer‐to‐peer property and casualty insurance business models
by Denuit, Michel & Robert, Christian Y.
- 2021019 Stop-loss protection for a large P2P insurance pool
by Denuit, Michel & Robert, Christian Y.
- 2021018 Resampling Procedures with Empirical Beta Copulas
by Kiriliouk, Anna & Segers, Johan & Tsukahara, Hideatsu
- 2021017 Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
by Bettonville, Carole & d'Oultremont, Louise & Denuit, Michel & Trufin, Julien & Van Oirbeek, Robin
- 2021016 BIOT: Explaining Multidimensional Nonlinear MDS Embeddings using the Best Interpretable Orthogonal Transformation
by Bibal, Adrien & Marion, Rebecca & von Sachs, Rainer & Frénay, Benoît
- 2021015 Advanced Survival Models
by Legrand, Catherine
- 2021014 A fractional multi-states model for insurance
by Hainaut, Donatien
- 2021013 Optimal annuitisation in a deterministic financial environment
by Deelstra, Griselda & Devolder, Pierre & Melis, Roberta
- 2021012 Gender effect on microfinance social efficiency: A robust nonparametric approach
by Fall, François & Tchuigoua, Hubert & Vanhems, Anne & Simar, Léopold
- 2021011 Quality as a Latent Heterogeneity Factor in the Efficiency of Universities
by Daraio, Cinzia & Simar, Léopold & Wilson, Paul W.
- 2021010 Predicting recessions with a frontier measure of output gap: an application to Italian economy
by Mastromarco, Camilla & Simar, Léopold & Zelenyuk, Valentin
- 2021009 Latent heterogeneity to evaluate the effect of human capital on world technology frontier
by Mastromarco, Camilla & Simar, Léopold
- 2021008 Maxima and near-maxima of a Gaussian random assignment field
by Mordant, Gilles & Segers, Johan
- 2021007 Home and Motor insurance joined at a household level using multivariate credibility
by Pechon, Florian & Denuit, Michel & Trufin, Julien
- 2021006 Comparison of chemometrics strategies for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions
by Thiel, Michel & Sauwen, Nicolas & Khamiakova, Tastiana & Maes, Tor & Govaerts, Bernadette
- 2021005 Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance
by Hallin, Marc & Mordant, Gilles & Segers, Johan
- 2021004 Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables
by Asenova, Stefka Kirilova & Mazo, Gildas & Segers, Johan
- 2021003 Empirical tail copulas for functional data
by Einmahl, John H. & Segers, Johan
- 2021002 An Actuarial Approach for Modeling Pandemic Risk
by Hainaut, Donatien
- 2021001 From risk sharing to pure premium for a large number of heterogeneous losses
by Denuit, Michel & Robert, Christian Y.
2020
- 2020049 Estimation of the Boundary of a Variable Observed With Symmetric Error
by Florens, Jean-Pierre & Simar, Léopold & Van Keilegom, Ingrid
- 2020048 Smoothed time‐dependent receiver operating characteristic curve for right censored survival data
by Beyene, Kassu Mehari & El Ghouch, Anouar
- 2020047 Propositions de réforme des retraites publiques en Belgique, Principes et instruments
by Devolder, Pierre
- 2020046 Two-Step Semiparametric Empirical Likelihood Inference
by Bravo, Francesco & Juan Carlos, Escanciano & Ingrid Van Keilegom, Ingrid
- 2020045 Semiparametric M-estimation with non-smooth criterion functions
by Delsol, Laurent & Escanciano, Juan Carlos & Van Keilegom, Ingrid
- 2020044 On relaxing the distributional assumption of stochastic frontier models
by Noh, Hohsuk & Van Keilegom, Ingrid
- 2020043 Flexible parametric model for survival data subject to dependent censoring
