Statistics, Biostatistics & Actuarial Sciences

Topics investigated in Statistics, Biostatistics and Actuarial Sciences

The 4 main topics studied by LIDAM members in Statistics, Biostatistics and Actuarial Sciences are :

LIDAM Researchers in Statistics, Biostatistics & Actuarial Sciences

Faculty Members

	Michel Denuit ISBA Website
	Dominique Deprins ISBA Website
	Pierre Devolder ISBA Website
	Anouar El Gouch ISBA Website
	Bernadette Govaerts ISBA Website
	Christian Hafner ISBA Website
	Donatien Hainaut ISBA Website
	Philippe Lambert ISBA Website
	Catherine Legrand ISBA Website
	Eugen Pircalabelu ISBA Website
	Johan Segers ISBA Website
	Ingrid Van Keilegom ISBA Website
	Rainer von Sachs ISBA Website

Post-Doc and PhD Students

	Hugues Annoye ISBA
	Stefka Kirilova Asenova ISBA
	Oussama Belhouri ISBA
	Mickaël De Backer ISBA
	Benjamin Deketelaar ISBA
	Morine Delhelle ISBA
	Lieven Desmet Postdoctoral Fellow ISBA
	Keivan Diakite ISBA
	Hortense Doms ISBA
	Jean-Loup Dupret ISBA
	Leandro Garcia Barrado ISBA
	Vanessa Hanna ISBA
	Fanny Hoogstoel ISBA
	Shuang Hu ISBA
	Alexandre Jacquemain ISBA
	John-John Ketelbuters ISBA
	Chikeola Ladekpo ISBA
	Stephane Lhaut ISBA
	Anas Mourahib ISBA
	Ensiyeh Nezakati Rezazadeh ISBA
	Charles-Guy Njike Leunga ISBA
	Allaa Ridouan ISBA
	Antoine Soetewey ISBA
	Cédric Taverne ISBA
	Michel Thiel ISBA
	Aigerim Zhuman ISBA

How many research projects in Statistics are ongoing at LIDAM ?

Sponsors

FW-B (Federation Wallonie-Bruxelles) 2020-2025

Imperfect Data : From Mathematical Foundations to Applications in Life Sciences (IMAL)

We are witnessing a period of time where the data collection potential has increased exponentially. The cautionary tale of this big data era is that large amounts of data do not necessarily contribute to an increment in our knowledge about the underlying phenomenon. One of the principal reasons for this is that even though one would desire to measure a characteristic for a subject, in many instances one can only get an approximate measurement due to difficulty in obtaining the direct measurement of the desired phenomenon (e.g. tumor size), non-replicability across instances (e.g. blood pressure), necessity to obtain numerous measurements rapidly, sometimes at the cost of accuracy. As a result, many modern observed markers are proxies for the real data because invasive, costly or too complex methods would be required to obtain accurate measurements. In this project we study how one can correct for different types of imperfect data when building statistical models with a focus on applications coming from life sciences. Imperfect data appear in different contexts, structures and models, and this project focuses on two common settings which regularly suffer from imperfect data: data in a regression context with imperfectly measured explanatory variables (Theme 1) and highdimensional or functional data with measurement error (Theme 2).

Promoters : Catherine Legrand (porte-parole, UCLouvain), Anouar El Ghouch (UCLouvain), Philippe Lambert (UCLouvain / ULiège),
Eugen Pircalabelu (UCLouvain), Germain Van Bever (UNamur), Ingrid Van Keilegom (UCLouvain / KU Leuven).
ARC project

RW (Région Wallonne) 2019-2021

Using biomarkers to enrich interim analyses in cancer clinical trials

Subvention FIRST Entreprise Docteur de la Région Wallone

Promotor: Catherine Legrand

FW-B (Federation Wallonie-Bruxelles) 2018-2023

Sustainable, Adequate and Safe Pensions

This interdisciplinary research project (law, economics, actuarial science, philosophy) aims at critically assessing the key conditions that a public pension system should fulfil to be successfully reformed. Our hypothesis is that there are three such conditions: i) financial sustainability, ii) social adequacy and iii) safe governance. Hence, the ‘SAS’ acronym. Our goal is to identify the pension architecture that is the most likely to generate SAS pensions.

Promoters : Pierre Devolder, Alexia Autenne, Jean Hindriks, Vincent Vandenberghe, Axel Gosseries (ARC project)
Website : https://saspensions.wordpress.com/

FW-B (Federation Wallonie-Bruxelles) 2018-2023

Negative and ultra-low interest rates: behavioral and quantitative modelling

Interest rates are a cornerstone of economics and finance. They are at the foundation of asset pricing and monetary policy, and more generally of all intertemporal choices made by market participants and institutions every day, with huge consequences for the economic activity and wellbeing of our societies. Until recently, it was assumed (mostly implicitly) that interest rates could only possibly be positive. Notwithstanding, in the wake of the financial crisis initiated in 2008, major central banks of developed countries have been brought to conduct rates policies that turned them negative. The consequences of such a paradigm shift are both potentially huge and not well understood yet. This research project aims at shedding light on these consequences, both from an academic and a policy viewpoint, following three intertwined research lines that bring together a multidisciplinary team of researchers working on Behavioral Finance, Macro Finance, and Quantitative Finance.

Promoters: Catherine D’Hondt, Julio Dávila, Leonardo Iania, Christian Hafner, Olivier Corneille and Frederic Vrins.
ARC project

RW (Région wallonne) 2018-2021

BeNeFit

The BeNeFit project is a collaborative effort between UCLouvain (Main promotor: Catherine Legrand, ISBA-LIDAM), two private industry (IDDI, BMS), one non-profit organization (EORTC, via an Innoviris funding) and the Hopitaux Universitaires de Lyon.
This project, entitled "Biostatistical Estimation of Net Effects for Individualization of Therapy” obtained a Biowin grant (Pôle de compétitivité Région Wallone). The objective is to develop a new method to combine information about the different aspects of a new therapy (short and long term outcome, toxicity, quality of life) rather than focusing on an primary endoint as is currently done in clinical research. This new statistical methodology, based on further developments of “generalized pairwise comparisons”, will also be implemented in an appropriate software to allow the analysis of the data from a clinical trial while choosing a hierarchy in these outcomes, based on the priority of each patient and medical doctor to provide a specific answer in terms of risk-benefit.

Promoter : Catherine Legrand

SAS Partnership 2018-2022

SAS

The SAS software is one of the most used statistical software in the world. Since several years, there exist a partenariat between SAS and Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA) through which courses of programming in SAS and data mining techniques are organized. These courses are open to all master students as well as to PhD students and to all researchers of the UCLouvain. Within the context of this partenariat, SAS also support (financially and logistically) the organisation of short courses within ISBA.

Promoter: Catherine Legrand

BSP (Belgian Science Policy) 2016-2021

BRAIN-be : Valorisation de 70 ans d'observations soclaires de l'Observatoire Royal de Belgique

This is an interdisciplinary project (VAL-U-SUN) between the Solar Influence Data Analysis Center of the Royal Observatory Belgium (Uccle, Brussels), Drs Laure Lefevre et Veronique Delouille, and l’ISBA, on the analysis of the international Sunspot Index. In a four years’ PhD project, the task is to statistically characterise the sunpot data set, by developing a model for its short and long term behaviour over time, including its statistical uncertainties. The overall goal is to come up with an automated quality control algorithm that allows (almost) online supervision of the evolution of the data reported by a collection of sunspot observation station around the world that contribute to establishing a statistically “clean” index. Assistance to this project is given by the SMCS (Christian Ritter).

Promoter: Rainer von Sachs, Researcher: Sophie Mathieu

FNRS CDR 2019-2021

Optimal transport in nonparametric statics: Copulas for non-Euclidean data and multivariate tail quantile countours

The aim is to explore the potential of concepts and methods from the theory of optimal measure transport for statistical modelling and inference. We will extend the classical probability integral and quantile transforms on the real line to more general state spaces thanks to cost-minimizing mappings pushing a reference measure towards a target measure. Based on these transforms, we will seek to extend Sklar's celebrated copula theorem to more general metric spaces. The unit circle will serve as test case, and will allow us to model dependence between directional data. Further, we will study properties of tail quantile contours of multivariate regularly varying distributions defined via cyclically monotone mappings. Such contours are expected to satisfy a shape constraint involving a compact convex body, and we will look to exploit this information to construct efficient estimators.

Promoter: Johan Segers

Partnership KULeuven - UCLouvain 2020-2024

Quantile regression for censored data

One of the statistical challenges in survival analysis is the study of the relationship between a time-to-event response T and a set covariates X. This can be done using a wide variety of regression techniques like, for example, linear, AFT or Cox models. A robust and flexible alternative to these classical models is quantile regression, which has gained considerable popularity and interest in recent years. Many methods have been developed for quantile regression with completely observed data. But when data are subject to censoring, statistical estimation and inference become more difficult, and the literature is sparse. The existing work focuses on the case of i.i.d. data with a right-censored response, but in practice censoring mechanisms can be quite complicated (e.g. interval censoring) and may concern both the response and the covariates. The objective of this project is to develop and study consistent and computationally efficient procedures to conduct estimation and inference in quantile regression models with complicated censoring mechanisms. To this end, an enriched asymmetric Laplace distribution will be proposed and studied. Once studied, this distribution will be used to investigate the case of quantile regression with (1) censored response, (2) censored covariates and (3) censored response and censored covariates.

Promoter: Anouar El Ghouch & Ingrid Van Keilegom

UCLouvain FSR 2021-2023

Processus de Lévy fractionnaires et applications en finance mathématique (2021-2023)

Promotor: D. Hainaut, Researcher: Jean-Loup Dupret

UCLouvain FSR 2021-2023

Graph informed sufficient dimension reduction: a bridging conditional independence framework for distributed estimation and inference

The proposed project focuses upon conditional independence modelling and provides new methodological aspects for extending the estimation of probabilistic graphical models (PGMs) while performing supervised feature extraction methods proposed in the statistics literature. This will be performed by exploiting the close connection between these two distinct modelling frameworks and by retaining the strong points of each framework and thus making feasible the identification of a central dimension reduction space in a high-dimensional setting. As such, the estimation of PGMs in settings where datasets are stored on distributed clusters will be of central interest.

Promotor: E. Pircalabelu, Researcher: Ensiyeh Nezakati

ETHIAS Chair 2019-2022

Fully funded Pension Systems

The purpose of this interdisciplinary research project (law, actuarial science) is to look at the future of fully funded occupational pension schemes in the context of ageing and low interest rates.

Promoter: Pierre Devolder

AG Insurance Chair 2016-2020

Pension valuation and solvency

Development of a coherent and universal model of valuation and solvency requirement of pension liabilities for pension funds and insurance companies in a stochastic environment.

Promoter: Pierre Devolder

LIDAM Recent Publications in Statistics, Biostatistics & Actuarial Sciences

You will find below our recent publications in Statistics, Biostatistics & Actuarial Sciences.

Journal Articles

1. Jacquemain, Alexandre; Heuchenne, Cédric; Pircalabelu, Eugen. A penalised bootstrap estimation procedure for the explained Gini coefficient. In: Electronic Journal of Statistics, Vol. 18, no.1, p. 247-300 (2024). doi:10.1214/23-EJS2200. http://hdl.handle.net/2078.1/284898

2. 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). (Accepté/Sous presse). http://hdl.handle.net/2078.1/286211

3. 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, Vol. 231, p. 106140 (2024). doi:10.1016/j.jspi.2023.106140. http://hdl.handle.net/2078.1/283644

4. Leunga Njike, Charles Guy; Hainaut, Donatien. Affine Heston model style with self-exciting jumps and long memory. In: Annals of Finance, (2024). doi:10.1007/s10436-023-00436-z (Accepté/Sous presse). http://hdl.handle.net/2078.1/283637

5. Nezakati Rezazadeh, 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, Vol. 18, no.1, p. 599-652 (2024). doi:10.1214/23-EJS2193. http://hdl.handle.net/2078.1/285769

6. Fall, Fanta; Mamede, Lucia; Vast, Madeline; De Tullio, Pascal; Hayette, Marie‑Pierre; Michels, Paul A. M.; Frédérich, Michel; Govaerts, Bernadette; Quetin-Leclercq, Joëlle. First comprehensive untargeted metabolomics study of suramin-treated Trypanosoma brucei: an integrated data analysis workflow from multifactor data modelling to functional analysis. In: Metabolomics, Vol. 20, p. 25 (2024). doi:10.1007/s11306-024-02094-2. http://hdl.handle.net/2078.1/285656

7. Zeddouk, Fadoua; Devolder, Pierre. Pricing and hedging of longevity basis risk through securitisation. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 54, no. 1, p. 159-184 (2024). doi:10.1017/asb.2023.37. http://hdl.handle.net/2078.1/282936

8. Servais, Thomas; Laurent, France; Roland, Thomas; Rossi, Camelia; De Groote, Elodie; Godart, Valérie; Repetto, Ernestina; Ponchon, Michel; Chasseur, Pascale; Crenier, Laurent; Van Eeckhoudt, Sandrine; Yango, John; Oriot, Philippe; Morisca Gavriliu, Mirela; Rouhard, Stéphanie; Deketelaere, Benjamin; Maiter, Dominique; Hermans, Michel; Yombi, Jean Cyr; Orioli, Laura. Mortality-related risk factors of inpatients with diabetes and COVID-19: A multicenter retrospective study in Belgium. In: Annales d'endocrinologie, Vol. 85, no. 1, p. 36-43 (2024). doi:10.1016/j.ando.2023.08.002. http://hdl.handle.net/2078.1/278333

9. Hanna, Vanessa; Devolder, Pierre. Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates. In: European Actuarial Journal, (2024). doi:10.1007/s13385-023-00354-4 (Accepté/Sous presse). http://hdl.handle.net/2078.1/276058

10. Asenova, Stefka; Segers, Johan. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. In: Advances in Applied Probability, (2024). doi:10.1017/apr.2023.46 (Accepté/Sous presse). http://hdl.handle.net/2078.1/282929

11. Janssen, Anja; Segers, Johan. Invariance properties of limiting point processes and applications to clusters of extremes. In: Dependence Modeling, Vol. 12, no.1, p. 20230109 (2024). doi:10.1515/demo-2023-0109. http://hdl.handle.net/2078.1/284859

12. Hainaut, Donatien. A mutually exciting rough jump-diffusion for financial modelling. In: Fractional Calculus and Applied Analysis, Vol. 27, no. 1, p. 319-352 (2024). doi:10.1007/s13540-023-00234-4. http://hdl.handle.net/2078.1/283639

13. Hafner, Christian. Explanatory factors of French retail wine prices. In: Applied Economics Letters, (2024). doi:10.1080/13504851.2023.2266565 (Accepté/Sous presse). http://hdl.handle.net/2078.1/281197

14. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2024). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976

15. Devolder, Pierre; Russo, Emilio; Staino, Alessandro. Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach. In: Astin Bulletin : the journal of the International Actuarial Association, (2024). doi:10.1017/asb.2024.5 (Accepté/Sous presse). http://hdl.handle.net/2078.1/286031

16. Hentschel, Manuel; Engelke, Sebastian; Segers, Johan. Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions. In: Journal of the American Statistical Association, (2024). doi:10.1080/01621459.2024.2371978 (Accepté/Sous presse). http://hdl.handle.net/2078.1/288717

17. Hu, Shuang; Peng, Zuoxiang; Segers, Johan. Modeling multivariate extreme value distributions via Markov trees. In: Scandinavian Journal of Statistics : theory and applications, Vol. 51, no. 2, p. 760-800 (2024). doi:10.1111/sjos.12698. http://hdl.handle.net/2078.1/281628

18. Denuit, Michel; Huyghe, Julie; Trufin, Julien; Verdebout, Thomas. Testing for auto-calibration with Lorenz and Concentration curves. In: Insurance: Mathematics and Economics, Vol. 117, p. 130-139 (2024). doi:10.1016/j.insmatheco.2024.04.003. http://hdl.handle.net/2078.1/287385

19. Ortega Jiménez, Patricia; Pellerey, Franco; Sordo, Miguel; Suárez-Llorens, Alfonso. Probability equivalent level for CoVaR and VaR. In: Insurance: Mathematics and Economics, Vol. 115, p. 22-35 (2024). doi:10.1016/j.insmatheco.2023.12.004. http://hdl.handle.net/2078.1/288397

20. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Inference for aggregate efficiency: Theory and guidelines for practitioners. In: European Journal of Operational Research, Vol. 316, no.1, p. 240-254 (2024). doi:10.1016/j.ejor.2024.01.028. http://hdl.handle.net/2078.1/286920

21. Mamede, Lúcia; Fall, Fanta; Schoumacher, Matthieu; Ledoux, Allison; Bugli, Céline; De Tullio, Pascal; Quetin-Leclercq, Joëlle; Govaerts, Bernadette; Frédérich, Michel. Comparison of extraction methods in vitro Plasmodium falciparum: A1H NMR and LC-MS joined approach. In: Biochemical and biophysical research communications, Vol. 703, p. 149684 [1-9] (2024). doi:10.1016/j.bbrc.2024.149684. http://hdl.handle.net/2078.1/285655

22. 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, Vol. 12, no.5, p. 79 (2024). doi:10.3390/risks12050079. http://hdl.handle.net/2078.1/287528

23. 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 : the journal of the International Actuarial Association, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/288552

24. Denuit, Michel; Trufin, Julien. Convex and Lorenz orders under balance correction in nonlife insurance pricing: Review and new developments. In: Insurance: Mathematics and Economics, Vol. 118, p. 123-128 (2024). doi:10.1016/j.insmatheco.2024.06.003. http://hdl.handle.net/2078.1/289282

25. Hafner, Christian; Linton, Oliver B.; Wang, Linqi. Dynamic Autoregressive Liquidity (DArLiQ). In: Journal of Business and Economic Statistics, Vol. 42, no. 2, p. 774-785 (2024). doi:10.1080/07350015.2023.2238790. http://hdl.handle.net/2078.1/281194

26. Fülle, Markus J.; Hafner, Christian; Herwartz, Helmut; Lange, Alexander. BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series. In: Journal of Statistical Software, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/291591

27. Pham, Manh; Simar, Léopold; Zelenyuk, Valentin. Statistical Inference for Aggregation of Malmquist Productivity Indices. In: Operations Research, Vol. 72, no. 4, p. 1615-1629 (2024). doi:10.1287/opre.2022.2424. http://hdl.handle.net/2078.1/274651

28. Parmeter, Christopher F.; Simar, Léopold; Van Keilegom, Ingrid; Zelenyuk, Valentin. Inference in the nonparametric stochastic frontier model. In: Econometric Reviews, Vol. 43, no. 7, p. 518-539 (2024). doi:10.1080/07474938.2024.2339193. http://hdl.handle.net/2078.1/286921

29. Daraio, Cinzia; Simar, Léopold. Approximations and inference for envelopment estimators of production frontiers. In: Journal of Productivity Analysis, Vol. 62, no.2, p. 197-215 (2024). doi:10.1007/s11123-024-00726-2. http://hdl.handle.net/2078.1/292189

30. Hohage, Thorsten; Maréchal, Pierre; Simar, Léopold; Vanhems, Anne. A mollifier approach to the deconvolution of probability densities. In: Econometric Theory, Vol. 40, no. 2, p. 320-359 (2024). doi:10.1017/S0266466622000457. http://hdl.handle.net/2078.1/267997

31. Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. Viable eco‐efficiency targets for waste collection communities. In: Scientific Reports, Vol. 14, p. 15038 (2024). doi:10.1038/s41598-024-66077-y. http://hdl.handle.net/2078.1/292190

32. D’Adamo, Idiano; Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. A Flexible and Sustainable Analysis of Waste Efficiency at the European Level. In: Global Journal of Flexible Systems Management, (2024). doi:10.1007/s40171-024-00416-w (Accepté/Sous presse). http://hdl.handle.net/2078.1/292201

33. Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. Impact of a Regulatory Target and External Factors on the Waste Efficiency of Italian Municipalities. In: Waste Management and Research, (2024). doi:10.1177/0734242X241262698 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292351

34. Hanna, Vanessa; Devolder, Pierre. Deterministic lifestyle investment strategy in mixed life insurance contracts. In: Decisions in Economics and Finance : a journal of applied mathematics, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/292145

35. Denuit, Michel; Robert, Christian Y. Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools. In: Methodology and Computing in Applied Probability, Vol. 26, p. 36 (2024). doi:10.1007/s11009-024-10106-w. http://hdl.handle.net/2078.1/291861

36. Marion, Rebecca; Lederer, Johannes; Goevarts, Bernadette; von Sachs, Rainer. VC-PCR: A prediction method based on variable selection and clustering. In: Statistica Neerlandica, (2024). doi:10.1111/stan.12358 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292125

37. 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). doi:10.1007/s13385-024-00396-2 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292143

38. Huyghe, Julie; Trufin, Julien; Denuit, Michel. Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking. In: Scandinavian Actuarial Journal, Vol. 2024, no.5, p. 417-439 (2024). doi:10.1080/03461238.2023.2258135. http://hdl.handle.net/2078.1/287094

39. El Mehdi, Rachida; Hafner, Christian. Panel Stochastic Frontier Analysis with Positive Skewness. In: Computational Economics, (2024). doi:10.1007/s10614-024-10646-w (Accepté/Sous presse). http://hdl.handle.net/2078.1/292582

40. Mourahib, Anas; Kiriliouk, Anna; Segers, Johan. Multivariate generalized Pareto distributions along extreme directions. In: Extremes, (2024). doi:10.1007/s10687-024-00501-4 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292687

41. 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

42. 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

43. 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

44. 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

45. Hanna, Vanessa; Devolder, Pierre. Optimal Choice between Defined Contribution and Cash Balance Pension Schemes: Balancing Interests of Employers and Workers. In: Risks, Vol. 11, no.7, p. 135 (2023). doi:10.3390/risks11070135. http://hdl.handle.net/2078.1/278517

46. 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, Vol. 32, no. 2, p. 378-387 (2023). doi:10.1080/10618600.2022.2108818. http://hdl.handle.net/2078.1/264877

47. 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

48. 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

49. Pircalabelu, Eugen. A spline-based time-varying reproduction number for modelling epidemiological outbreaks. In: Journal of the Royal Statistical Society. Series C, Applied statistics, Vol. 72, no.3, p. 688-702 (2023). doi:10.1093/jrsssc/qlad027. http://hdl.handle.net/2078.1/276499

50. Clémençon, Stéphan; Jalalzai, Hamid; Lhaut, Stéphane; Sabourin, Anne; Segers, Johan. Concentration bounds for the empirical angular measure with statistical learning applications. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 29, no.4, p. 2797-2827 (2023). doi:10.3150/22-BEJ1562. http://hdl.handle.net/2078.1/277537

51. 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

52. 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, Vol. 112, p. 23-32 (2023). doi:10.1016/j.insmatheco.2023.05.008. http://hdl.handle.net/2078.1/275458

53. Asenova, Stefka; Segers, Johan. Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler–Reiss distributions. In: Extremes, Vol. 26, no. 3, p. 433-468 (2023). doi:10.1007/s10687-023-00467-9. http://hdl.handle.net/2078.1/275073

54. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators. In: Journal of Productivity Analysis, Vol. 59, no.2, p. 189-194 (2023). doi:10.1007/s11123-023-00661-8. http://hdl.handle.net/2078.1/274616

55. 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

56. Lambert, Philippe; Gressani , Oswaldo. Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models. In: Statistical Modelling, Vol. 23, no.5-6, p. 409-423 (2023). doi:10.1177/1471082X231181173. http://hdl.handle.net/2078.1/279573

57. 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

58. 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

59. Simar, Léopold; Wilson, Paul W. Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. In: Journal of Business and Economic Statistics, Vol. 41, no. 4, p. 1391-1403 (2023). doi:10.1080/07350015.2022.2110882. http://hdl.handle.net/2078.1/267992

60. 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

61. Denuit, Michel; Trufin, Julien. Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration. In: European Actuarial Journal, Vol. 13, no.2, p. 871-878 (2023). doi:10.1007/s13385-023-00353-5. http://hdl.handle.net/2078.1/280223

