Doctoral dissertations completed

2024   ANNOYE Hugues
"Statistical matching and data generation"
Promotor: C. Heuchenne


2024   SOETEWEY Antoine
"Waiting period from diagnosis for mortgage insurance issued to cancer survivors"
Promotor: Michel Denuit et Catherine Legrand    


2024   DUPRET Jean-Loup
"A Random Walk in Illiquidity Modeling"

Promotor:
D. Hainaut


2023   HANNA Vanessa        
"Hybrid approaches for life insurance and pension schemes in an uncertain environment"
Promotor: Pierre Devolder


2023   DIAKITE Keivan
"Essay on the fairness of public pension systems"
Promotor: Pierre Devolder


2023   NEZAKATI REZAZADEH Ensiyeh
"Distributed estimation and inferential tools for graphical models"
Promotor: Eugen Pircalabelu


2023   JACQUEMAIN Alexandre
"Lorenz regressions – A statistical contribution to the quantification of explained inequality"
Promotor: Cédric Heuchenne,  Eugen Pircalabelu


2023   ASENOVA Stefka Kirilova
"Extremes and graphical models"
Promotor: Johan Segers


2023   NJIKE LUENGA Charles-Guy
"Hawkes and switching processes for modeling the interbank default risk in interest rate and longevity markets"
Promotor: Pierre Devolder & Donatien Hainaut


2022   KETELBUTERS John-John
"Self-exciting and Fractional Processes in Finance"
Promotor: Donatien Hainaut  


2021   MATHIEU Sophie
"Statistical analysis and monitoring of time-series panels, with a particular focus on sunspot counts"
Promotor: Rainer von Sachs


2021   LUCAS Nathalie
"Actuarial models for health and long-term care insurance"
Promotor: Michel Denuit


2021   MARION Rebecca
"Statistical and Machine Learning Methods for Identifying Clusters of Variables With Applications in Omics, Ecology and Psychology"
Promotor: Bernadette Govaerts, Rainer von Sachs


2021   MORDANT Gilles
"Transporting probability measures : some contributions to statistical inference"
Promotor: Johan Segers, Cédric Heuchenne


2020   ZEDDOUK Fadoua
"Hedging and Pricing Longevity risks : actuarial challenges and securitization solutions"
Promotor: Pierre Devolder


2020   NGUGNIE DIFFOUO Pauline
"Pricing, Design and Solvency Measurement of Annuity products"
Promotor: Pierre Devolder


2020   GRESSANI Oswaldo
"Laplace Approximations and Bayesian P-splines for Statistical Inference"
Promotor: Philippe Lambert


2020   BEYENE Kassu Mehari
"Time-dependent ROC Curve Estimation and Inference for Censored Data: Some Novel Contributions"
Promotor: Anouar El Ghouch


2020   MARTIN Manon
"Uncovering informative content in metabolomics: from pre-processing of 1H NMR spectra to biomarker discovery in multifactorial designs"
Promotor: Bernadette Govaerts


2019   PECHON Florian
"Risk classification of households with multiline P&C insurance claim frequency models"
Promotor:  Denuit Michel, Trufin Julien


2019   FERAUD Baptiste
"Statistical contribution to the analysis of 2D-NMR data and spectra in metabolomic studies"
Promotor: Bernadette Govaerts, Michel Verleysen


2018   AMICO Maïlis
"Cure models in survival analysis : from modelling to prediction assessment of the cure fraction"
Promotor: Ingrid Van Keilegom and Co-Promotor: Catherine Legrand


2018   CHAU Van Vinh
"Advances in spectral analysis for multivariate, nonstationary and replicated time series"
Promotor: Rainer von Sachs


2018    DE BACKER Mickaël
"Quantile regression with censored data : an investigation of new estimation procedures"
Promotor: Ingrid Van Keilegom, Anouar El Ghouch


2017     Nathan Uyttendaele
"High-dimensional dependence modeling using copulas"
Promotor: Johan Segers


2017     Samuel Gbari
"Actuarial challenges in mortality modelling"
Promotor: Michel Denuit


2017     Benjamin Colling
"Estimation and goodness-of-fit tests in semi- and nonparametric transformation models"
Promotor: Ingrid Van Keilegom


2017     Vincent Bremhorst
"Flexible Bayesian cure survival models with applications in fertility studies"
Promotor: Philippe Lambert


2017     Aurélie Bertrand
"Survival models with a cured fraction and mismeasured covariates"
Promotor: Catherine Legrand, Ingrid Van Keilegom


2017     Nicolas Asin
"Adaptive estimation of inverse problems in presence of dependence"
Promotor: Jan Johannes 


2016     Sylvie Scolas    
"Regression analysis of interval-censored data with curve fraction" (Catherine Legrand, Anouar El Ghouch)     Abstract


