Content
Undated material is presented at the end, although it may be more recent than other items
2026
- 2026001 Quantile Regression for Interval Censored Data using an Enriched Laplace Distribution
by Deketelaere, Benjamin & Van Keilegom, Ingrid - 2025026 Testing for the Functional Form of a Continuous Covariate in the Shared-Parameter Joint Model
by Piulachs, Xavier & El Ghouch, Anouar & Van Keilegom, Ingrid - 2025025 Copula based dependent censoring in cure models
by Delhelle, Morine & Van Keilegom, Ingrid
2025
- 2025024 Inter and intra-generational fairness for public pension systems in multi-population mortality models
by Diakite, Keivan & Devolder, Pierre & Menzietti, Massimilianno - 2025023 No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses
by Denuit, Michel & Ortega-Jimenez, Patricia & Robert, Christian Y. - 2025022 Conical FDH estimators for testing returns to scale and making inference about changes in productivity
by Kneip, Alois & Simar, Léopold & Wilson, Paul W. - 2025021 Pensions des pouvoirs locaux en Belgique : la réforme de 2018 à l’épreuve de l’équité intergénérationnelle
by Devolder, Pierre & Hartmann, Kevin - 2025020 A Fast Method for Implementing Hypothesis Tests with Multiple Sample Splits in Nonparametric Models of Production
by Simar, Léopold & Wilson, Paul W. - 2025019 Inference for High-Dimensional Model Averaging Estimators
by Léonard, Lise & Pircalabelu, Eugen & von Sachs, Rainer - 2025018 AssociationExplorer: A user-friendly Shiny application for exploring associations and visual patterns
by Soetewey, Antoine & Heuchenne, Cédric & Claes, Arnaud & Descampe, Antonin - 2025017 Participating life insurances in an equity-Libor market model
by Hainaut, Donatien & Devineau , Laurent - 2025016 Efficient hedging of life insurance portfolio for loss-averse insurers
by Motte, Edouard & Hainaut, Donatien - 2025015 Comparison of predictors’ performance in insurance pricing: testing for Bregman dominance based on Murphy diagrams
by Denuit, Michel & Trufin, Julien & Verdebout, Thomas - 2025014 Nonlinear wavelet threshold estimation of time-varying covariance matrices in a log-Euclidean manifold
by Bailly, Gabriel & von Sachs, Rainer - 2025013 X-Vine Models for Multivariate Extremes
by Kiriliouk, Anna & Lee, Jeongjin & Segers, Johan - 2025012 Semi-Markov modeling for disease incidence risk and duration
by Soetewey, Antoine & Legrand, Catherine & Denuit, Michel & Silversmit, Geert - 2025011 Conditional expectations given the sum of independent random variables with regularly varying densities
by Denuit, Michel & Ortega-Jiménez, Patricia & Robert, Christian Y. - 2025010 Tail calibration of probabilistic forecasts
by Allen, Sam & Koh, Jonathan & Segers, Johan & Ziegel, Johanna - 2025009 Optimal liquidation under indirect price impact with propagator
by Dupret, Jean-Loup & Hainaut, Donatien - 2025008 Bayesian mortality modelling with pandemics: a vanishing jump approach
by Goes, Julius & Barigou, Karim & Leucht, Anne - 2025007 Bivariate Poisson Credibility Model and Bonus–Malus Scale for Claim and Near-Claim Events
by Simon, Pierre-Alexandre & Trufin, Julien & Denuit, Michel - 2025006 Quantile regression for interval censored data using an Enriched Laplace distribution
by Van Keilegom, Ingrid & Deketelaere, Benjamin - 2025004 Conical Free Disposal Hull estimators of directional distances and Luenberger productivity indices for general technologies
by Daraio, Cinzia & Di Leo, Simone & Simar, Léopold - 2025003 Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach
by Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid - 2025002 Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence
by Leluc, Rémi & Portier, François & Segers, Johan & Zhuman, Aigerim - 2025001 Statistical Inference for Hicks–Moorsteen Productivity Indices
by Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong
2024
- 2025005 New Tools for Evaluating the Performance of Healthcare Providers Using DEA and FDH Estimators
by Simar, Léopold & Wilson, Paul W. - 2024047 Metabolite profiling of Artemisia afra and Artemisia annua extracts reveals divergent effects on Plasmodium falciparum
by Mamede, Lucia & Rangel, Gabriel W. & Shinyuy, L.M. & Boussif, Naïma & Herent, Marie-France & Govaerts, Bernadette & e.a., - 2024046 Intergenerational risk sharing in pay-as-you-go pension schemes
by Morsomme, Hélène & Alonso-Garcia, Jennifer & Devolder, Pierre - 2024045 Comonotonicity and Pareto optimality, with application to collaborative insurance
by Denuit, Michel & Dhaene, Jan & Ghossoub, Mario & Robert, Christian Y. - 2024043 Option pricing in the Heston model with physics inspired neural networks