62. Hafner, Christian; Herwartz, Helmut. Correlation impulse response functions. In: Finance Research Letters, Vol. 57, p. 104176 (2023). doi:10.1016/j.frl.2023.104176. http://hdl.handle.net/2078.1/281209

63. 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

64. 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, Vol. 328, no. 2, p. 1365-1386 (2023). doi:10.1007/s10479-023-05353-y. http://hdl.handle.net/2078.1/274667

65. Fève, Frédérique; Florens, Jean-Pierre; Simar, Léopold. Proportional incremental cost probability functions and their frontiers. In: Empirical Economics, Vol. 64, no. 6, p. 2721-2756 (2023). doi:10.1007/s00181-023-02386-x. http://hdl.handle.net/2078.1/274664

66. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models. In: Statistics and Computing, Vol. 33, p. 47 (2023). doi:10.1007/s11222-023-10211-9. http://hdl.handle.net/2078.1/276497

67. Hafner, Christian; Wang, Linqi. A dynamic conditional score model for the log correlation matrix. In: Journal of Econometrics, Vol. 237, no. 2, part B, p. 105176 (2023). doi:10.1016/j.jeconom.2021.09.004. http://hdl.handle.net/2078.1/258975

68. Dupret, Jean-Loup; Barbarin, Jérôme; Hainaut, Donatien. Impact of rough stochastic volatility models on long-term life insurance pricing. In: European Actuarial Journal, Vol. 13, no. 1, p. 235-275 (2023). doi:10.1007/s13385-022-00317-1. http://hdl.handle.net/2078.1/263669

69. Cadena, Meitner; Denuit, Michel. Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models. In: Decisions in Economics and Finance : a journal of applied mathematics, Vol. 46, no.2, p. 569-582 (2023). doi:10.1007/s10203-023-00391-4. http://hdl.handle.net/2078.1/280225

70. Hafner, Christian; Herwartz, Helmut. Asymmetric volatility impulse response functions. In: Economics Letters, Vol. 222, p. 110968 (2023). doi:10.1016/j.econlet.2022.110968. http://hdl.handle.net/2078.1/281207

71. 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 (Online), Vol. 37, no.7, p. e3482 (2023). doi:10.1002/cem.3482. http://hdl.handle.net/2078.1/277096

72. Simar, Léopold; Wilson, Paul. Another Look at Productivity Growth in Industrialized Countries. In: Journal of Productivity Analysis, Vol. 60, no. 3, p. 257-272 (2023). doi:10.1007/s11123-023-00689-w. http://hdl.handle.net/2078.1/278736

73. Lambert, Philippe. Comments on: Nonparametric estimation in mixture cure models with covariates. In: Test, Vol. 32, p. 506-509 (2023). doi:10.1007/s11749-023-00860-3. http://hdl.handle.net/2078.1/277704

74. Hanna, Vanessa; Hieber, Peter; Devolder, Pierre. Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy. In: Scandinavian Actuarial Journal, Vol. 2022, no. 5, p. 421-446 (2022). doi:10.1080/03461238.2021.1992001. http://hdl.handle.net/2078.1/253289

75. Yang, Bingduo; Cai, Zongwu; Hafner, Christian; Liu, Guannan. Time-Varying Mixture Copula Models with Copula Selection. In: Statistica Sinica, Vol. 32, p. 1049-1077 (2022). http://hdl.handle.net/2078.1/258923

76. Pircalabelu, Eugen; Artemiou, Andreas. High-dimensional Sufficient Dimension Reduction through principal projections. In: Electronic Journal of Statistics, Vol. 16, no. 1, p. 1804-1830 (2022). http://hdl.handle.net/2078.1/258818

77. Denuit, Michel; Robert, Christian. Peering ahead. In: The Actuary, no. January-February, p. 38-39 (2022). http://hdl.handle.net/2078.1/258574

78. Ketelbuters, John John; Hainaut, Donatien. CDS pricing with fractional Hawkes processes. In: European Journal of Operational Research, Vol. 297, no.3, p. 1139-1150 (2022). doi:10.1016/j.ejor.2021.06.045. http://hdl.handle.net/2078.1/257590

79. Hainaut, Donatien. Lévy Interest Rate Models with a Long Memory. In: Risks, Vol. 10, no.1, p. 2 (2022). doi:10.3390/risks10010002. http://hdl.handle.net/2078.1/257588

80. Corradin, Alexandre; Denuit, Michel; Detyniecki, Marcin; Grari, Vincent; Sammarco, Matteo; Trufin, Julien. Joint modeling of claim frequencies and behavioral signals in motor insurance. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 52, no.1, p. 33-54 (2022). doi:10.1017/asb.2021.24. http://hdl.handle.net/2078.1/257959

81. Njike Leunga, Charles Guy; Hainaut, Donatien. Valuation of Annuity Guarantees under a Self-Exciting Switching Jump Model. In: Methodology and Computing in Applied Probability, Vol. 24, p. 963–990 (2022). http://hdl.handle.net/2078.1/257592

82. Ketelbuters, John John; Hainaut, Donatien. Time-consistent evaluation of credit risk with contagion. In: Journal of Computational and Applied Mathematics, Vol. 403, p. 113848 (2022). doi:10.1016/j.cam.2021.113848. http://hdl.handle.net/2078.1/252036

83. Hainaut, Donatien; Trufin, Julien; Denuit, Michel. Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link. In: Scandinavian Actuarial Journal, Vol. 2022, no.10, p. 841-866 (2022). doi:10.1080/03461238.2022.2037016. http://hdl.handle.net/2078.1/266705

84. Hafner, Christian; Majeri, Sabrine. Analysis of cryptocurrency connectedness based on network to transaction volume ratios. In: Digital Finance, Vol. 4, p. 187-216 (2022). doi:10.1007/s42521-022-00054-w. http://hdl.handle.net/2078.1/265601

85. Denuit, Michel; Robert, Christian Y. Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses. In: Methodology and Computing in Applied Probability, Vol. 24, p. 1953-1985 (2022). doi:10.1007/s11009-021-09888-0. http://hdl.handle.net/2078.1/264444

86. Kyriakopoulou, Dimitra; Hafner, Christian. Reconciling negative return skewness with positive time-varying risk premia. In: Econometric Reviews, Vol. 41, no.8, p. 877-894 (2022). doi:10.1080/07474938.2022.2072323. http://hdl.handle.net/2078.1/265596

87. Seck, Ndeye Arame; Denuit, Michel. Adaptive Splines for Continuous Features in Risk Assessment. In: CAS E-Forum, Vol. Summer (2022). http://hdl.handle.net/2078.1/265892

88. Hainaut, Donatien. Multivariate claim processes with rough intensities: properties and estimation. In: Insurance: Mathematics and Economics, Vol. 107, no.n/a/, p. 269-287 (2022). doi:10.1016/j.insmatheco.2022.08.010. http://hdl.handle.net/2078.1/265607

89. Orsi, Renzo; Mouchart, Michel; Wunsch, Guillaume. Causality in Econometric Modeling : From Theory to Structural Causal Modeling. In: Journal of Econometrics and Statistics, Vol. 2, no.1, p. 61-90 (2022). http://hdl.handle.net/2078.1/264319

90. Denuit, Michel; Dhaene, Jan; Robert, Christian Y. Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance. In: Journal of Risk and Insurance, Vol. 89, no.3, p. 615-667 (2022). doi:10.1111/jori.12385. http://hdl.handle.net/2078.1/264447

91. Lhaut, Stéphane; Sabourin, Anne; Segers, Johan. Uniform concentration bounds for frequencies of rare events. In: Statistics & Probability Letters, Vol. 189, p. 109610 (2022). doi:10.1016/j.spl.2022.109610. http://hdl.handle.net/2078.1/263682

92. Denuit, Michel; Robert, Christian Y. Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses. In: Methodology and Computing in Applied Probability, Vol. 24, p. 693-711 (2022). doi:10.1007/s11009-021-09881-7. http://hdl.handle.net/2078.1/262874

93. Nguyen, Bao Hoang; Simar, Léopold; Zelenyuk, Valentin. Data sharpening for improving central limit theorem approximations for data envelopment analysis-type efficiency estimators. In: European Journal of Operational Research, Vol. 303, no.3, p. 1469-1480 (2022). doi:10.1016/j.ejor.2022.03.038. http://hdl.handle.net/2078.1/267847

94. Wunsch, Guillaume; Russo, Federica; Mouchart, Michel; Orsi, Renzo. Time and causality in the social sciences. In: Time & Society, Vol. 31, no. 2, p. 177-204 (2022). doi:10.1177/0961463X211029488. http://hdl.handle.net/2078.1/254443

95. Devolder, Pierre; Hindriks, Jean. Une pension légale sous forme d’un compte pension. In: Regards économiques, Vol. Focus, no. 28 (2022). doi:10.14428/regardseco2022.02.03.01. http://hdl.handle.net/2078.1/259744

96. Chau, Joris; von Sachs, Rainer. Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices. In: Computational Statistics & Data Analysis, Vol. 174, p. 107477 (2022). doi:10.1016/j.csda.2022.107477. http://hdl.handle.net/2078.1/259687

97. Legrand, Catherine; Tubeuf, Sandy. Le développement des vaccins anti-Covid-19 est-il allé trop vite ?. In: Regards économiques, Vol. Focus, no. 29 (2022). http://hdl.handle.net/2078.1/259615

98. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Semi-markov modeling for cancer insurance. In: European Actuarial Journal, Vol. 12, p. 813–837 (2022). doi:10.1007/s13385-022-00308-2. http://hdl.handle.net/2078.1/260117

99. Ngugnie Diffouo, Pauline; Devolder, Pierre. Solvency measurement of life annuity products. In: International Journal of Theoretical and Applied Finance, Vol. 25, no.2, p. 2250003 (2022). doi:10.1142/S0219024922500030. http://hdl.handle.net/2078.1/259742

100. Denuit, Michel; Robert, Christian Y. Conditional mean risk sharing in the individual model with graphical dependencies. In: Annals of Actuarial Science, Vol. 16, no. 1, p. 183-209 (2022). doi:10.1017/s1748499521000166. http://hdl.handle.net/2078.1/259117

101. Mordant, Gilles; Segers, Johan. Measuring dependence between random vectors via optimal transport. In: Journal of Multivariate Analysis, Vol. 189, p. 104912 (2022). doi:10.1016/j.jmva.2021.104912. http://hdl.handle.net/2078.1/254444

102. Haedo, Christian; Mouchart, Michel. Two-mode clustering through profiles of regions and sectors. In: Empirical Economics, Vol. 63, p. 1971-1996 (2022). doi:10.1007/s00181-022-02201-z. http://hdl.handle.net/2078.1/259444

103. Denuit, Michel; Robert, Christian Y. Collaborative Insurance with Stop-Loss Protection and Team Partitioning. In: North American Actuarial Journal, Vol. 26, no.1, p. 143-160 (2022). doi:10.1080/10920277.2020.1855199. http://hdl.handle.net/2078.1/259094

104. Denuit, Michel; Hieber, Peter; Robert, Christian Y. Mortality credits within large survivor funds. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 52, no.3, p. 813-834 (2022). doi:10.1017/asb.2022.13. https://hdl.handle.net/2078.1/265524

105. Heuchenne, Cédric; Jacquemain, Alexandre. Inference for monotone single-index conditional means: a Lorenz regression approach. In: Computational Statistics & Data Analysis, Vol. 167, p. 107347 (2022). doi:10.1016/j.csda.2021.107347. http://hdl.handle.net/2078.1/251823

106. Beretta, Alessandro; Heuchenne, Cédric; Restaino, Marialuisa. Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States. In: Journal of Applied Statistics, Vol. 49, no. 16, p. 4162-4180 (2022). doi:10.1080/02664763.2021.1973386. http://hdl.handle.net/2078.1/251423

107. Hafner, Christian; Herwartz, Helmut; Maxand, Simone. Identification of structural multivariate GARCH models. In: Journal of Econometrics, Vol. 227, no. 1, p. 212-227 (2022). doi:10.1016/j.jeconom.2020.07.019. http://hdl.handle.net/2078.1/238805

108. Devolder, Pierre; Degoli, Maria-Cristina. Les enjeux et les perspectives de la pension à points à la lumière de l'expérience belge. In: Droit Social, Vol. 5, no. 5, p. 413-421 (2021). http://hdl.handle.net/2078.1/248359

109. Cadena, Meitner; Denuit, Michel. A new measure of mortality differentials based on precedence probability. In: European Actuarial Journal, Vol. 11, p. 717-724 (2021). doi:10.1007/s13385-021-00280-3. http://hdl.handle.net/2078.1/251883

110. El Mehdi, Rachida; Hafner, Christian. Panel stochastic frontier analysis with dependent error terms. In: International Econometric Review, Vol. 13, no.2, p. 24-40 (2021). doi:10.33818/ier.1033722. http://hdl.handle.net/2078.1/258972

111. Pircalabelu, Eugen; Artemiou, Andreas. Graph informed sliced inverse regression. In: Computational Statistics & Data Analysis, Vol. 164, p. 107302 (2021). doi:10.1016/j.csda.2021.107302. http://hdl.handle.net/2078.1/258810

112. Yang, Bingduo; Hafner, Christian; Liu, Guannan; Long, Wei. Semiparametric estimation and variable selection for single-index copula models. In: Journal of Applied Econometrics, Vol. 36, no.7, p. 962-988 (2021). doi:10.1002/jae.2812. http://hdl.handle.net/2078.1/258974

113. Hainaut, Donatien. Moment generating function of non-Markov self-excited claims processes. In: Insurance: Mathematics and Economics, Vol. 101, no. Part B, p. 406-424 (2021). doi:10.1016/j.insmatheco.2021.08.013. http://hdl.handle.net/2078.1/252037

114. Hallin, Marc; Mordant, Gilles; Segers, Johan. Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. In: Electronic Journal of Statistics, Vol. 15, no. 1, p. 1328-1371 (2021). doi:10.1214/21-EJS1816. http://hdl.handle.net/2078.1/243715

115. Asenova, Stefka Kirilova; Mazo, Gildas; Segers, Johan. Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables. In: Extremes, Vol. 24, p. 461-500 (2021). doi:10.1007/s10687-021-00407-5. http://hdl.handle.net/2078.1/243714

116. Hainaut, Donatien. An Actuarial Approach for Modeling Pandemic Risk. In: Risks, Vol. 9, no. 1 (2021). doi:10.3390/risks9010003. http://hdl.handle.net/2078.1/243707

117. Einmahl, John H. J.; Segers, Johan. Empirical tail copulas for functional data. In: Annals of Statistics, Vol. 49, no. 5, p. 2672-2696 (2021). doi:10.1214/21-AOS2050. http://hdl.handle.net/2078.1/243712

118. Denuit, Michel; Lu, Yang. Wishart‐gamma random effects models with applications to nonlife insurance. In: Journal of Risk and Insurance, Vol. 88, no. 2, p. 443-481 (2021). doi:10.1111/jori.12327. http://hdl.handle.net/2078.1/235873

119. Hainaut, Donatien; Leonenko, Nikolai. Option pricing in illiquid markets: a fractional jump-diffusion approach. In: Journal of computational and applied mathematics, Vol. 381, p. 112995 (2021). ISBA Discussion Paper 2020/03. doi:10.1016/j.cam.2020.112995. http://hdl.handle.net/2078.1/227948

120. Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. In: Journal of Econometrics, Vol. 222, no. 1, part B, p. 324-343 (2021). doi:10.1016/j.jeconom.2020.07.004. http://hdl.handle.net/2078.1/224107

121. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Waiting period from diagnosis for mortgage insurance issued to cancer survivors. In: European Actuarial Journal, Vol. 11, p. 135-160 (2021). doi:10.1007/s13385-020-00254-x. http://hdl.handle.net/2078.1/241429

122. Denuit, Michel; Robert, Christian Y. From risk sharing to pure premium for a large number of heterogeneous losses. In: Insurance: Mathematics and Economics, Vol. 96, no. January 2021, p. 116-126 (2021). doi:10.1016/j.insmatheco.2020.11.006. http://hdl.handle.net/2078.1/240685

123. Daouia, Abdelaati; Florens, Jean-Pierre; Simar, Léopold. Robustified expected maximum production frontiers. In: Econometric Theory, Vol. 37, no. 2, p. 346-387 (2021). doi:10.1017/S0266466620000171. http://hdl.handle.net/2078.1/229043

124. Garces Ruiz, Monica Cristina; Calonne, Maryline; Bremhorst, Vincent; Declerck, Stephan. Diesel fuel differentially affects hyphal healing in Gigaspora sp. and Rhizophagus irregularis. In: Mycorrhiza, Vol. 31, p. 413–421 (2021). doi:10.1007/s00572-021-01026-5. http://hdl.handle.net/2078.1/251339

125. Mastromarco, Camilla; Simar, Léopold. Latent heterogeneity to evaluate the effect of human capital on world technology frontier. In: Journal of Productivity Analysis, Vol. 55, p. 71–89 (2021). doi:10.1007/s11123-021-00597-x. http://hdl.handle.net/2078.1/244680

126. Mastromarco, Camilla; Simar, Léopold; Zelenyuk, Valentin. Predicting recessions with a frontier measure of output gap: an application to Italian economy. In: Empirical Economics, Vol. 60, p. 2701–2740 (2021). doi:10.1007/s00181-021-02029-z. http://hdl.handle.net/2078.1/244682

127. Rodriguez Morelos, Victor Hugo; Calonne, Maryline; Bremhorst, Vincent; Garces Ruiz, Monica Cristina; Declerck, Stephan. Fungicides With Contrasting Mode of Action Differentially Affect Hyphal Healing Mechanism in Gigaspora sp. and Rhizophagus irregularis. In: Frontiers in Plant Science, Vol. 12, p. 642094 (2021). doi:10.3389/fpls.2021.642094. http://hdl.handle.net/2078.1/251343

128. Pechon, Florian; Denuit, Michel; Trufin, Julien. Home and Motor insurance joined at a household level using multivariate credibility. In: Annals of Actuarial Science, Vol. 15, no.1, p. 82-114 (2021). doi:10.1017/s1748499520000160. http://hdl.handle.net/2078.1/244116

129. Denuit, Michel; Robert, Christian Y. Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction. In: Journal of Multivariate Analysis, Vol. 186, p. 104803 (2021). doi:10.1016/j.jmva.2021.104803. http://hdl.handle.net/2078.1/250900

130. Daraio, Cinzia; Simar, Léopold; Wilson, Paul W. Quality as a Latent Heterogeneity Factor in the Efficiency of Universities. In: Economic Modelling, Vol. 99, no. June 2021, p. 105485 (2021). doi:10.1016/j.econmod.2021.03.004. http://hdl.handle.net/2078.1/244684

131. Diakite, Keivan; Devolder, Pierre. Progressive Pension Formula and Life Expectancy Heterogeneity. In: Risks, Vol. 9, no.7, p. 127 (2021). doi:10.3390/risks9070127. http://hdl.handle.net/2078.1/251345

132. Mordant, Gilles; Segers, Johan. Maxima and near-maxima of a Gaussian random assignment field. In: Statistics & Probability Letters, Vol. 173, no. June 2021, p. 109087 (2021). doi:10.1016/j.spl.2021.109087. http://hdl.handle.net/2078.1/244432

133. Bettonville, Carole; d'Oultremont, Louise; Denuit, Michel; Trufin, Julien; Van Oirbeek, Robin. Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model. In: Scandinavian Actuarial Journal, Vol. 2021, no.5, p. 380-407 (2021). doi:10.1080/03461238.2020.1848912. http://hdl.handle.net/2078.1/246704

134. Hafner, Christian; Kyriakopoulou, Dimitra. Exponential-Type GARCH Models With Linear-in-Variance Risk Premium. In: Journal of Business & Economic Statistics, Vol. 39, no. 2, p. 589-603 (2021). doi:10.1080/07350015.2019.1691564. http://hdl.handle.net/2078.1/238811

135. Tran, Phuong Hanh; Heuchenne, Cédric. Monitoring the coefficient of variation using variable sampling interval CUSUM control charts. In: Journal of Statistical Computation and Simulation, Vol. 91, no.3, p. 501-521 (2021). doi:10.1080/00949655.2020.1819278. http://hdl.handle.net/2078.1/251595

136. Devolder, Pierre. Coût réel pour l’État du deuxième pilier belge de pension pour salariés : l’approche actuarielle bouscule quelques à priori. In: Regards économiques, Vol. 166, p. 1-12 (2021). http://hdl.handle.net/2078.1/251422

137. Bibal, Adrien; Marion, Rebecca; von Sachs, Rainer; Frénay, Benoît. BIOT: Explaining Multidimensional Nonlinear MDS Embeddings using the Best Interpretable Orthogonal Transformation. In: Neurocomputing, Vol. 453, p. 109-118 (2021). doi:10.1016/j.neucom.2021.04.088. http://hdl.handle.net/2078/246070

138. Hainaut, Donatien. A fractional multi-states model for insurance. In: Insurance: Mathematics and Economics, Vol. 98, p. 120-132 (2021). doi:10.1016/j.insmatheco.2021.02.004. http://hdl.handle.net/2078.1/245446

139. Tran, Phuong Hanh; Heuchenne, Cédric; Nguyen, Huu Du; Marie, Hélène. Monitoring Coefficient of Variation using One-Sided Run Rules control charts in the presence of Measurement Errors. In: Journal of Applied Statistics, Vol. 48, no.12, p. 2178-2204 (2021). doi:10.1080/02664763.2020.1787356. http://hdl.handle.net/2078.1/251589

140. Fall, François Seck; Tchuigoua, Hubert Tchakoute; Vanhems, Anne; Simar, Léopold. Gender effect on microfinance social efficiency: A robust nonparametric approach. In: European Journal of Operational Research, Vol. 295, no. 2, p. 744-757 (2021). doi:10.1016/j.ejor.2021.03.020. http://hdl.handle.net/2078.1/244686

141. Bazgour, Tarik; Heuchenne, Cédric; Hübner, Georges; Sougné, Danielle. How do volatility regimes affect the pricing of quality and liquidity in the stock market?. In: Studies in Nonlinear Dynamics and Econometrics, Vol. 25, no.1, p. 20180127 (2021). doi:10.1515/snde-2018-0127. http://hdl.handle.net/2078.1/251460

142. Nguyen, Quoc-Thông; Giner-Bosch, Vicent; Tran, Kim Duc; Heuchenne, Cédric; Tran, Kim Phuc. One-sided variable sampling interval EWMA control charts for monitoring the multivariate coefficient of variation in the presence of measurement errors. In: International Journal of Advanced Manufacturing Technology, , no.5-6, p. 19174938 (2021). http://hdl.handle.net/2078.1/251432

143. Deelstra, Griselda; Devolder, Pierre; Melis, Roberta. Optimal annuitisation in a deterministic financial environment. In: Decisions in Economics and Finance, Vol. 44, p. 161-175 (2021). doi:10.1007/s10203-020-00316-5. http://hdl.handle.net/2078.1/245441

144. Lanotte, Myriam; Devolder, Pierre. Communication relative aux pensions : digitalisation et défis pour l'avenir. In: Revue Belge de Sécurité Sociale, Vol. 2021, no. 4, p. 517-538 (2021). http://hdl.handle.net/2078.1/268699

145. Denuit, Michel; Robert, Christian Y. Corrigendum and addendum to “From risk sharing to pure premium for a large number of heterogeneous losses” [Insurance: Mathematics and Economics 96 (2021) 116–126]. In: Insurance: Mathematics and Economics, Vol. 101, part B, p. 640-644 (2021). doi:10.1016/j.insmatheco.2021.09.002. http://hdl.handle.net/2078.1/254020

146. Denuit, Michel; Robert, Christian Y. Stop-loss protection for a large P2P insurance pool. In: Insurance: Mathematics and Economics, Vol. 100, p. 210-233 (2021). doi:10.1016/j.insmatheco.2021.05.007. http://hdl.handle.net/2078.1/248771

147. Lambert, Philippe. Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data. In: Computational Statistics & Data Analysis, Vol. 161, p. 107250 (2021). doi:10.1016/j.csda.2021.107250. http://hdl.handle.net/2078.1/254853

148. Kneip, Alois; Simar, Léopold; Wilson, Paul W. Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices. In: Econometric Theory, Vol. 37, no.3, p. 537-572 (2021). doi:10.1017/s0266466620000237. http://hdl.handle.net/2078.1/248896

