Reprints

 

RP 2023 / 33
Zeddouk, Fadoua ; Devolder, Pierre
Pricing and hedging of longevity basis risk through securitisation
In: ASTIN Bulletin, 2024, vol. 54(1), p. 159-184

RP 2023 / 32
Asenova, Stefka ; Segers, Johan
Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments
In: Advances in Applied Probability, 2024 - (in press)

RP 2023 / 31
Hu, Shuang ; Peng, Zuoxiang ; Segers, Johan
Modeling multivariate extreme value distributions via Markov trees
In: Scandinavian Journal of Statistics, 2024, vol. 51 (2), p. 760-800

RP 2023 / 30
Hafner, Christian M. ; Herwartz, Helmut
Correlation impulse response functions
In: Finance Research Letters, 2023, vol. 57, 104176

RP 2023 / 29
Hafner, Christian M. ; Herwartz, Helmut
Asymmetric volatility impulse response functions
In: Economics Letters, 2023, vol. 222, 110968

RP 2023 / 28
Hafner, Christian M.
Explanatory factors of French retail wine prices
In: Applied Economics Letters, 2024 - (in press)

RP 2023 / 27
Hafner, Christian M. ; Linton, Oliver B. ; Wang, Linqi
Dynamic Autoregressive Liquidity (DArLiQ)
In: Journal of Business & Economic Statistics, 2024, vol. 42(2), p. 774-785

RP 2023 / 26
Cadena, Meitner ; Denuit, Michel
Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models
In: Decisions in Economics and Finance, 2023, vol. 46(2), p. 569-582

RP 2023 / 25
Denuit, Michel ; Trufin, Julien
Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration
In: European Actuarial Journal, 2023, vol. 13(2), p. 871-878

RP 2023 / 24
Lambert, Philippe ; Gressani , Oswaldo 
Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models
In: Statistical Modelling, 2023, vol. 23(5-6), p. 409-423

RP 2023 / 23
Simar, Léopold ; Wilson, Paul
Another Look at Productivity Growth in Industrialized Countries
In : Journal of Productivity Analysis, 2023, vol. 60(3), p. 257-272

RP 2023 / 22
Hanna, Vanessa ; Devolder, Pierre
Optimal Choice between Defined Contribution and Cash Balance Pension Schemes: Balancing Interests of Employers and Workers
In: Risks, 2023, vol. 11(7), 135

RP 2023 / 21
Lambert, Philippe
Comments on: Nonparametric estimation in mixture cure models with covariates
In: Test, 2023, vol. 32, p. 506-509

RP 2023 / 20
Clémençon, Stéphan ; Jalalzai, Hamid ; Lhaut, Stéphane ; Sabourin, Anne ; Segers, Johan
Concentration bounds for the empirical angular measure with statistical learning applications
In: Bernoulli, 2023, vol. 29(4), p. 2797-2827

RP 2023 / 19
Thiel, Michel ; Benaiche, Nadia ; Martin, Manon ; Franceschini, Sébastien ; Van Oirbeek, Robin ; Govaerts, Bernadette
limpca: An R package for the linear modeling of high- dimensional designed data based on ASCA/APCA family of methods
In: Journal of Chemometrics, 2023, vol. 37(7), e3482

RP 2023 / 18
Leluc, Rémi ; Portier, François ; Segers, Johan ; Zhuman, Aigerim
A Quadrature Rule combining Control Variates and Adaptive Importance Sampling
In: Advances in Neural Information Processing Systems 35 (36th Conference on Neural Information Processing Systems - NeurIPS 2022). Ed. by S. Koyejo, e.a. NeurIPS, 2023, p. 11842-11853. - ISBN 9781713871088

RP 2023 / 17
Pircalabelu, Eugen
A spline-based time-varying reproduction number for modelling epidemiological outbreaks
In: Journal of the Royal Statistical Society. Series C: Applied Statistics, 2023, vol. 72(3), p. 688-702

RP 2023 / 16
Nezakati, Ensiyeh ; Pircalabelu, Eugen
Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models
In: Statistics and Computing, 2023, vol. 33, # 47

RP 2023 / 15
Hanna, Vanessa ; Devolder, Pierre
Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates
In: European Actuarial Journal, 2024 - (in press)

RP 2023 / 14
Denuit, Michel ; Robert, Christian Y.
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
In: Insurance: Mathematics and Economics, 2023, vol. 112, p. 23-32

RP 2023 / 13
Asenova, Stefka ; Segers, Johan
Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler–Reiss distributions
In: Extremes, 2023, vol. 26(3), p. 433-468

RP 2023 / 12
Fall, François Seck ; Tchakoute Tchuigoua, Hubert ; Vanhems, Anne ; Simar, Léopold
Investigating the unobserved heterogeneity effect on outreach to women: lessons from microfinance institutions
In: Annals of Operations Research, 2023, vol. 328(2), p. 1365-1386

RP 2023 / 11
Fève, Frédérique ; Florens, Jean-Pierre ; Simar, Léopold
Proportional incremental cost probability functions and their frontiers
In: Empirical Economics, 2023, vol. 64(6), p. 2721-2756

RP 2023 / 10
Pham, Manh ; Simar, Léopold ; Zelenyuk, Valentin
Statistical Inference for Aggregation of Malmquist Productivity Indices
In: Operations Research, 2024, vol. 72(4), p. 1615-1629

RP 2023 / 09
O’Loughlin, Caitlin ; Simar, Léopold ; Wilson, Paul W.
Methodologies for assessing government efficiency
In: Handbook on Public Sector Efficiency, ed. by António Afonso, João Tovar Jalles and Ana Venâncio, E. Elgar, 2023, p. 72-101 (chap. 4)

RP 2023 / 08
Simar, Léopold ; Zelenyuk, Valentin ; Zhao, Shirong
Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators
In: Journal of Productivity Analysis, 2023, vol. 59(2), p. 189-194

RP 2023 / 07
Ciatto, Nicolas ; Verelst, Harrison ; Trufin, Julien ; Denuit, Michel
Does autocalibration improve goodness of lift?
In: European Actuarial Journal, 2023, vol. 13(1), p. 479-486

RP 2023 / 06
Oorschot, Jochem ; Segers, Johan ; Zhou, Chen
Tail inference using extreme U-statistics
In: Electronic Journal of Statistics, 2023, vol. 17(1), p. 1113-1159

RP 2023 / 05
Devolder, Pierre
Viabilité financière, adéquation sociale et équité de notre système de pension
In: Revue Bancaire et Financière, 2023

RP 2023 / 04
Devolder, Pierre ; Hindriks, Jean
Cadre pour une réforme acceptable des pensions
In: Regards économiques, 2023, nr. 178

RP 2023 / 03
Kreyenfeld, Michaela ; Konietzka, Dirk ; Lambert, Philippe ; Ramos, Vincent Jerald
Second Birth Fertility in Germany: Social Class, Gender, and the Role of Economic Uncertainty
In: European Journal of Population, 2023, vol. 39, #5

RP 2023 / 02
Plassier, Vincent ; Portier, François ; Segers, Johan
Risk bounds when learning infinitely many response functions by ordinary linear regression
In: Annales de l'Institut Henri Poincaré : Probabilités et Statistiques, 2023, vol. 59(1), p. 53-78

RP 2023 / 01
Lambert, Philippe
Nonparametric density estimation and risk quantification from tabulated sample moments
In: Insurance: Mathematics and Economics, 2023, vol. 108, p. 177-189

 

RP2021/57
Lambert, Philippe
Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data
Computational Statistics & Data Analysis, vol. 161, 107250, 2021

RP2021/56 
Gressani, O., Lambert, P.
Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines
Computational Statistics & Data Analysis, vol. 154, 107088, 2021

RP2021/55
Denuit, M.
Reply to Edward Furman, Yisub Kye, and Jianxi Su on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”
North American Actuarial Journal, 25, 637-638, 2021

RP2021/54 
Denuit, M.
Reply to Jiandong Ren on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”
North American Actuarial Journal, 25, 643-643, 2021

RP2021/53
Mordant, G., Segers, J.
Measuring dependence between random vectors via optimal transport
Journal of Multivariate Analysis, 189, 104912, 2022

RP 2021/52
Wunsch, G., Russo, F., Mouchart, M., R. Orsi
Time and causality in the social sciences
Time & Society, vol 31(2), p. 177-204, 2022

RP2021/51
Dupret, J-L., Hainaut, D.
Portfolio insurance under rough volatility and Volterra processes
International Journal of Theoretical and Applied Finance, vol. 24, no. 6-7, p. 2150036, 2021

RP2021/50
Denuit, M., Robert, C. Y.
Corrigendum and addendum to “From risk sharing to pure premium for a large number of heterogeneous losses” in Insurance: Mathematics and Economics, 96 116–126, 2021
Insurance: Mathematics and Economics, 101, 640-644, 2021