by Hainaut, Donatien & Casas, Alex - 2024042 Valuation of guaranteed minimum accumulation benefits (GMABs) with physics-inspired neural networks
by Hainaut, Donatien - 2024041 A fractional Hawkes process for illiquidity modeling
by Dupret, Jean-Loup & Hainaut, Donatien - 2024040 Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes
by Lederer, Johannes & von Sachs, Rainer - 2024039 Partial Hedging in Rough Volatility Models
by Motte, Edouard & Hainaut, Donatien - 2024038 Variational AutoEncoder for synthetic insurance data
by Jamotton, Charlotte & Hainaut, Donatien - 2024037 Insurance Analytics with Clustering Techniques
by Jamotton, Charlotte & Hainaut, Donatien & Hames, Thomas - 2024036 Boosted Poisson regression trees: a guide to the BT package in R
by Willame, Gireg & Trufin, Julien & Denuit, Michel - 2024035 Equal compensations under actuarially fair contributions in endowment contingency funds
by Denuit, Michel & Robert, Christian Y. - 2024034 Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal
by Soetewey, Antoine & Legrand, Catherine & Denuit, Michel & Silversmit, Geert - 2024033 An asymptotic expansion of the empirical angular measure for bivariate extremal dependence
by Lhaut, Stéphane & Segers, Johan - 2024032 Multivariate generalized Pareto distributions along extreme directions
by Mourahib, Anas & Kiriliouk, Anna & Segers, Johan - 2024031 Panel Stochastic Frontier Analysis with Positive Skewness
by El Mehdi, Rachida & Hafner, Christian M. - 2024030 Impact of a Regulatory Target and External Factors on the Waste Efficiency of Italian Municipalities
by Daraio, Cinzia & Di Leo, Simone & Simar, Léopold - 2024029 A Flexible and Sustainable Analysis of Waste Efficiency at the European Level
by D’Adamo, Idiano & Daraio, Cinzia & Di Leo, Simone & Simar, Léopold - 2024028 Inference in Dynamic, Nonparametric Models of Production for General Technologies
by Simar, Léopold & Wilson, Paul W. - 2024027 Viable eco‐efficiency targets for waste collection communities
by Daraio, Cinzia & Di Leo, Simone & Simar, Léopold - 2024026 Approximations and inference for envelopment estimators of production frontiers
by Daraio, Cinzia & Simar, Léopold - 2024025 Deterministic lifestyle investment strategy in mixed life insurance contracts
by Hanna, Vanessa & Devolder, Pierre - 2024024 Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework
by Belhouari, Oussama & Deelstra, Griselda & Devolder, Pierre - 2024023 VC-PCR: A prediction method based on variable selection and clustering
by Marion, Rebecca & Lederer, Johannes & Goevarts, Bernadette & von Sachs, Rainer - 2024022 Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools
by Denuit, Michel & Robert, Christian Y. - 2024021 BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series
by Fülle, Markus J. & Hafner, Christian M. & Herwartz, Helmut & Lange, Alexander - 2024020 Convex and Lorenz orders under balance correction in nonlife insurance pricing: Review and new developments
by Denuit, Michel & Trufin, Julien - 2024019 Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions
by Hentschel, Manuel & Engelke, Sebastian & Segers, Johan - 2024018 Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products
by Deelstra, Griselda & Devolder, Pierre & Roelants du Vivier, Benjamin - 2024017 Probability equivalent level for CoVaR and VaR
by Ortega-Jiménez, Patricia & Pellerey, Franco & Sordo, Miguel & Suárez-Llorens, Alfonso - 2024016 Non-Differentiable Loss Function Optimization and Interaction Effect Discovery in Insurance Pricing Using the Genetic Algorithm
by Van Oirbeek, Robin & Vandervorst, Félix & Bury, Thomas & Willame, Gireg & Grumiau, Christopher & Verdonck, Tim - 2024015 Testing for auto-calibration with Lorenz and Concentration curves
by Denuit, Michel & Huyghe, Julie & Trufin, Julien & Verdebout, Thomas - 2024014 Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking
by Huyghe, Julie & Trufin, Julien & Denuit, Michel - 2024013 Inference in the nonparametric stochastic frontier model
by Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin - 2024012 Inference for aggregate efficiency: Theory and guidelines for practitioners
by Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong - 2024011 A Recursive Method for Fractional Hawkes Intensities and the Potential Approach of Credit Risk
by Ketelbuters, John John & Hainaut, Donatien - 2024010 Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach
by Devolder, Pierre & Russo, Emilio & Staino, Alessandro - 2024009 Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting
by Nezakati, Ensiyeh & Pircalabelu, Eugen - 2024008 Mortality-related risk factors of inpatients with diabetes and COVID-19: A multicenter retrospective study in Belgium