149. Denuit, Michel; Charpentier , Arthur; Trufin, Julien. Autocalibration and Tweedie-dominance for insurance pricing with machine learning. In: Insurance: Mathematics and Economics, Vol. 101, part B, p. 485-497 (2021). doi:10.1016/j.insmatheco.2021.09.001. http://hdl.handle.net/2078.1/254019

150. Gressani, Oswaldo; Lambert, Philippe. Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines. In: Computational Statistics & Data Analysis, Vol. 154, p. 107088 (2021). doi:10.1016/j.csda.2020.107088. http://hdl.handle.net/2078.1/254851

151. Denuit, Michel. Reply to Jiandong Ren on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”. In: North American Actuarial Journal, Vol. 25, no.4, p. 643 (2021). doi:10.1080/10920277.2021.1925823. http://hdl.handle.net/2078.1/254559

152. Denuit, Michel; Trufin, Julien. Generalization error for Tweedie models: decomposition and error reduction with bagging. In: European Actuarial Journal, Vol. 11, p. 325-331 (2021). doi:10.1007/s13385-021-00265-2. http://hdl.handle.net/2078.1/249142

153. Dupret, Jean-Loup; Hainaut, Donatien. Portfolio insurance under rough volatility and Volterra processes. In: International Journal of Theoretical and Applied Finance, Vol. 24, no. 6-7, p. 2150036 (2021). doi:10.1142/S0219024921500369. http://hdl.handle.net/2078.1/254079

154. Declercq, Jozefien; Van Damme, Karel F A; De Leeuw, Elisabeth; Maes, Bastiaan; Bosteels, Cedric; Tavernier, Simon J; De Buyser, Stefanie; Colman, Roos; Hites, Maya; Verschelden, Gil; Fivez, Tom; Moerman, Filip; Demedts, Ingel K; Dauby, Nicolas; De Schryver, Nicolas; Govaerts, Elke; Vandecasteele, Stefaan J; Van Laethem, Johan; Anguille, Sebastien; van der Hilst, Jeroen; Misset, Benoit; Slabbynck, Hans; Wittebole, Xavier; Liénart, Fabienne; Legrand, Catherine; Buyse, Marc; Stevens, Dieter; Bauters, Fre; Seys, Leen J M; Aegerter, Helena; Smole, Ursula; Bosteels, Victor; Hoste, Levi; Naesens, Leslie; Haerynck, Filomeen; Vandekerckhove, Linos; Depuydt, Pieter; van Braeckel, Eva; Rottey, Sylvie; Peene, Isabelle; Van Der Straeten, Catherine; Hulstaert, Frank; Lambrecht, Bart N. Effect of anti-interleukin drugs in patients with COVID-19 and signs of cytokine release syndrome (COV-AID): a factorial, randomised, controlled trial.. In: The Lancet. Respiratory medicine, Vol. 9, no.12, p. 1427-1438 (2021). doi:10.1016/S2213-2600(21)00377-5. http://hdl.handle.net/2078.1/259367

155. Denuit, Michel. Reply to Edward Furman, Yisub Kye, and Jianxi Su on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”. In: North American Actuarial Journal, Vol. 25, no.4, p. 637-638 (2021). doi:10.1080/10920277.2020.1848300. http://hdl.handle.net/2078.1/254560

156. Denuit, Michel; Trufin, Julien; Verdebout, Thomas. Testing for more positive expectation dependence with application to model comparison. In: Insurance: Mathematics and Economics, Vol. 101, p. 163-172 (2021). doi:10.1016/j.insmatheco.2021.07.008. http://hdl.handle.net/2078.1/254018

157. Denuit, Michel; Robert, Christian Y. Risk sharing under the dominant peer‐to‐peer property and casualty insurance business models. In: Risk Management and Insurance Review, Vol. 24, no.2, p. 181-205 (2021). doi:10.1111/rmir.12180. http://hdl.handle.net/2078.1/248773

158. Ngugnie Diffouo, Pauline; Devolder, Pierre. Design of risk sharing for risk-linked annuities. In: International Journal of Financial Engineering, , p. 2150021 (2021). doi:10.1142/s2424786321500213. http://hdl.handle.net/2078.1/248895

159. Leluc, Rémi; Portier, François; Segers, Johan. Control variate selection for Monte Carlo integration. In: Statistics and Computing, Vol. 31, no. 50 (2021). doi:10.1007/s11222-021-10011-z. http://hdl.handle.net/2078.1/248899

160. Devolder, Pierre; Levantesi, Susanna; Menzietti, Massimiliano. Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system. In: Annals of Operations Research, Vol. 299, p. 765-795 (2021). doi:10.1007/s10479-020-03819-x. http://hdl.handle.net/2078.1/238305

161. Beretta, Alessandro; Heuchenne, Cédric. penPHcure: Variable Selection in Proportional Hazards Cure Model with Time-Varying Covariates. In: The R Journal, Vol. 31, no.1, p. 116-129 (2021). http://hdl.handle.net/2078.1/251426

162. Thiel, Michel; Sauwen, Nicolas; Khamiakova, Tastiana; Maes, Tor; Govaerts, Bernadette. Comparison of chemometrics strategies for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions. In: Chemometrics and Intelligent Laboratory Systems, Vol. 211, p. 104273 (2021). doi:10.1016/j.chemolab.2021.104273. http://hdl.handle.net/2078.1/243868

163. Ngo Njembe, Monique T.; Pachikian, Barbara; Lobysheva, Irina; Van Overstraeten, Nancy; Dejonghe, Louis; Verstraelen, Eleonore; Buchet, Marine; Rasse, Catherine; Gardin, Cécile; Mignolet, Eric; Balligand, Jean-Luc; Larondelle, Yvan. A Three-Month Consumption of Eggs Enriched With ω-3, ω-5 and ω-7 Polyunsaturated Fatty Acids Significantly Decreases the Waist Circumference of Subjects at Risk of Developing Metabolic Syndrome: A Double-Blind Randomized Controlled Trial. In: Nutrients, Vol. 13, no. 2, p. 663 [1-17] (2021). doi:10.3390/nu13020663. http://hdl.handle.net/2078.1/243643

164. Delsol, Laurent; Van Keilegom, Ingrid. Semiparametric M-estimation with non-smooth criterion functions. In: Annals of the Institute of Statistical Mathematics, Vol. 72, p. 577-605 (2020). doi:10.1007/s10463-018-0700-y. http://hdl.handle.net/2078.1/219405

165. Hainaut, Donatien. Fractional Hawkes processes. In: Physica A: Statistical Mechanics and its Applications, Vol. 549 (1 July 2020). ISBA Discussion Paper 2019/16. http://hdl.handle.net/2078.1/219096

166. Lambert, Philippe; Bremhorst, Vincent. Inclusion of time-varying covariates in cure survival models with an application in fertility studies. In: Journal of the Royal Statistical Society. Series A, Statistics in society, Vol. 183, no. 1, p. 333-354 (2020). doi:10.1111/rssa.12501. http://hdl.handle.net/2078.1/219491

167. Deresa, Negera Wakgari; Van Keilegom, Ingrid. Flexible parametric model for survival data subject to dependent censoring. In: Biometrical journal, Vol. 62, no. 1, p. 136-156 (2020). doi:10.1002/bimj.201800375. http://hdl.handle.net/2078.1/219467

168. Manteiga, Wenceslao González; Heuchenne, Cédric; Sellero, César Sánchez; Beretta, Alessandro. Goodness-of-fit tests for censored regression based on artificial data points. In: TEST, Vol. 29, p. 599-615 (2020). doi:10.1007/s11749-019-00662-6. http://hdl.handle.net/2078.1/218813

169. Patilea, Valentin; Van Keilegom, Ingrid. A general approach for cure models in survival analysis. In: Annals of Statistics, Vol. 48, no. 4, p. 2323-2346 (2020). doi:10.1214/19-AOS1889. http://hdl.handle.net/2078.1/219466

170. Bravo, Francesco; Escanciano, Juan Carlos; Van Keilegom, Ingrid. Two-Step Semiparametric Empirical Likelihood Inference. In: Annals of Statistics, Vol. 48, no. 1, p. 1-26 (2020). doi:10.1214/18-AOS1788. http://hdl.handle.net/2078.1/219406

171. Noh, Hohsuk; Van Keilegom, Ingrid. On relaxing the distributional assumption of stochastic frontier models. In: Journal of the Korean Statistical Society, Vol. 49, p. 1–14 (2020). doi:10.1007/s42952-019-00011-1. http://hdl.handle.net/2078.1/219446

172. Hafner, Christian. Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. In: Journal of Financial Econometrics, Vol. 18, no. 2, p. 233–249 (2020). doi:10.1093/jjfinec/nby023. http://hdl.handle.net/2078.1/218031

173. Denuit, Michel. Investing in your own and peers’ risks: the simple analytics of P2P insurance. In: European Actuarial Journal, Vol. 10, no.2, p. 335-359 (2020). doi:10.1007/s13385-020-00238-x. http://hdl.handle.net/2078.1/238370

174. Njike Leunga, Charles Guy; Hainaut, Donatien. Interbank credit risk modelling with self-exciting jump processes. In: International Journal of Theoretical and Applied Finance, Vol. 23, no.6, p. 2050039 (2020). doi:10.1142/s0219024920500399. http://hdl.handle.net/2078.1/238375

175. Molenberghs, Geert; Buyse, Marc; Abrams, Steven; Hens, Niel; Beutels, Philippe; Faes, Christel; Verbeke, Geert; Van Damme, Pierre; Goossens, Herman; Neyens, Thomas; Herzog, Sereina; Theeten, Heidi; Pepermans, Koen; Abad, Ariel Alonso; Van Keilegom, Ingrid; Speybroeck, Niko; Legrand, Catherine; De Buyser, Stefanie; Hulstaert, Frank. Infectious diseases epidemiology, quantitative methodology, and clinical research in the midst of the COVID-19 pandemic: Perspective from a European country. In: Contemporary Clinical Trials, Vol. 99, p. 106189 (2020). doi:10.1016/j.cct.2020.106189. http://hdl.handle.net/2078.1/237498

176. Segers, Johan. One- versus multi-component regular variation and extremes of Markov trees. In: Advances in Applied Probability, Vol. 52, no.3, p. 855-878 (2020). doi:10.1017/apr.2020.22. http://hdl.handle.net/2078.1/238301

177. Pechon, Florian; Trufin, Julien; Denuit, Michel. Preliminary selection of risk factors in P&C ratemaking. In: Variance : advancing the science of risk, Vol. 13, no.1, p. 124-14 (2020). http://hdl.handle.net/2078.1/231272

178. De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid. Linear Censored Quantile Regression: A Novel Minimum‐Distance Approach. In: Scandinavian Journal of Statistics, Vol. 47, no. 4, p. 1275-1306 (2020). doi:10.1111/sjos.12475. http://hdl.handle.net/2078.1/230891

179. Hainaut, Donatien; Denuit, Michel. Wavelet-based feature extraction for mortality projection. In: ASTIN Bulletin, Vol. 50, no. 3, p. 675-707 (2020). doi:10.1017/asb.2020.18. http://hdl.handle.net/2078.1/230890

180. Beyene, Kassu Mehari; El Ghouch, Anouar. Smoothed time‐dependent receiver operating characteristic curve for right censored survival data. In: Statistics in Medicine, Vol. 39, no.24, p. 3373-3396 (2020). doi:10.1002/sim.8671. http://hdl.handle.net/2078.1/242815

181. Féraud, Baptiste; Martineau, Estelle; Leenders, Justine; Govaerts, Bernadette; de Tullio, Pascal; Giraudeau, Patrick. Combining rapid 2D NMR experiments with novel pre-processing workflows and MIC quality measures for metabolomics. In: Metabolomics, Vol. 16, no.4 (2020). doi:10.1007/s11306-020-01662-6. http://hdl.handle.net/2078.1/230906

182. Zeddouk, Fadoua; Devolder, Pierre. Mean reversion in stochastic mortality: why and how?. In: European Actuarial Journal, no. 2/2020 (2020). doi:10.1007/s13385-020-00237-y. http://hdl.handle.net/2078.1/235792

183. Simar, Léopold; Wilson, Paul. Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. In: Journal of Productivity Analysis, Vol. 53, p. 287–303 (2020). http://hdl.handle.net/2078.1/229044

184. Zeddouk, Fadoua; Devolder, Pierre. Longevity Modelling and Pricing under a Dependent Multi-Cohort Framework. In: Risks, Vol. 8, no. 4, p. 121 (2020). doi:10.3390/risks8040121. http://hdl.handle.net/2078.1/240677

185. Devolder, Pierre; Domínguez-Fabián, Inmaculada. Thinking in Vertical: A Practical Application of the Two-Stage Pension System in Spain. In: Sustainability, Vol. 12, no.23, p. 9928 (2020). doi:10.3390/su12239928. http://hdl.handle.net/2078.1/240682

186. Ngugnie Diffouo, Pauline; Devolder, Pierre. Longevity Risk Measurement of Life Annuity Products. In: Risks, Vol. 8, no. 1, p. 31 (2020). doi:10.3390/risks8010031. http://hdl.handle.net/2078.1/235790

187. Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin. Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008). In: Empirical Economics, Vol. 58, p. 379-392 (2020). doi:10.1007/s00181-019-01708-2. http://hdl.handle.net/2078.1/216348

188. Simar, Léopold; Zelenyuk, Valentin. Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores. In: European Journal of Operational Research, Vol. 284, no. 1 August 2020, p. 1002-1015 (2020). doi:10.1016/j.ejor.2020.01.036. http://hdl.handle.net/2078.1/229042

189. Florens, Jean-Pierre; Simar, Léopold; Van Keilegom, Ingrid. Estimation of the Boundary of a Variable observed with Symmetric Error. In: Journal of the American Statistical Association, Vol. 115, no. 529, p. 425-441 (2020). doi:10.1080/01621459.2018.1555093. http://hdl.handle.net/2078.1/214601

190. Denuit, Michel. Size-Biased Risk Measures of Compound Sums. In: North American Actuarial Journal, Vol. 24, no.4, p. 512-532 (2020). doi:10.1080/10920277.2019.1676787. http://hdl.handle.net/2078.1/239906

191. von Sachs, Rainer. Nonparametric Spectral Analysis of Multivariate Time Series. In: Annual Review of Statistics and Its Application, Vol. 7, no. 1, p. 361-386 (2020). doi:10.1146/annurev-statistics-031219-041138. http://hdl.handle.net/2078.1/224113

192. Cantagallo, Eva; De Backer, Mickaël; Kicinski, Michal; Ozenne, Brice; Collette, Laurence; Legrand, Catherine; Buyse, Marc; Péron, Julien. A new measure of treatment effect in clinical trials involving competing risks based on generalized pairwise comparisons. In: Biometrical Journal, Vol. 63, no. 2, p. 272-288 (2020). doi:10.1002/bimj.201900354. http://hdl.handle.net/2078.1/241426

193. Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; Hieber, Peter. VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD. In: ASTIN Bulletin, Vol. 50, no.3, p. 709-742 (2020). doi:10.1017/asb.2020.25. http://hdl.handle.net/2078.1/235797

194. Pircalabelu, Eugen; Claeskens, Gerda. Community-Based Group Graphical Lasso. In: Journal of Machine Learning Research, Vol. 21, no. 64, p. 1-32 (2020). (Accepté/Sous presse). http://hdl.handle.net/2078.1/228780

195. Denuit, Michel; Robert, Christian Y. Large-Loss Behavior of Conditional Mean Risk Sharing. In: ASTIN Bulletin, Vol. 50, no.3, p. 1093-1122 (2020). doi:10.1017/asb.2020.23. http://hdl.handle.net/2078.1/235799

196. Heuchenne, Cédric; De uña Alvarez, Jacobo; Laurent, Géraldine. Supplementary material for Estimation from cross-sectional data under a semiparametric truncation model. In: Biometrika, (2020). (Accepté/Sous presse). http://hdl.handle.net/2078.1/251414

197. Heuchenne, Cédric; De uña Alvarez, Jacobo; Laurent, Géraldine. Estimation from cross-sectional data under a semiparametric truncation model. In: Biometrika, Vol. 107, no.2, p. 449–465 (2020). doi:10.1093/biomet/asaa002. http://hdl.handle.net/2078.1/251403

198. Chown, Justin; Heuchenne, Cédric; Van Keilegom, Ingrid. The nonparametric location-scale mixture cure model. In: TEST, Vol. 29, p. 1008–1028 (2020). doi:10.1007/s11749-019-00698-8. http://hdl.handle.net/2078.1/251418

199. Devolder, Pierre. Propositions de réforme des retraites publiques en Belgique, Principes et instruments. In: Revue de l'OFCE : observations et diagnostics économiques, Vol. 170, p. 85-104 (2020). http://hdl.handle.net/2078.1/245436

200. Bocart, Fabian; Ghysels, Eric; Hafner, Christian. Monthly Art Market Returns. In: Journal of Risk and Financial Management, Vol. 13, no.5, p. 100 (2020). doi:10.3390/jrfm13050100. http://hdl.handle.net/2078.1/238816

201. Hafner, Christian; Linton, Oliver; Tang, Haihan. Estimation of a multiplicative correlation structure in the large dimensional case. In: Journal of Econometrics, Vol. 217, no.2, p. 431-470 (2020). doi:10.1016/j.jeconom.2019.12.012. http://hdl.handle.net/2078.1/238812

202. ‬Saghir, Aamir‭; Aslam, Muhammad‭; Faraz, Alireza‭; Ahmad, Liaquat‭; Heuchenne, Cédric. Monitoring process variation using modified EWMA. In: Quality and Reliability Engineering International, Vol. 36, no.1, p. 328-339 (2020). doi:10.1002/qre.2576. http://hdl.handle.net/2078.1/251455

203. Hafner, Christian. The Spread of the Covid-19 Pandemic in Time and Space. In: International Journal of Environmental Research and Public Health, Vol. 17, no.11, p. 3827 (2020). doi:10.3390/ijerph17113827. http://hdl.handle.net/2078.1/238815

204. Marion, Rebecca; Govaerts, Bernadette; von Sachs, Rainer. AdaCLV for Interpretable Variable Clustering and Dimensionality Reduction of Spectroscopic Data. In: Chemometrics and Intelligent Laboratory Systems, Vol. 206 (2020). doi:10.1016/j.chemolab.2020.104169. http://hdl.handle.net/2078.1/229602

205. Martin, Manon; Govaerts, Bernadette. LiMM‐PCA: Combining ASCA+ and linear mixed models to analyse high‐dimensional designed data. In: Journal of Chemometrics, Vol. 34, no.6 (2020). doi:10.1002/cem.3232. http://hdl.handle.net/2078.1/230905

206. Schokkaert, Erik; Devolder, Pierre; Hindriks, Jean; Vandenbroucke, Frank. Towards an equitable and sustainable points system. A proposal for pension reform in Belgium. In: Journal of Pension Economics and Finance, Vol. 19, no. 1, p. 49-79 (2020). doi:10.1017/s1474747218000112. http://hdl.handle.net/2078.1/200754

207. Najafi, Nadia; Veyckemans, Francis; Vanhonacker, Domien; Legrand, Catherine; Van de Velde, Anne; Vandenplas, Yvan; Poelaert, Jan. Incidence and risk factors for adverse events during monitored anaesthesia care for gastrointestinal endoscopy in children: A prospective observational study.. In: European journal of anaesthesiology, Vol. 36, no.6, p. 390-399 (2019). doi:10.1097/EJA.0000000000000995. http://hdl.handle.net/2078.1/219850

208. Denuit, Michel; Trufin, Julien. Des tables de mortalité, espérances de vie, durées de vie moyennes et probables et de leur bon usage dans l’évaluation des droits viagers. In: Revue du Notariat Belge, Vol. 3142, p. 574-608 (2019). http://hdl.handle.net/2078.1/219792

209. Racine, Jeffrey S.; Van Keilegom, Ingrid. A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test. In: Journal of Business & Economic Statistics, , p. 1-12 (2019). doi:10.1080/07350015.2019.1574227. http://hdl.handle.net/2078.1/219436

210. De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid. An Adapted Loss Function for Censored Quantile Regression. In: Journal of the American Statistical Association, Vol. 114, no. 527, p. 1126-1137 (2019). doi:10.1080/01621459.2018.1469996. http://hdl.handle.net/2078.1/219403

211. Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien. Concordance-based predictive measures in regression models for discrete responses. In: Scandinavian Actuarial Journal, Vol. 2019, no.10, p. 824-836 (2019). doi:10.1080/03461238.2019.1624274. http://hdl.handle.net/2078.1/222032

212. Mathieu, Sophie; von Sachs, Rainer; Ritter, Christian; Delouille, Véronique; Lefèvre, Laure. UNCERTAINTY QUANTIFICATION IN SUNSPOT COUNTS. In: The Astrophysical Journal, Vol. 886, no. 7, p. 14 pp (2019). doi:10.3847/1538-4357/ab4990. http://hdl.handle.net/2078.1/220927

213. Beyene, Kassu M.; El Ghouch, Anouar; Oulhaj, Abderrahim. On the validity of time‐dependent AUC estimation in the presence of cure fraction. In: Biometrical Journal, Vol. 61, no. 6, p. 1430-1447 (2019). doi:10.1002/bimj.201800376. http://hdl.handle.net/2078.1/219626

214. Portier, François; Segers, Johan. Monte Carlo integration with a growing number of control variates. In: Journal of Applied Probability, Vol. 56, no. 4, p. 1168-1186 (2019). doi:10.1017/jpr.2019.78. http://hdl.handle.net/2078.1/218811

215. Pircalabelu, Eugen; Gerda Claeskens. Zoom-in/out joint graphical lasso for different coarseness scales. In: Journal of the Royal Statistical Society. Series C, Applied statistics, Vol. 69, no. 1, p. 47–67 (2019). http://hdl.handle.net/2078.1/219725

216. Neumeyer, Natalie; Van Keilegom, Ingrid. Bootstrap of residual processes in regression: to smooth or not to smooth?. In: Biometrika, Vol. 106, no.2, p. 385-400 (2019). doi:10.1093/biomet/asz009. http://hdl.handle.net/2078.1/219402

217. Mammen, Enno; Van Keilegom, Ingrid; Yu, Kyusang. Expansion for moments of regression quantiles with applications to nonparametric testing. In: Bernoulli, Vol. 25, no.2, p. 793-827 (2019). doi:10.3150/17-bej986. http://hdl.handle.net/2078.1/219400

218. Hainaut, Donatien; Deelstra, Griselda. A Self-Exciting Switching Jump Diffusion: properties, calibration and hitting time.. In: Quantitative Finance, Vol. 19, no. 3, p. 407-426 (2019). doi:10.1080/14697688.2018.1501511. http://hdl.handle.net/2078.1/201555

219. Denuit, Michel. Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. In: ASTIN Bulletin, Vol. 49, no.03, p. 591-617 (2019). doi:10.1017/asb.2019.24. http://hdl.handle.net/2078.1/219794

220. Colling, Benjamin; Van Keilegom, Ingrid. Estimation of fully nonparametric transformation models. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 25, no. 4B, p. 3762-3795 (2019). http://hdl.handle.net/2078.1/219441

221. Escobar-Bach, Mikael; Van Keilegom, Ingrid. Non-parametric cure rate estimation under insufficient follow-up by using extremes. In: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 81, no. 5, p. 861-880 (2019). doi:10.1111/rssb.12334. http://hdl.handle.net/2078.1/219454

222. Devolder, Pierre; Hindriks, Jean. Réforme des pensions, une urgence absolue. In: Pyramides : revue du Centre d'Etudes et de Recherches en Administration Publique, Vol. 31/32, p. 233-260 (2019). http://hdl.handle.net/2078.1/221567

223. Barbieri, Antoine; Legrand, Catherine. Joint longitudinal and time-to-event cure models for the assessment of being cured.. In: Statistical methods in medical research, Vol. 29, no. 4, p. 1256-1270 (2020). doi:10.1177/0962280219853599. http://hdl.handle.net/2078.1/219923