RP2021/49
Denuit, M., Charpentier , A., Trufin, J.
Autocalibration and Tweedie-dominance for insurance pricing with machine learning
Insurance: Mathematics and Economics, 101, 485-497, 2021

RP2021/48
Denuit, M., Trufin, J., Verdebout, T.
Testing for more positive expectation dependence with application to model comparison
Insurance: Mathematics and Economics, 101, 163-172, 2021

RP2021/47
Hanna, V., Hieber, P., Devolder, P.
Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy
Scandinavian Actuarial Journal, vol. 2022(5), p. 421-446, 2022

RP2021/46
Hainaut, D.
Moment generating function of non-Markov self-excited claims processes
Insurance: Mathematics and Economics, 101, part B, 406-424, 2021

RP2021/45
Ketelbuters, J-J., Hainaut, D.
Time-consistent evaluation of credit risk with contagion.
Journal of Computational and Applied Mathematics, 403, 113848, 2022

RP2021/44
Cadena, M., Denuit, M.
A new measure of mortality differentials based on precedence probability
European Actuarial Journal, 11, 717–724, 2021

RP2021/43
Heuchenne, C., Jacquemain, A.
Inference for monotone single-index conditional means: a Lorenz regression approach
Computational Statistics & Data Analysis, 167, 107347, 2022

RP2021/42
Tran, P., Heuchenne, C.
Monitoring the coefficient of variation using variable sampling interval CUSUM control charts
Journal of Statistical Computation and Simulation, 91, 501-521, 2021

RP2021/41
Tran, P., Heuchenne, C., Nguyen, H., Marie, H.
Monitoring Coefficient of Variation using One-Sided Run Rules control charts in the presence of Measurement Errors
Journal of Applied Statistics, 48, 2178-2204, 2021 

RP2021/40
Saghir, A., Aslam, M., Faraz, A., Ahmad, L., Heuchenne, C.
Monitoring process variation using modified EWMA
Quality and Reliability Engineering International, 36, 328-339, 2020

RP2021/39
Tran, K., Nguyen, H., Tran, P., Heuchenne, C.
On the performance of CUSUM control charts for monitoring the coefficient of variation with measurement errors
The International Journal of Advanced Manufacturing Technology, 104, 1903–1917, 2019

RP2021/38
Bazgour, T., Heuchenne, C., Hübner, G., Sougné, D.
How do volatility regimes affect the pricing of quality and liquidity in the stock market?
Studies in Nonlinear Dynamics & Econometrics, 25, 20180127, 2021

RP2021/37
Nguyen, Q-T., Giner-Bosch, V., Tran, K., Heuchenne, C., e.a.
One-sided variable sampling interval EWMA control charts for monitoring the multivariate coefficient of variation in the presence of measurement errors
The International Journal of Advanced Manufacturing Technology, 5-6, 19174938, 2021

2021/36
Beretta, A., Heuchenne, C.
penPHcure: Variable Selection in Proportional Hazards Cure Model with Time-Varying Covariates
The R Journal, 13/1, 116-129, 2021

RP2021/35
Beretta, A., Heuchenne, C., Restaino, M.
Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States
Journal of Applied Statistics, 49(16), 4162-4180, 2022

RP2021/34
Chown, Justin ; Heuchenne, Cédric ; Van Keilegom, Ingrid. The nonparametric location-scale mixture cure model
Test, 29, 1008–1028, 2020

RP2021/33
Heuchenne, C., De uña Alvarez, J., Laurent, G.
Supplementary material for Estimation from cross-sectional data under a semiparametric truncation model
Biometrika, Accepté/Sous presse

RP2021/32
Heuchenne, Cédric ; De uña Alvarez, Jacobo ; Laurent, Géraldine. Estimation from cross-sectional data under a semiparametric truncation model
Biometrika, 107, 449–465, 2020

RP2021/31
Devolder, P.
Coût réel pour l’Etat du deuxième pilier belge de pension pour salariés : l’approche actuarielle bouscule quelques à priori
Regards Économiques, 166, 2021

RP2021/30
Diakite, K., Devolder, P.
Progressive Pension Formula and Life Expectancy Heterogeneity
Risks, 9, 127, 2021

RP2021/29
Denuit, M., Robert, C.
Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction
Journal of Multivariate Analysis, 186, 104803, 2021

RP2021/28
Pircalabelu, Eugen ; Artemiou, Andreas.
Graph informed sliced inverse regression
Computational Statistics & Data Analysis, 164, 107302, 2021

RP2021/27
Jacquemain, A., Heuchenne, C., Pircalabelu, E.
A lasso-type estimation for the Lorenz regression
In: Andreas Makridis, Fotios S. Milienos, Panagiotis Papastamoulis, Christina Parpoula & Athanasios Rakitzis (eds.), Proceedings of the 22nd European Young Statistician Meeting, Panteion University of Social and Political Sciences: Athens, Greece, 41-45, 2021

RP2021/26
Bücher, A., El Ghouch, A., Van Keilegom, I.
Single-Index Quantile Regression Models for Censored Data
In: Daouia A., Ruiz-Gazen A. (eds), Advances in Contemporary Statistics and Econometrics, Springer, 177-196, 2021

RP2021/25
Denuit, M., Trufin, J.
Generalization error for Tweedie models: decomposition and error reduction with bagging
European Actuarial Journal, 11, 325-331, 2021

RP2021/24
Leluc, R., Portier, F., Segers, J.
Control variate selection for Monte Carlo integration
Statistics and Computing, 31, 50, 2021

RP2021/23
Kneip, A., Simar, L., Wilson, P.
Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices
Econometric Theory, 37, 3, 537-572, 2021

RP2021/22
Devolder, P., Degoli, M-C.
Les enjeux et les perspectives de la pension à points à la lumière de l'expérience belge.
Droit Social, 5, 5, 413-421, 2021

RP2021/21
Ngugnie Diffouo, P., Devolder, P.
Design of risk sharing for risk-linked annuities
International Journal of Financial Engineering, 2150021, 2021

RP2021/20
Denuit, M., Robert, C.
Risk sharing under the dominant peer‐to‐peer property and casualty insurance business models
Risk Management and Insurance Review, 24, 2, 181-205, 2021

RP2021/19
Denuit, M., Robert, C.
Stop-loss protection for a large P2P insurance pool
Insurance: Mathematics and Economics, 100, 210-233, 2021

RP2021/18
Kiriliouk, A., Segers, J., Tsukahara, H.
Resampling Procedures with Empirical Beta Copulas
Pioneering Works on Extreme Value Theory, Eds. Nobuaki Hoshino, Shuhei Mano, Takaaki Shimura, Springer: Singapore, p. 27-53, 2021

RP2021/17
Bettonville, C., d'Oultremont, L., Denuit, M., Trufin, J. and R. Van Oirbeek
Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
Scandinavian Actuarial Journal, 2021, 5, 380-407, 2021

RP2021/16
Bibal, A., Marion, R., von Sachs, R., Frénay, B.
BIOT: Explaining Multidimensional Nonlinear MDS Embeddings using the Best Interpretable Orthogonal Transformation
Neurocomputing, 453, 109-118, 2021

RP2021/15
Legrand, C.
Advanced Survival Models
Chapman and Hall/CRC Press, ISBN 9780429054167, 360 pages, 2021

RP2021/14
Hainaut, D.
A fractional multi-states model for insurance
Insurance: Mathematics and Economics, 98, 120-132, 2021

RP2021/13
Deelstra, G., Devolder, P., Melis, R.
Optimal annuitisation in a deterministic financial environment
Decisions in Economics and Finance, 44, 161-175, 2021

RP2021/12 
Fall, F., Tchuigoua, H., Vanhems, A., Simar, L.
Gender effect on microfinance social efficiency: A robust nonparametric approach
European Journal of Operational Research, 295, 2, 744-757, 2021

RP2021/11
Daraio, C., Simar, L., Wilson, P.
Quality as a Latent Heterogeneity Factor in the Efficiency of Universities
Economic Modelling, 99, June 2021, 105485, 2021

RP2021/10
Mastromarco, C., Simar, L., Zelenyuk, V.
Predicting recessions with a frontier measure of output gap: an application to Italian economy
Empirical Economics, 60, 2701–2740, 2021

RP2021/09
Mastromarco, C., Simar, L.
Latent heterogeneity to evaluate the effect of human capital on world technology frontier
Journal of Productivity Analysis, 55, 71–89, 2021

RP2021/08
Mordant, G. Segers, J.
Maxima and near-maxima of a Gaussian random assignment field
Statistics & Probability Letters, 173, 109087, 2021

RP2021/07
Pechon, F., Denuit, M., Trufin, J.
Home and Motor insurance joined at a household level using multivariate credibility
Annals of Actuarial Science, 15, 1, 82-114, 2021

RP2021/06
Thiel, M., Sauwen, N., Khamiakova, T., Maes, T., Govaerts, B.
Comparison of chemometrics strategies for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions
Chemometrics and Intelligent Laboratory Systems, 211, 104273, 2021