by Deresa, Negera Wakgari & Van Keilegom , Ingrid
- 2020042 A general approach for cure models in survival analysis
by Patilea, Valentin & Van Keilegom, Ingrid
- 2020041 Infectious diseases epidemiology, quantitative methodology, and clinical research in the midst of the COVID-19 pandemic: Perspective from a European country
by Molenberghs, Geert & Buyse, Marc & Abrams, Steven & Hens, Niel & Beutels, Philippe & Van Keilegom, Ingrid & Legrand, Catherine
- 2020040 Inclusion of time-varying covariates in cure survival models with an application in fertility studies
by Lambert, Philippe & Bremhorst, Vincent
- 2020039 Waiting period from diagnosis for mortgage insurance issued to cancer survivors
by Soetewey, Antoine & Legrand, Catherine & Denuit, Michel
- 2020038 A new measure of treatment effect in clinical trials involving competing risks based on generalized pairwise comparisons
by Cantagallo, Eva & De Backer, Mickaël & Kicinski, Michal & Ozenne, Brice & Collette, Laurence & Legrand, Catherine & Buyse, Marc
- 2020037 Thinking in Vertical: A Practical Application of the Two-Stage Pension System in Spain
by Devolder, Pierre & Domínguez-Fabián, Inmaculada
- 2020036 Longevity Modelling and Pricing under a Dependent Multi-Cohort Framework
by Zeddouk, Fadoua & Devolder, Pierre
- 2020035 Effective Statistical Learning Methods for Actuaries II : Tree-Based Methods and Extensions
by Denuit, Michel & Hainaut, Donatien & Trufin, Julien
- 2020034 Size-Biased Risk Measures of Compound Sums
by Denuit, Michel
- 2020033 AdaCLV for Interpretable Variable Clustering and Dimensionality Reduction of Spectroscopic Data
by Marion, Rebecca & Govaerts, Bernadette & von Sachs, Rainer
- 2020032 Identification of structural multivariate GARCH models
by Hafner, Christian & Herwartz, Helmut & Maxand, Simone
- 2020031 The Spread of the Covid-19 Pandemic in Time and Space
by Hafner, Christian
- 2020030 Monthly Art Market Returns
by Bocart, Fabian & Ghysels, Eric & Hafner, Christian
- 2020029 Exponential-Type GARCH Models With Linear-in-Variance Risk Premium
by Hafner, Christian & Kyriakopoulou, Dimitra
- 2020028 Estimation of a multiplicative correlation structure in the large dimensional case
by Hafner, Christian & Linton, Oliver & Tang, Haihan
- 2020027 Interbank credit risk modeling with self-exciting jump processes
by Njike Leunga, Charles Guy & Hainaut, Donatien
- 2020026 Investing in your own and peers’ risks: the simple analytics of P2P insurance
by Denuit, Michel
- 2020025 Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system
by Devolder, Pierre & Levantesi, Susanna & Menzietti, Massimiliano
- 2020024 One- versus multi-component regular variation and extremes of Markov trees
by Segers, Johan
- 2020023 La modélisation en sciences sociales : incertitudes et défis
by Wunsch, Guillaume & Mouchart, Michel & Russo, Federica
- 2020022 Wishart‐gamma random effects models with applications to nonlife insurance
by Denuit, Michel & Lu, Yang
- 2020021 Large-Loss Behavior of Conditional Mean Risk Sharing
by Denuit, Michel & Robert, Christian Y.
- 2020020 Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
by Deelstra, Griselda & Devolder, Pierre & Gnameho, Kossi & Hieber, Peter
- 2020019 Une alternative à la pension à points : le compte individuel pension en euros
by Devolder, Pierre
- 2020018 Mean reversion in stochastic mortality: why and how?
