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Content
2021
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
- 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
- 2017047 Iterated VaR or CTE measures: A false good idea?
by Devolder, Pierre & Lebegue, Adrien
- 2017046 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
- 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 Copula directed acyclic graphs
by Pircalabelu, Eugen & Claeskens, Gerda & Gijbels, Irène
- 2017033 Top-down joint graphical lasso
by Pircalabelu, Eugen & Claeskens, Gerda & Waldorp, Lourens J.
- 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
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