RP2021/05
Hallin, M., Mordant, G., Segers, J.
Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance
Electronic Journal of Statistics, 15, 1, 1328-1371, 2021

RP2021/04
Asenova, S., Mazo, G., Segers, J.
Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables
Extremes, 24, 431-500, 2021

RP2021/03
Einmahl, J., Segers, J.
Empirical tail copulas for functional data
Annals of Statistics, 49, 2672-2696, 2021

RP2021/02
Hainaut, D.
An Actuarial Approach for Modeling Pandemic Risk
Risks, 9, 1, 3, 2021

RP2021/01
Denuit, M., Robert, C. Y.
From risk sharing to pure premium for a large number of heterogeneous losses
Insurance: Mathematics and Economics, 96, 116-126, 2021

 

RP2019/64 : LAMBERT, A-S., LEGRAND, C., CÈS, S., VAN DURME, T. and J. MACQ
Evaluating case management as a complex intervention: Lessons for the future
PLoS One, 14, e0224286, 2019

RP2019/63 - RACINE, J. AND I. VAN KEILEGOM
A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test
Journal of Business & Economic Statistics, 1-12, 2019

RP2019/62 - ESCOBAR-BACH, M. AND I. VAN KEILEGOM
Non-parametric cure rate estimation under insufficient follow-up by using extremes
Journal of the Royal Statistical Society, 81, 861-880, 2019

RP2019/61 - COLLING, B. AND I. VAN KEILEGOM
Estimation of fully nonparametric transformation models
Bernoulli, 25, 3762-3795, 2019

RP2019/60 - MAMMEN, E., VAN KEILEGOM, I. AND K. YU
Expansion for moments of regression quantiles with applications to nonparametric testing
Bernoulli, 25, 793-827, 2019

RP2019/59 - NEUMEYER, N. AND I. VAN KEILEGOM
Bootstrap of residual processes in regression: to smooth or not to smooth?
Biometrika, 106, 385-400, 2019

RP2019/58 - NARASIMHAIAH, D., LEGRAND, C., DAMOTTE, D., REMARK, R., MUNDA, M., DE POTTER, P., COULIE, P., VIKKULA, M. and C. GODFRAIND
DNA alteration-based classification of uveal melanoma gives better prognostic stratification than immune infiltration, which has a neutral effect in high-risk group
Cancer medicine, 8, 3036-3046, 2019

RP2019/57 - GAO, Z. and C. HAFNER
Looking Backward and Looking Forward
Econometrics, 7, 27, 2019

RP2019/56 - BEYENE, KASSU M.; EL GHOUCH, A. and A. OULHAJ
On the validity of time‐dependent AUC estimation in the presence of cure fraction
Biometrical Journal, 61, 1430-1447, 2019

RP2019/55 - BOUEZMARNI, T., CAMIRAND, F. and A. EL GHOUCH
Estimation of a bivariate conditional copula when a variable is subject to random right censoring
Electronic Journal of Statistics, 13, 5044-5087, 2019

RP2019/54 - DE BACKER, M., EL GHOUCH, A. and I. VAN KEILEGOM
An Adapted Loss Function for Censored Quantile Regression
Journal of the American Statistical Association, 114, 1126-1137, 2019

RP2019/53 - CHEN, C. and C. HAFNER
Sentiment-Induced Bubbles in the Cryptocurrency Market
Journal of Risk and Financial Management, 12, 1-12, 2019

RP2019/52 - R. VON SACHS
Nonparametric Spectral Analysis of Multivariate Time Series
Annual Review of Statistics and Its Application, 7, 361-386, 2020

RP2019/51 - CHAU, J. and R. VON SACHS
Intrinsic wavelet regression for curves of Hermitian positive definite matrices
Journal of the American Statistical Association, 116, 534, 819-832, 2021

RP2019/50 - MATHIEU, S., VON SACHS, R., RITTER, C., DELOUILLE, V. and L. LEFÈVRE
Uncertainty quantification in Sunspot Counts
The Astrophysical Journal, 886, 7, 14 p., 2019

RP2019/49 - WUNSCH, G., MOUCHART, M. and F. RUSSO
Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach
STAtOR, 3, September, 18-22, 2019

RP2019/48 - DENUIT, M., HAINAUT, D. and J. TRUFIN
Effective Statistical Learning Methods for Actuaries III : Neural Networks and Extensions
Springer: Springer Nature Switzerland AG 2019, 2019, Springer Actuarial, 9783030258269. 250 pages

RP2019/47 - DENUIT, M., MESFIOUI, M. and J. TRUFIN
Concordance-based predictive measures in regression models for discrete responses
Scandinavian Actuarial Journal, 2019, 824-836, 2019

RP2019/46 - DENUIT, M., SZNAJDER, D. and J. TRUFIN
Model selection based on Lorenz and concentration curves, Gini indices and convex order
Insurance: Mathematics and Economics, 89, 128-139; 2019

RP2019/45 - PIRCALABELU, E. and G. CLAESKENS
Zoom-in/out joint graphical lasso for different coarseness scales
Journal of the Royal Statistical Society. Series C, Applied statistics, 69, 47–67, 2019

RP2019/44 - HANBALI, H., CLAASSENS, H., DENUIT, M., DHAENE, J. and J. TRUFIN
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system
Health Policy, 123, 970-975, 2019

RP2019/43 - LEGRAND, C. and A. BERTRAND
Cure models in oncology clinical trials
Textbook of Clinical Trials in Oncology : A Statistical Perspective (1st Edition), Susan Halabi, Stefan Michiels (Eds.), Chapman & Hall/CRC Press I Taylor & Francis Group, 465-492, 2019

RP2019/42 - BARBIERI, A. and C. LEGRAND
Joint longitudinal and time-to-event cure models for the assessment of being cured
Statistical methods in medical research,  29, 4, 1256-1270, 2020

RP2019/41 - NAJAFI, N., VEYCKEMANS, F., VANHONACKER, D., LEGRAND, C., VAN DE VELDE, A., VANDENPLAS, Y. and J. POELAERT
Incidence and risk factors for adverse events during monitored anaesthesia care for gastrointestinal endoscopy in children: A prospective observational study
European journal of anaesthesiology, 36, 390-399, 2019

RP2019/40 - DENUIT, M., HAINAUT, D. and J. TRUFIN
Effective Statistical Learning Methods for Actuaries I : GLMs and Extensions
Springer: Springer Nature Switzerland AG 2019, 2019. Springer Actuarial, 9783030258191. 441 pages.

RP2019/39 - DENUIT, M., GUILLEN, M. and J. TRUFIN
Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data
Annals of Actuarial Science, 13, 378-399, 2019

RP2019/38 - M. DENUIT
Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
ASTIN Bulletin, 49, 591-617, 2019

RP2019/37 - DENUIT, M. and J. TRUFIN
Des tables de mortalité, espérances de vie, durées de vie moyennes et probables et de leur bon usage dans l’évaluation des droits viagers
Revue du Notariat Belge, 3142, 574-608, 2019

RP2019/36 - GONZÁLEZ MANTEIGA, W., HEUCHENNE, C., SÁNCHEZ SELLERO, C. and A. BERETTA
Goodness-of-fit tests for censored regression based on artificial data points
TEST, 29, 599-615, 2020

RP2019/35 - PORTIER, F. and J. SEGERS
Monte Carlo integration with a growing number of control variates
Journal of Applied Probability, 56, 1168-1186, 2019

RP2019/34 - VETTORI, S.,  HUSER, R., SEGERS, J. and M. GENTON
Bayesian model averaging over tree-based dependence structures for multivariate extremes
Journal of Computational and Graphical Statistics, 29, 174-190, 2020

RP2019/33 – ZEDDOUK, F. and P. DEVOLDER
Pricing of Longevity Derivatives and Cost of Capital
Risks, 7, 2, 41, 2019

RP2019/32 - ALONSO-GARCÍA, J. and P. DEVOLDER
Continuous time model for notional defined contribution pension schemes: Liquidity and solvency
Insurance: Mathematics and Economics, 88, 57-76, 2019

RP2019/31 - PECHON, F., DENUIT, M. and J. TRUFIN
Multivariate modelling of multiple guarantees in motor insurance of a household
European Actuarial Journal, 9, 575-602, 2019

RP2019/30 - DENUIT, M., LUCAS, N. and E. PITACCO
Pricing and Reserving in LTC Insurance
Actuarial Aspects of Long Term Care, Etienne Dupourqué, Frédéric Planchet, Néfissa Sator (Eds), 129-158, 2019

RP2019/29 - TRAN, K., HEUCHENNE, C. and N. BALAKRISHNAN
On the performance of coefficient of variation charts in the presence of measurement errors
Quality and Reliability Engineering International, 35, 329-350, 2019

RP2019/28 - NGUYEN, H., TRAN, K. and C. HEUCHENNE
Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts
Quality and Reliability Engineering International, 35, 439-460, 2019

