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:louvar. 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
2021
2020
- 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
- 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
- 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
- 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
- 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
- 2020019 Une alternative à la pension à points : le compte individuel pension en euros
by Devolder, Pierre
- 2020016 Between DB and DC: optimal hybrid PAYG pension schemes
by Devolder, Pierre & de Valeriola, Sébastien
- 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
- 2018032 Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits
by Denuit, Michel & Vernic, Raluca
- 2018031 Projection models for health expenses
by Christiansen, Marcus & Denuit, Michel & Lucas, Nathalie & Schmidt, Jan-Philipp
- 2018030 A high quantile estimator based on the log-generalized Weibull tail limit
by de Valk, Cees Fouad & Cai, Juan-Juan
- 2018029 On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison
by Uyttendaele, Nathan
- 2018028 PepsNMR for 1 H NMR metabolomic data pre-processing
by Govaerts, Bernadette & Martin, Manon & Legat, Benoit & Rousseau, Rejane & Leenders, Justine & Vanwinsberghe, Julien & e.a.
- 2018027 A Neural-Network Analyzer for Mortality Forecast
by Hainaut, Donatien
- 2018026 Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution
by Alonso-Garcia, Jennifer & Boado-Penas, Maria del Carmen & Devolder, Pierre
- 2018025 Measuring Portfolio Risk Under Partial Dependence Information
by Bernard, Carole & Denuit, Michel & Vanduffel, Steven
- 2018024 Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility
by Bremhorst, Vincent & Kreyenfeld, Michaela & Lambert, Philippe
- 2018023 Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production
by Daraio, Cinzia & Simar, Leopold & Wilson, Paul
- 2018022 Inference on the tail process with application to financial time series modelling
by Davis, Richard A. & Drees, Holger & Segers, Johan & Warchoł, Michał
- 2018021 Risk classification in life and health insurance: extension to continuous covariates
by Denuit, Michel & Legrand, Catherine
- 2018020 Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
by Steland, Ansgar & von Sachs, Rainer
- 2018019 A continuous updating weighted least squares estimator of tail dependence in high dimensions
by Einmahl, John H. J. & Kiriliouk, Anna & Segers, Johan
- 2018018 Weak convergence of the weighted empirical beta copula process
by Berghaus, Betina & Segers, Johan
- 2018017 Causal attribution in block-recursive social systems: A structural modeling perspective
by Wunsch, Guillaume & Mouchart, Michel & Russo, Federica
- 2018016 Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models
by Feve, Frederique & Florens, Jean-Pierre & Van Keilegom, Ingrid
- 2018015 Peaks over thresholds modelling with multivariate generalized Pareto distributions
by Kiriliouk, Anna & Rootzen, Holger & Segers, Johan & Wadsworth, Jennifer L.
- 2018014 Comments on “Human life is unlimited – but shortâ€Ω by H. Rootzen and D. Zholud
by Segers, Johan
- 2018013 Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines
by Gressani, Oswaldo & Lambert, Philippe
- 2018012 On the weak convergence of the empirical conditional copula under a simplifying assumption
by Portier, Francois & Segers, Johan
- 2018011 Robust evaluation of SCR for participating life insurances under Solvency II
by Hainaut, Donatien & Devolder, Pierre & Pelsser, Antoon
- 2018010 Central Limit Theorems for Aggregate Efficiency
by Simar, Leopold & Zelenyuk, Valentin
- 2018009 The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach
by Hafner, Christian & Manner, Hans & Simar, Leopold
- 2018008 Globalization and productivity: A robust nonparametric world frontier analysis
by Mastromarco, Camilla & Simar, Leopold
- 2018007 Inference for heavy tailed stationary time series based on sliding blocks
by Bucher, Axel & Segers, Johan
- 2018006 EM algorithm estimation of a structural equation model for the longitudinal study of the quality of life
by Barbieri, Antoine & Tami, Myriam & Bry, Xavier & Azria, David & Gourgou, Sophie & Bascoul-Mollevi, Caroline & Lavergne, Christian
- 2018005 Multivariate peaks over thresholds models
by Rootzen, Holger & Segers, Johan & Wadsworth, Jennifer
- 2018004 Risk apportionment and multiply monotone targets
by Denuit, Michel
- 2018003 Multivariate generalized Pareto distributions: Parametrizations, representations, and properties
by Rootzen, Holger & Segers, Johan & Wadsworth, Jennifer L.