by Servais, Thomas & Deketelaere, Benjamin & Maiter, Dominique & Hermans, Michel & Yombi, Jean Cyr & Orioli, Laura & e.a., - 2024007 First comprehensive untargeted metabolomics study of suramin-treated Trypanosoma brucei: an integrated data analysis workflow from multifactor data modelling to functional analysis
by Fall, Fanta & Mamede, Lucia & Vast, Madeline & De Tullio, Pascal & Hayette, Marie‑Pierre & Govaerts, Bernadette & e.a., - 2024006 Comparison of extraction methods in vitro Plasmodium falciparum: A1H NMR and LC-MS joined approach
by Mamede, Lúcia & Fall, Fanta & Schoumacher, Matthieu & Ledoux, Allison & Bugli, Céline & Govaerts, Bernadette & e.a., - 2024005 A penalised bootstrap estimation procedure for the explained Gini coefficient
by Jacquemain, Alexandre & Heuchenne, Cédric & Pircalabelu, Eugen - 2024004 Invariance properties of limiting point processes and applications to clusters of extremes
by Janssen, Anja & Segers, Johan - 2024003 Statistical inference for wavelet curve estimators of symmetric positive definite matrices
by Rademacher, Daniel & Krebs, Johannes & von Sachs, Rainer - 2024002 A mutually exciting rough jump-diffusion for financial modelling
by Hainaut, Donatien - 2024001 Affine Heston model style with self-exciting jumps and long memory
by Leunga Njike, Charles Guy & Hainaut, Donatien
2023
- 2023033 Pricing and hedging of longevity basis risk through securitisation
by Zeddouk, Fadoua & Devolder, Pierre - 2023032 Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments
by Asenova, Stefka & Segers, Johan - 2023031 Modeling multivariate extreme value distributions via Markov trees
by Hu, Shuang & Peng, Zuoxiang & Segers, Johan - 2023030 Correlation impulse response functions
by Hafner, Christian M. & Herwartz, Helmut - 2023029 Asymmetric volatility impulse response functions
by Hafner, Christian M. & Herwartz, Helmut - 2023028 Explanatory factors of French retail wine prices
by Hafner, Christian M. - 2023027 Dynamic Autoregressive Liquidity (DArLiQ)
by Hafner, Christian M. & Linton, Oliver B. & Wang, Linqi - 2023026 Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models
by Cadena, Meitner & Denuit, Michel - 2023025 Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration
by Denuit, Michel & Trufin, Julien - 2023024 Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models
by Lambert, Philippe & Gressani , Oswaldo - 2023022 Optimal Choice between Defined Contribution and Cash Balance Pension Schemes: Balancing Interests of Employers and Workers
by Hanna, Vanessa & Devolder, Pierre - 2023021 Comments on: Nonparametric estimation in mixture cure models with covariates
by Lambert, Philippe - 2023020 Concentration bounds for the empirical angular measure with statistical learning applications
by Clémençon, Stéphan & Jalalzai, Hamid & Lhaut, Stéphane & Sabourin, Anne & Segers, Johan - 2023019 limpca: An R package for the linear modeling of high- dimensional designed data based on ASCA/APCA family of methods
by Thiel, Michel & Benaiche, Nadia & Martin, Manon & Franceschini, Sébastien & Van Oirbeek, Robin & Govaerts, Bernadette - 2023018 A Quadrature Rule combining Control Variates and Adaptive Importance Sampling
by Leluc, Rémi & Portier, François & Segers, Johan & Zhuman, Aigerim - 2023017 A spline-based time-varying reproduction number for modelling epidemiological outbreaks
by Pircalabelu, Eugen - 2023016 Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models
by Nezakati, Ensiyeh & Pircalabelu, Eugen - 2023015 Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates
by Hanna, Vanessa & Devolder, Pierre - 2023014 Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
by Denuit, Michel & Robert, Christian Y. - 2023013 Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler–Reiss distributions
by Asenova, Stefka & Segers, Johan - 2023012 Investigating the unobserved heterogeneity effect on outreach to women: lessons from microfinance institutions
by Fall, François Seck & Tchakoute Tchuigoua, Hubert & Vanhems, Anne & Simar, Léopold - 2023011 Proportional incremental cost probability functions and their frontiers
by Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold - 2023010 Statistical Inference for Aggregation of Malmquist Productivity Indices
by Pham, Manh & Simar, Léopold & Zelenyuk, Valentin - 2023009 Methodologies for assessing government efficiency
by O’Loughlin, Caitlin & Simar, Léopold & Wilson, Paul W. - 2023008 Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators
by Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong - 2023007 Does autocalibration improve goodness of lift?