RP2019/27 - LAMBERT, P. and V. BREMHORST
Estimation and identification issues in the promotion time cure model when the same covariates influence long- and short-term survival
Biometrical Journal, 61, 275-289, 2019

RP2019/26 - D. HAINAUT
A self-organizing predictive map for non-life insurance
European Actuarial Journal, 9, 173-207, 2019

RP2019/25 - HAINAUT, D. and G. DEELSTRA
A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices
Methodology and Computing in Applied Probability, 21, 1337-1375, 2019

RP2019/24 - D. HAINAUT
A switching microstructure model for stock prices
Mathematics and Financial Economics, 13, 459-490, 2019

RP2019/23 - FLORENS, J-P., SIMAR, L. and I. VAN KEILEGOM
Estimation of the Boundary of a Variable observed with Symmetric Error
Journal of the American Statistical Association, 115, 425-441, 2020

RP2019/22 - DARAIO, C ; SIMAR, L. and P. WILSON
Fast and efficient computation of directional distance estimators
Annals of Operations Research, First Online: 11 February 2019, to appear

RP2019/21 - CHIAPINO, M., SABOURIN, A. and J. SEGERS
Identifying groups of variables with the potential of being large simultaneously
Extremes, 22, 193-222, 2019

RP2019/20 - CHAU, J., OMBAO, H. and R. VON SACHS
Intrinsic data depth for Hermitian positive definite matrices
Journal of Computational and Graphical Statistics, 28, 427-439, 2019

RP2019/19 - BERTRAND, A., VAN KEILEGOM, I. and C. LEGRAND
Flexible parametric approach to classical measurement error variance estimation without auxiliary data : Classical Measurement Error Variance Estimation
Biometrics, 75, 297-307, 2019

RP2019/18 - BERETTA, A. and C. HEUCHENNE
Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures
Journal of Applied Statistics, 46, 1529-1549, 2019

RP2019/17 - HAINAUT, D. and F. MORAUX
A switching self-exciting jump diffusion process for stock prices
Annals of Finance, 15, 267-306, 2019

RP2019/16 - FERAUD, B., LEENDERS, J., MARTINEAU, E., GIRAUDEAU, P., GOVAERTS, B. and P. DE TULLIO
Two data pre-processing workflows to facilitate the discovery of biomarkers by 2D NMR metabolomics
Metabolomics, 15, published online 16 April 2019, (Accepté/Sous presse)

RP2019/15 - DANIEL, B., HAFNER, C., MANNER, H. and L. SIMAR
Asymmetries in Business Cycles and the Role of Oil Prices
Macroeconomic Dynamics, 23, 1622-1648, 2019

RP2019/14 - PARK, B.,  SIMAR, L. and L. ZELENYUK
Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)
Empirical Economics, 58, 379-392, 2020

RP2019/13 - BĂDIN, L., DARAIO, C. and L. SIMAR
A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures
European Journal of Operational Research, 277, 784-797, 2019

RP2019/12 - ROUEFF, F. and R. VON SACHS
Time-frequency analysis of locally stationary Hawkes processes
Bernoulli, 25, 1355-1385, 2019

RP2019/11 - GORROSTIETA, C., OMBAO, H. and R. VON SACHS
Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series
Journal of Time Series Analysis, 40, 3-22, 2019

RP2019/10 - SIMAR, L. and P. WILSON
Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices
European Journal of Operational Research, 277, 756-769, 2019

RP2019/09 - HANBALI, H., DENUIT, M. DHAENE, J. and J. TRUFIN
A dynamic equivalence principle for systematic longevity risk management
 Insurance: Mathematics and Economics, 86, 158-167, 2019

RP2019/08 - CALLEGARO, A., NDOUR, C., ARIS, E. and C. LEGRAND
A note on tests for relevant differences with extremely large sample sizes
Biometrical Journal, 61, 162-165, 2019

RP2019/07 - AMICO, M., VAN KEILEGOM, I. and C. LEGRAND
The Single-Index/Cox Mixture Cure Model
Biometrics, 75, 452-462, 2020

RP2019/06 - NICOLAIE, A., TAYLOR, J. and C. LEGRAND
Vertical modeling: analysis of competing risks data with a cure fraction
Lifetime Data Analysis, 25, 1-25, 2019

RP2019/05 - BURNY, W., MARCHANT, A., HERVÉ, C., CALLEGARO, A., CAUBET, M., FISSETTE, L., GHEYLE, L., LEGRAND, C., NDOUR, C., TAVARES DA SILVA, F., VAN DER MOST, R., WILLEMS, F., DIDIERLAURENT, A. and J. YARZABAL
Inflammatory parameters associated with systemic reactogenicity following vaccination with adjuvanted hepatitis B vaccines in humans
Vaccine, 37, 2004-2015, 2019

RP2019/04 - GUISSET, S., MARTIN, M. and B. GOVAERTS
Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs
Chemometrics and Intelligent Laboratory Systems, 184, 44-63, 2019

RP2019/03 - D. HAINAUT
Hedging of crop harvest with derivatives on temperature
Insurance: Mathematics and Economics, 84, 98-114, 2019

RP2019/02 - HAINAUT, D. and G. DEELSTRA
A Self-Exciting Switching Jump Diffusion: properties, calibration and hitting time
Quantitative Finance, 19, 407-426, 2019

RP2019/01 - ASMUSSEN, S., IVANOVS, J. and J. SEGERS
On the longest gap between power-rate arrivals
Bernoulli, 25, 375-394, 2019

 

RP2017/15 - STELAND, A. and R. VON SACHS
Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series
Bernoulli, 23(4A), 2299–2329, 2017

RP2017/12 - HEUCHENNE, C. and G. LAURENT
Parametric conditional variance estimation in location-scale models with censored data
Electronic Journal of Statistics, 11, 148-176, 2017

RP2017/11 - PARK, B.U., SIMAR, L. and V. ZELENYUK
Nonparametric estimation of dynamic discrete choice models for time series data
Computational Statistics & Data Analysis, 108, 97-120, 2017

RP2017/10 - DEVOLDER, P. and S. DE VALERIOLA.
Minimum Protection in DC Funding Pension Plans and Margrabe Options
Risks, 5, 5, 1-14, 2017

RP2017/09 - HENDERSON, D., SIMAR, L. and L. WANG
The Three Is of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency
Applied Economics, 49, 1164-1184, 2017

RP2017/08 - HAFNER, C. and A. LAUWERS
An augmented Taylor rule for the Federal Reserve's response to asset prices
International Journal of Computational Economics and Econometrics, 7, 115-151, 2017

RP2017/07 - ESCANCIANO, J. C., PARDO-FERNANDEZ, J. C. and I. VAN KEILEGOM
Semiparametric Estimation of Risk-return Relationships
Journal of Business and Economic Statistics, 35, 40-52, 2017

RP2017/06 - DAOUIA, A., SIMAR, L. and P. WILSON
Measuring Firm Performance Using Nonparametric Quantile-type Distances
Econometric Reviews, 36, 156-181, 2017

RP2017/05 - SEGERS, J., SIBUYA, M. and H. TSUKAHARA
The Empirical Beta Copula
Journal of Multivariate Analysis, 155, 35-51, 2017

RP2017/04 - CHEUNG, K. C., DENUIT, M. and J. DHAENE
Tail mutual exclusivity and Tail-VaR lower bounds
Scandinavian Actuarial Journal, 2017, 88-104, 2017

RP2017/03 - MARCON, G., PADOAN, S., NAVEAU P. MULIERE, P. and J. SEGERS
Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
Journal of Statistical Planning and Inference, 183, 1-17, 2017

RP2017/02 - DENUIT, M. and M. MESFIOUI
Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization
Insurance: Mathematics and Economics, 72, 1–5, 2017

RP2017/01 - LOPEZ-CHEDA, A., CAO, R., JACOME, A. and I. VAN KEILEGOM
Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models
Computational Statistics & Data Analysis, 105, 144-165, 201

 

RP2015/45
Pircalabelu, Eugen ; Claeskens, Gerda ; Jahfari, Sara ; Waldorp, Lourens J.
A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
In: The Annals of Applied Statistics, vol. 9, no.4, p. 2179-2214 (2015)

RP2015/44
Pircalabelu, Eugen ; Claeskens, Gerda ; Waldorp, Lourens J.
A focused information criterion for graphical models
In: Statistics and Computing, vol. 25, no.6, p. 1071-1092 (2015)

RP2015/43
Pircalabelu, Eugen ; Claeskens, Gerda ; Waldorp, Lourens J.
Constructing Graphical Models via the Focused Information Criterion
In: "Modeling and Stochastic Learning for Forecasting in High Dimensions" - p. 55-78

RP2015/42 - A. BÜCHER
A Note on Weak Convergence of the Sequential Multivariate Empirical Process Under Strong Mixing
Journal of Theoretical Probability, 28, 1028-1037, 2015