by Zeddouk, Fadoua & Devolder, Pierre
- 2020017 Longevity Risk Measurement of Life Annuity Products
by Ngugnie Diffouo, Pauline & Devolder, Pierre
- 2020016 Between DB and DC: optimal hybrid PAYG pension schemes
by Devolder, Pierre & de Valeriola, Sébastien
- 2020015 Time-varying general dynamic factor models and the measurement of financial connectedness
by Barigozzi, Matteo & Hallin, Marc & Soccorsi, Stefano & von Sachs, Rainer
- 2020014 Preliminary selection of risk factors in P&C ratemaking
by Pechon, Florian & Trufin, Julien & Denuit, Michel
- 2020013 Combining rapid 2D NMR experiments with novel pre-processing workflows and MIC quality measures for metabolomics
by Féraud, Baptiste & Martineau, Estelle & Leenders, Justine & Govaerts, Bernadette & de Tullio, Pascal & Giraudeau, Patrick
- 2020012 LiMM‐PCA: Combining ASCA+ and linear mixed models to analyse high‐dimensional designed data
by Martin, Manon & Govaerts, Bernadette
- 2020011 The Essentials on Linear Regression, ANOVA, General Linear and Linear Mixed Models for the Chemist
by Govaerts, Bernadette & Francq, Bernard G. & Marion, Rebecca & Martin, Manon & Thiel, Michel
- 2020010 Linear censored quantile regression: A novel minimum‐distance approach
by De Backer, Mickaël & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2020009 Fractional Hawkes processes
by Hainaut, Donatien
- 2020008 Wavelet-based feature extraction for mortality projection
by Hainaut, Donatien & Denuit, Michel
- 2020007 Option pricing in illiquid markets: a fractional jump-diffusion approach
by Hainaut, Donatien & Leonenko, Nikolai
- 2020006 Community-Based Group Graphical Lasso
by Pircalabelu, Eugen & Claeskens, Gerda
- 2020005 Nonparametric Statistical Analysis of Production
by Mastromarco, Camilla & Simar, Leopold & Wilson, Paul
- 2020004 Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits
by Simar, Leopold & Wilson, Paul
- 2020003 Robustified expected maximum production frontiers
by Daouia, Abdelaati & Florens, Jean-Pierre & Simar, Leopold
- 2020002 Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores
by Simar, Leopold & Zelenyuk, Valentin
- 2020001 Towards an equitable and sustainable points system. A proposal for pension reform in Belgium
by Schokkaert, Erik & Devolder, Pierre & Hindriks, Jean & Vandenbroucke, Frank
2019
- 2019063 A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
by Racine, Jeffrey S. & Van Keilegom, Ingrid
- 2019062 Non-parametric cure rate estimation under insufficient follow-up by using extremes
by Escobar-Bach, Mikael & Van Keilegom, Ingrid
- 2019061 Estimation of fully nonparametric transformation models
by Colling, Benjamin & Van Keilegom, Ingrid
- 2019060 Expansion for moments of regression quantiles with applications to nonparametric testing
by Mammen, Enno & Van Keilegom, Ingrid & Yu, Kyusang
- 2019059 Bootstrap of residual processes in regression: to smooth or not to smooth?
by Neumeyer, Natalie & Van Keilegom, Ingrid
- 2019058 DNA alteration-based classification of uveal melanoma gives better prognostic stratification than immune infiltration, which has a neutral effect in high-risk group
by Narasimhaiah, Deepti & Legrand, Catherine & De Potter, Patrick & Coulie, Pierre & Vikkula, Miikka & Godfraind, Catherine
- 2019057 Looking Backward and Looking Forward
by Gao, Zhengyuan & Hafner, Christian
- 2019056 On the validity of timeâ€πdependent AUC estimation in the presence of cure fraction
by Beyene, Kassu M. & El Ghouch, Anouar & Oulhaj, Abderrahim
- 2019055 Estimation of a bivariate conditional copula when a variable is subject to random right censoring
by Bouezmarni, Taoufik & Camirand Lemyre, Felix & El Ghouch, Anouar
- 2019054 An Adapted Loss Function for Censored Quantile Regression
by De Backer, Mickael & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2019053 Sentiment-Induced Bubbles in the Cryptocurrency Market
by Chen, Cathy Yi-Hsuan & Hafner, Christian
