Reprints

ISBA Published Papers


 ISBA Reprints - 2024


RP 2024 / 11
Ketelbuters, John John ; Hainaut, Donatien
A Recursive Method for Fractional Hawkes Intensities and the Potential Approach of Credit Risk
In: Journal of Computational and Applied Mathematics, 2024 - (in press)

RP 2024 / 10
Devolder, Pierre ; Russo, Emilio ; Staino, Alessandro
Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach
In: ASTIN Bulletin, 2024 - (in press)

RP 2024 / 09
Nezakati, Ensiyeh ; Pircalabelu, Eugen
Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting
In: Electronic Journal of Statistics, 2024, vol. 18(1), p. 599-652

RP 2024 / 08
Servais, Thomas ; Deketelaere, Benjamin ; Maiter, Dominique ; Hermans, Michel ; Yombi, Jean Cyr ; Orioli, Laura ; e.a., 
Mortality-related risk factors of inpatients with diabetes and COVID-19: A multicenter retrospective study in Belgium
In: Annales d'endocrinologie, 2024, vol. 85(1), p. 36-43

RP 2024 / 07
Fall, Fanta ; Mamede, Lucia ; Vast, Madeline ; De Tullio, Pascal ; Hayette, Marie‑Pierre ; Govaerts, Bernadette ; e.a., 
First comprehensive untargeted metabolomics study of suramin-treated Trypanosoma brucei: an integrated data analysis workflow from multifactor data modelling to functional analysis
In: Metabolomics, 2024, vol. 20, 25

RP 2024 / 06
Mamede, Lúcia ; Fall, Fanta ; Schoumacher, Matthieu ; Ledoux, Allison ; Bugli, Céline ; Govaerts, Bernadette ; e.a., 
Comparison of extraction methods in vitro Plasmodium falciparum: A1H NMR and LC-MS joined approach
In: Biochemical and Biophysical Research Communications, 2024, vol. 703, 149684

RP 2024 / 05
Jacquemain, Alexandre ; Heuchenne, Cédric ; Pircalabelu, Eugen
A penalised bootstrap estimation procedure for the explained Gini coefficient
In : Electronic Journal of Statistics, 2024, vol. 18(1), p. 247-300

RP 2024 / 04
Janssen, Anja ; Segers, Johan
Invariance properties of limiting point processes and applications to clusters of extremes
In: Dependence Modeling, 2024, vol. 12(1), p. 20230109

RP 2024 / 03
Rademacher, Daniel ; Krebs, Johannes ; von Sachs, Rainer
Statistical inference for wavelet curve estimators of symmetric positive definite matrices
In: Journal of Statistical Planning and Inference, 2024, vol. 231, 106140

RP 2024 / 02
Hainaut, Donatien
A mutually exciting rough jump-diffusion for financial modelling
In: Fractional Calculus and Applied Analysis, 2024, vol. 27(1), p. 319-352

RP 2024 / 01
Leunga Njike, Charles Guy ; Hainaut, Donatien
Affine Heston model style with self-exciting jumps and long memory
In: Annals of Finance, 2024 - (in press)