224. Vettori, Sabrina; Huser, Raphaël; Segers, Johan; Genton, Marc G. Bayesian model averaging over tree-based dependence structures for multivariate extremes. In: Journal of Computational and Graphical Statistics, Vol. 29, no. 1, p. 174-190 (2020). doi:10.1080/10618600.2019.1647847. http://hdl.handle.net/2078.1/218809

225. Gao, Zhengyuan; Hafner, Christian. Looking Backward and Looking Forward. In: Econometrics, Vol. 7, no.2, p. article 27 (2019). doi:10.3390/econometrics7020027. http://hdl.handle.net/2078.1/218030

226. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach. In: STAtOR, Vol. 3, no.September, p. 18-22 (2019). http://hdl.handle.net/2078.1/223038

227. Devolder, Pierre. Une alternative à la pension à points : le compte individuel pension en euros. In: Regards économiques, Vol. 150, no. septembre, p. 1-10 (2019). http://hdl.handle.net/2078.1/235794

228. Simar, Léopold; W. Wilson, Paul. Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices. In: European Journal of Operational Research, Vol. 277, no.2, p. 756-769 (2019). doi:10.1016/j.ejor.2019.02.040. http://hdl.handle.net/2078.1/215489

229. Alonso-García, Jennifer; Devolder, Pierre. Continuous time model for notional defined contribution pension schemes: Liquidity and solvency. In: Insurance: Mathematics and Economics, Vol. 88, p. 57-76 (2019). doi:10.1016/j.insmatheco.2019.06.001. http://hdl.handle.net/2078.1/216684

230. Zeddouk, Fadoua; Devolder, Pierre. Pricing of Longevity Derivatives and Cost of Capital. In: Risks, Vol. 7(2), no. 41, p. 1-29 (2019). doi:10.3390/risks7020041. http://hdl.handle.net/2078.1/216695

231. Pechon, Florian; Denuit, Michel; Trufin, Julien. Multivariate modelling of multiple guarantees in motor insurance of a household. In: European Actuarial Journal, Vol. 9, p. 575-602 (2019). doi:10.1007/s13385-019-00201-5. http://hdl.handle.net/2078.1/216579

232. Nguyen, Huu Du; Tran, Kim Phuc; Heuchenne, Cédric. Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts. In: Quality and Reliability Engineering International, Vol. 35, p. 439-460 (2019). doi:10.1002/qre.2412. http://hdl.handle.net/2078.1/207880

233. Bertrand, Aurélie; Van Keilegom, Ingrid; Legrand, Catherine. Flexible parametric approach to classical measurement error variance estimation without auxiliary data : Classical Measurement Error Variance Estimation. In: Biometrics, Vol. 75, no. 1, p. 297-307 (2019). doi:10.1111/biom.12960. http://hdl.handle.net/2078.1/214798

234. Burny, Wivine; Marchant, Arnaud; Hervé, Caroline; Callegaro, Andrea; Caubet, Magalie; Fissette, Laurence; Gheyle, Lien; Legrand, Catherine; Ndour, Cheikh; Tavares Da Silva, Fernanda; van der Most, Robbert; Willems, Fabienne; Didierlaurent, Arnaud M.; Yarzabal, Juan. Inflammatory parameters associated with systemic reactogenicity following vaccination with adjuvanted hepatitis B vaccines in humans. In: Vaccine, Vol. 37, no.14, p. 2004-2015 (2019). doi:10.1016/j.vaccine.2019.02.015. http://hdl.handle.net/2078.1/214777

235. Callegaro, Andrea; Ndour, Cheikh; Aris, Emmanuel; Legrand, Catherine. A note on tests for relevant differences with extremely large sample sizes. In: Biometrical Journal, Vol. 61, no.1, p. 162-165 (2019). doi:10.1002/bimj.201800195. http://hdl.handle.net/2078.1/214790

236. Bădin, Luiza; Daraio, Cinzia; Simar, Léopold. A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. In: European Journal of Operational Research, Vol. 277, p. 784-797 (2019). doi:10.1016/j.ejor.2019.02.054. http://hdl.handle.net/2078.1/214611

237. Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien. A dynamic equivalence principle for systematic longevity risk management. In: Insurance: Mathematics and Economics, Vol. 86, p. 158-167 (2019). doi:10.1016/j.insmatheco.2019.02.004. http://hdl.handle.net/2078.1/214835

238. Bouezmarni, Taoufik; Camirand Lemyre, Félix; El Ghouch, Anouar. Estimation of a bivariate conditional copula when a variable is subject to random right censoring. In: Electronic Journal of Statistics, Vol. 13, no.2, p. 5044-5087 (2019). doi:10.1214/19-ejs1645. http://hdl.handle.net/2078.1/224329

239. Hainaut, Donatien. A self-organizing predictive map for non-life insurance. In: European Actuarial Journal, Vol. 9, p. 173-207 (2019). http://hdl.handle.net/2078.1/207819

240. Amico, Maïlis; Van Keilegom, Ingrid; Legrand, Catherine. The Single-Index/Cox Mixture Cure Model. In: Biometrics, Vol. 75, p. 452-462 (2019). doi:10.1111/biom.12999. http://hdl.handle.net/2078.1/214788

241. Nicolaie, Mioara Alina; Taylor, Jeremy M. G.; Legrand, Catherine. Vertical modeling: analysis of competing risks data with a cure fraction. In: Lifetime Data Analysis, Vol. 25, no.1, p. 1-25 (2019). doi:10.1007/s10985-018-9417-8. http://hdl.handle.net/2078.1/214787

242. Devolder, Pierre; de Valeriola, Sébastien. Between DB and DC: optimal hybrid PAYG pension schemes. In: European Actuarial Journal, Vol. 2, p. 463-482 (2019). http://hdl.handle.net/2078.1/235789

243. Chen, Cathy Yi-Hsuan; Hafner, Christian. Sentiment-Induced Bubbles in the Cryptocurrency Market. In: Journal of Risk and Financial Management, Vol. 12, no. 2, p. 1-12 (2019). doi:10.3390/jrfm12020053. http://hdl.handle.net/2078.1/227966

244. Tran, Kim Phuc; Nguyen, Huu Du; Tran, Phuong Hanh; Heuchenne, Cédric. On the performance of CUSUM control charts for monitoring the coefficient of variation with measurement errors. In: International Journal of Advanced Manufacturing Technology, Vol. 104, p. 1903–1917 (2019). doi:10.1007/s00170-019-03987-6. http://hdl.handle.net/2078.1/251453

245. Denuit, Michel; Sznajder, Dominik; Trufin, Julien. Model selection based on Lorenz and concentration curves, Gini indices and convex order. In: Insurance: Mathematics and Economics, Vol. 89, p. 128-139 (2019). doi:10.1016/j.insmatheco.2019.09.001. http://hdl.handle.net/2078.1/220948

246. Hanbali, Hamza; Claassens, Hubert; Denuit, Michel; Dhaene, Jan; Trufin, Julien. Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system. In: Health Policy, Vol. 123, no.10, p. 970-975 (2019). doi:10.1016/j.healthpol.2019.07.005. http://hdl.handle.net/2078.1/220112

247. Denuit, Michel; Guillen, Montserrat; Trufin, Julien. Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. In: Annals of Actuarial Science, Vol. 13, no.2, p. 378-399 (2019). doi:10.1017/s1748499518000349. http://hdl.handle.net/2078.1/219795

248. Lambert, Anne-Sophie; Legrand, Catherine; Cès, Sophie; Van Durme, Thérèse; Macq, Jean. Evaluating case management as a complex intervention: Lessons for the future. In: PLoS One, Vol. 14, no.10, p. e0224286 (2019). doi:10.1371/journal.pone.0224286. http://hdl.handle.net/2078.1/241419

249. Feraud, Baptiste; Leenders, Justine; Martineau, Estelle; Giraudeau, Patrick; Govaerts, Bernadette; de Tullio, Pascal. Two data pre-processing workflows to facilitate the discovery of biomarkers by 2D NMR metabolomics. In: Metabolomics, Vol. 15, no. 63 (2019). doi:10.1007/s11306-019-1524-3. http://hdl.handle.net/2078.1/215784

250. Narasimhaiah, Deepti; Legrand, Catherine; Damotte, Diane; Remark, Romain; Munda, Marco; De Potter, Patrick; Coulie, Pierre G.; Vikkula, Miikka; Godfraind, Catherine. DNA alteration-based classification of uveal melanoma gives better prognostic stratification than immune infiltration, which has a neutral effect in high-risk group.. In: Cancer medicine, Vol. 8, no. 6, p. 3036-3046 (2019). doi:10.1002/cam4.2122. http://hdl.handle.net/2078.1/216871

251. Guisset, Séverine; Martin, Manon; Govaerts, Bernadette. Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs. In: Chemometrics and Intelligent Laboratory Systems, Vol. 184, p. 44-63 (2019). doi:10.1016/j.chemolab.2018.11.006. http://hdl.handle.net/2078.1/207565

252. Asmussen, Soren; Ivanovs, Jevgenijs; Segers, Johan. On the longest gap between power-rate arrivals. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 25, no. 1, p. 375-394 (2019). doi:10.3150/17-BEJ990. http://hdl.handle.net/2078.1/191354

253. Hainaut, Donatien; Moraux, Franck. A switching self-exciting jump diffusion process for stock prices. In: Annals of Finance, Vol. 15, no. 2, p. 267-306 (2019). doi:10.1007/s10436-018-0340-5. http://hdl.handle.net/2078.1/204024

254. Hainaut, Donatien. Hedging of crop harvest with derivatives on temperature. In: Insurance: Mathematics and Economics, Vol. 84, p. 98-114 (2019). doi:10.1016/j.insmatheco.2018.09.011. http://hdl.handle.net/2078.1/203984

255. Gorrostieta, Cristina; Ombao, Hernando; von Sachs, Rainer. Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series. In: Journal of Time Series Analysis, Vol. 40, p. 3-22 (2019). doi:10.1111/jtsa.12408. http://hdl.handle.net/2078.1/203145

256. Kiriliouk, Anna; Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. Peaks over thresholds modelling with multivariate generalized Pareto distributions. In: Technometrics, Vol. 61, no. 1, p. 123-135 (2019). doi:10.1080/00401706.2018.1462738. http://hdl.handle.net/2078.1/197273

257. Chiapino, Maël; Sabourin, Anne; Segers, Johan. Identifying groups of variables with the potential of being large simultaneously. In: Extremes, Vol. 22, no. 2, p. 193-222 (2019). doi:10.1007/s10687-018-0339-3. http://hdl.handle.net/2078.1/211880

258. Hainaut, Donatien; Goutte, Stéphane. A switching microstructure model for stock prices. In: Mathematics and Financial Economics, Vol. 13, no. 3, p. 459-490 (2019). doi:10.1007/s11579-018-00234-6. http://hdl.handle.net/2078.1/208804

259. Tran, Kim Phuc; Heuchenne, Cédric; Balakrishnan, Narayanaswamy. On the performance of coefficient of variation charts in the presence of measurement errors. In: Quality and Reliability Engineering International, Vol. 35, p. 329-350 (2019). doi:10.1002/qre.2402; 10.1002/qre.2402. http://hdl.handle.net/2078.1/207878

260. Lambert, Philippe; Bremhorst, Vincent. Estimation and identification issues in the promotion time cure model when the same covariates influence long- and short-term survival. In: Biometrical Journal, Vol. 61, no. 2, p. 275-289 (2019). doi:10.1002/bimj.201700250. http://hdl.handle.net/2078.1/209408

261. Daniel, Betty; Hafner, Christian; Manner, Hans; Simar, Léopold. Asymmetries in Business Cycles and the Role of Oil Prices. In: Macroeconomic Dynamics, Vol. 23, p. 1622-1648 (2019). doi:10.1017/S1365100517000360. http://hdl.handle.net/2078.1/187200

262. Bremhorst, Vincent; Kreyenfeld, Michaela; Lambert, Philippe. Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility. In: Statistical Modelling : an international journal, Vol. 19, no. 3, p. 248-275 (2019). doi:10.1177/1471082X18784685. http://hdl.handle.net/2078.1/189284

263. Daraio, Cinzia; Simar, Léopold; Wilson, Paul W. Fast and efficient computation of directional distance estimators. In: Annals of Operations Research, Vol. https://doi.org/10.1007/s10479-019-03163-9 (2019). doi:10.1007/s10479-019-03163-9. http://hdl.handle.net/2078.1/214604 ; http://hdl.handle.net/2078.1/200676

264. Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. An exact method for designing Shewhart and S2 control charts to guarantee in-control performance. In: International Journal of Production Research, Vol. 56, no.7, p. 2570-2584 (2018). doi:10.1080/00207543.2017.1384580. http://hdl.handle.net/2078.1/207879

265. Denuit, Michel; Vernic, Raluca. Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits. In: Methodology and Computing in Applied Probability, Vol. 20, no.4, p. 1403-1416 (2018). doi:10.1007/s11009-018-9625-4. http://hdl.handle.net/2078.1/207299

266. Davis, Richard A.; Drees, Holger; Segers, Johan; Warchoł, Michał. Inference on the tail process with application to financial time series modelling. In: Journal of Econometrics, Vol. 205, no. 2, p. 508-525 (2018). doi:10.1016/j.jeconom.2018.01.009. http://hdl.handle.net/2078.1/198233

267. Uyttendaele, Nathan. On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison. In: Computational Statistics, Vol. 33, no. 2, p. 1047-1070 (2018). doi:10.1007/s00180-017-0743-1. http://hdl.handle.net/2078.1/191640

268. de Valk, Cees Fouad; Cai, Juan-Juan. A high quantile estimator based on the log-generalized Weibull tail limit. In: Econometrics and Statistics, Vol. 6, p. 107-128 (2018). doi:10.1016/j.ecosta.2017.03.001. http://hdl.handle.net/2078.1/185518

269. Hainaut, Donatien; Moraux, Franck. Hedging of options in presence of jump clustering. In: The Journal of Computational Finance, Vol. 22, no. 3, p. 1-35 (2018). ISBA Discussion Paper 2017/12. http://hdl.handle.net/2078.1/185480

270. Steland, Ansgar; von Sachs, Rainer. Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage. In: Stochastic Processes and their Applications, Vol. 128, no. 8, p. 2816-2855 (2018). doi:10.1016/j.spa.2017.10.007. http://hdl.handle.net/2078.1/191604

271. Segers, Johan. Comments on “Human life is unlimited – but short” by H. Rootzén and D. Zholud. In: Extremes, Vol. 21, no. 3, p. 387–390 (2018). doi:10.1007/s10687-018-0317-9. http://hdl.handle.net/2078.1/197272

272. Hainaut, Donatien. A Neural-Network Analyzer for Mortality Forecast. In: ASTIN Bulletin, Vol. 48, no. 2, p. 481-508 (2018). doi:10.1017/asb.2017.45. http://hdl.handle.net/2078.1/196618

273. Berghaus, Betina; Segers, Johan. Weak convergence of the weighted empirical beta copula process. In: Journal of Multivariate Analysis, Vol. 166, no. July 2018, p. 266-281 (2018). doi:10.1016/j.jmva.2018.03.009. http://hdl.handle.net/2078.1/196606

274. Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh. An estimator of the stable tail dependence function based on the empirical beta copula. In: Extremes, Vol. 21, no. 4, p. 581-600 (2018). doi:10.1007/s10687-018-0315-y. http://hdl.handle.net/2078.1/196605

275. Christiansen, Marcus; Denuit, Michel; Lucas, Nathalie; Schmidt, Jan-Philipp. Projection models for health expenses. In: Annals of Actuarial Science, Vol. 12, no.1, p. 185-203 (2018). doi:10.1017/s1748499517000240. http://hdl.handle.net/2078.1/203967

276. Bücher, Axel; Segers, Johan. Inference for heavy tailed stationary time series based on sliding blocks. In: Electronic Journal of Statistics, Vol. 12, no.1, p. 1098-1125 (2018). doi:10.1214/18-ejs1415. http://hdl.handle.net/2078.1/196603

277. Gressani, Oswaldo; Lambert, Philippe. Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines. In: Computational Statistics & Data Analysis, Vol. 124, no.August 2018, p. 151-167 (2018). doi:10.1016/j.csda.2018.02.007. http://hdl.handle.net/2078.1/196583

278. Hainaut, Donatien; Deelstra, Griselda. A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices. In: Methodology and Computing in Applied Probability, Vol. 21, no. 4, p. 1337-1375 (2019). doi:10.1007/s11009-018-9678-4. http://hdl.handle.net/2078.1/203985

279. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Causal attribution in block-recursive social systems: A structural modeling perspective. In: Methodological Innovations, Vol. 11, no. 1, p. 1-11 (2018). doi:10.1177/2059799118768415. http://hdl.handle.net/2078.1/197189

280. Hainaut, Donatien; Devolder, Pierre; Pelsser, Antoon. Robust evaluation of SCR for participating life insurances under Solvency II. In: Insurance: Mathematics and Economics, Vol. 79, p. 107-123 (2018). doi:10.1016/j.insmatheco.2017.11.009. http://hdl.handle.net/2078.1/196615

281. Martin, Manon; Legat, Benoît; Leenders, Justine; Vanwinsberghe, Julien; Rousseau, Réjane; Boulanger, Bruno; Eilers, Paul H.C.; De Tullio, Pascal; Govaerts, Bernadette. PepsNMR for 1 H NMR metabolomic data pre-processing. In: Analytica Chimica Acta, Vol. 1019, p. 1-13 (2018). doi:10.1016/j.aca.2018.02.067. http://hdl.handle.net/2078.1/196600

282. Barbieri, Antoine; Tami, Myriam; Bry, Xavier; Azria, David; Gourgou, Sophie; Bascoul-Mollevi, Caroline; Lavergne, Christian. EM algorithm estimation of a structural equation model for the longitudinal study of the quality of life. In: Statistics in Medicine, Vol. 37, no. 6, p. 1031-1046 (2018). doi:10.1002/sim.7557 (Accepté/Sous presse). http://hdl.handle.net/2078.1/196023

283. Roueff, François; von Sachs, Rainer. Time-frequency analysis of locally stationary Hawkes processes. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 25, no. 2, p. 1355-1385 (2019). http://hdl.handle.net/2078.1/203144

284. Wang, Cindy Shin-Huei; Hafner, Christian. A simple solution of the spurious regression problem. In: Studies in Nonlinear Dynamics & Econometrics, Vol. 22, no. 3, p. 1-14 (2018). doi:10.1515/snde-2015-0040. http://hdl.handle.net/2078.1/196676

285. Portier, François; Segers, Johan. On the weak convergence of the empirical conditional copula under a simplifying assumption. In: Journal of Multivariate Analysis, Vol. 166, p. 160 - 181 (2018). doi:10.1016/j.jmva.2018.03.002. http://hdl.handle.net/2078.1/196436

286. Dominguez Fabian, Immaculada; Devolder, Pierre; del Olmo García, Fransisco; Herce, José A. A Two-Step Mixed Pension System or How to Reinvent Social Security with the Help of Notional Accounts and Term Annuities. In: Retirement Management Journal, Vol. 7, no.1, p. 42-51 (2018). http://hdl.handle.net/2078.1/203971

287. Pechon, Florian; Trufin, Julien; Denuit, Michel. Multivariate modelling of household claim frequencies in motor third-party liability insurance. In: ASTIN Bulletin, Vol. 48, no.3, p. 969-993 (2018). doi:10.1017/asb.2018.21. http://hdl.handle.net/2078.1/208980

288. Chau, Van Vinh; Ombao, Hernando; von Sachs, Rainer. Intrinsic data depth for Hermitian positive definite matrices. In: Journal of Computational and Graphical Statistics, Vol. 28, no. 2, p. 427-439 (2019). doi:10.1080/10618600.2018.1537926. http://hdl.handle.net/2078.1/208820

289. Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer L. Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. In: Journal of Multivariate Analysis, Vol. 165, p. 117-131 (2018). doi:10.1016/j.jmva.2017.12.003. http://hdl.handle.net/2078.1/195214

290. Beretta, Alessandro; Heuchenne, Cédric. Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures. In: Journal of Applied Statistics, Vol. 46, no. 9, p. 1529-1549 (2019). doi:10.1080/02664763.2018.1554627 (Accepté/Sous presse). http://hdl.handle.net/2078.1/208979

291. Daraio, Cinzia; Simar, Léopold; Wilson, Paul. Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production. In: The Econometrics Journal, Vol. 21, no.2, p. 170-191 (2018). doi:10.1111/ectj.12103. http://hdl.handle.net/2078.1/200723

292. Bernard, Carole; Denuit, Michel; Vanduffel, Steven. Measuring Portfolio Risk Under Partial Dependence Information. In: Journal of Risk and Insurance, Vol. 85, no. 3, p. 843-863 (2018). doi:10.1111/jori.12165. http://hdl.handle.net/2078.1/201791

293. Hainaut, Donatien. Calendar spread exchange options pricing with Gaussian random fields. In: Risks, Vol. 6, no. 3, p. 77 (2018). doi:10.3390/risks6030077. http://hdl.handle.net/2078.1/201554

294. Denuit, Michel; Trufin, Julien. Collective loss reserving with two types of claims in motor third party liability insurance. In: Journal of Computational and Applied Mathematics, Vol. 335, p. 168-184 (2018). doi:10.1016/j.cam.2017.11.044. http://hdl.handle.net/2078.1/195213

295. Denuit, Michel. Risk apportionment and multiply monotone targets. In: Mathematical Social Sciences, Vol. 92, p. 74-77 (2018). doi:10.1016/j.mathsocsci.2017.09.008. http://hdl.handle.net/2078.1/195216

296. Denuit, Michel; Legrand, Catherine. Risk classification in life and health insurance: extension to continuous covariates. In: European Actuarial Journal, Vol. 8, no.1, p. 245-255 (2018). doi:10.1007/s13385-018-0171-9. http://hdl.handle.net/2078.1/199778

297. Devolder, Pierre; Hindriks, Jean. La pension à points : 5 principes pour plus d'équité dans les régimes de pension en Belgique. In: Regards Economiques, Vol. 139, p. 1-7 (2018). http://hdl.handle.net/2078.1/199436

298. van Loenhout, Joris; Delbiso,Tefera; Kiriliouk, Anna; Rodriguez-Llanes, Jose Manuel; Segers, Johan; Guha-Sapir, Debarati. Heat and emergency room admissions in the Netherlands. In: BMC Public Health, Vol. 18, p. 9 (2018). doi:10.1186/s12889-017-5021-1. http://hdl.handle.net/2078.1/193574

299. Simar, Léopold; Zelenyuk, Valentin. Central Limit Theorems for Aggregate Efficiency. In: Operations Research, Vol. 66, no. 1, p. 137-149 (2018). doi:10.1287/opre.2017.1655. http://hdl.handle.net/2078.1/187202

300. Haedo, Christian; Mouchart, Michel. A stochastic independence approach for measuring regional specialization and concentration. In: Papers in Regional Science, Vol. 97, no. 4, p. 1151-1168 (2018). doi:10.1111/pirs.12294. http://hdl.handle.net/2078.1/187203

301. Mastromarco, Camilla; Simar, Léopold. Globalization and productivity: A robust nonparametric world frontier analysis. In: Economic Modelling, Vol. 69, p. 134–149 (2018). doi:10.1016/j.econmod.2017.09.015. http://hdl.handle.net/2078.1/189242

302. Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer. Multivariate peaks over thresholds models. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 21, no. 1, p. 115-145 (2018). doi:10.1007/s10687-017-0294-4. http://hdl.handle.net/2078.1/187125

303. Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan. A continuous updating weighted least squares estimator of tail dependence in high dimensions. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 21, no. 2, p. 205-233 (2018). doi:10.1007/s10687-017-0303-7. http://hdl.handle.net/2078.1/189240

304. Fève, Frédérique; Florens, Jean-Pierre; Van Keilegom, Ingrid. Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models. In: Journal of Business and Economic Statistics, Vol. 36, no. 2, p. 334-345 (2018). doi:10.1080/07350015.2016.1166120. http://hdl.handle.net/2078.1/185668

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312. Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, Michel; Hanbali, Hamza. Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation. In: ASTIN Bulletin, Vol. 47, p. 803-836 (2017). doi:10.1017/asb.2017.13. http://hdl.handle.net/2078.1/191360