- 2019052 Nonparametric Spectral Analysis of Multivariate Time Series
by von Sachs, Rainer
- 2019051 Intrinsic wavelet regression for curves of Hermitian positive definite matrices
by Chau, Joris & von Sachs, Rainer
- 2019050 Uncertainty quantification in Sunspot Counts
by Mathieu, Sophie & von Sachs, Rainer & Ritter, Christian & Delouille, Veronique & Lefevre, Laure
- 2019049 Examining Cause-Effect Relations in the Social Sciences : A Structural Causal Modelling Approach
by Wunsch, Guillaume & Mouchart, Michel & Russo, Federica
- 2019047 Concordance-based predictive measures in regression models for discrete responses
by Denuit, Michel & Mesfioui, Mhamed & Trufin, Julien
- 2019046 Model selection based on Lorenz and concentration curves, Gini indices and convex order
by Denuit, Michel & Sznajder, Dominik & Trufin, Julien
- 2019045 Zoom-in/out joint graphical lasso for different coarseness scales
by Pircalabelu, Eugen & Gerda Claeskens
- 2019044 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
- 2019043 Cure models in oncology clinical trials
by Legrand, Catherine & Bertrand, Aurelie
- 2019042 Joint longitudinal and time-to-event cure models for the assessment of being cured
by Barbieri, Antoine & Legrand, Catherine
- 2019041 Incidence and risk factors for adverse events during monitored anaesthesia care for gastrointestinal endoscopy in children: A prospective observational study
by Najafi, Nadia & Veyckemans, Francis & Vanhonacker, Domien & Legrand, Catherine & Van de Velde, Anne & Vandenplas, Yvan & Poelaert, Jan
- 2019039 Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data
by Denuit, Michel & Guillen, Montserrat & Trufin, Julien
- 2019038 Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
by Denuit, Michel
- 2019037 Des tables de mortalite, esperances de vie, durees de vie moyennes et probables et de leur bon usage dans l’evaluation des droits viagers
by Denuit, Michel & Trufin, Julien
- 2019036 Goodness-of-fit tests for censored regression based on artificial data points
by Manteiga, Wenceslao GonzAlez & Heuchenne, Cedric & Sellero, Cesar SAnchez & Beretta, Alessandro
- 2019035 Monte Carlo integration with a growing number of control variates
by Portier, Francois & Segers, Johan
- 2019034 Bayesian model averaging over tree-based dependence structures for multivariate extremes
by Vettori, Sabrina & Huser, Raphael & Segers, Johan & Genton, Marc G.
- 2019033 Pricing of Longevity Derivatives and Cost of Capital
by Zeddouk, Fadoua & Devolder, Pierre
- 2019032 Continuous time model for notional defined contribution pension schemes: Liquidity and solvency
by Alonso-Garcia, Jennifer & Devolder, Pierre
- 2019031 Multivariate modelling of multiple guarantees in motor insurance of a household
by Pechon, Florian & Denuit, Michel & Trufin, Julien
- 2019030 Pricing and Reserving in LTC Insurance
by Denuit, Michel & Lucas, Nathalie & Pitacco, Ermanno
- 2019029 On the performance of coefficient of variation charts in the presence of measurement errors
by Tran, Kim Phuc & Heuchenne, Cedric & Balakrishnan, Narayanaswamy
- 2019028 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
- 2019027 Estimation and identification issues in the promotion time cure model when the same covariates influence long- and short-term survival
by Lambert, Philippe & Bremhorst, Vincent
- 2019026 A self-organizing predictive map for non-life insurance
by Hainaut, Donatien
- 2019025 A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices
by Hainaut, Donatien & Deelstra, Griselda
- 2019024 A switching microstructure model for stock prices
by Hainaut, Donatien & Goutte, Stephane
- 2019023 Estimation of the Boundary of a Variable observed with Symmetric Error
by Florens, Jean-Pierre & Simar, Leopold & Van Keilegom, Ingrid
- 2019022 Fast and efficient computation of directional distance estimators
by Daraio, Cinzia & Simar, Leopold & Wilson, Paul W.
