Refereed Publications

Journal Articles

1. Hindriks, Jean; Devolder, Pierre. Cadre pour une réforme acceptable des pensions. In: Regards économiques, , no.178 (2023). doi:10.14428/regardseco/2023.02.17.01. http://hdl.handle.net/2078.1/272924

2. Baurin, Arno; Bodart, Vincent; Courtoy, François; Lachapelle, Nathan; Pourtois, Mathilde; Sauvenier, Mathieu; Van Keirsbilck, Leila. Perspectives économiques 2023. In: Regards économiques, , no.176, p. 1-11 (2023). doi:10.14428/regardseco/2023.01.12.01. http://hdl.handle.net/2078.1/270715

3. Baurin, Arno; Hindriks, Jean. Intergenerational consequences of gradual pension reforms. In: European Journal of Political Economy, (2023). doi:10.1016/j.ejpoleco.2022.102336 (Accepté/Sous presse). http://hdl.handle.net/2078.1/267824

4. Baurin, Arno; Hindriks, Jean. La méthode Daisugi: Conséquences de réformes graduelles des pensions selon l’âge. In: Forum financier : revue bancaire et financière, , no.1, p. 9-13 (2023). http://hdl.handle.net/2078.1/275209

5. Denuit, Michel; Robert, Christian Y. From risk reduction to risk elimination by conditional mean risk sharing of independent losses. In: Insurance: Mathematics and Economics, Vol. 108, p. 46-59 (2022). doi:10.1016/j.insmatheco.2022.11.003. http://hdl.handle.net/2078.1/267676

6. Lambert, Philippe. Nonparametric density estimation and risk quantification from tabulated sample moments. In: Insurance: Mathematics and Economics, Vol. 108, p. 177-189 (2023). doi:10.1016/j.insmatheco.2022.12.004. http://hdl.handle.net/2078.1/269362

7. Plassier, Vincent; Portier, François; Segers, Johan. Risk bounds when learning infinitely many response functions by ordinary linear regression. In: Annales de l'Institut Henri Poincare. B, Probability and Statistics, Vol. 59, no.1, p. 53-78 (2023). doi:10.1214/22-AIHP1259. http://hdl.handle.net/2078.1/271638

8. Devolder, Pierre. Viabilité financière, adéquation sociale et équité de notre système de pension. In: Revue Bancaire et Financière, (2023). (Accepté/Sous presse). http://hdl.handle.net/2078.1/273918

9. Dupret, Jean-Loup; Barbarin, Jérôme; Hainaut, Donatien. Impact of rough stochastic volatility models on long-term life insurance pricing. In: European Actuarial Journal, (2023). doi:10.1007/s13385-022-00317-1. http://hdl.handle.net/2078.1/263669

10. 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, Vol. 39, no. 5 (2023). doi:10.1007/s10680-023-09656-5. http://hdl.handle.net/2078.1/273300

11. Hafner, Christian; Herwartz, Helmut. Dynamic score driven independent component analysis. In: Journal of Business and Economic Statistics, Vol. 41, no. 2, p. 298-308 (2023). doi:10.1080/07350015.2021.2013244. http://hdl.handle.net/2078.1/258973

12. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2023). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976

13. Bocart, Fabian Y.R.P.; Hafner, Christian; Kasperskaya, Yulia; Sagarra, Marti. Investing in superheroes? Comic art as a new alternative investment. In: The Journal of Alternative Investments, Vol. 25, no. 3, p. 9-27 (2023). doi:10.3905/jai.2022.1.174. http://hdl.handle.net/2078.1/265598

14. Hafner, Christian; Wang, Linqi. A dynamic conditional score model for the log correlation matrix. In: Journal of Econometrics, (2023). doi:10.1016/j.jeconom.2021.09.004 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258975

15. Hainaut, Donatien. Pricing of spread and exchange options in a rough jump–diffusion market. In: Journal of Computational and Applied Mathematics, Vol. 149, p. 114752 (2023). doi:10.1016/j.cam.2022.114752. http://hdl.handle.net/2078.1/265606

16. Mathieu, Sophie; Lefèvre, Laure; von Sachs, Rainer; Delouille, Véronique; Ritter, Christian; Clette, Frédéric. Nonparametric monitoring of sunspot number observations. In: Journal of Quality Technology, Vol. 55, no. 1, p. 104-118 (2023). doi:10.1080/00224065.2022.2041376. http://hdl.handle.net/2078.1/258343