RP2015/41 - BOCART, F. and C. HAFNER
Volatility of price indices for heterogenous goods with applications to the fine art market
Journal of Applied Econometrics, 30, 291–312, 2015

RP2015/40 - BOCART, F. and C. HAFNER
Fair Revaluation of wine as an investment
Journal of Wine Economics, 10, 190-203, 2015

RP2015/39 - HAFNER, C. and A. PREMIGER
An ARCH model without intercept
Economics Letters, 129, 13-17, 2015

RP2015/38 - Hafner, C.M., Preminger, A.
A note on the Tobit model in the presence of a duration variable
Economics Letters, 126, 47-50, 2015

RP2015/37 - FARAZ, A., HEUCHENNE, C. and W. WOODALL
Guaranteed conditional performance of the S2 control chart with estimated parameters
International Journal of Production Research, 53, 4405-4413, 2015

RP2015/36 - FARAZ, A., SANIGA, E. and C. HEUCHENNE
Shewhart Control Charts for Monitoring Reliability with Weibull Lifetimes
Quality and Reliability Engineering International, 31, 1565-1574, 2015

RP2015/35 - GILLET, P., RAPAILLE, A. BENOIT, A., CEINOS, M., BERTRAND, O., DE BOUYALSKY, I. GOVAERTS,B. and M. LAMBERMONT
First-time whole blood donation: A critical step for donor safety and retention on first three donations
Transfusion Clinique et Biologique, 22, 312-317, 2015

RP2015/34 - MASTROMARCO, C., and L. SIMAR
Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis
Journal of Applied Econometrics, 30, 826-847, 2015

RP2015/33 - BOSCOLO, E., LIMAYE, N., HUANG, L., KANG, K-T., SOBLET, J., UEBELHOER, M., MENDOLA, A., NATYNKI, M., SERONT, E., DUPONT, S., HAMMER, J., LEGRAND, C., BRUGNARA, C., EKLUND, L., VIKKULA, M., BISCHOFF, J. and L. BOON
Rapamycin improves TIE2-mutated venous malformation in murine model and human subjects
Journal of Clinical Investigation, 125, 3491-3504, 2015

RP2015/32 - VARUGHESE, M. , VON SACHS, R., STEPHANOU, M. and B. BASSET
Non-parametric Transient Classification using Adaptive Wavelets
Monthly Notices of the Royal Astronomical Society, 453, 2848-2861, 2015

RP2015/31 - DONNEAU, A-F., MAUER, M., LAMBERT, P. LESAFFRE, E. and A. ALBERT
Testing the proportional odds assumption in multiply imputed ordinal longitudinal data
Journal of Applied Statistics, 42, 2257-2279, 2015

RP2015/30 - ROSAS AGUIRRE, A., ERHART, A., LLANOS-CUENTAS, A., BRANCH, O., BERKVENS, D. ABATIH, E., LAMBERT, P., FRASSO, G., RODRIGUEZ, H., GAMBOA, D., SIHUINCHA, M., ROSANAS-URGELL, A., D'ALESSANDRO, U. and N. SPEYBROEK
Modelling the potential of focal screening and treatment as elimination strategy for Plasmodium falciparum malaria in the Peruvian Amazon Region
Parasites & Vectors, 8, 1-12, 2015

RP2015/29 - DEVOLDER, P. and R. MELIS
Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework
Astin Bulletin, 45, 551-575, 2015

RP2015/28 - BEN OMRANE, W. and C. HAFNER
Macroeconomic news surprises and volatility spillover in foreign exchange markets
Empirical Economics, 48, 577-607, 2015

RP2015/27 - DENUIT, M. HUANG, R. and L. TZENG (2014)
Almost expectation and excess dependence notions
Theory and Decision, 79, 375-401, 2014

RP2015/26 - CHARPENTIER, A., DENUIT, M. and R. ELIE
Segmentation et mutualisation, les deux faces d'une même pièce?
Risques, 103, 57-61, 2015

RP2015/25 - HEUCHENNE, C., RAWANE, S. anc I. VAN KEILEGOM
Estimating the error distribution in semiparametric transformation models
Electronic Journal of Statistics, 9, 2391-2419, 2015

RP2015/24 - FERAUD, B., GOVAERTS, B., VERLEYSEN, M. and P. DE TULLIO
Statistical treatment of 2D NMR COSY spectra in metabolomics: data preparation, clustering-based evaluation of the Metabolomic Informative Content and comparison with 1H-NMR
Metabolomics, 11, 1756-1768, 2015

RP2015/23 - DREES, H., SEGERS, J. and M. WARCHOL
Statistics for Tail Processes of Markov Chains
Extremes, 18, 369-402, 2015

RP2015/22 - SIMAR, L. and P. WILSON
Statistical Approaches for Nonparametric Frontier Models: A Guided Tour
International Statistical Review, 83, 77-110, 2015

RP2015/21 - DENUIT, M., HABERMAN, S. and A. RENSHAW
Longevity-contingent deferred life annuities
Journal of Pension Economics and Finance, 14, 315-327, 2015

RP2015/20 - DENUIT, M. and J. TRUFIN (2015)
Model points and Tail-VaR in life insurance
Insurance: Mathematics and Economics, 64, 268-272, 2015

RP2015/19 - VON SACHS, R. and C. TIMMERMANS
The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction
In: Anestis Antoniadis, Jean-Michel Poggi, Xavier Brossat, Modeling and Stochastic Learning for Forecasting in High Dimensions (Lecture Notes in Statistics, 217)
Springer, 319-339, 2015
 
RP2015/18 - PARK, B., SIMAR, L. and V. ZELENYUK
Categorical data in local maximum likelihood: theory and applications to productivity analysis
Journal of Productivity Analysis, 43, 199-214, 2015

RP2015/17 - DARAIO, C., BONACCORSI, A. and L. SIMAR
Efficiency and economies of scale and specialization in European universities: a directional distance approach
Journal of Informetrics, 9, 430-448, 2015

RP2015/16 - SUJICA, A. and I. VAN KEILEGOM
Estimation of location and scale functionals in nonparametric regression under copula dependent censoring
Canadian Journal of Statistics, 43, 306-335, 2015

RP2015/15 - TALAMAKROUNI, M., EL GHOUCH, A. and I. VAN KEILEGOM
Guided Censored Regression
Scandinavian Journal of Statistics : theory and applications, 42, 214-233, 2015

RP2015/14 - DHAENE, J., STASSEN, B., DEVOLDER, P. and M. VELLEKOOP
The minimal entropy martingale measure in a market of traded financial and actuarial risks
Journal of Computational and Applied Mathematics, 282, p. 111-133, 2015

RP2015/13 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM
Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models
Journal of Business & Economic Statistics, 33, 167-178, 2015 Best paper award 2014

RP2015/12 - DONNEAU, A-F., MAUER, M., LAMBERT, P., MOLENBERGHS, G. and A. ALBERT
Simulation-based study comparing multiple imputation methods for non-monotone missing ordinal data in longitudinal settings
Journal of Biopharmaceutical Statistics, 25, 570-601, 2015

RP2015/11 - DENUIT, M., KIRILIOUK, A. and J. SEGERS
Max-factor individual risk models with application to credit portfolios
Insurance: Mathematics and Economics, 62, 162-172, 2015

RP2015/10 - JANSSENS, A. and J. SEGERS (2014)
Markov tail chains
Journal of Applied Probability, 51, 1133-1153, 2014

RP2015/09 - DARAIO, C. BONACCORSI, A. and L. SIMAR
Rankings and university performance: A conditional multidimensional approach
European Journal of Operational Research, 244, 918-930, 2015

RP2015/08 - KNEIP, A., SIMAR, L. and P. WILSON
When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores
Econometric Theory, 31, 394–422, 2015

RP2015/07 - TIMMERMANS, C. and R. VON SACHS
A novel semi-distance for measuring dissimilarities of curves with sharp local patterns
Journal of Statistical Planning and Inference, 160, 35-50, 2015

RP2015/06 - HAEDO, C. and M. MOUCHART
Specialized agglomerations with Lattice data: Model and detection
Spatial Statistics, 11, 113-131, 2015

RP2015/05 - J. SEGERS
Hybrid copula estimators
Journal of Statistical Planning and Inference, 160, 23-34, 2015

RP2015/04 - KNEIP, A., SIMAR, L. and I. VAN KEILEGOM
Frontier estimation in the presence of measurement error with unknown variance
Journal of Econometrics, 184, 379-393, 2015

RP2015/03 - HOBAEK HAFF, I. and J. SEGERS
Nonparametric estimation of pair-copula constructions with the empirical pair-copula
Computational Statistics & Data Analysis, 84, 1-13, 2015

RP2015/02 - COLLING, B., HEUCHENNE, C., SAMB, R. and I. VAN KEILEGOM
Estimation of the Error Density in a Semiparametric Transformation Model
Annals of the Institute of Statistical Mathematics, 67, 1-18, 2015

RP2015/01 - MESFIOUI, M. and M. DENUIT
Comonotonicity, orthant convex order and sums of random variables
Statistics & Probability Letters, 96, 356-364, 2015

 

RP2013/50 - DEVOLDER, P. and C. AZIZIEH (2013)
Margrabe Option And Life Insurance With Participation
Bulletin français d'actuariat, 13, 44-47, 2013

RP2013/49 - BERESWILL, M. and J. JOHANNES (2013)
On the effect of noisy measurements of the regressor in functional linear models
Test, 22, 488-513, 2013

RP2013/48 - JOHANNES, J. and M. SCHWARZ (2013)
Adaptive circular deconvolution by model selection under unknown error distribution
Bernoulli : a journal of mathematical statistics and probability, 19, 1576-1611, 2013

RP2013/47 - BOUEZMARNI, T., EL GHOUCH, A. and A. TAAMOUTI (2013)
Bernstein estimator for unbounded copula densities
Statistics and Risk Modeling with Applications in Finance and Insurance, Vol. 30, no.4, p. 343-360 (2013).