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318. Hafner, Christian; Preminger, Arie. On Asymptotic Theory for ARCH (∞) Models. In: Journal of Time Series Analysis, Vol. 38, p. 865-879 (2017). doi:10.1111/jtsa.12239. http://hdl.handle.net/2078.1/190444

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322. Gbari, Kock Yed Ake Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel. Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death. In: North American Actuarial Journal, Vol. 21, no. 3, p. 397-416 (2017). doi:10.1080/10920277.2017.1301260. http://hdl.handle.net/2078.1/187127

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324. Henderson, Daniel; Simar, Léopold; Wang, Le. The Three Is of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency. In: Applied Economics, Vol. 49, no. 12, p. 1164-1184 (2017). doi:10.1080/00036846.2016.1213363. http://hdl.handle.net/2078.1/175711

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329. Steland, Ansgar; von Sachs, Rainer. Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 23, no. 4A, p. 2299-2329 (2017). doi:10.3150/16-BEJ811. http://hdl.handle.net/2078.1/170149

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359. Mouchart, Michel; Orsi, Renzo. Building a Structural Model: Parameterization and Structurality. In: Econometrics, Vol. 4, no.2, p. 23 (2016). doi:10.3390/econometrics4020023. http://hdl.handle.net/2078.1/173684

360. Bremhorst, Vincent; Kreyenfeld, Michaela; Lambert, Philippe. Fertility progression in Germany: An analysis using flexible nonparametric cure survival models. In: Demographic Research, Vol. 35, p. 505-534 (2016). doi:10.4054/DemRes.2016.35.18. http://hdl.handle.net/2078.1/175674

361. Tromme, Isabelle; Legrand, Catherine; Devleesschauwer, Brecht; Leiter, Ulrike; Suciu, Stefan; Eggermont, Alexander; Francart, Julie; Calay, Frederic; Haagsma, Juanita A.; Baurain, Jean-François; Thomas, Luc; Beutels, Philippe; Speybroeck, Niko. Melanoma burden by melanoma stage: Assessment through a disease transition model. In: European Journal of Cancer, Vol. 53, p. 33-41 (2016). doi:10.1016/j.ejca.2015.09.016. http://hdl.handle.net/2078.1/170160

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364. Hambuckers, J.; Heuchenne, Cédric. Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach. In: Journal of Forecasting, Vol. 35, no. 4, p. 347-372 (2016). doi:10.1002/for.2380. http://hdl.handle.net/2078.1/171439

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375. Gbari, Kock Yed Ake Samuel; Denuit, Michel. Stochastic approximations in CBD mortality projection models. In: Journal of Computational and Applied Mathematics, Vol. 296, p. 102-115 (2016). doi:10.1016/j.cam.2015.09.020. http://hdl.handle.net/2078.1/168080

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381. Timmermans, Catherine; Doffagne, Erik; Venet, David; Desmet, Lieven; Legrand, Catherine; Burzykowski, Tomasz; Buyse, Marc. Statistical monitoring of data quality and consistency in the Stomach Cancer Adjuvant Multi-institutional Trial Group Trial. In: Gastric Cancer, Vol. 19, no. 1, p. 24-30 (2016). doi:10.1007/s10120-015-0533-9. http://hdl.handle.net/2078.1/170300

382. Cadena, Meitner; Denuit, Michel. Semi-parametric accelerated hazard relational models with applications to mortality projections. In: Insurance: Mathematics and Economics, Vol. 68, no. May 2016, p. 1-16 (2016). doi:10.1016/j.insmatheco.2016.02.003. http://hdl.handle.net/2078.1/172814

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385. Breitung, Jörg; Hafner, Christian. A simple model for now-casting volatility series. In: International Journal of Forecasting, Vol. 32, no.4, p. 1247-1255 (2016). doi:10.1016/j.ijforecast.2016.04.007. http://hdl.handle.net/2078.1/180491

386. Jaspers, Stijn; Lambert, Philippe; Aerts, Marc. A Bayesian approach to the semiparametric estimation of a minimum inhibitory concentration distribution. In: Annals of Applied Statistics, Vol. 10, no.2, p. 906-924 (2016). doi:10.1214/16-AOAS918. http://hdl.handle.net/2078.1/177217

387. Frasso, Gianluca; Lambert, Philippe. Bayesian inference in an extended SEIR model with nonparametric disease transmission rate: an application to the Ebola epidemic in Sierra Leone. In: Biostatistics, Vol. 17, no.4, p. 779-792 (2016). doi:10.1093/biostatistics/kxw027. http://hdl.handle.net/2078.1/177211

388. Chau, Van Vinh; von Sachs, Rainer. Functional mixed effects wavelet estimation for spectra of replicated time series. In: Electronic Journal of Statistics, Vol. 10, no.2, p. 2461-2510 (2016). doi:10.1214/16-EJS1181. http://hdl.handle.net/2078.1/176976

389. Cetinyürek, Aysun; Lambert, Philippe. Semi-parametric frailty model for clustered interval-censored data. In: Statistical Modelling : an international journal, Vol. 16, no.5, p. 360-391 (2016). doi:10.1177/1471082X16655631. http://hdl.handle.net/2078.1/177215

390. Schinzinger, Edo; Denuit, Michel; Christiansen, Marcus. A multivariate evolutionary credibility model for mortality improvement rates. In: Insurance: Mathematics and Economics, Vol. 69, p. 70-81 (2016). doi:10.1016/j.insmatheco.2016.04.004. http://hdl.handle.net/2078.1/174704

391. Mouchart, Michel; Wunsch, Guillaume; Russo, Federica. Controlling Variables in Social Systems - A Structural Modelling Approach. In: Bulletin de méthodologie sociologique, Vol. 132, p. 5-25 (2016). doi:10.1177/0759106316662811. http://hdl.handle.net/2078.1/177533

392. Faraz, Alireza; Chalaki, Kamyar; Saniga, Erwin; Heuchenne, Cédric. The Robust Economic Statistical Design of the Hotelling’s T^2 Chart. In: Communications in Statistics: Theory and Methods, Vol. 45, no. 23, p. 6989-7001 (2016). doi:10.1080/03610926.2014.972574 (Accepté/Sous presse). http://hdl.handle.net/2078.1/155354

393. Talamakrouni, Majda; Van Keilegom, Ingrid; El Ghouch, Anouar. Parametrically guided nonparametric density and hazard estimation with censored data. In: Computational Statistics & Data Analysis, Vol. 93, p. 308-323 (2016). doi:10.1016/j.csda.2015.01.009. http://hdl.handle.net/2078.1/162367

394. Colling, Benjamin; Van Keilegom, Ingrid. Goodness-of-fit tests in semiparametric transformation models. In: Test, Vol. 25, p. 297-308 (2016). doi:10.1007/s11749-015-0448-0. http://hdl.handle.net/2078.1/162364

395. Cazals, Catherine; Fève, Frédérique; Florens, Jean-Pierre; Simar, Léopold. Non Parametric Instrumental Variables Estimation for Efficiency Frontier. In: Journal of Econometrics, Vol. 190, p. 349-359 (2016). doi:10.1016/j.jeconom.2015.06.010. http://hdl.handle.net/2078.1/158979

396. Einmahl, John; Kiriliouk, Anna; Krajina, Andrea; Segers, Johan. An M-estimator of spatial tail dependence. In: Journal of the Royal Statistical Society. Series B, Statistical methodology, Vol. 78, no. 1, p. 275-298 (2016). http://hdl.handle.net/2078.1/159064

397. Bremhorst, Vincent; Lambert, Philippe. Flexible estimation in cure survival models using Bayesian P-splines. In: Computational Statistics & Data Analysis, Vol. 93, p. 270-284 (2016). doi:10.1016/j.csda.2014.05.009. http://hdl.handle.net/2078.1/144647

398. Kneip, Alois; Simar, Léopold; Wilson, Paul. Testing Hypotheses in Nonparametric Models of Production. In: Journal of Business and Economic Statistics, Vol. 34, no. 3, p. 435-456 (2016). doi:10.1080/07350015.2015.1049747. http://hdl.handle.net/2078.1/162909

399. Breunig, Christoph; Johannes, Jan. Adaptive estimation of functionals in nonparametric instrumental regression. In: Econometric Theory, Vol. 32, no. 3, p. 612-654 (2016). doi:10.1017/S0266466614000966. http://hdl.handle.net/2078.1/158983

400. Simar, Léopold; Vanhems, Anne; Van Keilegom, Ingrid. Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. In: Journal of Econometrics, Vol. 190, p. 360-373 (2016). doi:10.1016/j.jeconom.2015.06.015. http://hdl.handle.net/2078.1/158980

401. Li, Degui; Simar, Léopold; Zelenyuk, Valentin. Generalized nonparametric smoothing with mixed discrete and continuous data. In: Computational Statistics & Data Analysis, Vol. 100, p. 422-444 (2016). doi:10.1016/j.csda.2014.06.003. http://hdl.handle.net/2078.1/144762

402. 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). doi:10.1214/15-aoas882. http://hdl.handle.net/2078/219720

403. 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). doi:10.1007/s11222-014-9504-y. http://hdl.handle.net/2078/219724

404. Gillet, Philippe; Rapaille, A.; Benoît, Anne; Ceinos, Manon; Bertrand, O.; de Bouyalsky, I.; Govaerts, Bernadette; Lambermont, M. First-time whole blood donation: A critical step for donor safety and retention on first three donations. In: Transfusion Clinique et Biologique, Vol. 22, no.5-6, p. 312-317 (2015). doi:10.1016/j.tracli.2015.09.002. http://hdl.handle.net/2078.1/171388

405. Pardo-Fernández, Juan Carlos; Jiménez-Gamero, María Dolores; El Ghouch, Anouar. Tests for the equality of conditional variance functions in nonparametric regression. In: Electronic Journal of Statistics, Vol. 9, no.2, p. 1826-1851 (2015). doi:10.1214/15-EJS1058. http://hdl.handle.net/2078.1/180239

406. Dhaene, Jan; Stassen, Ben; Devolder, Pierre; Vellekoop, Michel. The minimal entropy martingale measure in a market of traded financial and actuarial risks. In: Journal of Computational and Applied Mathematics, Vol. 282, p. 111-133 (2015). doi:10.1016/j.cam.2014.12.004. http://hdl.handle.net/2078.1/162052

407. Feraud, Baptiste; Govaerts, Bernadette; Verleysen, Michel; de Tullio, Pascal. Statistical treatment of 2D NMR COSY spectra in metabolomics: data preparation, clustering-based evaluation of the Metabolomic Informative Content and comparison with 1H-NMR. In: Metabolomics, Vol. 11, no. 6, p. 1756-1768 (2015). doi:10.1007/s11306-015-0830-7. http://hdl.handle.net/2078.1/165850

408. Charpentier, Arthur; Denuit, Michel; Elie, Romuald. Segmentation et mutualisation, les deux faces d'une même pièce?. In: Risques, Vol. 103, p. 57-61 (2015). http://hdl.handle.net/2078.1/168079

409. Denuit, Michel; Haberman, Steven; Renshaw, Arthur E. Longevity-contingent deferred life annuities. In: Journal of Pension Economics and Finance, Vol. 14, no.03, p. 315-327 (2015). doi:10.1017/S147474721400050X. http://hdl.handle.net/2078.1/165136

410. Denuit, Michel; Huang, Rachel; Tzeng, Larry. Almost expectation and excess dependence notions. In: Theory and Decision : an international journal for multidisciplinary advances in decision sciences, Vol. 79, no. 3, p. 375-401 (2015). doi:10.1007/s11238-014-9476-6. http://hdl.handle.net/2078.1/168077

411. Denuit, Michel; Trufin, Julien. Model points and Tail-VaR in life insurance. In: Insurance: Mathematics and Economics, Vol. 64, p. 268-272 (2015). doi:10.1016/j.insmatheco.2015.06.002. http://hdl.handle.net/2078.1/165134

412. Faraz, Alireza; Woodall, William H.; Heuchenne, Cédric. Guaranteed conditional performance of the S^2 control chart with estimated parameters. In: International Journal of Production Research, Vol. 53, no.14, p. 4405-4413 (2015). doi:10.1080/00207543.2015.1008112. http://hdl.handle.net/2078.1/171427

413. Denuit, Michel; Trufin, Julien. Des cadences collectives de règlement au provisionnement individuel. In: L'Actuariel, Vol. 18, p. 42-44 (2015). http://hdl.handle.net/2078.1/170294

414. Colling, Benjamin; Heuchenne, Cédric; Samb, Rawane; Van Keilegom, Ingrid. Estimation of the Error Density in a Semiparametric Transformation Model. In: Annals of the Institute of Statistical Mathematics, Vol. 67, p. 1-18 (2015). doi:10.1007/s10463-013-0441-x. http://hdl.handle.net/2078.1/142815

415. Talamakrouni, Majda; El Ghouch, Anouar; Van Keilegom, Ingrid. Guided Censored Regression. In: Scandinavian Journal of Statistics : theory and applications, Vol. 42, p. 214-233 (2015). doi:10.1111/sjos.12103. http://hdl.handle.net/2078.1/154927

416. Pardo-Fernández, Juan Carlos; Jiménez-Gamero, María Dolores; El Ghouch, Anouar. A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions. In: Scandinavian Journal of Statistics : theory and applications, Vol. 42, no. 1, p. 197-213 (2015). doi:10.1111/sjos.12102. http://hdl.handle.net/2078.1/154923

417. Heuchenne, Cédric; Samb, Rawane; Van Keilegom, Ingrid. Estimating the error distribution in semiparametric transformation models. In: Electronic Journal of Statistics, Vol. 9, no.2, p. 2391-2419 (2015). doi:10.1214/15-EJS1057. http://hdl.handle.net/2078.1/168074

418. Faraz, Alireza; Saniga, Erwin; Heuchenne, Cédric. Shewhart Control Charts for Monitoring Reliability with Weibull Lifetimes. In: Quality and Reliability Engineering International, Vol. 31, no. 8, p. 1565-1575 (2015). doi:10.1002/qre.1692. http://hdl.handle.net/2078.1/155337

419. Boscolo, Elisa; Limaye, Nisha; Huang, Lan; Kang, Kyu-Tae; Soblet, Julie; Uebelhoer, Mélanie; Mendola, Antonella; Natynki, Marjut; Seront, Emmanuel; Dupont, Sophie; Hammer, Jennifer; Legrand, Catherine; Brugnara, Carlo; Eklund, Lauri; Vikkula, Miikka; Bischoff, Joyce; Boon, Laurence M. Rapamycin improves TIE2-mutated venous malformation in murine model and human subjects. In: Journal of Clinical Investigation, Vol. 125, no. 9, p. 3491-3504 (2015). doi:10.1172/JCI76004. http://hdl.handle.net/2078.1/161590

420. Mesfioui, Mhamed; Denuit, Michel. Comonotonicity, orthant convex order and sums of random variables. In: Statistics & Probability Letters, Vol. 96, p. 356-364 (2015). doi:10.1016/j.spl.2014.10.004. http://hdl.handle.net/2078.1/154663

421. Devolder, Pierre; Melis, Roberta. Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 45, no.3, p. 551-575 (2015). doi:10.1017/asb.2015.14. http://hdl.handle.net/2078.1/168104

422. Denuit, Michel. Mécanisme de conversion de l'usufruit: le point de vue d'un actuaire. In: Revue du Notariat Belge, Vol. 3097, p. 368-374 (2015). http://hdl.handle.net/2078.1/165135

423. Drees, Holger; Segers, Johan; Warchol, Michal. Statistics for Tail Processes of Markov Chains. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 18, no. 3, p. 369-402 (2015). doi:10.1007/s10687-015-0217-1. http://hdl.handle.net/2078.1/159066

424. Noh, Hohsuk; El Ghouch, Anouar; Van Keilegom, Ingrid. Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models. In: Journal of Business and Economic Statistics, Vol. 33, no.2, p. 167-178 (2015). doi:10.1080/07350015.2014.926171. http://hdl.handle.net/2078.1/160896

425. Hobæk Haff, Ingrid; Segers, Johan. Nonparametric estimation of pair-copula constructions with the empirical pair-copula. In: Computational Statistics & Data Analysis, Vol. 84, p. 1-13 (2015). doi:10.1016/j.csda.2014.10.020. http://hdl.handle.net/2078.1/154439

426. Denuit, Michel; Kiriliouk, Anna; Segers, Johan. Max-factor individual risk models with application to credit portfolios. In: Insurance: Mathematics and Economics, Vol. 62, p. 162-172 (2015). doi:10.1016/j.insmatheco.2015.03.006. http://hdl.handle.net/2078.1/159060

427. Segers, Johan. Hybrid copula estimators. In: Journal of Statistical Planning and Inference, Vol. 160, p. 23-34 (2015). doi:10.1016/j.jspi.2014.11.006. http://hdl.handle.net/2078.1/154645

Conference Papers

1. Kaczynska, Sara; Marion, Rebecca; von Sachs, Rainer. Comparison of Cluster Validity Indices and Decision Rules for Different Degrees of Cluster Separation. Discussion Paper 2020/09. http://hdl.handle.net/2078.1/229102

2. Haine, Thomas; Segers, Johan; Flandre, Denis; Bol, David. Gradient Importance Sampling: an Efficient Statistical Extraction methodology of High-Sigma SRAM Dynamic Characteristics. In: 2018 Design, Automation Test in Europe Conference Exhibition (PROCEEDINGS), 2018, 195-200 xxx. doi:10.23919/DATE.2018.8342002. http://hdl.handle.net/2078.1/191730

Book Chapters

1. Simar, Léopold; Wilson, Paul W.. Inference in Dynamic, Nonparametric Models of Production for General Technologies. In: Advances in the Theory and Applications of Performance Measurement and Management (Lecture Notes in Operations Research; xxx), Springer, 2024, p. 9-20. 978-3-031-61596-2; 978-3-031-61599-3. xxx xxx. doi:10.1007/978-3-031-61597-9. http://hdl.handle.net/2078.1/292192

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. 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) , NeurIPS, 2023, p. 11842-11853. 9781713871088. xxx xxx. http://hdl.handle.net/2078.1/277052

4. 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

5. 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

6. 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

7. Mastromarco, Camilla; Simar, Léopold; Wilson, Paul. Nonparametric Statistical Analysis of Production. In: The Palgrave Handbook of Economic Performance Analysis , Springer International Publishing, 2020, p. 301-381. 978-3-030-23726-4. xxx xxx. doi:10.1007/978-3-030-23727-1. http://hdl.handle.net/2078.1/229045

8. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. La modélisation en sciences sociales : incertitudes et défis. In: Modèles : prévoir, comprendre, expliquer, interpréter, reproduire, trahir (Mémoires; xxx), Académie Royale de Belgique: Bruxelles, 2020, p. 165-183. 978-2-8031-0718-6. xxx xxx. http://hdl.handle.net/2078.1/238298

9. Govaerts, Bernadette; Francq, Bernard G.; Marion, Rebecca; Martin, Manon; Thiel, Michel. The Essentials on Linear Regression, ANOVA, General Linear and Linear Mixed Models for the Chemist. In: Comprehensive Chemometrics, Chemical and Biochemical Data Analysis , Elsevier, 2020, p. 431-463. 9780444641663. xxx xxx. doi:10.1016/b978-0-12-409547-2.14579-2. http://hdl.handle.net/2078.1/230895

10. Legrand, Catherine; Bertrand, Aurélie. Cure models in oncology clinical trials. In: Textbook of Clinical Trials in Oncology : A Statistical Perspective (1st Edition) , Chapman & Hall/CRC Press I Taylor & Francis Group, 2019, 465-492. 9781138083776. xxx xxx. http://hdl.handle.net/2078.1/220045

11. Denuit, Michel; Lucas, Nathalie; Pitacco, Ermanno. Pricing and Reserving in LTC Insurance. In: Actuarial Aspects of Long Term Care (Springer Actuarial book series (SPACT); xxx), Springer Nature Switzerland AG: (Switzerland) Basel, 2019, p. 129-158. 9783030056599. xxx xxx. doi:10.1007/978-3-030-05660-5_5. http://hdl.handle.net/2078.1/216511

12. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J.. Top-down joint graphical lasso. In: Proceedings of the 32nd International Workshop on Statistical Modelling , xxx, 2017, p. 47-50. xxx xxx. http://hdl.handle.net/2078/219739

13. Kiriliouk, Anna; Segers, Johan; Warchol, Michal. Nonparametric Estimation of Extremal Dependence. In: Extreme Value Modeling and Risk Analysis: Methods and Applications (CRC Press; xxx), Taylor & Francis Group, 2016, p. 353-369. 9781498701297. xxx xxx. http://hdl.handle.net/2078.1/180222

14. Claeskens, Gerda; Pircalabelu, Eugen; Waldorp, Lourens J.. Constructing Graphical Models via the Focused Information Criterion. In: Modeling and Stochastic Learning for Forecasting in High Dimensions (Lecture Notes in Statistics; xxx), Springer, 2015, p. 55-78. 978-3-319-18731-0. xxx xxx. doi:10.1007/978-3-319-18732-7. http://hdl.handle.net/2078/219728

15. Pircalabelu, Eugen; Claeskens, Gerda; Jahfari, Sara; Waldorp, Lourens J.. Nodewise graphical modeling using the Focused Information Criterion for ‘p larger than n’ settings. In: Proceedings of the 29th International Workshop on Statistical Modelling , xxx, 2014, p. 273-278. xxx xxx. http://hdl.handle.net/2078/219729

Working Papers

1. Leunga Njike, Charles Guy; Hainaut, Donatien. Affine Heston model style with self-exciting jumps and long memory. 2024. 33 p. LIDAM Discussion Paper ISBA 2024/01. http://hdl.handle.net/2078.1/283630

2. Simar, Léopold; Wilson, Paul. A Fast Method for Implementing Hypothesis Tests with Multiple Sample Splits in Nonparametric Models of Production. 2024. 78 p. LIDAM Discussion Paper ISBA 2024/12. http://hdl.handle.net/2078.1/286697

3. Motte, Edouard; Hainaut, Donatien. Efficient hedging of life insurance portfolio for loss-averse insurers. 2024. 35 p. LIDAM Discussion Paper ISBA 2024/13. http://hdl.handle.net/2078.1/286749

4. Morsomme, Hélène; Alonso-Garcia, Jennifer; Devolder, Pierre. Intergenerational risk sharing in pay-as-you-go pension schemes. 2024. 32 p. LIDAM Discussion Paper ISBA 2024/11. http://hdl.handle.net/2078.1/285930

5. Jamotton, Charlotte; Hainaut, Donatien. Latent Dirichlet Allocation for structured insurance data. 2024. 27 p. LIDAM Discussion Paper ISBA 2024/08. http://hdl.handle.net/2078.1/285770

6. Denuit, Michel; Ortega Jiménez, Patricia; Robert, Christian Y.. Conditional expectations given the sum of independent random variables with regularly varying densities. 2024. 42 p. LIDAM Discussion Paper ISBA 2024/06. http://hdl.handle.net/2078.1/285506

7. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Central Limit Theorems for Directional Distance Functions with and without Undesirable Outputs. 2024. 41 p. LIDAM Discussion Paper ISBA 2024/10. http://hdl.handle.net/2078.1/285841

8. Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. Conical FDH Estimators of Directional Distances and Luenberger Productivity Indices for General Technologies. 2024. 26 p. LIDAM Discussion Paper 2024/09. http://hdl.handle.net/2078.1/285809

9. Bailly, Gabriel; von Sachs, Rainer. Time-Varying Covariance Matrices Estimation by Nonlinear Wavelet Thresholding in a Log-Euclidean Riemannian Manifold. 2024. LIDAM Discussion Paper ISBA 2024/04. http://hdl.handle.net/2078.1/284862

10. Leluc, Rémi; Dieuleveut, Aymeric; Portier, François; Segers, Johan; Zhuman, Aigerim. Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates. 2024. 23 p. LIDAM Discussion Paper ISBA 2024/03. http://hdl.handle.net/2078.1/284675

11. Jacquemain, Alexandre; Heuchenne, Cédric; Pircalabelu, Eugen. A penalised bootstrap estimation procedure for the explained Gini coefficient. 2024. 54 p. LIDAM Discussion Paper ISBA 2024/05. http://hdl.handle.net/2078.1/284897