17. Oorschot, Jochem; Segers, Johan; Zhou, Chen. Tail inference using extreme U-statistics. In: Electronic Journal of Statistics, Vol. 17, no.1, p. 1113-1159 (2023). doi:10.1214/23-EJS2129. http://hdl.handle.net/2078.1/274252

18. Pircalabelu, Eugen; Claeskens, Gerda. Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales. In: Journal of Computational and Graphical Statistics, (2023). doi:10.1080/10618600.2022.2108818 (Accepté/Sous presse). http://hdl.handle.net/2078.1/264877

19. Hohage, Thorsten; Maréchal, Pierre; Simar, Léopold; Vanhems, Anne. A mollifier approach to the deconvolution of probability densities. In: Econometric Theory, (2023). doi:10.1017/S0266466622000457 (Accepté/Sous presse). http://hdl.handle.net/2078.1/267997

20. Simar, Léopold; Wilson, Paul W. Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. In: Journal of Business and Economic Statistics, (2023). doi:10.1080/07350015.2022.2110882 (Accepté/Sous presse). http://hdl.handle.net/2078.1/267992

21. 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). doi:10.1007/s10479-023-05353-y (Accepté/Sous presse). http://hdl.handle.net/2078.1/274667

22. Fève, Frédérique; Florens, Jean-Pierre; Simar, Léopold. Proportional incremental cost probability functions and their frontiers. In: Empirical Economics, (2023). doi:10.1007/s00181-023-02386-x (Accepté/Sous presse). http://hdl.handle.net/2078.1/274664

23. Pham, Manh; Simar, Léopold; Zelenyuk, Valentin. Statistical Inference for Aggregation of Malmquist Productivity Indices. In: Operations Research, (2023). doi:10.1287/opre.2022.2424 (Accepté/Sous presse). http://hdl.handle.net/2078.1/274651

24. Asenova, Stefka; Segers, Johan. Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler–Reiss distributions. In: Extremes, (2023). doi:10.1007/s10687-023-00467-9 (Accepté/Sous presse). http://hdl.handle.net/2078.1/275073

25. Ciatto, Nicolas; Verelst, Harrison; Trufin, Julien; Denuit, Michel. Does autocalibration improve goodness of lift?. In: European Actuarial Journal, Vol. 13, no.1, p. 479-486 (2023). doi:10.1007/s13385-022-00330-4. http://hdl.handle.net/2078.1/274614

Book Chapters

1. Latteur, Olivier. Observer et étudier les antiquités du duché de Luxembourg au XVIIe siècle : images et texte dans le « Luxemburgum romanum » d’Alexandre Wiltheim. In: Donner à voir l’Antiquité , Ausonius: Bordeaux, 2023. 2356134220. xxx xxx. http://hdl.handle.net/2078/265704

2. O’Loughlin, Caitlin; Simar, Léopold; Wilson, Paul W.. Methodologies for assessing government efficiency. In: Handbook on Public Sector Efficiency , E. Elgar, 2023, p. 72-101 (chap. 4). 9781839109157. xxx xxx. doi:10.4337/9781839109164.00010. http://hdl.handle.net/2078.1/274630

3. Hernandez, Manuel A.; Ecker, Olivier; Läderach, Peter; Maystadt, Jean-François. Forced Migration : Fragility, Resilience, and Policy Responses. In: Global food policy report 2023: Rethinking food crisis responses , International Food Policy Research Institute (IFPRI): Washington, 2023, p. 72-80. 9780896294417. xxx xxx. doi:10.2499/9780896294417. http://hdl.handle.net/2078.1/274890

4. Clerc, Pierrick; De Vroey, Michel. Robert Lucas. In: The Palgrave Companion to Chicago Economics and Economists , Palgrave-MacMillan, 2023, 841-869. 978-3-031-01777-3. xxx xxx. doi:10.1007/978-3-031-01775-9_33. http://hdl.handle.net/2078.1/237086

5. Defourny,Jacques; Nyssens, Marthe. Social Enterprises. In: Encyclopedia of the Social and Solidarity Economy , Edward Elgar Publishing: Cheltenham, 2023, p. 143-151. 978-1-80392-091-7. xxx xxx. http://hdl.handle.net/2078.1/261115

6. Cooney, Kate; Nyssens, Marthe; O'shaughnessy, Mary. Work Integration and Social Enterprises. In: Encyclopedia of the Social and Solidarity Economy , Edward Elgar Publishing: Cheltenham, 2023, p. 215-222. 978-1-80392-091-7. xxx xxx. http://hdl.handle.net/2078.1/261117