RP2013/46 - EL GHOUCH, A., GENTON, M. and T. BOUEZMARNI (2013)
Measuring the Discrepancy of a Parametric Model via Local Polynomial Smoothing
Scandinavian Journal of Statistics : theory and applications, 40, 455-470, 2013

RP 2013/45 - NOH, H., EL GHOUCH, A. and T. BOUEZMARNI (2013)
Copula-Based Regression Estimation and Inference
Journal of the American Statistical Association, 108, 676-688, 2013

RP2013/44 - FORGET, P., MACHIELS, J-P., COULIE, P., BERLIERE, M., PONCELET, A., TOMBAL, B., STAINIER, A., LEGRAND, C., CANON, J-L., KREMER, Y. and M. DE KOCK (2013)
Neutrophil:Lymphocyte Ratio and Intraoperative Use of Ketorolac or Diclofenac are Prognostic Factors in Different Cohorts of Patients Undergoing Breast, Lung, and Kidney Cancer Surgery
Annals of Surgical Oncology, 20, 650-660, 2013

RP2013/43 - FARAZ, A., HEUCHENNE, C., SANIGA E. and E. FOSTER (2013)
Monitoring delivery chains using multivariate control charts
European Journal of Operational Research, 228, 282-289, 2013

RP2013/42 - WANG, L., KAI, B., HEUCHENNE, C. and C-L. TSAI (2013)
Penalized profiled semiparametric estimating functions
Electronic Journal of Statistics, 7, 2656-2682, 2013

RP2013/41 - LEBRUN, P., BOULANGER, B., DEBRUS, B., LAMBERT, P. and H. PHILIPPE (2013)
A Bayesian design space for analytical methods based on multivariate models and predictions
Journal of Biopharmaceutical Statistics, 23, 1330-1351, 2013

RP2013/40 - DENUIT, M. and L. EECKHOUDT (2013)
Risk attitudes and the value of risk transformations
International Journal of Economic Theory, 9, 3, 245-254, 2013

RP2013/39 - BONACCORSI A., DARAIO C. and L. SIMAR (2013)
What is the impact of scale and specialization on the research efficiency of European universities?
In J. Gorraiz, E. Schiebel, C. Gumpenberger, M. Horlesberger and H. Moed (eds.)
Proceedings of ISSI 2013, Vienna, 2, 1817-1829, 2013

RP2013/38 - DAOUIA, A., GARDES, L. and S. GIRARD (2013)
On kernel smoothing for extremal quantile regression
Bernoulli, 19 (5B), 2557-2589, 2013

RP2013/37 - DAOUIA, A., GIRARD, S. and A. GUILLOUC (2013)
A Gamma-moment approach to monotonic boundary estimation
Journal of Econometrics, 178, 2, 727-740, 2013

RP2013/36 - SEGERS, J. and N. UYTTENDAELE (2014)
Nonparametric estimation of the tree structure of a nested Archimedean copula
Computational Statistics and Data Analysis, 72, 190-204, 2014

RP2013/35 - FLORENS, J.-P., SIMAR, L. and I. van KEILEGOM (2014)
Frontier estimation in nonparametric location-scale models
Journal of Econometrics, 178, 456-470, 2014

RP2013/34 - GROTHE, O., SCHNIEDERS, J. and J. SEGERS (2014)
Measuring association and dependence between random vectors
Journal of Multivariate Analysis, 123, 96-110 , 2014

RP2013/33 - MEIRA-MACHADO, L., ROCA-PARDIÑAS, J., VAN KEILEGOM, I. and C. CADARSO-SUÁREZ (2013)
Bandwidth selection for the estimation of transition probabilities in the location-scale progressive three-state model
Springer-Verlag Berlin Heidelberg, 28, 2185-2210, 2013

RP2013/32 - DEWE, W., BENOIT, A. and C. LEGRAND (2013)
Assessing vaccine efficacy in influenza clinical trials: challenges and difficulties
Expert review of clinical pharmacology, 6, 403-411, 2013

RP2013/31 - MUNDA, M., ROTOLO, F., and C. LEGRAND (2012)
PARFM: Parametric Frailty Models in R
Journal of Statistical Software, 51, 2012

RP2013/30 - BAUWENS, L. HAFNER, C. and D. PIERRET (2013)
Modelling multivariate volatility of electricity futures
Journal of Applied Econometrics, 28, 743-761, 2013

RP2013/29 - LOPEZ, O., PATILEA, V. and I. VAN KEILEGOM (2013)
Single index regression models in the presence of censoring depending on the covariates
Bernoulli, 19, 721-747, 2013

RP2013/28 - PIGEON, M., ANTONIO, K. and M. DENUIT (2013)
Individual Loss Reserving with the Multivariate Skew Normal Framework
ASTIN Bulletin, 43, 399-428, 2013

RP2013/27 - DENUIT M. and B. REY (2013)
Another look at risk apportionment
Journal of Mathematical Economics, 49, 335-343, 2013

RP2013/26 - DENUIT, M., HABERMAN, S. and A. RENSHAW (2013)
Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality
European Actuarial Journal, 3, 191-201, 2013

RP2013/25 - DENUIT, M., EECKHOUDT, L. and O. JOKUNG (2013)
Non-differentiable transformations preserving stochastic dominance
Journal of the Operational Research Society, 64, 1441-1446, 2013

RP2013/24 - CHENG, S. and I. VAN KEILEGOM (2013)
Estimation in semiparametric models with missing data
Annals of the Institute of Statistical Mathematics, 65, 785-805, 2013

RP2013/23 - SIMAR, L. and P. WILSON (2013)
Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives
Foundations and Trends® in Econometrics, 5, 183-337, 2013

RP2013/22 - JOHANNES, J. and M. SCHWARZ (2013)
Adaptive Gaussian Inverse Regression with Partially Unknown Operator
Communications in Statistics - Theory and Methods, 42, 1343-1362, 2013

RP2013/21 - ROTOLO, F., LEGRAND, C. and I. VAN KEILEGOM (2013)
A simulation procedure based on copulas to generate clustered multi-state survival data
Computer methods and programs in biomedicine, 109, 305-312, 2013

RP2013/20 - DAOUIA , A. and B. PARK (2013)
On Projection-type Estimators of Multivariate Isotonic Functions
Scandinavian Journal of Statistics, 40, 363-386, 2013

RP2013/19 - DENUIT, M. and M. MESFIOUI (2013)
Ordering Functions of Random Vectors, with Application to Partial Sums
Journal of Theoretical Probability, 26, 474-479, 2013

RP2013/18 - MOREIRA, C. and I. VAN KEILEGOM (2013)
Bandwidth selection for kernel density estimation with doubly truncated data
Computational Statistics and Data Analysis, 61, 107-123, 2013

RP2013/17 - SCHWARZ, M., JONGBLOED, G. and I. VAN KEILEGOM (2013)
On the identifiability of copulas in bivariate competing risks models
Canadian Journal of Statistics, 41, 291-303, 2013

RP2013/16 - JAEGER, J. and P. LAMBERT (2013)
Bayesian P-spline estimation in hierarchical models specified by systems of affine differential equations
Statistical Modelling, 13, 3-40, 2013

RP2013/15 - BADIN, L., DARAIO, C., and L. SIMAR (2012)
How to measure the impact of environmental factors in a nonparametric production model?
European Journal of Operational Research, 223, 818-833, 2012

RP2013/14 - JOHANNES, J. and R. SCHENK (2013)
On rate optimal local estimation in functional linear regression
Electronic Journal of Statistics, 7, 191-216, 2013

RP2013/13 - DENUIT, M., EECKHOUDT, L. and H. SCHLESINGER (2013)
When Ross meets Bell: the linex utility function
Journal of Mathematical Economics, 4, 177–182, 2013