12. Hainaut, Donatien; Casas, Alex. Option pricing in the Heston model with Physics inspired neural networks. 2024. 18 p. LIDAM Discussion Paper ISBA 2024/02. http://hdl.handle.net/2078.1/284660

13. Hafner, Christian; Linton, Oliver; Wang, Linqi. The effect of stock splits on liquidity in a dynamic model. 2024. 50 p. LIDAM Discussion Paper ISBA 2024/07. http://hdl.handle.net/2078.1/285652

14. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Health indices for disease incidence risk and duration in the Semi-Markov setting. 2024. 26 p. LIDAM Discussion Paper ISBA 2023/13. http://hdl.handle.net/2078.1/274314

15. Denuit, Michel; Ortega Jiménez, Patricia; Robert, Christian Y.. No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses. 2024. 26 p. LIDAM Discussion Paper ISBA 2024/19. http://hdl.handle.net/2078.1/289686

16. Dupret, Jean-Loup; Hainaut, Donatien. Deep learning for high-dimensional continuous-time stochastic optimal control without explicit solution. 2024. 31 p. LIDAM Discussion Paper ISBA 2024/16. http://hdl.handle.net/2078.1/287848

17. Hainaut, Donatien; Devineau, Laurent. Participating life insurances in an equity-Libor Market Model. 2024. 28 p. LIDAM Discussion Paper ISBA 2024/15. http://hdl.handle.net/2078.1/287438

18. Allen, Sam; Koh, Jonathan; Segers, Johan; Ziegel, Johanna. Tail calibration of probabilistic forecasts. 2024. 40 p. LIDAM Discussion Paper ISBA 2024/18. http://hdl.handle.net/2078.1/289406

19. Arriaza, Antonio; Navarro, Jorge; Ortega Jiménez, Patricia. Risk times in mission-oriented systems. 2024. 25 p. LIDAM Discussion Paper ISBA 2024/17. http://hdl.handle.net/2078.1/288283

20. Bauwens, Luc; Dzuverovic, Emilija; Hafner, Christian. Asymmetric Models for Realized Covariances. 2024. 57 p. LIDAM Discussion Paper CORE; LIDAM Discussion Paper ISBA 2024/24; 2024/22. http://hdl.handle.net/2078.1/292375

21. Hainaut, Donatien; Vrins, Frédéric. European option pricing with model constrained Gaussian process regressions. 2024. 27 p. LIDAM Discussion Paper ISBA; LIDAM Discussion Paper LFIN 2024/21; 2024/05. http://hdl.handle.net/2078.1/292395

22. Fall, François Seck; Tchakoute Tchuigoua, Hubert; Vanhems, Anne; Simar, Léopold. A panel analysis of microfinance efficiency measures: Evidence on the effects of unobserved managerial ability. 2024. 22 p. LIDAM Discussion Paper ISBA 2024/20. http://hdl.handle.net/2078.1/291733

23. Li, Mengxue; von Sachs, Rainer; Pircalabelu, Eugen. Time-varying degree-corrected stochastic block models. 2024. 44 p. LIDAM Discussion Paper ISBA 2024/14. http://hdl.handle.net/2078.1/286962

24. Hainaut, Donatien. American option pricing with model constrained Gaussian process regressions. 2024. 23 p. LIDAM Discussion Paper ISBA 2024/23. http://hdl.handle.net/2078.1/292665

25. Goes, Julius; Barigou, Karim; Leucht, Anne. Bayesian mortality modelling with pandemics: a vanishing jump approach. 2024. 40 p. LIDAM Discussion Paper ISBA 2024/24. http://hdl.handle.net/2078.1/293366

26. Jamotton, Charlotte; Hainaut, Donatien; Hames, Thomas. Insurance analytics with clustering techniques. 2023. 27 p. LIDAM Discussion Paper ISBA 2023/02. http://hdl.handle.net/2078.1/270714

27. Simar, Léopold; Wilson, Paul. Inference in Dynamic, Nonparametric Models of Production for General Technologies. 2023. 12 p. LIDAM Discussion Paper ISBA 2023/31. http://hdl.handle.net/2078.1/278675

28. Denuit, Michel; Robert, Christian Y.. Endowment contingency funds for mutual aid and public financing. 2023. 50 p. LIDAM Discussion Paper ISBA 2023/09. http://hdl.handle.net/2078.1/273472

29. Denuit, Michel; Robert, Christian Y.. Conditional mean risk sharing of independent discrete losses in large pools. 2023. 22 p. LIDAM Discussion Paper ISBA 2023/10. http://hdl.handle.net/2078.1/273473

30. Willame, Gireg; Trufin, Julien; Denuit, Michel. Boosted Poisson regression trees: A guide to the BT package in R. 2023. 26 p. LIDAM Discussion Paper ISBA 2023/08. http://hdl.handle.net/2078.1/273136

31. Hainaut, Donatien; Chen, Maggie; Scalas, Enrico. The rough Hawkes process. 2023. 25 p. LIDAM Discussion Paper ISBA 2023/07. http://hdl.handle.net/2078.1/273010

32. Guisset, Séverine; Salembier, Chloé; Van Moeseke, Geoffrey; Wagener, Martin. Réalisation d’une étude préparatoire en vue d’une recherche sur la précarité énergétique et hydrique des femmes en région Bruxelloise – Memorandum of understanding. 2023. 18 p. LIDAM Discussion Paper SMCS 2023/01. http://hdl.handle.net/2078.1/272315

33. Lambert, Philippe; Kreyenfeld, Michaela. Exogenous time-varying covariates in double additive cure survival model with application to fertility. 2023. 24 p. LIDAM Discussion Paper ISBA 2023/06. http://hdl.handle.net/2078.1/272223

34. Motte, Edouard; Hainaut, Donatien. Partial hedging in rough volatility models. 2023. 39 p. LIDAM Discussion Paper ISBA 2023/26. http://hdl.handle.net/2078.1/276134

35. Hainaut, Donatien. Valuation of guaranteed minimum accumulation benefits (GMAB) with physics inspired neural networks. 2023. 29 p. LIDAM Discussion Paper ISBA 2023/29. http://hdl.handle.net/2078.1/278111

36. Hainaut, Donatien; Akbaraly, Adnane. Risk management with Local Least Squares Monte-Carlo. 2023. 34 p. LIDAM Discussion Paper ISBA 2023/03. http://hdl.handle.net/2078.1/271446

37. Denuit, Michel; Dhaene, Jan; Ghossoub, Mario; Robert, Christian Y.. Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance. 2023. 41 p. LIDAM Discussion Paper ISBA 2023/05. http://hdl.handle.net/2078.1/271479

38. Hafner, Christian; Herwartz, Helmut; Wang, Shu. Causal inference with (partially) independent shocks and structural signals on the global crude oil market. 2023. 48 p. LIDAM Discussion Paper ISBA 2023/04. http://hdl.handle.net/2078.1/271450

39. Dhaene, Jan; Robert, Christian Y.; Cheung, Ka Chun; Denuit, Michel. An axiomatic theory for comonotonicity-based risk sharing. 2023. 21 p. LIDAM Discussion Paper ISBA 2023/28. http://hdl.handle.net/2078.1/276855

40. Teng, Huei-Wen; Härdle, Wolfgang Karl; Hafner, Christian. Mitigating Digital Asset Risks. 2023. 58 p. LIDAM Discussion Paper ISBA 2023/30. http://hdl.handle.net/2078.1/278123

41. Jacquemain, Alexandre; Heuchenne, Cédric. Lorenz Regression: an implementation of the Lorenz and penalized Lorenz regressions in R. 2023. 23 p. LIDAM Discussion Paper ISBA 2023/27. http://hdl.handle.net/2078.1/276604

42. Simon, Pierre-Alexandre; Trufin, Julien; Denuit, Michel. Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events. 2023. 29 p. LIDAM Discussion Paper ISBA 2023/14. http://hdl.handle.net/2078.1/274553

43. Belhouari, Oussama; Deelstra, Griselda; Devolder, Pierre. Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework. 2023. 30 p. LIDAM Discussion Paper ISBA 2023/23. http://hdl.handle.net/2078.1/275602

44. Brière, Marie; Simar, Léopold; Szafarz, Ariane; Vanhems, Anne. Sensitivity to measurement errors of the distance to the efficient frontier. 2023. 17 p. LIDAM Discussion Paper ISBA 2023/17. http://hdl.handle.net/2078.1/274619

45. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Inference for Aggregate Efficiency: Theory and Guidelines for Practitioners. 2023. 92 p. LIDAM Discussion Paper ISBA 2023/16. http://hdl.handle.net/2078.1/274618

46. Leluc, Rémi; Portier, François; Zhuman, Aigerim; Segers, Johan. Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence. 2023. 33 p. LIDAM Discussion Paper ISBA 2023/19. http://hdl.handle.net/2078.1/274790

47. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators. 2023. 58 p. LIDAM Discussion Paper ISBA 2023/15. http://hdl.handle.net/2078.1/274615

48. Jamotton, Charlotte; Hainaut, Donatien. Variational autoencoder for synthetic insurance data. 2023. 36 p. LIDAM Discussion Paper ISBA 2023/25. http://hdl.handle.net/2078.1/276128

49. Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. Efficiency of Italian Municipalities and Waste Regulatory Target. 2023. 25 p. LIDAM Discussion Paper ISBA 2023/18. http://hdl.handle.net/2078.1/274620

50. Diakite, Keivan; Devolder, Pierre. Automatic Adjustment Mechanisms in Public Pension Schemes to Address Population Ageing and Socioeconomic Disparities in Longevity. 2023. 41 p. LIDAM Discussion Paper ISBA 2023/22. http://hdl.handle.net/2078.1/275226

51. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Directional false discovery rate control via debiased and distributed procedures in Gaussian graphical models. 2023. 34 p. LIDAM Discussion Paper ISBA 2023/24. http://hdl.handle.net/2078.1/276124

52. Dupret, Jean-Loup; Hainaut, Donatien. A fractional Hawkes process for illiquidity modeling. 2023. 40 p. LIDAM Discussion Paper ISBA 2023/01. http://hdl.handle.net/2078.1/270453

53. Lhaut, Stéphane; Segers, Johan. An asymptotic expansion of the empirical angular measure for bivariate extremal dependence. 2023. 24 p. LIDAM Discussion Paper ISBA 2023/20. http://hdl.handle.net/2078.1/275195

54. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting. 2023. 62 p. LIDAM Discussion Paper ISBA 2023/21. http://hdl.handle.net/2078.1/275210

55. Dupret, Jean-Loup; Hainaut, Donatien. Optimal liquidation under indirect price impact with propagator. 2023. 36 p. LIDAM Discussion Paper ISBA 2023/12. http://hdl.handle.net/2078.1/274072

56. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Statistical Inference for Hicks–Moorsteen Productivity Indices. 2023. 87 p. LIDAM Discussion Paper ISBA 2023/32. http://hdl.handle.net/2078.1/279569

57. Hainaut, Donatien. A mutually exciting rough jump diffusion for financial modelling. 2023. 29 p. LIDAM Discussion Paper ISBA 2023/11. http://hdl.handle.net/2078.1/274071

58. Al-Hassan, Hassana; Devolder, Pierre; Nayrko, Christiana; Nokoh, K. Sagary. A Simple Two Period Overlapping Generation (OLG) Model For Public Pension Scheme (PAYG). 2023. 25 p. LIDAM Discussion Paper ISBA 2023/33. http://hdl.handle.net/2078.1/279572

59. Kiriliouk, Anna; Lee, Jeongjin; Segers, Johan. X-Vine Models for Multivariate Extremes. 2023. 43 p. LIDAM Discussion Paper ISBA 2023/38. http://hdl.handle.net/2078.1/282941

60. Chakraborty, Somnath; Lederer, Johannes; von Sachs, Rainer. Estimation of stable parameters for multiple autoregressive processes via convex programming. 2023. 37 p. LIDAM Discussion Paper ISBA 2023/37. http://hdl.handle.net/2078.1/281168

61. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal. 2023. 28 p. LIDAM Discussion Paper ISBA 2023/35. http://hdl.handle.net/2078.1/281061

62. Mourahib, Anas; Kiriliouk, Anna; Segers, Johan. Multivariate generalized Pareto distributions along extreme directions. 2023. 32 p. LIDAM Discussion Paper ISBA 2023/34. http://hdl.handle.net/2078.1/280209

63. Delhelle, Morine; Van Keilegom, Ingrid. Copula based dependent censoring in cure models. 2023. 91 p. LIDAM Discussion Paper ISBA 2023/36. http://hdl.handle.net/2078.1/281167

64. AL-Hassan, Hassana; Devolder, Pierre. Stochastic Modellization of Hybrid Public Pension Plans (PAYG) under Demographic Risks with Application to the Belgian Case. 2022. 34 p. LIDAM Discussion Paper ISBA 2022/42. http://hdl.handle.net/2078.1/268702

65. Zeddouk, Fadoua; Devolder, Pierre. Pricing and hedging of longevity basis risk through securitization. 2022. 33 p. LIDAM Discussion Paper ISBA 2022/38. http://hdl.handle.net/2078.1/268326

66. Hainaut, Donatien. Multivariate rough claim processes: properties and estimation. 2022. 27 p. LIDAM Discussion Paper ISBA 2022/02. http://hdl.handle.net/2078.1/257574

67. Pircalabelu, Eugen; Bing, Xin. Overlapping clustering of time dependent variables for fMRI data. 2022. 20 p. LIDAM Discussion Paper ISBA 2022/08. http://hdl.handle.net/2078.1/258820

68. Simar, Léopold; Wilson, Paul. Modern Tools for Evaluating the Performance of Health-Care Providers. 2022. 59 p. LIDAM Discussion Paper ISBA 2022/06. http://hdl.handle.net/2078.1/258745

69. Dupret, Jean-Loup; Hainaut, Donatien. A subdiffusive stochastic volatility jump model. 2022. 35 p. LIDAM Discussion Paper ISBA 2022/01. http://hdl.handle.net/2078.1/257566

70. Pham, Manh D.; Simar, Léopold; Zelenyuk, Valentin. Statistical Inference for Aggregation of Malmquist Productivity Indices. 2022. 58 p. LIDAM Discussion Paper ISBA 2022/05. http://hdl.handle.net/2078.1/258576

71. Njike Leunga, Charles Guy; Hainaut, Donatien. Long memory self-exciting jump diffusion for asset prices modeling. 2022. 28 p. LIDAM Discussion Paper ISBA 2022/03. http://hdl.handle.net/2078.1/257579

72. Pircalabelu, Eugen. WB-graphs: a within versus between group similarity interplay. 2022. 17 p. LIDAM Discussion Paper ISBA 2022/07. http://hdl.handle.net/2078.1/258819

73. Hentschel, Manuel; Engelke, Sebastian; Segers, Johan. Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions. 2022. 65 p. LIDAM Discussion Paper ISBA 2022/32. http://hdl.handle.net/2078.1/266607

74. Lin, Min-Bin; Wang, Bingling; Bocart, Fabian Y.R.P.; Hafner, Christian; Härdle, Wolfgang K.. DAI Digital Art Index : a robust price index for heterogeneous digital assets. 2022. 58 p. LIDAM Discussion Paper ISBA 2022/36. http://hdl.handle.net/2078.1/267257

75. Mastromarco, Camilla; Simar, Léopold; Van Keilegom, Ingrid. Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach. 2022. 42 p. LIDAM Discussion Paper ISBA 2022/35. http://hdl.handle.net/2078.1/267037

76. Hafner, Christian; Herwartz, Helmut. Asymmetric volatility impulse response functions. 2022. 16 p. LIDAM Discussion Paper ISBA 2022/37. http://hdl.handle.net/2078.1/267259

77. Denuit, Michel; Trufin, Julien. Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration. 2022. 8 p. LIDAM Discussion Paper ISBA 2022/33. http://hdl.handle.net/2078.1/266744

78. Denuit, Michel; Robert, Christian Y.. Dynamic conditional mean risk sharing in the compound Poisson surplus model. 2022. 19 p. LIDAM Discussion Paper ISBA 2022/34. http://hdl.handle.net/2078.1/266745

79. Lambert, Philippe; Gressani, Oswaldo. Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models. 2022. 15 p. LIDAM Discussion Paper ISBA 2022/30. http://hdl.handle.net/2078.1/265609

80. Denuit, Michel; Robert, Christian Y.. Allocation of benefits in mutual aid and survivor funds. 2022. 32 p. LIDAM Discussion Paper ISBA 2022/29. http://hdl.handle.net/2078.1/265190

81. Ketelbuters, John John; Hainaut, Donatien. Option pricing and hedging in illiquid markets in presence of jump clustering. 2022. 56 p. LIDAM Discussion Paper ISBA 2022/25. http://hdl.handle.net/2078.1/264696

82. Segers, Johan. Graphical and uniform consistency of estimated optimal transport plans. 2022. 27 p. LIDAM Discussion Paper ISBA 2022/22. http://hdl.handle.net/2078.1/264305

83. Simar, Léopold; Wilson, Paul. Another Look at Productivity Growth in Industrialized Countries. 2022. 36 p. LIDAM Discussion Paper ISBA 2022/28. http://hdl.handle.net/2078.1/264872

84. Ketelbuters, John John; Hainaut, Donatien. A recursive method for computing moments of Hawkes intensities: application to the potential approach of credit risk. 2022. 21 p. LIDAM Discussion Paper ISBA 2022/26. http://hdl.handle.net/2078.1/264698

85. Xu, Haotian; Wang, Daren; Zhao, Zifeng; Yu, Yi. Change point inference in high-dimensional regression models under temporal dependence. 2022. 107 p. LIDAM Discussion Paper ISBA 2022/27. http://hdl.handle.net/2078.1/264765

86. Kreyenfeld, Michaela; Konietzka, Dirk; Lambert, Philippe; Ramos, Vincent Jerald. Second birth fertility in Germany: social class, gender, and the role of economic uncertainty. 2022. 31 p. LIDAM Discussion Paper ISBA 2022/23. http://hdl.handle.net/2078.1/264646

87. Kneip, Alois; Simar, Léopold; Wilson, Paul W.. Conical FDH Estimators of General Technologies, with Applications to Returns to Scale and Malmquist Productivity Indices. 2022. 63 p. LIDAM Discussion Paper ISBA 2022/24. http://hdl.handle.net/2078.1/264666

88. Asenova, Stefka; Segers, Johan. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. 2022. 36 p. LIDAM Discussion Paper ISBA 2022/31. http://hdl.handle.net/2078.1/265639

89. Hu, Shuang; Peng, Zuoxiang; Segers, Johan. Modelling multivariate extreme value distributions via Markov trees. 2022. 37 p. LIDAM Discussion Paper ISBA 2022/21. http://hdl.handle.net/2078.1/264304

90. Janssen, Anja; Segers, Johan. Invariance properties of limiting point processes and applications to clusters of extremes. 2022. 13 p. LIDAM Discussion Paper ISBA 2022/20. http://hdl.handle.net/2078.1/264101

91. Denuit, Michel; Trufin, Julien. Tweedie dominance for autocalibrated predictors and Laplace transform order. 2022. 8 p. LIDAM Discussion Paper ISBA 2022/40. http://hdl.handle.net/2078.1/268582

92. Denuit, Michel; Trufin, Julien. Autocalibration by balance correction in nonlife insurance pricing. 2022. 17 p. LIDAM Discussion Paper ISBA 2022/41. http://hdl.handle.net/2078.1/268584

93. Hainaut, Donatien. A calendar year mortality model in continuous time. 2022. 28 p. LIDAM Discussion Paper ISBA 2022/19. http://hdl.handle.net/2078.1/262406

94. Denuit, Michel; Trufin, Julien; Verdebout, Thomas. Boosting on the responses with Tweedie loss functions. 2022. 5 p. LIDAM Discussion Paper ISBA 2022/39. http://hdl.handle.net/2078.1/268577

95. Daraio, Cinzia; Simar, Léopold. Approximations and Inference for Nonparametric Production Frontiers. 2022. 45 p. LIDAM Discussion Paper ISBA 2022/17. http://hdl.handle.net/2078.1/260654

96. Hafner, Christian; Linton, Oliver; Wang, Linqi. Dynamic Autoregressive Liquidity (DArLiQ). 2022. 80 p. LIDAM Discussion Paper ISBA; LIDAM Discussion Paper LFIN 2022/09; 2022/02. http://hdl.handle.net/2078.1/259123

97. Fève, Frédérique; Florens, Jean-Pierre; Simar, Léopold. Proportional Incremental Cost Probability Functions and their Frontiers. 2022. 35 p. LIDAM Discussion Paper ISBA 2022/16. http://hdl.handle.net/2078.1/260652

98. Oorschot, Jochem; Segers, Johan; Zhou, Chen. Tail inference using extreme U-statistics. 2022. 49 p. LIDAM Discussion Paper ISBA 2022/14. http://hdl.handle.net/2078.1/260189

99. Hohage, Thorsten; Maréchal, Pierre; Simar, Léopold; Vanhems, Anne. A mollifier approach to the deconvolution of probability densities. 2022. 38 p. LIDAM Discussion Paper ISBA 2022/11. http://hdl.handle.net/2078.1/259425

100. Fall, François Seck; Tchakoute Tchuigoua, Hubert; Vanhems, Anne; Simar, Léopold. Investigating the unobserved heterogeneity effect on microfinance social efficiency. 2022. 28 p. LIDAM Discussion Paper ISBA 2022/10. http://hdl.handle.net/2078.1/259424

101. Hainaut, Donatien. Pricing of spread and exchange options in a rough jump-diffusion market. 2022. 32 p. LIDAM Discussion Paper ISBA 2022/12. http://hdl.handle.net/2078.1/259690

102. Leluc, Rémi; Portier, François; Segers, Johan; Zhuman, Aigerim. A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. 2022. 23 p. LIDAM Discussion Paper ISBA 2022/18. http://hdl.handle.net/2078.1/261036

103. Lanotte, Myriam; Devolder, Pierre. Communication relative aux pensions : digitalisation et défis pour l'avenir. 2022. 27 p. LIDAM Discussion Paper ISBA 2022/15. http://hdl.handle.net/2078.1/260521

104. Asenova, Stefka; Segers, Johan. Extremes of Markov random fields on block graphs. 2022. 27 p. LIDAM Discussion Paper ISBA 2022/13. http://hdl.handle.net/2078.1/260188

105. Rademacher, Daniel; Krebs, Johannes; von Sachs, Rainer. Statistical inference for wavelet curve estimators of symmetric positive definite matrices. 2022. 57 p. LIDAM Discussion Paper ISBA 2022/04. http://hdl.handle.net/2078.1/258348

106. Hafner, Christian. Teaching statistical inference without normality. 2021. 22 p. LIDAM Discussion Paper ISBA 2021/27. http://hdl.handle.net/2078.1/247996

107. O’Loughlin, Caitlin; Simar, Léopold; Wilson, Paul. Methodologies for assessing government efficiency. 2021. 45 p. LIDAM Discussion Paper ISBA 2021/02. http://hdl.handle.net/2078.1/242154

108. Mordant, Gilles; Segers, Johan. Maxima and near-maxima of a Gaussian random assignment field. 2021. 9 p. LIDAM Discussion Paper ISBA 2021/08. http://hdl.handle.net/2078.1/243720

109. Simar, Léopold; Wilson, Paul. Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. 2021. 76 p. LIDAM Discussion Paper ISBA 2021/03. http://hdl.handle.net/2078.1/243162

110. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Unbalanced distributed estimation and inference for precision matrices. 2021. 20 p. LIDAM Discussion Paper ISBA 2021/31. http://hdl.handle.net/2078.1/242204

111. Hanna, Vanessa; Hieber, Peter; Devolder, Pierre. Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy. 2021. 29 p. LIDAM Discussion Paper ISBA 2021/10. http://hdl.handle.net/2078.1/243952

112. Ketelbuters, John John; Hainaut, Donatien. Time-Consistent Evaluation of Credit Risk with Contagion. 2021. 22 p. LIDAM Discussion Paper ISBA 2021/04. http://hdl.handle.net/2078.1/243163

113. Denuit, Michel; Robert, Christian Y.. Risk sharing under the dominant peer-to-peer property and casualty insurance business models. 2021. 28 p. LIDAM Discussion Paper ISBA 2021/01. http://hdl.handle.net/2078.1/241296