- 2019021 Identifying groups of variables with the potential of being large simultaneously
by Chiapino, Mael & Sabourin, Anne & Segers, Johan
- 2019020 Intrinsic data depth for Hermitian positive definite matrices
by Chau, Van Vinh & Ombao, Hernando & von Sachs, Rainer
- 2019019 Flexible parametric approach to classical measurement error variance estimation without auxiliary data : Classical Measurement Error Variance Estimation
by Bertrand, Aurelie & Van Keilegom, Ingrid & Legrand, Catherine
- 2019018 Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures
by Beretta, Alessandro & Heuchenne, Cedric
- 2019017 A switching self-exciting jump diffusion process for stock prices
by Hainaut, Donatien & Moraux, Franck
- 2019016 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
- 2019015 Asymmetries in Business Cycles and the Role of Oil Prices
by Daniel, Betty & Hafner, Christian & Manner, Hans & Simar, Leopold
- 2019014 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
- 2019013 A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures
by Badin, Luiza & Daraio, Cinzia & Simar, Leopold
- 2019012 Time-frequency analysis of locally stationary Hawkes processes
by Roueff, Francois & von Sachs, Rainer
- 2019011 Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series
by Gorrostieta, Cristina & Ombao, Hernando & von Sachs, Rainer
- 2019010 Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices
by Simar, Leopold & W. Wilson, Paul
- 2019009 A dynamic equivalence principle for systematic longevity risk management
by Hanbali, Hamza & Denuit, Michel & Dhaene, Jan & Trufin, Julien
- 2019008 A note on tests for relevant differences with extremely large sample sizes
by Callegaro, Andrea & Ndour, Cheikh & Aris, Emmanuel & Legrand, Catherine
- 2019007 The Single-Index/Cox Mixture Cure Model
by Amico, Mailis & Van Keilegom, Ingrid & Legrand, Catherine
- 2019006 Vertical modeling: analysis of competing risks data with a cure fraction
by Nicolaie, Mioara Alina & Taylor, Jeremy M. G. & Legrand, Catherine
- 2019005 Inflammatory parameters associated with systemic reactogenicity following vaccination with adjuvanted hepatitis B vaccines in humans
by Burny, Wivine & Marchant, Arnaud & Herve, Caroline & Callegaro, Andrea & Legrand, Catherine & Ndour, Cheikh
- 2019004 Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs
by Guisset, Severine & Martin, Manon & Govaerts, Bernadette
- 2019003 Hedging of crop harvest with derivatives on temperature
by Hainaut, Donatien
- 2019002 A Self-Exciting Switching Jump Diffusion: properties, calibration and hitting time
by Hainaut, Donatien & Deelstra, Griselda
- 2019001 On the longest gap between power-rate arrivals
by Asmussen, Soren & Ivanovs, Jevgenijs & Segers, Johan
2018
- 2018045 Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility
by Hafner, Christian
- 2018044 A simple solution of the spurious regression problem
by Wang, Cindy Shin-Huei & Hafner, Christian
- 2018043 Heat and emergency room admissions in the Netherlands
by van Loenhout, Joris & Delbiso,Tefera & Kiriliouk, Anna & Rodriguez-Llanes, Jose Manuel & Segers, Johan & Guha-Sapir, Debarati
- 2018042 Sirolimus is efficacious in treatment for extensive and/or complex slow-flow vascular malformations: a monocentric prospective phase II study
by Hammer, Jennifer & Seront, Emmanuel & Duez, Steven & Dupont, Sophie & Van Damme, An & Schmitz, Sandra & Hoyoux, Claire
- 2018041 Gradient Importance Sampling: an Efficient Statistical Extraction methodology of High-Sigma SRAM Dynamic Characteristics
by Haine, Thomas & Segers, Johan & Flandre, Denis & Bol, David
- 2018040 A stochastic independence approach for measuring regional specialization and concentration
by Haedo, Christian & Mouchart, Michel
- 2018039 Asymptotic distribution-free tests for semiparametric regressions with dependent data
by Escanciano, Juan Carlos & Pardo-Fernandez, Juan Carlos & Van Keilegom, Ingrid
- 2018038 Diagnostic checks in mixture cure models with interval-censoring
by Scolas, Sylvie & Legrand, Catherine & Oulhaj, Abderrahim & El Ghouch, Anouar
- 2018037 Hedging of options in presence of jump clustering
by Hainaut, Donatien & Moraux, Franck
- 2018036 Calendar spread exchange options pricing with Gaussian random fields
by Hainaut, Donatien
- 2018035 Multivariate modelling of household claim frequencies in motor third-party liability insurance
by Pechon, Florian & Trufin, Julien & Denuit, Michel
- 2018034 An exact method for designing Shewhart and S2 control charts to guarantee in-control performance
by Faraz, Alireza & Heuchenne, Cedric & Saniga, Erwin
- 2018033 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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