7. Vandenberghe, Vincent. Differentiating Retirement Age to Compensate for Health and Longevity Inequality?. In: Ageing without Ageism? Conceptual Puzzles and Policy Proposals , Oxford University Press, 2023, p. 1-17. 9780192894090. xxx xxx. http://hdl.handle.net/2078.1/253539

8. Marcos Alvarez, A.; Heuchenne, Cédric. Data-Driven Approach for Credit Card Fraud Detection with Autoencoder and One-Class Classification Techniques. In: Machine Learning and Probabilistic Graphical Models for Decision Support Systems , xxx, 2022. 9781003189886. xxx xxx. http://hdl.handle.net/2078/267451

9. Deprins, Dominique. La COVID: une menace globale à l’épreuve du nouveau paradigme prédictif dans le monde des data ?. In: Critique de la raison automatique. Bêtise(s) et Intelligence(s) de la Numérisation du monde (Libres Opinions; xxx), Presses des Mines: Paris, 2022, p. 149-158. 2356717730. xxx xxx. http://hdl.handle.net/2078/267268

10. Dejemeppe, Muriel. Le reportage audio comme mode de communication d’un travail de recherche: bien plus que 3 minutes de son!. In: Pédagogie active dans l’enseignement supérieur: Description de pratiques et repères théoriques , Peter Lang: Bruxelles, 2022. 9782875746467. xxx xxx. doi:10.3726/b19934. https://hdl.handle.net/2078.1/265487

11. De Schutter, Olivier; Bui, Sibylle; Cassiers, Isabelle; Dedeurwaerdere, Tom; Galand, Benoît; Jeanmart, Hervé; Nyssens, Marthe; Verhaegen, Etienne. Renouveler l’action publique. Le programme Biovallée dans la vallée de la Drôme. In: L'État partenaire: Transition écologique et sociale et innovation citoyenne , Presses Universitaires de Louvain: Louvain-la-Neuve, 2022, p. 43 -72. 978-2-39061-213-1. xxx xxx. http://hdl.handle.net/2078.1/261473

12. Defourny, Jacques; Nyssens, Marthe. Transformer le capitalisme par une économie plurielle. In: L'État partenaire: Transition écologique et sociale et innovation citoyenne , Presses Universitaires de Louvain: Louvain-la-Neuve, 2022, p. 131-143. 978-2-39061-213-1. xxx xxx. http://hdl.handle.net/2078.1/261480

13. Vandenberghe, Vincent. Working Beyond 50. In: Handbook of Labor, Human ressources and Population Economics , Springer, 2022, p. 1-23. 978-3-319-57365-6. xxx xxx. doi:10.1007/978-3-319-57365-6_286-1. http://hdl.handle.net/2078.1/260486

14. Vitale, Mara. Transnationalisation et innovation : les guides spirituelles féminines dans la Tijāniyya burkinabé. In: Le Sahel musulman entre soufisme et salafisme : Subaltérité, lutte de classement et transnationalisme (Terre et Gens d'Islam; xxx), Kharthala: Paris, 2022. 9782811129002. xxx xxx. http://hdl.handle.net/2078.1/262127

15. Caruso, Geoffrey; Pumain, Denise; Thomas, Isabelle. No “Prêt à Porter” but a Multi-scalar Perspective of “Smart Cities”. In: Knowledge Management for Regional Policymaking , Springer, 2022, 123-147 (chap. 7). 978-3-031-15647-2. xxx xxx. doi:10.1007/978-3-031-15648-9_7. http://hdl.handle.net/2078.1/270132

16. Van Bellegem, Sébastien. Du poème à la musique: genèse et élaboration d'un projet musical sur Le Retour d'Henry Bauchau. In: L'écriture à l'écoute (Revue Internationale Henry Bauchau; xxx), Anne Reverseau: Belgique, 2022, p. 165-178. 978-2-39061-309-1. xxx xxx. http://hdl.handle.net/2078.1/273601

17. Jacquemain, Alexandre; Heuchenne, Cédric; Pircalabelu, Eugen. A lasso-type estimation for the Lorenz regression. In: Proceedings of the 22nd European Young Statistician Meeting , Panteion University of Social and Political Sciences: Athens, Greece, 2021, p. 41-45. 978-960-7943-22-4. xxx xxx. http://hdl.handle.net/2078.1/249216