by Ciatto, Nicolas & Verelst, Harrison & Trufin, Julien & Denuit, Michel - 2023006 Tail inference using extreme U-statistics
by Oorschot, Jochem & Segers, Johan & Zhou, Chen - 2023005 Viabilité financière, adéquation sociale et équité de notre système de pension
by Devolder, Pierre - 2023004 Cadre pour une réforme acceptable des pensions
by Devolder, Pierre & Hindriks, Jean - 2023003 Second Birth Fertility in Germany: Social Class, Gender, and the Role of Economic Uncertainty
by Kreyenfeld, Michaela & Konietzka, Dirk & Lambert, Philippe & Ramos, Vincent Jerald - 2023002 Risk bounds when learning infinitely many response functions by ordinary linear regression
by Plassier, Vincent & Portier, François & Segers, Johan - 2023001 Nonparametric density estimation and risk quantification from tabulated sample moments
by Lambert, Philippe
2022
- 2022042 Communication relative aux pensions : digitalisation et défis pour l'avenir
by Lanotte, Myriam & Devolder, Pierre - 2022041 A mollifier approach to the deconvolution of probability densities
by Hohage, Thorsten & Maréchal, Pierre & Simar, Léopold & Vanhems, Anne - 2022039 Data sharpening for improving central limit theorem approximations for data envelopment analysis-type efficiency estimators
by Nguyen, Bao Hoang & Simar, Léopold & Zelenyuk, Valentin - 2022038 From risk reduction to risk elimination by conditional mean risk sharing of independent losses
by Denuit, Michel & Robert, Christian Y. - 2022037 Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
by Hainaut, Donatien & Trufin, Julien & Denuit, Michel - 2022036 Adaptive Splines for Continuous Features in Risk Assessment
by Seck, Ndeye Arame & Denuit, Michel - 2022035 Multivariate claim processes with rough intensities: Properties and estimation
by Hainaut, Donatien - 2022034 Pricing of spread and exchange options in a rough jump–diffusion market
by Hainaut, Donatien - 2022033 Analysis of cryptocurrency connectedness based on network to transaction volume ratios
by Hafner, Christian M. & Majeri , Sabrine - 2022032 Investing in superheroes? Comic art as a new alternative investment
by Bocart, Fabian Y.R.P. & Hafner, Christian M. & Kasperskaya, Yulia & Sagarra, Marti - 2022031 Reconciling negative return skewness with positive time-varying risk premia
by Kyriakopoulou, Dimitra & Hafner, Christian M. - 2022030 Mortality credits within large survivor funds
by Denuit, Michel & Hieber, Peter & Robert, Christian Y. - 2022029 Effect of anti-interleukin drugs in patients with COVID-19 and signs of cytokine release syndrome (COV-AID): a factorial, randomised, controlled trial
by Declercq, Jozefien & Van Damme, Karel F.A. & De Leeuw, Elisabeth & Maes, Bastiaan & Wittebole, Xavier & Legrand, Catherine & e.a., - 2022028 Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales
by Pircalabelu, Eugen & Claeskens, Gerda - 2022027 Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics
by Hainaut, Donatien - 2022026 Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance
by Denuit, Michel & Dhaene, Jan & Robert, Christian Y. - 2022025 Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses
by Denuit, Michel & Robert, Christian Y. - 2022024 Causality in Econometric Modeling : From Theory to Structural Causal Modeling
by Orsi, Renzo & Mouchart, Michel & Wunsch, Guillaume - 2022023 Uniform concentration bounds for frequencies of rare events
by Lhaut, Stéphane & Sabourin, Anne & Segers, Johan - 2022022 Impact of rough stochastic volatility models on long-term life insurance pricing
by Dupret, Jean-Loup & Barbarin, Jérôme & Hainaut , Donatien - 2022021 Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses
by Denuit, Michel & Robert, Christian Y. - 2022020 Conditional mean risk sharing in the individual model with graphical dependencies
by Denuit, Michel & Robert, Christian Y. - 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
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