114. Parmeter, Christopher F.; Simar, Léopold; Van Keilegom, Ingrid; Zelenyuk, Valentin. Inference in the Nonparametric Stochastic Frontier Model. 2021. 34 p. LIDAM Discussion Paper ISBA 2021/29. http://hdl.handle.net/2078.1/250634

115. Denuit, Michel; Robert, Christian Y.. From risk reduction to risk elimination by conditional mean risk sharing of independent losses. 2021. 19 p. LIDAM Discussion Paper ISBA 2021/22. http://hdl.handle.net/2078.1/245512

116. Denuit, Michel; Charpentier, Arthur; Trufin, Julien. Autocalibration and Tweedie-dominance for insurance pricing with machine learning. 2021. 41 p. LIDAM Discussion Paper ISBA 2021/13. http://hdl.handle.net/2078.1/244223

117. Hainaut, Donatien. A fractional multi-states model for insurance. 2021. 25 p. LIDAM Discussion Paper ISBA 2021/19. http://hdl.handle.net/2078.1/245421

118. Pircalabelu, Eugen; Claeskens, Gerda. Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales. 2021. 24 p. LIDAM Discussion Paper ISBA 2021/32. http://hdl.handle.net/2078.1/245103

119. Trufin, Julien; Denuit, Michel. Boosting cost-complexity pruned trees On Tweedie responses: the ABT machine. 2021. 17 p. LIDAM Discussion Paper ISBA 2021/15. http://hdl.handle.net/2078.1/244325

120. Nguyen, Bao Hoang; Simar, Léopold; Zelenyuk, Valentin. Data sharpening for improving CLT approximations for DEA-type efficiency estimators. 2021. 27 p. LIDAM Discussion Paper ISBA 2021/33. http://hdl.handle.net/2078.1/250716

121. Pircalabelu, Eugen. A spline-based time-varying reproduction number for modelling epidemiological outbreaks. 2021. 12 p. LIDAM Discussion Paper ISBA 2021/30. http://hdl.handle.net/2078.1/244926

122. Denuit, Michel; Trufin, Julien; Verdebout, Thomas. Testing for more positive expectation dependence with application to model comparison. 2021. 18 p. LIDAM Discussion Paper ISBA 2021/21. http://hdl.handle.net/2078.1/245511

123. Dupret, Jean-Loup; Barbarin, Jérôme; Hainaut, Donatien. Impact of rough stochastic volatility models on long-term life insurance pricing. 2021. 30 p. LIDAM Discussion Paper ISBA 2021/17. http://hdl.handle.net/2078.1/244423

124. Cadena, Meitner; Denuit, Michel. A new measure of mortality differentials based on precedence probability. 2021. 5 p. LIDAM Discussion Paper ISBA 2021/11. http://hdl.handle.net/2078.1/244219

125. Njike Leunga, Charles Guy; Hainaut, Donatien. Valuation of Annuity Guarantees under a Self-Exciting Switching Jump Model. 2021. 30 p. LIDAM Discussion Paper ISBA 2021/25. http://hdl.handle.net/2078.1/246697

126. Hainaut, Donatien. Lévy interest rate models with a long memory. 2021. 29 p. LIDAM Discussion Paper ISBA 2021/20. http://hdl.handle.net/2078.1/245422

127. Lhaut, Stéphane; Sabourin, Anne; Segers, Johan. Uniform concentration bounds for frequencies of rare events. 2021. 11 p. LIDAM Discussion Paper ISBA 2021/34. http://hdl.handle.net/2078.1/251777

128. Ketelbuters, John John; Hainaut, Donatien. CDS Pricing with Fractional Hawkes Processes. 2021. 29 p. LIDAM Discussion Paper ISBA 2021/18. http://hdl.handle.net/2078.1/244427

129. Mathieu, Sophie; Lefèvre, Laure; von Sachs, Rainer; Delouille, Véronique; Ritter, Christian; Clette, Frédéric. Nonparametric monitoring of sunspot number observations: a case study. 2021. 57 p. LIDAM Discussion Paper ISBA 2021/14. http://hdl.handle.net/2078.1/244324

130. Denuit, Michel; Robert, Christian Y.. Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses. 2021. 19 p. LIDAM Discussion Paper ISBA 2021/16. http://hdl.handle.net/2078.1/244326

131. Dupret, Jean-Loup; Hainaut, Donatien. Portfolio insurance under rough volatility and Volterra processes. 2021. 40 p. LIDAM Discussion Paper ISBA 2021/26. http://hdl.handle.net/2078.1/246699

132. Mordant, Gilles; Segers, Johan. Measuring dependence between random vectors via optimal transport. 2021. 44 p. LIDAM Discussion Paper ISBA 2021/24. http://hdl.handle.net/2078.1/246063

133. Hainaut, Donatien; Trufin, Julien; Denuit, Michel. Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link. 2021. 26 p. LIDAM Discussion Paper ISBA 2021/12. http://hdl.handle.net/2078.1/244222

134. Heuchenne, Cédric; Jacquemain, Alexandre. Inference for monotone single-index conditional means: a Lorenz regression approach. 2021. 34 p. LIDAM Discussion Paper ISBA 2021/42. http://hdl.handle.net/2078.1/276797

135. Jacquemain, Alexandre; Heuchenne, Cédric; Pircalabelu, Eugen. A lasso-type estimation for the Lorenz regression. 2021. 6 p. LIDAM Discussion Paper ISBA 2021/41. http://hdl.handle.net/2078.1/276795

136. Lambert, Philippe. Moment-based density and risk estimation from grouped summary statistics. 2021. 19 p. LIDAM Discussion Paper ISBA 2021/39. http://hdl.handle.net/2078.1/254848

137. Marion, Rebecca; Lederer, Johannes; Govaerts, Bernadette; von Sachs, Rainer. VC-PCR: A Prediction Method based on Supervised Variable Selection and Clustering. 2021. 37 p. LIDAM Discussion Paper ISBA 2021/40. http://hdl.handle.net/2078.1/254939

138. Seck, Ndeye Arame; Denuit, Michel. Adaptive splines for continuous features in risk assessment. 2021. 8 p. LIDAM Discussion Paper ISBA 2021/35. http://hdl.handle.net/2078.1/254534

139. Denuit, Michel; Dhaene, Jan; Robert, Christian Y.. Risk-sharing rules and their properties, with applications to peer-to-peer insurance. 2021. 44 p. LIDAM Discussion Paper ISBA 2021/37. http://hdl.handle.net/2078.1/254543

140. Denuit, Michel; Hieber, Peter; Robert, Christian Y.. Mortality credits within large survivor funds. 2021. 33 p. LIDAM Discussion Paper ISBA 2021/38. http://hdl.handle.net/2078.1/254544

141. Denuit, Michel; Trufin, Julien. Lorenz curve, Gini coefficient, and Tweedie dominance for autocalibrated predictors. 2021. 10 p. LIDAM Discussion Paper ISBA 2021/36. http://hdl.handle.net/2078.1/254535

142. Hainaut, Donatien. Moment generating function of non-Markov self-excited claims processes. 2021. 28 p. LIDAM Discussion Paper ISBA 2021/28. http://hdl.handle.net/2078.1/249096

143. Thiel, Michel; Sauwen, Nicolas; Khamiakova, Tastiana; Maes, Tor; Govaerts, Bernadette. Comparison of chemometrics strategies for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions. 2021. 40 p. LIDAM Discussion Paper ISBA 2021/09. http://hdl.handle.net/2078.1/243866

144. Gressani, Oswaldo; Lambert, Philippe. The Laplace-P-spline methodology for fast approximate Bayesian inference in additive partial linear models. 2020. 34 p. Discussion Paper 2020/20. http://hdl.handle.net/2078.1/230728

145. Denuit, Michel; Robert, Christian Y.. Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities. 2020. 28 p. Discussion Paper 2020/14. http://hdl.handle.net/2078.1/230339

146. Denuit, Michel; Robert, Christian Y.. Conditional mean risk sharing for dependent risks using graphical models. 2020. 22 p. ISBA Discussion Paper 2020/29. http://hdl.handle.net/2078.1/235861

147. Denuit, Michel; Robert, Christian Y.. Risk reduction by conditional mean risk sharing with application to collaborative insurance. 2020. 12 p. ISBA Discussion Paper 2020/24. http://hdl.handle.net/2078.1/232136

148. Denuit, Michel; Robert, Christian Y.. Stop-loss protection for a large P2P insurance pool. 2020. 19 p. ISBA Discussion Paper 2020/28. http://hdl.handle.net/2078.1/235860

149. Hieber, Peter; Lucas, Nathalie. Life-Care Tontines. 2020. 31 p. ISBA Discussion Paper 2020/26. http://hdl.handle.net/2078.1/235856

150. Plassier, Vincent; Portier, François; Segers, Johan. Risk bounds when learning infinitely many response functions by ordinary linear regression. 2020. 19 p. Discussion Paper 2020/19. http://hdl.handle.net/2078.1/230591

151. Denuit, Michel; Robert, Christian Y.. Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent risks. 2020. 23 p. Discussion Paper 2020/18. http://hdl.handle.net/2078.1/230388

152. Denuit, Michel; Robert, Christian Y.. From risk sharing to pure premium for a large number of heterogeneous losses. 2020. 18 p. Discussion Paper 2020/15. http://hdl.handle.net/2078.1/230340

153. Denuit, Michel; Robert, Christian Y.. Efron’s asymptotic monotonicityproperty in the gaussian stable domain of attraction. 2020. 17 p. ISBA Discussion Paper 2020/23. http://hdl.handle.net/2078.1/232135

154. Denuit, Michel; Robert, Christian Y.. From risk sharing to risk transfer: the analytics of collaborative insurance. 2020. 22 p. Discussion Paper 2020/17. http://hdl.handle.net/2078.1/230387

155. Hainaut, Donatien. An actuarial approach for modeling pandemic risk. 2020. 25 p. ISBA Discussion Paper 2020/25. http://hdl.handle.net/2078.1/235855

156. Wunsch, Guillaume; Russo, Federica; Mouchart, Michel; Orsi, Renzo. Time and Causality in the Social Sciences. 2020. 31 p. ISBA Discussion Paper 2020/22. http://hdl.handle.net/2078.1/232134

157. Gressani, Oswaldo; Lambert, Philippe. Laplace approximation for fast Bayesian inference in generalized additive models based on penalized regression splines. 2020. 39 p. Discussion Paper 2020/13. http://hdl.handle.net/2078.1/230337

158. Denuit, Michel; Lu, Yang. Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving. 2020. 42 p. Discussion Paper 2020/16. http://hdl.handle.net/2078.1/230385

159. Lucas, Nathalie; Avalosse, Hervé; Denuit, Michel. Hospital inpatients costs dynamics at older ages: A frequency-severity approach. 2020. 24 p. ISBA Discussion Paper 2020/27. http://hdl.handle.net/2078.1/235859

160. Asenova, Stefka Kirilova; Mazo, Gildas; Segers, Johan. Inference on extremal dependence in a latent Markov tree model attracted to a Hüsler-Reiss distribution. 2020. 28 p. ISBA Discussion Paper 2020/05. http://hdl.handle.net/2078.1/229089

161. Hainaut, Donatien. Credit risk modelling with fractional self-excited processes. 2020. 23 p. ISBA Discussion Paper 2019/27. http://hdl.handle.net/2078.1/227943

162. Mouchart, Michel; Orsi, Renzo; Wunsch, Guillaume. Causality in econometric modeling. From theory to structural causal modeling. 2020. 38 p. CORE Discussion Papers; ISBA Discussion Paper 2020/03; 2020/21. http://hdl.handle.net/2078.1/225552

163. Hallin, Marc; Mordant, Gilles; Segers, Johan. Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. 2020. 37 p. ISBA Discussion Paper 2020/06. http://hdl.handle.net/2078.1/229090

164. Einmahl, John; Segers, Johan. Empirical tail copulas for functional data. 2020. 31 p. ISBA Discussion Paper 2020/04. http://hdl.handle.net/2078.1/227950

165. Pircalabelu, Eugen; Artemiou, Andreas. High-dimensional Sufficient Dimension Reduction through principal projections. 2020. 30 p. LIDAM Discussion Paper ISBA 2020/08. http://hdl.handle.net/2078.1/228889

166. Pircalabelu, Eugen; Andreas Artemiou. Graph informed sufficient dimension reduction. 2020. 18 p. ISBA Discussion Paper 2020/07. http://hdl.handle.net/2078.1/228888

167. Mordant, Gilles. A Random Assignment Problem: Size of Near Maximal Sets and Correct Order Expectation Bounds. 2020. 8 p. Discussion Paper 2020/10. http://hdl.handle.net/2078.1/229543

168. Fall, François Seck; Tchuigoua, Hubert Tchakoute; Vanhems, Anne; Simar, Léopold. Gender effect on microfinance social efficiency: A robust nonparametric approach. 2020. 34 p. ISBA Discussion Paper 2020/33. http://hdl.handle.net/2078.1/244696

169. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. 2020. 33 p. ISBA Discussion Paper 2020/32. http://hdl.handle.net/2078.1/238945

170. Hafner, Christian; Herwartz, Helmut. Dynamic score driven independent component analysis. 2020. 48 p. ISBA Discussion Paper 2020/31. http://hdl.handle.net/2078.1/238943

171. Govaerts, Bernadette; Francq, Bernard G.; Marion, Rebecca; Martin, Manon; Thiel, Michel. The essentials on linear regression, ANOVA, general linear and linear mixed models for the chemist. 2020. 42 p. Discussion Paper 2020/12. http://hdl.handle.net/2078.1/230335

172. Simar, Léopold; Wilson, Paul. Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. 2019. 36 p. ISBA Discussion Paper 2019/19. http://hdl.handle.net/2078.1/219345

173. Njike Leunga, Charles Guy; Hainaut, Donatien. Interbank Credit Risk Modelling with Self-Exciting Jump Processes. 2019. 27 p. ISBA Discussion Paper 2019/17. http://hdl.handle.net/2078.1/219344

174. Leluc, Rémi; Portier, François; Segers, Johan. Control variate selection for Monte Carlo integration. 2019. 23 p. ISBA Discussion Paper 2019/15. http://hdl.handle.net/2078.1/217638

175. Zeddouk, Fadoua; Devolder, Pierre. Mean reversion in stochastic mortality : why and how?. 2019. 35 p. ISBA Discussion Paper 2019/18. http://hdl.handle.net/2078.1/219343

176. Haedo, Christian; Mouchart, Michel. Two-mode clustering through profiles of regions and sectors. 2019. 19 p. ISBA Discussion Paper 2019/14. http://hdl.handle.net/2078.1/216613

177. Devolder, Pierre. Une alternative à la pension à points : le compte individuel pension en euros. 2019. 12 p. ISBA Discussion Paper 2019/11. http://hdl.handle.net/2078.1/215862

178. Denuit, Michel. Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. 2019. 24 p. ISBA Discussion Paper 2019/10. http://hdl.handle.net/2078.1/215115

179. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach. 2019. 7 p. ISBA Discussion Paper 2019/02. http://hdl.handle.net/2078.1/214739

180. Segers, Johan. One- versus multi-component regular variation and extremes of Markov trees. 2019. 21 p. ISBA Discussion Paper 2019/01. http://hdl.handle.net/2078.1/214600

181. Denuit, Michel. Size-biased risk measures of compound sums. 2019. 23 p. ISBA Discussion Paper 2019/09. http://hdl.handle.net/2078.1/215114

182. Denuit, Michel; Sznajder, Dominik; Trufin, Julien. Model selection based on Lorenz and concentration curves, Gini indices and convex order. 2019. 25 p. ISBA Discussion Paper 2019/06. http://hdl.handle.net/2078.1/214859

183. Daraio, Cinzia; Simar, Léopold; Wilson, Paul. Quality and its impact on efficiency. 2019. 37 p. ISBA Discussion Paper 2019/04. http://hdl.handle.net/2078.1/214741

184. Denuit, Michel; Mesfoui, Mhamed; Trufin, Julien. Concordance-based predictive measures in regression models for discrete responses. 2019. 13 p. ISBA Discussion Paper 2019/05. http://hdl.handle.net/2078.1/214858

185. Hanbali, Hamza; Claassens, Hubert; Denuit, Michel; Dhaene, Jan; Trufin, Julien. Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system. 2019. 11 p. ISBA Discussion Paper 2019/07. http://hdl.handle.net/2078.1/214860

186. Denuit, Michel. Investing in your own and peers' risks: The simple analytics of p2p insurance. 2019. 14 p. ISBA Discussion Paper 2019/28. http://hdl.handle.net/2078.1/227946

187. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. La modélisation en sciences sociales: Incertitudes et défis. 2019. 17 p. ISBA Discussion Paper 2019/03. http://hdl.handle.net/2078.1/214740

188. Pechon, Florian; Denuit, Michel; Trufin, Julien. Home and Motor insurance joined at a household level using multivariate credibility. 2019. 28 p. ISBA Discussion Paper 2019/13. http://hdl.handle.net/2078.1/216508

189. Kiriliouk, Anna; Segers, Johan; Tsukahara, Hideatsu. On Some Resampling Procedures with the Empirical Beta Copula. 2019. 21 p. ISBA Discussion Paper 2019/12. http://hdl.handle.net/2078/216244

190. Martin, Manon; Govaerts, Bernadette. LiMM-PCA : combining ASCA+ and linear mixed models to analyse high dimensional designed data. 2019. 33 p. ISBA Discussion Paper 2019/21. http://hdl.handle.net/2078.1/219772

191. Martin, Manon; Govaerts, Bernadette. Feature Selection in metabolomics with PLS-derived methods. 2019. 56 p. ISBA Discussion Paper 2019/20. http://hdl.handle.net/2078.1/219770

192. Mastromarco, Camilla; Simar, Léopold; Wilson, Paul. Predicting Recessions: A New Measure of Output Gap as Predictor. 2019. ISBA Discussion Paper 2019/23. http://hdl.handle.net/2078.1/222030

193. de Valk, Cees Fouad; Segers, Johan. Stability and tail limits of transport-based quantile contours. 2018. 40 p. ISBA Discussion Paper 2018/31. http://hdl.handle.net/2078.1/207814

194. Hainaut, Donatien; Moraux, Franck. A switching self-exciting jump diffusion process for stock prices. 2018. 36 p. ISBA Discussion Paper 2018/13. http://hdl.handle.net/2078.1/199014

195. Hainaut, Donatien. A self-organizing predictive map for non-life insurance. 2018. 32 p. ISBA Discussion Paper 2018/15. http://hdl.handle.net/2078.1/199020

196. Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh. An estimator of the stable tail dependence function based on the empirical beta copula. 2018. 19 p. ISBA Discussion Paper 2018/29. http://hdl.handle.net/2078.1/207360

197. Hainaut, Donatien; Goutte, Stéphane. A switching microstructure model for stock prices. 2018. 34 p. ISBA Discussion Paper 2018/14. http://hdl.handle.net/2078.1/199018

198. Guisset, Séverine; Martin, Manon; Govaerts, Bernadette. Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs. 2018. 33 p. ISBA Discussion Paper 2018/30. http://hdl.handle.net/2078.1/207560

199. Maréchal, Pierre; Simar, Léopold; Vanhems, Anne. A mollifier approach to the deconvolution of probability densities. 2018. 31 p. ISBA Discussion Paper 2018/28. http://hdl.handle.net/2078.1/207308

200. Russo, Federica; Wunsch, Guillaume; Mouchart, Michel. Causality in the Social Sciences: A structural modelling framework. 2018. 16 p. ISBA Discussion Paper 2018/27. http://hdl.handle.net/2078.1/207278

201. Kneip, Alois; Simar, Léopold; Wilson, Paul. Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices. 2018. 57 p. ISBA Discussion Paper 2018/10. http://hdl.handle.net/2078.1/197191

202. Guillote, Simon; Perron, François; Segers, Johan. Bayesian Inference For Bivariate Ranks. 2018. 21 p. ISBA Discussion Paper 2018/05. http://hdl.handle.net/2078.1/196291

203. Ngugnie Diffouo, Pauline; Devolder, Pierre. Static risk measurement of life annuity products: the longevity model. 2018. 26 p. ISBA Discussion Paper 2018/24. http://hdl.handle.net/2078.1/203428

204. Martin, Manon; Legat, Benoît; Leenders, Justine; Vanwinsberghe, Julien; Rousseau, Réjane; Boulanger, Bruno; Eilers, Paul; De Tullio, Pascal; Govaerts, Bernadette. PepsNMR for 1H-NMR metabolomic data pre-processing. 2018. 37 p. ISBA Discussion Paper 2018/09. http://hdl.handle.net/2078.1/196599

205. Chiapino, Maël; Sabourin, Anne; Segers, Johan. Identifying groups of variables with the potential of being large simultaneously. 2018. 23 p. ISBA Discussion Paper 2018/06. http://hdl.handle.net/2078.1/196292

206. Park, Byeong U.; Simar, Léopold; Zelenyuk, Valentin. Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008). 2018. 15 p. ISBA Discussion Paper 2018/04. http://hdl.handle.net/2078.1/196164

207. Badin, Luiza; Daraio, Cinzia; Simar, Léopold. A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. 2018. 31 p. ISBA Discussion Paper 2018/07. http://hdl.handle.net/2078.1/196294

208. Haedo, Christian; Mouchart, Michel. Automatic biclustering of regions and sectors. 2018. 25 p. ISBA Discussion Paper 2018/26. http://hdl.handle.net/2078.1/203982

209. Devolder, Pierre; Ngugnie Diffouo, Pauline. Valuation of insurer's solvency for a life annuity within the equity-longevity model. 2018. 44 p. ISBA Discussion Paper 2018/23. http://hdl.handle.net/2078.1/203427

210. Florens, Jean-Pierre; Simar, Léopold; Van Keilegom, Ingrid. Estimation of the Boundary of a Variable observed with Symmetric Error. 2018. 36 p. ISBA Discussion Paper 2018/08. http://hdl.handle.net/2078.1/196601

211. Chau, Van Vinh; von Sachs, Rainer. Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices. 2018. 51 p. ISBA Discussion Paper 2018/25. http://hdl.handle.net/2078.1/203429

212. Simar, Léopold; Zelenyuk, Valentin. Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores. 2018. 21 p. ISBA Discussion Paper 2018/20. http://hdl.handle.net/2078.1/201792

213. Tran, Kim Phuc; Heuchenne, Cédric; Balakrishnan, Narayanaswamy. On the Performance of Coefficient of Variation Charts in the Presence of Measurement Errors. 2018. 35 p. ISBA Discussion Paper 2018/35. http://hdl.handle.net/2078.1/209027

214. Portier, François; Segers, Johan. Monte Carlo integration with a growing number of control variates. 2018. 33 p. ISBA Discussion Paper 2018/01. http://hdl.handle.net/2078.1/195210

215. Davis, Richard; Drees, Holger; Segers, Johan; Warchol, Michal. Inference on the tail process with application to financial time series modelling. 2018. 22 p. ISBA Discussion Paper 2018/02. http://hdl.handle.net/2078.1/195211

216. Simar, Léopold; Wilson, Paul. Technical, Allocative and Overall Efficiency: Inference and Hypothesis Testing. 2018. 43 p. ISBA Discussion Paper 2018/18. http://hdl.handle.net/2078.1/200677

217. Beretta, Alessandro; Heuchenne, Cédric. Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures. 2018. 20 p. ISBA Discussion Paper 2018/33. http://hdl.handle.net/2078.1/209024

218. Denuit, Michel; Guillen, Montserrat; Trufin, Julien. Multivariate credibility modeling for usage-based motor insurance pricing with behavioral data. 2018. 26 p. ISBA Discussion Paper 2018/32. http://hdl.handle.net/2078.1/208814

219. Daouia, Abdelaati; Florens, Jean-Pierre; Simar, Léopold. Robustified expected maximum production frontiers. 2018. 30 p. ISBA Discussion Paper 2018/03. http://hdl.handle.net/2078.1/195212

220. Pechon, Florian; Denuit, Michel; Trufin, Julien. Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household. 2018. 19 p. ISBA Discussion Paper 2018/19. http://hdl.handle.net/2078.1/200713