18. Bücher, Axel; El Ghouch, Anouar; Van Keilegom, Ingrid. Single-Index Quantile Regression Models for Censored Data. In: Advances in Contemporary Statistics and Econometrics , Springer, 2021, p. 177-196. 978-3-030-73248-6. xxx xxx. doi:10.1007/978-3-030-73249-3_10. http://hdl.handle.net/2078.1/249383

19. Kiriliouk, Anna; Segers, Johan; Tsukahara, Hideatsu. Resampling Procedures with Empirical Beta Copulas. In: Pioneering Works on Extreme Value Theory : SpringerBriefs in Statistics (SpringerBriefs in Statistics; xxx), Springer: (Singapore) Singapore, 2021, p. 27-53. 9789811607677. xxx xxx. doi:10.1007/978-981-16-0768-4_2. http://hdl.handle.net/2078.1/248767

20. Marti, Joachim; Moschetti, Karine; Spycher, Jacques; Tubeuf, Sandy. Assurance maladie et participation aux frais de santé: comparaison de trois pays. In: Vulnérabilités, équité et santé , RMS Editions: Geneve, 2021. 9782880494452. xxx xxx. http://hdl.handle.net/2078.1/238028

21. Tubeuf, Sandy. L'évaluation médico-économique, un facteur d'efficience de la recherche?. In: Recherche Médicale Les #idées des acteurs , CRAPS: Paris, 2021, p. 68-73. 9782492470103. xxx xxx. http://hdl.handle.net/2078.1/250593

22. Defourny, Jacques; Nyssens, Marthe. Testing the Relevance of Major Social Enterprise Models in Central and Eastern Europe. In: Social enterprise in Central and Eastern Europe: Theory, models and practice (Routledge Studies in Social Enterprise & Social Innovation; xxx), Routledge: Abingdon, 2021, p. 273-290. 9780367342197. xxx xxx. http://hdl.handle.net/2078.1/244028

23. Defourny,Jacques; Mihály, Melinda; Nyssens, Marthe. Documenting, Theorising, Mapping and Testing the Plurality of SE Models in Central and Eastern Europe. In: Social enterprise in Central and Eastern Europe: Theory, models and practice (Routledge Studies in Social Enterprise & Social Innovation; xxx), Routledge: Abingdon, 2021, p. 1-19. 9780367342197. xxx xxx. http://hdl.handle.net/2078.1/244189

24. Defourny, Jacques; Nyssens, Marthe. Social Enterprise, Welfare Regimes and Policy Implications. In: Social Enterprise in Western Europe : Theory, Models and Practice (Routledge Studies in Social Enterprise & Social Innovation; xxx), Routledge: Abingdon, 2021. 9780367151188. xxx xxx. http://hdl.handle.net/2078.1/248121

25. Huybrechts, Benjamin; Nyssens, Marthe; Defourny, Jacques. Exploring the Multiple Facets of the Belgian Social Enterprise Landscape. In: Social Enterprise in Western Europe : Theory, Models and Practice (Routledge Studies in Social Enterprise & Social Innovation; xxx), Routledge: Abingdon, 2021. 9780367151188. xxx xxx. http://hdl.handle.net/2078.1/248117

Books

1. Hainaut, Donatien. Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics. Springer, 2022. 978-3-031-06360-2. 345 pages. http://hdl.handle.net/2078.1/264705

2. Pestieau, Pierre. The Public Economics of Changing Longevity. Cambridge University Press, 2022. 9781009170864. 73 pages. http://hdl.handle.net/2078.1/260840

3. Legrand, Catherine. Advanced Survival Models. Chapman and Hall/CRC Press, 2021. 9780429054167. 360 pages. http://hdl.handle.net/2078.1/245817

4. Defourny, Jacques; Nyssens, Marthe. Social enterprise in Central and Eastern Europe: Theory, models and practice. Routledge: Abingdon, 2021. 9780367342197. 326 pages. http://hdl.handle.net/2078.1/244027

5. Defrouny,Jacques; Nyssens, Marthe. Social Enterprise in Western Europe : Theory, Models and practice. Routledge: Abingdon, 2021. 9780367151188. 368 pages. http://hdl.handle.net/2078.1/248122

6. Belleflamme, Paul; Peitz, Martin. The Economics of Platforms : Concepts and Strategy. Cambridge University Press, 2021. 9781108696913. 256 pages. http://hdl.handle.net/2078.1/254329