2016     Majda Talamakrouni     
"Parametrically guided nonparametric estimation and inference with censored data" (Ingrid Van Keilegom, Anouar El Ghouch)     Abstract


2016     Adrien Lebègue     
"Time consistent risk measures for long-term life insurances and pension products" (Pierre Devolder)     Abstract


2016     Michal Warchol     
"Nonparametric modeling of extremal dependence" (Johan Segers, Rainer von Sachs)     Abstract


2016     Habiba Tassa     
"Evaluation des fonds de pension et solvabilité" (Pierre Devolder)     Abstract


2016     Anna Kiriliouk     
"Modelling extreme-value dependence in high dimensions using threshold exceedances" (Johan Segers, Michel Denuit)     Abstract


2015     Daniel Koch     
"Multiscale methods for the analysis of high-dimensional locally stationary time series" (Sébastien Van Bellegem)     Abstract


2015     Jennifer Alonso Garcia     
"Pension reform in Belgium" (Pierre Devolder)     Abstract


2015     Rachida El Mehdi     
"Statistical inference in efficiency analysis with applications" (Christian Hafner, Elkihel, Bachir)     Abstract


2015     Anne Benoit     
"Identification of a statistical model for vaccine efficacy estimation of an influenza vaccine" (Catherine Legrand)     Abstract


2014     Aleksandar Sujica     
"Estimation in nonparametric regression under copula dependent censoring" (Ingrid Van Keilegom)     Abstract


2014     Marco Munda     
"Beyond the shared frailty model" (Catherine Legrand)     Abstract


2014     Diane Pierret     
"Essays on comovements and systemic risk in energy and financial sectors" (Christian Hafner, Luc Bauwens)     Abstract


2014     Mathieu Pigeon     
"Individual models for loss reserving and reinsurance" (Michel Denuit)     Abstract


2014     Fabian Bocart     
"Econometric analysis of alternative assets with applications to the art market" (Christian Hafner)     Abstract


2013     Bernard G. Francq   
"Errors-in-variables regressions to assess equivalence in method comparison studies" (Bernadette Govaerts)     Abstract


2012     Jonathan Jaeger     
"Functionnal estimation in system defined by differential equations using Bayesian smoothing methods" (Philippe Lambert)     Abstract


2012     Gordon Gudendorf     
"Extreme value analysis: modelling dependence between many variables" (Johan Segers)     Abstract


2012     Catherine Timmermans     
"Investigating functional data with sharp local features with applications to spectroscopy" (Rainer von Sachs)     Abstract


2011     Jean-Marc Freyermuth     
"Tree-strucured wavelet thresholding with applications in nonparametric curve estimation"  (Rainer von Sachs)     Abstract


2011     Julien Hunt     
"Calcul stochastique en univers semi-markovien et applications financières" (Pierre Devolder)     Abstract


2011     Maik Schwarz   
"Non parametric estimation in the presence of noise with unknown distribution" (I. Van Keilegom, R. Dahlhaus)     Abstract


2011     Réjane Rousseau     
"Outils statistiques pour identification de biomarqueurs de toxicité métabonomiques" (Bernadette Govaerts, Michel Verleysen)     Abstract


2010     Olga Reznikova     
"Adaptive modelling od the dependence in multivariate time series" (Christian Hafner)     Abstract


2010     Thomas Meinguet     
"Heavy tailed functional time series" (Johan Segers)     Abstract


2010     Julien Trufin     
"Ruin problems in non-standard risk models" (M. Denuit)     Abstract


2009     Giovanni Motta     
"Evolutionary factor analysis" (R. von Sachs)     Abstract


2008     Jérôme Barbarin     
"Valuation, hedging and the risk management of insurance contracts" (Pierre Devolder)     Abstract


2008     Bianca Teodorescu     
"General conditional linear models with time-dependent coefficients under censoring and truncation" (I. Van Keilegom)     Abstract


2008     Gery Geenens     
"Non- and semiparametric models for conditional probabilities in two-way contingency tables" (L. Simar)     Abstract


2008     Astrid Jullion     
"Adaptive Bayesian P-splines models for fitting time-activity curves and estimating associated clinical parameters in Positron Emission Tomography and Pharmacokinetic study" (Ph. Lambert)     Abstract


2008     Hilmar Böhm     
"Shrinkage methods for multivariate spectral analysis" (R. von Sachs)     Abstract


2008     Céline le Bailly de Tilleghem     
"Statistical contribution to the virtual multicriteria optimisation of combinatorial molecules libraries and to the validation and application of QSAR models" (B. Govaerts)     Abstract


2007     Cindy Courtois     
"Risk theory under partial information with applications in actuarial science and finance" (M. Denuit)     Abstract


2007     Jean-Philippe Boucher     
"Segmentation du nombre de sinistres en assurance : de la loi de Poisson aux modèles gonflés à zéro et à barrière" (M. Denuit)     Abstract


