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Content
2024
- 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
- 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
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Printed from https://ideas.repec.org/s/aiz/louvar.html