- 2018002 Collective loss reserving with two types of claims in motor third party liability insurance
by Denuit, Michel & Trufin, Julien
- 2018001 Maximum likelihood estimation for the Frechet distribution based on block maxima extracted from a time series
by Bucher, Axel & Segers, Johan
2017
- 2017045 Combining strong sparsity and competitive predictive power with the L-sOPLS approach for biomarker discovery in metabolomics
by Feraud, Baptiste & Munaut, Carine & Martin, Manon & Verleysen, Michel & Govaerts, Bernadette
- 2017044 The np Chart with Guaranteed In-control Average Run Lengths
by Faraz, Alireza & Heuchenne, Cedric & Saniga, Erwin
- 2017043 A Semiparametric and Location-Shift Copula-Based Mixture Model
by Mazo, Gildas
- 2017042 Continuous Mixed-Laplace Jump Diffusion Models for Stocks and Commodities
by Hainaut, Donatien
- 2017041 On Asymptotic Theory for ARCH (infinity) Models
by Hafner, Christian & Preminger, Arie
- 2017040 An Almost Closed Form Estimator For The EGARCH Model
by Hafner, Christian & Linton, Oliver
- 2017039 On the maximum likelihood estimator for the Generalized Extreme-Value distribution
by Bucher, Axel & Segers, Johan
- 2017038 Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development
by Denuit, Michel & Trufin, Julien
- 2017037 Heterogeneous Liquidity Effects in Corporate Bond Spreads
by Hafner, Christian & Walders, Fabian
- 2017036 Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation
by Dhaene, Jan & Godecharle, Els & Antonio, Katrien & Denuit, Michel & Hanbali, Hamza
- 2017035 Use of the beta-binomial model for central statistical monitoring of multicenter clinical trials
by Desmet, Lieven & Venet, David & Doffagne, Erik & Timmermans, Catherine & Legrand, Catherine & Burzykowski, Tomasz & Buyse, Marc
- 2017034 Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach
by Bertrand, Aurelie & Legrand, Catherine & Carroll, Raymond J. & de Meester de Ravenstein, Christophe & Van Keilegom, Ingrid
- 2017033 Iterated VaR or CTE measures: A false good idea?
by Devolder, Pierre & Lebegue, Adrien
- 2017032 Shrinkage Estimation for Multivariate Hidden Markov Mixture Models
by Fiecas, Marc & Franke, Jurgen & von Sachs, Rainer & Tadjuidje, Joseph
- 2017031 A robust statistical approach to select adequate error distributions for financial returns
by Hambuckers, Julien & Heuchenne, Cedric
- 2017030 Marginal standardization of upper semicontinuous processes with application to max-stable processes
by Sabourin, Anne & Segers, Johan
- 2017029 Polar decomposition of regularly varying time series in star-shaped metric spaces
by Segers, Johan & Zhao, Yuwei & Meinguet, Thomas
- 2017028 Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death
by Gbari, Kock Yed Ake Samuel & Poulain, Michel & Dal, Luc & Denuit, Michel
- 2017027 Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm
by Nalpas, Nicolas & Simar, Leopold & Vanhems, Anne
- 2017026 Nonparametric Least Squares Methods for Stochastic Frontier Models
by Simar, Leopold & Van Keilegom, Ingrid & Zelenyuk, Valentin
- 2017025 Parametrically guided local quasi-likelihood with censored data
by Talamakrouni, Majda & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2017024 Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
by Colling, Benjamin & Van Keilegom, Ingrid
- 2017023 ASCA+ and APCA+: Extensions of ASCA and APCA in the analysis of unbalanced multifactorial designs
by Thiel, Michel & Feraud, Baptiste & Govaerts, Bernadette
- 2017022 Semi-parametric Estimation in a Single-index Model with Endogenous Variables
by Birke, Melanie & Van Bellegem, Sebastien & Van Keilegom, Ingrid
- 2017021 Robustness of estimation methods in a survival cure model with mismeasured covariates