RP2013/12 - DENUIT, M., EECKHOUDT, L., TSETLIN, I. and R. WINKLER (2013)
Multivariate concave and convex stochastic dominance
In: Biagini, F., Richter, A., Schlesinger, H. (eds.), Risk Measures and Attitudes
European Actuarial Academy (EAA) Series, Springer, 11-32, 2013

RP2013/11 - DENUIT, M. and L. EECKHOUDT (2013)
Improving your chances: A new result
Economics Letters, 118, 475–477, 2013

RP2013/10 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM (2013)
Quality of fit measures in the framework of quantile regression
Scandinavian journal of Statistics, 40, 105-118, 2013

RP2013/09 - DAHLKE, M., BREIDT, J., OPSOMER, J., and I. VAN KEILEGOM (2013)
Nonparametric endogenous post-stratification estimation
Statistica Sinica, 23, 189-211, 2013

RP2013/08 - DE CARVALHO, M., OUMOW, B., SEGERS, J. and M. WARCHOL (2013)
A Euclidean likelihood estimator for bivariate Tail dependence
Communications in Statistics - Theroy and Methods, 42, 1176-1192, 2013

RP2013/07 - WEI, J., CARROLL, R., MULLER, U., VAN KEILEGOM, I. and N. CHATTERJEE (2013)
Robust estimation for homoscedastic regression in the secondary analysis of case–control data
Journal of the Royal Society,Series B, Statistical Methodology, 75, 185-206, 2013

RP2013/06 - TIMMERMANS, C., DELSOL, L. and R. von SACHS (2013)
Using Bagidis in nonparametric functional data analysis: predicting from curves with sharp local features
Journal of Multivariate Analysis, 115, 421-444, 2013

RP2013/05 - CHRISTIANSEN, M.C. and M. DENUIT (2013)
Worst-case actuarial calculations consistent with single- and multiple-decrement life tables
Insurance: Mathematics and Economics, 52, 1-5, 2013

RP2013/04 - DENUIT, M. and M. MESFIOUI (2013)
A sufficient condition of crossing-type for the bivariate orthant convex order
Statistics and Probability Letters, 83, 157-162, 2013

RP2013/03 - JOHANNES, J., VAN BELLEGEM, S. and A. VANHEMS (2013)
Iterative regularisation in nonparametric instrumental regression
Journal of Statistical Planning and Inference, 143, 24-39, 2013
 
RP2013/02 - SAN MARTÍN, E. and J-M. ROLIN (2013)
Identification of parametric Rasch-type models
Journal of Statistical Planning and Inference, 143, 116-130, 2013
 
RP2013/01 - NOH, H., EL GHOUCH, A. and I. VAN KEILEGOM (2013)
Assessing model adequacy in possibly misspecified quantile regression
Computational Statistics and Data Analysis, 57, 558–569, 2013

 

RP2011/63 - I. VAN KEILEGOM (2011)
Données censurées
In: Droesbeke, J-J. and G. Saporta (eds.), Approches non paramétriques en régression
Editions TECHNIP, 235-251, 2011

RP2011/62 - HOLLEVOET K., NACKAERTS K., GOSSELIN R., DE WEVER W., BOSQUÉE L., DE VUYST, P., GERMONPRÉ, P., KELLEN E., LEGRAND C., KISHI Y., DELANGHE J-R. and J-P. VAN MEERBEECK (2011)
Soluble mesothelin, megakaryocyte potentiating factor, and osteopontin as markers of patient response and outcome in mesothelioma
Journal of Thoracical Oncology, 6, 1930-1937, 2011

RP2011/61 - COLLÉE, A., LEGRAND, C., GOVAERTS, B., VAN DER VEKEN, P. and E. DEGRAVE (2011)
Occupational exposure to noise and the prevalence of HL in a Belgian military population: a cross-sectional study
Noise Health, 13, 64-70, 2011

RP2011/60 - HA, ID.,  SYLVESTER, R., LEGRAND, C. and G. MACKENZIE (2011)   
Frailty modelling for survival data from multi-centre clinical trials
Statistics in Medicine, 30, 2144-2159, 2011

RP2011/59 - CARDENAS-FLORES, A., CRANENBROUCK, S., DRAYE, X., GUILLET, A., GOVAERTS, B. and S. DECLERCK (2011)
The sterol biosynthesis inhibitor molecule fenhexamid impacts the vegetative compatibility of Glomus clarum
Mycorrhiza, 21, 443-449, 2011

RP2011/58 - ROZET, E., GOVAERTS, B., LEBRUN, P., MICHAILC, K., ZIEMONSA, E., WINTERSTEIGERC, R., RUDAZE, S., BOULANGER, B. and P. HUBERT (2011)
Evaluating the reliability of analytical results using a probability criterion: A Bayesian perspective
Analytica Chimica Acta, 705, 193–206, 2011

RP2011/57 - P. DEVOLDER (2011)
Solvency requirement for long term guarantee: risk measure versus probability of ruin
European Actuarial Journal, 1, 199-214, 2011

RP2011/56 - FORGET, P., TOMBAL, B., SCHOLTÈS, J-L., NZIMBALA, J., MEULDERS, C., LEGRAND, C., VAN CANGH, P., COSYNS J-P. and M. DE KOCK (2011)
Do intraoperative analgesics influence oncological outcomes after radical prostatectomy for prostate cancer?
European Journal of Anaesthesiology, 28,830-835, 2011

RP2011/55 - HOLLEVOET, K., NACKAERTS, K., THAS, O., THIMPONT, J., GERMONPRÉ, P., DE VUYST P., BOSQUÉE, L., LEGRAND C., KELLEN E., KISHI, Y., DELANGHE, J-R. and J-P. VAN MEERBEECK (2011)
The effect of clinical covariates on the diagnostic and prognostic value of soluble mesothelin and megakaryocyte potentiating factor
Chest, 141, 477-484, 2011

RP2011/54 - AMBROISE, J., BEARZATTO B., ROBERT A., GOVAERTS B., MACQ B. and J-L. GALA (2011)
Impact of the spotted microarray preprocessing method on fold-change compression and variance stability
BMC Bioinformatics, 12, 413, 2011

RP2011/53 - HAFNER, Ch. and H. MANNER (2011)
Multivariate time series models for asset prices, in: J.-C. Duan, W.K. Haerdle, J. Gentle (eds.)
Handbook of Computational Finance, Springer Verlag, 89-115, 2011

RP2011/52 - VAN DIJK, D.J., MUNANDAR, H. and C. HAFNER (2011)
The Euro-introduction and non-Euro currencies
Applied Financial Economics, 21, 95-116, 2011

RP2011/51 - HAFNER, C., and S-H. WANG (2011)
Estimating autocorrelations in the presence of deterministic trends
Journal of Time Series Econometrics, 3, 1-23, 2011

RP2011/50 - BOUEZMARNI, T., EL GHOUCH, A. and M. MESFIOUI (2011)
Gamma Kernels Estimator of Density and Hazard Rate for Right Censored Data
Journal of Probability and Statistics, 16 pages, 2011

RP2011/49 - JOHANNES, J. and M. SCHWARZ (2011)
Partially adaptive nonparametric instrumental regression by model selection
Journal of the Indian Statistical Association, 49, 149-175, 2011

RP2011/48 - JOHANNES, J. and S. SUBBA RAO (2011)
Nonparametric estimation for dependent data
Journal of Nonparametric Statistics, 23, 661-681, 2011

RP2011/47 - JOHANNES, J., VAN BELLEGEM, S. and A. VANHEMS (2011)
Convergence rates for ill-posed inverse problems with an unknown operator
Econometric Theory, 27, 522-545, 2011

RP2011/46 - FLORENS, J.P., JOHANNES, J. and S. VAN BELLEGEM (2011)
Identification and estimation by penalization in Nonparametric Instrumental Regression
Econometric Theory, 27, 472-496, 2011

RP2011/45 - TRUFIN, J., ALBRECHER, H. and M. DENUIT (2011)
Ruin problems under IBNR dynamics
Applied Stochastic Models in Business and Industry, 27, 619-632, 2011

RP2011/44 - LAZAR, D. and M. DENUIT (2011)
New evidence for underwriting cycles in US property-liability insurance
Journal of Risk Finance, 13, 4-12, 2011

RP2011/43 - DENUIT, M., EECKHOUDT, L. and M. MENEGATTI (2011)
Correlated risks, bivariate utility and optimal choices
Economic Theory, 46, 39-54, 2011

RP2011/42 - BOUCHER, J.-Ph., DENUIT, M. and M. GUILLEN (2011)
Correlated random effects for hurdle models applied to claim counts
Variance, 5, 68-79, 2011

RP2011/41 - DARAIO, C. et al, (collective paper) (2011)
The European university landscape: A micro characterization based on evidence from the Aquameth project
Research Policy, 40, 148-164, 2011