2007     Donatien Hainaut     
"Individual and institutional asset liability management" (Pierre Devolder)     Abstract


2007     Anouar El Ghouch     
"Nonparametric statistical inference for dependent censored data" (I. Van Keilegom)      Abstract


2007     Carlos Almeida     
"Testing specifications in partial observability models : a Bayesian encompassing approach" (M.Mouchart)     Abstract


2006     Antoine Delwarde     
"Modèles log-bilinéaires en sciences actuarielles, avec applications en mortalité prospective et triangles IBNR" (M. Denuit)     Abstract


2006     Céline Bugli     
"Statistical tools for the analysis of event-related potentials in electroencephalograms" (P. Lambert)     Abstract


2005     Natacha Brouhns     
"Ingéniérie actuarielle : les modèles de régression non linéaires comme solutions à divers problèmes actuariels" (M. Denuit)     Abstract


2005     Oana Purcaru     
"Modelling dependence in actuarial science, with emphasis on credibility theory and copulas" (M. Denuit)      Abstract


2005     Alexandre Lambert     
"Nonparametric estimation in discontinous curves and surfaces" (I. Gijbels)     Abstract


2005     Cédric Heuchenne     
"Mean preservation in censored regression using preliminary nonparametric smoothing" (I. Van Keilegom)      Abstract


2004     Taoufik Bouezmarni     
"Smoothed histograms and asymmetric kernel estimation for density functions" (J.-M. Rolin)      Abstract


2004     Isabelle De Macq     
"Hyperrectangular space partioning trees" (L. Simar)     Abstract


2003     Sébastien Van Bellegem     
"Adaptative methods for modelling estimating and forecasting locally stationary processes" (R. von Sachs)      Abstract


2003     François Vandenhende     
"Copula models for the analysis of longitudinal ordinal responses in clinical trials on acute migraine" (P. Lambert)      Abstract


2003     Abderrahim Oulhaj     
"Partially sufficient statistics and identification in conditional models" (M.Mouchart)      Abstract


2003     Abdelouahid Tajar     
"Measuring and modelling dependence" (M. Denuit, J.-M. Rolin)     Abstract


2003     Aurore Delaigle     
"Kernel estimation in deconvolution problems" (I. Gijbels)     Abstract


2002     Véronique Delouille     
"Nonparametric stochastic regression using design-adapted wavelets" (R.von Sachs)     Abstract


2002     Claire Beguin     
"Analysing expenses linked to hospital stays : a frontier approach" (L. Simar)     Abstract


2002     Daniela Climov     
"Statistical analysis of single index Poisson regression models" (L. Simar)     Abstract


2001     Florence Nicol     
"The problem of registration in functional data analysis : a local regression approach" (A. Kneip)      Abstract


2001     Anne-Cécile Goderniaux     
"Automatic detection of change-points in nonparametric regression (I. Gijbels)     Abstract


2000     Benoît Beck     
"Non parametric Bayesian analysis for special patterns of incompleteness"  (J.-M. Rolin)     Abstract


2000     Jean-François Walhin     
"Recursions for actuaries and applications in the field of reinsurance and bonus-malus systems" (J. Paris)     Abstract


2000     Ernesto San Martin     
"Problems of modelisation in structural systems equations, in particular problems of identification and robustness" (M. Mouchart)     Abstract


1999     Daniela Cocchi     
"Bayesian least squares approximations in finite populations" (M.Mouchart)     Abstract


1998     Pierre Ars     
"Une nouvelle approche semimartingale en théorie du risque" (J. Paris, J. Janssen)     Abstract


1998     Christian Weiner     
"Nonparametric Statistical Analysis of Productivity and Efficiency with the Free Disposal Hull" (A. Kneip)     Abstract


1997     Valentin Patilea     
"Convex models, NPMLE and misspecification" and "Multivariate time series analysis of derivative asset prices" (J.-M. Rolin)     Abstract


1996     Irène Bertschek     
"Semiparametric Analysis of Innovative Behavior" (W. Härdle)     Abstract


1995     Isabel Proença     
"Testing the Link Specification in Binary Choice Models. A semiparametric Approach" (W. Härdle)     Abstract


1995     Sigbert Klinke     
"Data Structures in Computational Statistics" (W. Härdle, L. Simar)      Abstract


1995     Eliana Scheihing     
"Some problems on the Bayesian Analysis of discrete data"  (M. Mouchart)     Abstract


1995     Soiliou Daw Namoro     
"Théorie du filtrage"  (J.-M. Rolin)     Abstract


1994       Berwin A. Turlach     
"Computer-aided additive modeling"   (W. Härdle - L. Simar)     Abstract


1992      Juan M. Rodriguez Poo     
"Constrained Nonparametric regression"   (W. Härdle - M. Mouchart)     Abstract