by Bertrand, Aurelie & Legrand, Catherine & Leonard, Daniel & Van Keilegom, Ingrid
- 2017020 Semiparametric copula quantile regression for complete or censored data
by De Backer, Mickael & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2017019 Efficiency and bootstrap in the promotion time cure model
by Portier, Francois & El Ghouch, Anouar & Van Keilegom, Ingrid
- 2017018 Updating mechanism for lifelong insurance contracts subject to medical inflation
by Denuit, Michel & Dhaene, Jan & Hanbali, Hamza & Lucas, Nathalie & Trufin, Julien
- 2017017 Clustered Levy processes and their financial applications
by Hainaut, Donatien
- 2017016 Contagion modeling between the financial and insurance markets with time changed processes
by Hainaut, Donatien
- 2017015 Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series
by Steland, Ansgar & von Sachs, Rainer
- 2017014 Weak Diffusion Limits of Dynamic Conditional Correlation Models
by Hafner, Christian & Laurent, Sebastien & Violante, Francesco
- 2017013 Bounds on Kendall’s tau for zero-inflated continuous variables
by Denuit, Michel & Mesfioui, Mhamed
- 2017012 Parametric conditional variance estimation in location-scale models with censored data
by Heuchenne, Cedric & Laurent, Geraldine
- 2017011 Nonparametric estimation of dynamic discrete choice models for time series data
by Park, Byeong U. & Simar, Leopold & Zelenyuk, Valentin
- 2017010 Minimum Protection in DC Funding Pension Plans and Margrabe Options
by Devolder, Pierre & de Valeriola, Sebastien
- 2017009 The Three Is of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency
by Henderson, Daniel & Simar, Leopold & Wang, Le
- 2017008 An augmented Taylor rule for the Federal Reserve's response to asset prices
by Hafner, Christian & Lauwers, Alexandre
- 2017007 Semiparametric Estimation of Risk-return Relationships
by Escanciano, Juan Carlos & Pardo-FernAndez, Juan Carlos & Van Keilegom, Ingrid
- 2017006 Measuring Firm Performance Using Nonparametric Quantile-type Distances
by Daouia, Abdelaati & Simar, Leopold & Wilson, Paul
- 2017005 The empirical beta copula
by Segers, Johan & Sibuya, Masaaki & Tsukahara, Hideatsu
- 2017004 Tail mutual exclusivity and Tail-VaR lower bounds
by Cheung, Ka Chun & Denuit, Michel & Dhaene, Jan
- 2017003 Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
by Marcon, Giulia & Padoan, Simone & Naveau, Philippe & Muliere, Pietro & Segers, Johan
- 2017002 Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization
by Denuit, Michel & Mesfioui, Mhamed
- 2017001 Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models
by Lopez-Cheda, Ana & Cao, Ricardo & Jacome, Amalia & Van Keilegom, Ingrid
2016
- 2016047 Incorporation of nested frailties into semiparametric multi-state models
by Rotolo, Federico & Rondeau, Virginie & Legrand, Catherine
- 2016046 Testing parametric models in linear-directional regression
by Garcia Portugues, Eduardo & Van Keilegom, Ingrid & Crujeiras and, Rosa M. & Gonzalez-Manteiga, Wenceslao
- 2016045 Impact of volatility clustering on equity indexed annuities
by Hainaut, Donatien
- 2016044 Testing Hypotheses in Nonparametric Models of Production
by Kneip, Alois & Simar, Leopold & Wilson, Paul
- 2016043 SHAH: SHape-Adaptive Haar wavelets for image processing
by Fryzlewicz, Piotr & Timmermans, Catherine
- 2016042 How to regress and predict in a Bland-Altman plot? Review and contribution based on tolerance intervals and correlated-errors-in-variables models
by Francq, Bernard G. & Govaerts, Bernadette
- 2016041 Adaptive estimation of functionals in nonparametric instrumental regression
by Breunig, Christoph & Johannes, Jan
Printed from https://ideas.repec.org/s/aiz/louvar.html