RP2011/40 - SCHAFFER, A., SIMAR, L. and J. RAULAND (2011)
Decomposing Regional Efficiency
Journal of Regional Science, 51, 5, 931-947, 2011

RP2011/39 - SEGERS, J. (2011)
Comments on: Inference in multivariate Archimedean copula models
Test, An Official Journal of the Spanish Society of Statistics and Operations Research, 20, 281-283,

2011

RP2011/38 - BERESWILL, M. and J. JOHANNES (2011)
On the effect of noisy observations of the regressor in a functional linear model
in F. FERRATY editor, Recent Advances in Functional Data Analysis and Related Topics, Chap., p.41-47, Physica-Verlag

RP2011/37 - AUTIN, F., FREYERMUTH, J.M. and R. von SACHS (2011)
Ideal denoising within a family of tree-structured wavelet estimators
Electronic Journal of Statistics, 5, 829-855, 2011

RP2011/36 - VAN KEILEGOM, I. and N. VERAVERBEKE (2011)
Discussion: Statistical models and methods for dependence in insurance data
Journal of the Korean Statistical Society , 40, 155-157, 2011

RP2011/35 - SIMAR, L. and P.W. WILSON (2011)
Performance of the bootstrap for DEA estimators and iterating the principle
Handbook on Data Envelopment Analysis, Chap. 10, 241-271, 2011

RP2011/34 - LAMBERT, P., S. PERELMAN, P. PESTIEAU AND J. SCHOENMAECKERS (2011)
Health Insurance Coverage and Adverse Selection
The Individual and the Welfare State. Life histories in Europe,, Chap. 20, Part 3, 225-231, 2011

RP2011/33 - LAMBERT, Ph. (2011)
Comments on: Inference in multivariate Archimedean copula models
Test, 20, 2, 284-286, 2011

RP2011/32 - LAMBERT, Ph. (2011)
Nonparametric additive location-scale models for interval censored data
Statistics and Computing, 23, 75-90, 2013

RP2011/31 - SIMAR, L. and P.W. WILSON (2011)
Two-Stage DEA: Caveat Emptor
Journal of Productivity Analysis, 36, 205-218, 2011

RP2011/30 - KNEIP, A., SIMAR, L. and P.W. WILSON (2011)
A Computational Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators
Computational Economics, 38, 483-515, 2011

RP2011/29 - GEENENS, G. and L. SIMAR (2011)
Single-index modeling of conditional probabilities in two-way contingency tables
Statistics, 45, 451-478, 2011

RP2011/28 - SCHUBERT, T. and L. SIMAR (2011)
Innovation and export activities in the German mechanical engineering sector: an application of testing restrictions in production analysis
Journal of Productivity Analysis, 36, 55-69, 2011

RP2011/27 - SIMAR, L. and P.W. WILSON (2011)
Inference by the m out of n bootstrap in nonparametric frontier models
Journal of Productivity Analysis, 36, 33-53, 2011

RP2011/26 - SIMAR, L. and V. ZELENYUK (2011),
Stochastic FDH/DEA estimators for frontier analysis
Journal of Productivity Analysis, 36, 1-20, 2011

RP2011/25 - KOJADINOVIC, I., SEGERS, J. and J. YAN (2011)
Large-sample tests of extreme-value dependence for multivariate copulas
The Canadian Journal of Statistics, 39, 4, 97-111, 2011

RP2011/24 - DENUIT, M., HABERMAN, S. and A. RENSHAW (2011)
Longevity-indexed life annuities
North American Actuarial Journal, 15, 97-111, 2011

RP2011/23 - DENUIT, M. and M. MESFIOUI (2011)
Dispersive effect of cross-aging with archimedean copulas
Statistics and Probability Letters, 81, 1407-1418, 2011

RP2011/22 - DENUIT, M., EECKHOUDT, L. and M. MENEGATTI (2011)
A note on subadditivity of zero-utility premiums
ASTIN Bulletin, 41, 1, 239-250, 2011

RP2011/21 - GSCHLOSSL, S., SCHOENMAEKERS, P. and M. DENUIT (2011) 
Risk classification in life insurance: Methodology and case study
European Actuarial Journal, 1, 23-41, 2011

RP2011/20 - PIGEON, M. and M. DENUIT (2011)
Composite Lognormal-Pareto model with random threshold
Scandinavian Actuarial Journal, 177-192, 2011

RP2011/19 - TRUFIN, J., ALBRECHER, H. and M. DENUIT (2011)
Properties of risk measures derived from ruin theory
Geneva Risk and Insurance Review, 36, 174-188, 2011

RP2011/18 - TIMMERMANS , C., DELSOL , L. and R. von SACHS (2011)
Bases Giving Distances. A New Semimetric and its Use for Nonparemetric Functional Data Analysis
Recent Advances in Functional Data Analysis and Related Topics, Contributions to Statistics, Physica-Verlag, 307-313, 2011

RP2011/17 - DAVYDOV, Y. and S. LIU  (2011)
Transformations des lois multivariées à queue régulière
Revue Roumaine de Mathématiques Pures et Appliquées, 55, 6, 483-492, 2010

RP2011/16 - VARRON, D. and I. VAN KEILEGOM (2011)
Uniform in bandwidth exact rates for a class of kernel estimators
Annals of the Institute of Statistical Mathematics, 63, 1077-1102, 2011

RP2011/15 - MOUCHART, M., RUSSO, F. and G. WUNSCH  (2010)
Inferring causal relations by modelling structures
Statistica, 70, 4, 412-432, 2010

RP2011/14 - RUSSO, F., WUNSCH, G. and M. MOUCHART  (2011)
Inferring causality through counterfactuals in observational studies - Some epistemological issues
Bulletin de Methodologie Sociologique, 111, 43-64, 2011

RP2011/13 - EICHLER, M., MOTTA, G. and R. von SACHS  (2011)
Fitting dynamic factor models to non-stationary time series
Journal of Econometrics, 163, 51-70, 2011

RP2011/12 - SAN MARTÍN, E., JARA, A., ROLIN, J.-M. and M. MOUCHART  (2011)
On the Bayesian nonparametric generalization of IRT-type models (anciennement RP1112)
Psychometrika, 76, 3,385-409, 2011

RP2011/11 - GUILLOTTE, S., PERRON, F. and J. SEGERS  (2011)
Non-parametric Bayesian inference on bivariate extremes (anciennement RP1111)
Journal of the Royal Society. Series B, Statistical Methodology, 73, 3, 377-406, 2011

RP2011/10 - GONZÀLEZ-MANTEIGA, W., PARDO-FERNANDEZ, J.C. and I. VAN KEILEGOM   (2011)
ROC curves in non-parametric location-scale regression models (anciennement RP1110)
Scandinavian Journal of Statistics, 38, 169-184

RP2011/09 - ROUEFF, F. and R. von SACHS   (2011)
Locally stationary long memory estimation (anciennement RP1109)
Stochastic Processes and their Applications 121, 813-844, 2011

RP2011/08 - LINTON, O., MAMMEN, E., PERCH NIELSEN, J. and I. VAN KEILEGOM   (2011)
Nonparametric regression with filtered data (anciennement RP1108)
Bernoulli, 17, 1, 60-87, 2011

RP2011/07 - MOTTA, G., HAFNER, C. and R. von SACHS   (2011)
Locally stationary factor models: identification and nonparametric estimation (anciennement RP1107)
Econometric Theory, 27, 6, 1279-1319, 2011

RP2011/06 - EL GHOUCH, A., VAN KEILEGOM, I. and I. W.McKEAGUE   (2011)
Empirical likelihood confidence intervals for dependent duration data (anciennement RP1106)
Econometric Theory, 27, 178-198, 2011

RP2011/05 - P. LAMBERT   (2011)
Smooth and semi- and nonparametric Bayesian estimation of bivariate densities from bivariate histogram data
(anciennement RP1105)
Computational Statistics and Data Analysis, 55, 429-445, 2011

RP2011/04 - CETINYUREK, A. and P. LAMBERT   (2011)
Smooth estimation of survival functions and hazard ratios from interval-censored data using Bayesian penalized B-splines
Statistics in Medicine, 30, 75-90, 2011 (anciennement RP1104)

RP2011/03 - GUDENDORF, G. and J. SEGERS   (2011)
Nonparametric estimation of an extreme-value copula in arbitrary dimensions (anciennement RP1103)
Journal of Multivariate Analysis, 102, 37-47, 2011

RP2011/02 - MANNER, H. and J. SEGERS   (2011)
Tails of correlation mixtures of elliptical copulas (anciennement RP1102)
Insurance: Mathematics and Economics, 48, 153-160, 2011

RP2011/01 - VAN KEILEGOM, I., DE UÑA-ÁLVAREZ, J. and L. MEIRA-MACHADO   (2011)
Nonparametric location-scale models for censored successive survival times (anciennement RP1101)
Journal of Statistical Planning and Inference, 141, 1118-1131, 2011