Reprints

ISBA Published Papers


 ISBA Reprints - 2024


RP 2024 / 28
Simar, Léopold ; Wilson, Paul W.
Inference in Dynamic, Nonparametric Models of Production for General Technologies
In: A. Emrouznejad, e.a. (eds), Advances in the Theory and Applications of Performance Measurement and Management, Springer, 2024, p. 9-20

RP 2024 / 27
Daraio, Cinzia ; Di Leo, Simone ; Simar, Léopold
Viable eco‐efficiency targets for waste collection communities
In: Nature. Scientific Reports, 2024, vol. 14, 15038

RP 2024 / 26
Daraio, Cinzia ; Simar, Léopold
Approximations and inference for envelopment estimators of production frontiers
In: Journal of Productivity Analysis, 2024, vol. 62(2), p. 197-215

RP 2024 / 25
Hanna, Vanessa ; Devolder, Pierre
Deterministic lifestyle investment strategy in mixed life insurance contracts
In: Decisions in Economics and Finance, 2024 - (in press)

RP 2024 / 24
Belhouari, Oussama ; Deelstra, Griselda ; Devolder, Pierre
Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework
In: European Actuarial Journal, 2024 - (in press)

RP 2024 / 23
Marion, Rebecca ; Lederer, Johannes ; Goevarts, Bernadette ; von Sachs, Rainer
VC-PCR: A prediction method based on variable selection and clustering
In: Statistica Neerlandica, 2024 - (in press)

RP 2024 / 22
Denuit, Michel ; Robert, Christian Y.
Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools
In: Methodology and Computing in Applied Probability, 2024, vol. 26, 36

RP 2024 / 21
Fülle, Markus J. ; Hafner, Christian M. ; Herwartz, Helmut ; Lange, Alexander
BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series
In: Journal of Statistical Software, 2024 - (in press)

RP 2024 / 20
Denuit, Michel ; Trufin, Julien
Convex and Lorenz orders under balance correction in nonlife insurance pricing: Review and new developments
In: Insurance: Mathematics and Economics, 2024, vol. 118, p. 123-128

RP 2024 / 19
Hentschel, Manuel ; Engelke, Sebastian ; Segers, Johan
Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions
In: Journal of the American Statistical Association, 2024 - (in press)

RP 2024 / 18
Deelstra, Griselda ; Devolder, Pierre ; Roelants du Vivier, Benjamin
Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products
In: Astin Bulletin, 2024 - (in press)

RP 2024 / 17
Ortega-Jiménez, Patricia ; Pellerey, Franco ; Sordo, Miguel ; Suárez-Llorens, Alfonso
Probability equivalent level for CoVaR and VaR
In: Insurance Mathematics and Economics, 2024, vol. 115, p. 22-35

RP 2024 / 16
Van Oirbeek, Robin ; Vandervorst, Félix ; Bury, Thomas ; Willame, Gireg ; Grumiau, Christopher ; Verdonck, Tim
Non-Differentiable Loss Function Optimization and Interaction Effect Discovery in Insurance Pricing Using the Genetic Algorithm
In: Risks, 2024, vol. 12 (5), 79

RP 2024 / 15
Denuit, Michel ; Huyghe, Julie ; Trufin, Julien ; Verdebout, Thomas
Testing for auto-calibration with Lorenz and Concentration curves
In: Insurance Mathematics and Economics, 2024, vol. 117, p. 130-139

RP 2024 / 14
Huyghe, Julie ; Trufin, Julien ; Denuit, Michel
Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking
In: Scandinavian Actuarial Journal, 2024, vol. 2024 (5), p. 417-439

RP 2024 / 13
Parmeter, Christopher F. ; Simar, Léopold ; Van Keilegom, Ingrid ; Zelenyuk, Valentin
Inference in the nonparametric stochastic frontier model
In: Econometric Reviews, 2024, vol. 43(7), p. 518-539

RP 2024 / 12
Simar, Léopold ; Zelenyuk, Valentin ; Zhao, Shirong
Inference for aggregate efficiency: Theory and guidelines for practitioners
In: European Journal of Operational Research, 2024, vol. 316 (1), p. 240-254

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)