221. Feraud, Baptiste; Leenders, Justine; Martineau, Estelle; Giraudeau, Patrick; Govaerts, Bernadette; de Tullio, Pascal. Two data pre-processing workflows to facilitate the discovery of biomarkers by 2D NMR metabolomics. 2018. 22 p. ISBA DIscussion Paper 2018/16. http://hdl.handle.net/2078.1/200549

222. Alonso-García, Jennifer; Boado-Penas, Maria Del Carmen; Devolder, Pierre. Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. 2018. 33 p. xxx xxx. http://hdl.handle.net/2078.1/202019

223. Nguyen, Huu Du; Tran, Kim Phuc; Heuchenne, Cédric. Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts. 2018. 29 p. ISBA Discussion Paper 2018/34. http://hdl.handle.net/2078.1/209026

224. Daraio, Cinzia; Simar, Léopold; Wilson, Paul. Fast and Efficient Computation of Directional Distance Estimators. 2018. 30 p. ISBA Discussion Paper 2018/17. http://hdl.handle.net/2078.1/200676

225. Bücher, Axel; Segers, Johan. Inference for heavy tailed stationary time series based on sliding blocks. 2017. 24 p. ISBA Discussion Paper 2017/18. http://hdl.handle.net/2078.1/185486

226. Berghaus, Betina; Segers, Johan. Weak convergence of the weighted empirical beta copula process. 2017. 23 p. ISBA Discussion Paper 2017/15. http://hdl.handle.net/2078.1/185483

227. Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer. Multivariate generalized Pareto distributions: parametrizations, representations, and properties. 2017. 20 p. ISBA Discussion Paper 2017/16. http://hdl.handle.net/2078.1/185484

228. Hafner, Christian; Preminger, Arie. On asymptotic theory for ARCH(∞) models. 2017. 22 p. ISBA Discussion Paper 2017/09. http://hdl.handle.net/2078.1/185255

229. Asmussen, Soren; Ivanovs, Jevgenijs; Segers, Johan. On the longest gap between power-rate arrivals. 2017. 18 p. Discussion Paper 2017/14. http://hdl.handle.net/2078.1/185482

230. Daniel, Betty; Hafner, Christian; Manner, Hans; Simar, Léopold. Asymmetries in Business Cycles and the Role of Oil Prices. 2017. 32 p. ISBA Discussion Paper 2017/10. http://hdl.handle.net/2078.1/185256

231. Vettori, Sabrina; Huser, Raphaël; Segers, Johan; Genton, Marc. Bayesian Clustering and Dimension Reduction in Multivariate Extremes. 2017. 31 p. ISBA Discussion Paper 2017/17. http://hdl.handle.net/2078.1/185485

232. Bremhorst, Vincent; Lambert, Philippe. Inclusion of time-varying covariates in cure survival models with an application in fertility studies. 2017. 24 p. ISBA Discussion Paper 2017/13. http://hdl.handle.net/2078.1/185481

233. Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. An Exact Method for Designing Shewhart X and S2 Control Charts to Guarantee In-Control Performance. 2017. 30 p. ISBA Discussion Paper 2017/31. http://hdl.handle.net/2078.1/209028

234. Mastromarco, Camilla; Simar, Léopold. Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance. 2017. 36 p. ISBA Discussion Paper 2017/30. http://hdl.handle.net/2078.1/195482

235. Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. The np Chart With Guaranteed In-control Average Run Lengths. 2017. 17 p. ISBA Discussion Paper 2017/32. http://hdl.handle.net/2078.1/209029

236. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Causal attribution in block-recursive social sytems. A structural modeling perspective. 2017. 20 p. CORE Discussion Paper; ISBA Discussion Paper 2017/28; 2017/29. http://hdl.handle.net/2078.1/187917

237. Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh. An estimator of the stable tail dependence function based on the empirical beta copula. 2017. ISBA Discussion Paper 2017/28. http://hdl.handle.net/2078.1/189492

238. Kiriliouk, Anna. Hypothesis testing for tail dependence parameters on the boundary of the parameter space with application to generalized max-linear models. 2017. 18 p. ISBA Discussion Paper 2017/27. http://hdl.handle.net/2078.1/189479

239. Lambert, Philippe; Bremhorst, Vincent. Estimation and identication issues in the promotion time cure model when the same covariates enter the cure probability and time-to-event model components. 2017. 20 p. ISBA Discussion Paper 2017/26. http://hdl.handle.net/2078.1/189388

240. Feraud, Baptiste; Munaut, Carine; Martin, Manon; Verleysen, Michel; Govaerts, Bernadette. Combining strong sparsity and competitive predictive power with the L-sOPLS approach for biomarker discovery in metabolomics. 2017. 21 p. ISBA Discussion Paper 2017/20. http://hdl.handle.net/2078.1/187152

241. van Delft, Anne; Eichler, Michael. Locally Stationary Functional Time Series. 2017. 57 p. ISBA Discussion Paper 2017/23. http://hdl.handle.net/2078.1/187160

242. Martin, Manon; Legat, Benoît; Leenders, Justine; Vanwinsberghe, Julien; Rousseau, Réjane; Boulanger, Bruno; Eilers, Paul H.C.; De Tullio, Pascal; Govaerts, Bernadette. PepsNMR for the 1H-NMR metabolomic data pre-processing. 2017. 12 p. ISBA Discussion Paper 2017/22. http://hdl.handle.net/2078.1/187159

243. Bertrand, Aurélie; Van Keilegom, Ingrid; Legrand, Catherine. Flexible parametric approach to classical measurement error variance estimation without auxiliary data. 2017. 28 p. ISBA Discussion Paper 2017/25. http://hdl.handle.net/2078.1/187163

244. Hjort, Nils Lid; McKeague, Ian W.; Van Keilegom, Ingrid. Hybrid combinations of parametric and empirical likelihoods. 2017. 26 p. ISBA Discussion Paper 2017/21. http://hdl.handle.net/2078.1/187156

245. Racine, Jeffrey S.; Van Keilegom, Ingrid. A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test. 2017. 34 p. ISBA Discussion Paper 2017/24. http://hdl.handle.net/2078.1/187161

246. Aue, Alexander; Van Delft, Anne. Testing for stationarity of functional time series in the frequency domain. 2017. 56 p. ISBA Discussion Paper 2017/01. http://hdl.handle.net/2078.1/180401

247. Borel-Mathurin, Fabrice; Loisel, Stéphane; Segers, Johan. Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views. 2017. 25 p. ISBA Discussion Paper 2017/06. http://hdl.handle.net/2078.1/184734

248. Bremhorst, Vincent; Kreyenfeld, Michaela; Lambert, Philippe. Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility progression. 2017. 38 p. ISBA Discussion Paper 2017/04. http://hdl.handle.net/2078.1/183996

249. Patilea, Valentin; Van Keilegom, Ingrid. A general approach for cure models in survival analysis. 2017. 29 p. ISBA Discussion Paper 2017/08. http://hdl.handle.net/2078.1/184740

250. Amico, Maïlis; Van Keilegom, Ingrid. Cure models in survival analysis. 2017. 36 p. ISBA Discussion Paper 2017/07. http://hdl.handle.net/2078.1/184737

251. De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid. An Adapted Loss Function for Censored Quantile Regression. 2017. 23 p. ISBA Discussion Paper 2017/03. http://hdl.handle.net/2078.1/183995

252. Hafner, Christian; Walders, Fabian. Heterogeneous Liquidity Effects in Corporate Bond Spreads. 2016. 29 p. ISBA Discussion Paper 2016/50. http://hdl.handle.net/2078.1/185254

253. Devolder, Pierre; Tassa, Habiba. Solvency measurement for defined benefits pension schemes. 2016. 15 p. ISBA Discussion Paper 2016/25. http://hdl.handle.net/2078.1/174241

254. Asin, Nicolas; Johannes, Jan. Adaptive non-parametric estimation in the presence of dependence. 2016. 39 p. ISBA Discussion Paper 2016/07. http://hdl.handle.net/2078.1/171509

255. Uyttendaele, Nathan. On the estimation of nested Archimedean copulas: A theoretical and an experimental comparison. 2016. 27 p. ISBA Discussion Paper 2016/05. http://hdl.handle.net/2078.1/171500

256. Devolder, Pierre; Lebègue, Adrien. Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances. 2016. 33 p. ISBA Discussion Paper 2016/23. http://hdl.handle.net/2078.1/173927

257. Mazo, Gildas. A semiparametric and location-shift copula-based mixture model. 2016. 17 p. ISBA Discussion Paper 2016/26. http://hdl.handle.net/2078.1/175090

258. Breitung, Jörg; Hafner, Christian. A simple model for now-casting volatility series. 2016. 22 p. ISBA Discussion Paper 2016/35. http://hdl.handle.net/2078.1/177296

259. Mazo, Gildas; Uyttendaele, Nathan. Building conditionally dependent parametric one-factor copulas. 2016. 25 p. ISBA Discussion Paper 2016/04. http://hdl.handle.net/2078.1/171498

260. Bücher, Axel; Segers, Johan. On the Maximum Likelihood Estimator for the Generalized Extreme-Value Distribution. 2016. 29 p. ISBA Discussion Paper 2016/03. http://hdl.handle.net/2078.1/171497

261. Daouia, Abdelaati; Florens, Jean-Pierre; Simar, Léopold. Robust frontier estimation from noisy data: a Tikhonov regularization approach. 2016. 43 p. ISBA Discussion Paper 2016/28. http://hdl.handle.net/2078.1/175444

262. Florens, Jean-Pierre; Horowitz, Joel; Van Keilegom, Ingrid. Bias-corrected condence intervals in a class of linear inverse problems. 2016. 17 p. ISBA Discussion Paper 2016/21. http://hdl.handle.net/2078.1/173925

263. Davis, Richard; Holger, Drees; Segers, Johan; Warchol, Michal. Modeling serial extremal dependence. 2016. 20 p. ISBA Discussion Paper 2016/16. http://hdl.handle.net/2078.1/173616

264. Denuit, Michel; Trufin, Julien. Hybrid Loss Development Modelling in P&C Insurance with an Application to Motor Third Party Liability. 2016. 25 p. ISBA Discussion Paper 2016/08. http://hdl.handle.net/2078.1/172850

265. Denuit, Michel; Trufin, Julien. Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development. 2016. 9 p. ISBA Discussion Paper 2016/30. http://hdl.handle.net/2078.1/176389

266. Denuit, Michel; Trufin, Julien. Collective Loss Reserving with Two Types of Claims in Motor Third Party Liability Insurance. 2016. 24 p. ISBA Discussion Paper 2016/29. http://hdl.handle.net/2078.1/176388

267. Scolas, Sylvie; Legrand, Catherine; Oulhaj, Abderrahim; El Ghouch, Anouar. Diagnostic checks in mixture cure models with interval-censoring. 2016. 27 p. ISBA Discussion Paper 2016/14. http://hdl.handle.net/2078.1/173569

268. Nalpas, Nicolas; Simar, Léopold; Vanhems, Anne. Portfolio Selection in a Multi-Input Multi-Output Setting:a Simple Monte-Carlo-FDH Algorithm. 2016. 29 p. ISBA Discussion Paper 2016/22. http://hdl.handle.net/2078.1/173926

269. Segers, Johan; Zhao, Yuwei; Meinguet, Thomas. Radial-angular decomposition of regularly varying time series in star-shaped metric spaces. 2016. 28 p. ISBA Discussion Paper 2016/17. http://hdl.handle.net/2078.1/173618

270. Gbari, Kock Yed Ake Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel. Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death. 2016. 25 p. IBSA Discussion Paper 2016/12. http://hdl.handle.net/2078.1/173545

271. Daraio, Cinzia; Simar, Léopold; Wilson, Paul. Nonparametric Estimation of Efficiency in the Presence of Environmental Variables. 2016. 44 p. ISBA Discussion Paper 2016/27. http://hdl.handle.net/2078.1/175441

272. Denuit, Michel; Mesfioui, Mhamed. Bounds on Kendall’s Tau for Zero-Inflated Continuous Variables. 2016. 7 p. ISBA Discussion Paper 2016/43. http://hdl.handle.net/2078.1/179274

273. Kiriliouk, Anna; Rootzén, Holger; Segers, Johan; Wadsworth, Jennifer. Peaks over thresholds modelling with multivariate generalized Pareto distributions. 2016. 31 p. IBSA Discussion Paper 2016/40. http://hdl.handle.net/2078.1/179269

274. Denuit, Michel; Mesfioui, Mhamet; Trufin, Julien. Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses. 2016. 16 p. ISBA Discussion Paper 2016/46. http://hdl.handle.net/2078.1/179286

275. Zhao, Yuwei. Point processes in a metric space. 2016. 16 p. ISBA Discussion Paper 2016/39. http://hdl.handle.net/2078.1/179268

276. Gressani, Oswaldo; Lambert, Philippe. Fast Bayesian inference in semi-parametric P-spline cure survival models using Laplace approximations. 2016. 21 p. ISBA Discussion Paper 2016/41. http://hdl.handle.net/2078.1/179271

277. Steland, Ansgar; von Sachs, Rainer. Asymptotics for High–Dimensional Covariance Matrices and Quadratic Forms with Applications to the Trace Functional and Shrinkage. 2016. 40 p. ISBA Discussion Paper 2016/38. http://hdl.handle.net/2078.1/179267

278. Haedo, Christian; Mouchart, Michel. Automatic biclustering of regions and sectors. 2016. 32 p. ISBA Discussion Paper 2016/42. http://hdl.handle.net/2078.1/179272

279. Denuit, Michel. Risk Apportionment and Multiply Monotone Targets. 2016. 5 p. ISBA Discussion Paper 2016/44. http://hdl.handle.net/2078.1/179282

280. Müller, Ursula; Van Keilegom, Ingrid. Goodness-of-t tests for the cure rate in a mixture cure model. 2016. 18 p. ISBA Discussion Paper 2016/37. http://hdl.handle.net/2078.1/179287

281. Denuit, Michel; Legrand, Catherine. Risk Classification in Life Insurance: Extension to Continuous Covariates. 2016. 6 p. ISBA Discussion Paper 2016/45. http://hdl.handle.net/2078.1/179284

282. Simar, Léopold; Zelenyuk, Valentin. Asymptotic Theory for Aggregate Efficiency. 2016. 21 p. ISBA Discussion Paper 2016/24. http://hdl.handle.net/2078.1/173944

283. Rootzén, Holger; Segers, Johan; Wadsworth, Jenny. Multivariate peaks over thresholds models. 2016. 32 p. ISBA Discussion Paper 2016/18. http://hdl.handle.net/2078.1/173619

284. Chau, Van Vinh; von Sachs, Rainer. Functional mixed effects wavelet estimation for spectra of replicated time series. 2016. 45 p. ISBA Discussion Paper 2016/13. http://hdl.handle.net/2078.1/173546

285. Hafner, Christian; Laurent, Sébastien; Violante, Francesco. Weak Diffusion Limits of Dynamic Conditional Correlation Models. 2016. 34 p. CORE Discussion paper; ISBA Discussion Paper 2016/09; 2016/34. http://hdl.handle.net/2078.1/173539

286. Talamakrouni, Majda; El Ghouch, Anouar; Van Keilegom, Ingrid. Parametrically guided local quasi-likelihood with censored data. 2016. 31 p. ISBA Discussion Paper 2016/11. http://hdl.handle.net/2078.1/173540

287. Lebigre, Christophe; Timmermans, Catherine; Soulsbury, Carl. Black grouse males do not modulate their lekking behaviour according to their neighbour’s kinship. 2016. 32 p. ISBA Discussion Paper 2016/10. http://hdl.handle.net/2078.1/172852

288. Einmahl, John; Kiriliouk, Anna; Segers, Johan. A continuous updating weighted least squares estimator of tail dependence in high dimensions. 2016. 23 p. ISBA Discussion Paper 2016/02. http://hdl.handle.net/2078.1/171495

289. Mouchart, Michel; Bouckaert, André; Wunsch, Guillaume. Assessing causality in clinical trials, A Sure Outcome of Random Events (SORE) Model. 2016. ISBA Discussion Paper 2016/01. http://hdl.handle.net/2078.1/171390

290. Marcon, Giulia; Padoan, Simone; Naveau, Philippe; Muliere, Pietro; Segers, Johan. Multivariate Nonparametric Estimation of the Pickands Dependence Function using Bernstein Polynomials. 2016. 27 p. ISBA Discussion Paper 2016/20. http://hdl.handle.net/2078.1/173623

291. Bertrand, Aurélie; Legrand, Catherine; Léonard, Daniel; Van Keilegom, Ingrid. Robustness of estimation methods in a survival cure model with mismeasured covariates. 2016. 31 p. ISBA Discussion Paper 2016/06. http://hdl.handle.net/2078.1/171508

292. Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu. The Empirical Beta Copula. 2016. 21 p. ISBA Discussion Paper 2016/32. http://hdl.handle.net/2078.1/176393

293. Colling, Benjamin; Van Keilegom, Ingrid. Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. 2016. 42 p. ISBA Discussion Paper 2016/31. http://hdl.handle.net/2078.1/176391

294. Sabourin, Anne; Segers, Johan. Marginal standardization of upper semicontinuous processes with application to max-stable processes. 2016. 26 p. ISBA Discussion Paper 2016/19. http://hdl.handle.net/2078.1/173621

295. Asin, Nicolas; Johannes, Jan. Adaptive non-parametric instrumental regression in the presence of dependence. 2016. 53 p. ISBA Discussion Paper 2016/15. http://hdl.handle.net/2078.1/173547

296. De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid. Semiparametric Copula Quantile Regression for Complete or Censored Data. 2016. 28 p. ISBA Discussion Paper 2016/09. http://hdl.handle.net/2078.1/172851

297. Oulhaj, Abderrahim; El Ghouch, Anouar; Holman, Rury. Testing for qualitative heterogeneity: An application to composite endpoints in survival analysis. 2016. 24 p. ISBA Discussion Paper 2016/48. http://hdl.handle.net/2078.1/180383

298. Scolas, Sylvie; El Ghouch, Anouar; Legrand, Catherine. The SNP representation in mixture cure models with interval-censoring: estimation and goodness-of-fit testing. 2016. 23 p. ISBA Discussion Paper 2016/49. http://hdl.handle.net/2078.1/180399

299. Bouezmarni, Taoufik; Camirand, Félix; El Ghouch, Anouar. Estimation of a bivariate conditional copula when a variable is subject to random right censoring. 2016. 43 p. ISBA Discussion Paper 2016/47. http://hdl.handle.net/2078.1/180382

300. Hafner, Christian; Linton, Olivier. An Almost Closed Form Estimator for the EGARCH model. 2016. 29 p. ISBA Discussion Paper 2016/36. http://hdl.handle.net/2078.1/177297

301. Thiel, Michel; Feraud, Baptiste; Govaerts, Bernadette. ASCA+ and APCA+: extensions of ASCA and APCA in the analysis of unbalanced multifactorial designs. 2016. 16 p. ISBA Discussion Paper 2016/33. http://hdl.handle.net/2078.1/176979

302. Denuit, Michel; Trufin, Julien. From Regulatory Life Tables to Stochastic Mortality Projections: The Exponential Decline Model. 2015. 21 p. ISBA Discussion Paper 2015/26. http://hdl.handle.net/2078.1/172849

303. Bücher, Axel; Segers, Johan. Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. 2015. 40 p. ISBA Discussion Paper 2015/23. http://hdl.handle.net/2078.1/168137

304. Devolder, Pierre; Lebègue, Adrien. Compositions of Conditional Risk Measures and Solvency Capital. 2015. 21 p. ISBA Discussion Paper 2015/20. http://hdl.handle.net/2078.1/165922

305. Francq, Bernard G.; Govaerts, Bernadette. How to regress and predict in a Bland and Altman plot? Review and contribution based on tolerance intervals andcorrelated errors in variables models. 2015. 38 p. ISBA Discussion Paper 2015/15. http://hdl.handle.net/2078.1/165158

306. Faraz, Alireza; Woodall, William; Heuchenne, Cédric. Guaranteed conditional performance of the S^2 control chart with estimated parameters. 2015. ISBA Discussion Paper 2015/04. http://hdl.handle.net/2078.1/157628

307. Portier, François; Segers, Johan. On the weak convergence of the empirical conditional copula under a simplifying assumption. 2015. 36 p. ISBA Discussion Paper 2015/24. http://hdl.handle.net/2078.1/168138

308. Alonso Garcia, Jennifer; Devolder, Pierre. Optimal mix between pay-as-you-go and funding in a multi-generational Overlapping Generations model. 2015. 22 p. ISBA Discussion Paper 2015/10. http://hdl.handle.net/2078.1/160931

309. Cadena, Meitner; Denuit, Michel. Semi-parametric accelerated hazard Relational models with applications to Mortality projections. 2015. 28 p. ISBA Discussion Paper 2015/13. http://hdl.handle.net/2078.1/160937

310. Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, Michel. On the transferability of reserves in lifelong health insurance contracts. 2015. 32 p. ISBA Discussion Paper 2015/08. http://hdl.handle.net/2078.1/160900

311. Cheung, Ka Chung; Denuit, Michel; Dhaene, Jan. Tail mutual exclusivity and Tail-VaR lower bounds. 2015. 18 p. ISBA Discussion Paper 2015/02. http://hdl.handle.net/2078.1/157624

312. Portier, François; El Ghouch, Anouar; Van Keilegom, Ingrid. Efficiency and Bootstrap in the Promotion Time Cure Model. 2015. 35 p. ISBA Discussion Paper 2015/12. http://hdl.handle.net/2078.1/160935

313. Alonso Garcia, Jennifer; Devolder, Pierre. Guarantee valuation in Notional Defined Contribution pension systems. 2015. 27 p. ISBA Discussion Paper 2015/09. http://hdl.handle.net/2078.1/160930

314. Devolder, Pierre; Lebègue, Adrien. Time Horizon and Solvency Capital within a Brownian Framework Partially Modulated by a Continuous-Time Markov Chain. 2014. 39 p. ISBA Discussion Paper 2014/27. http://hdl.handle.net/2078.1/146541

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

3. Denuit, Michel; Hainaut, Donatien; Trufin, Julien. Effective Statistical Learning Methods for Actuaries II : Tree-Based Methods and Extensions. Springer Nature Switzerland AG: Cham, Switzerland, 2020. 9783030575557. 228 pages. http://hdl.handle.net/2078.1/239911

4. Denuit, Michel; Hainaut, Donatien; Trufin, Julien. Effective Statistical Learning Methods for Actuaries I : GLMs and Extensions. Springer: Springer Nature Switzerland AG 2019, 2019. 9783030258191; 9783030258207. 441 pages. http://hdl.handle.net/2078.1/219796

5. Denuit, Michel; Hainaut, Donatien; Trufin, Julien. Effective Statistical Learning Methods for Actuaries III : Neural Networks and Extensions. Springer: Springer Nature Switzerland AG 2019, 2019. 9783030258276; 9783030258269. 250 pages. http://hdl.handle.net/2078.1/222289

6. Hindriks, Jean; Devolder, Pierre. Quel avenir pour nos pensions ? Les grands défis de la réforme des pensions. De Boeck: Bruxelles, 2015. 9782804190415. 198 pages. http://hdl.handle.net/2078.1/165597

7. Boulet, Jacques; Cantillon, Béa; Devolder, Pierre; Hindriks, Jean; Janvier, Ria; Masai, Françoise; Perl, Gabriel; Schokkaert, Erik; Stevens, Yves; Vandenbroucke, Frank. Métiers pénibles, pensions à temps partiel et flexibilité équitable dans le système de pension. Avis complémentaire de la Commission de réforme des pensions 2020-2040. SPF Sécurité Sociale: Bruxelles, 2015. 44 pages. http://hdl.handle.net/2078.1/165556

Statistics, Biostatistics & Actuarial Sciences

Topics investigated in Statistics, Biostatistics and Actuarial Sciences

LIDAM Researchers in Statistics, Biostatistics & Actuarial Sciences

Faculty Members

Post-Doc and PhD Students

How many research projects in Statistics are ongoing at LIDAM ?

Sponsors

FW-B (Federation Wallonie-Bruxelles) 2020-2025

Imperfect Data : From Mathematical Foundations to Applications in Life Sciences (IMAL)

RW (Région Wallonne) 2019-2021

Using biomarkers to enrich interim analyses in cancer clinical trials

FW-B (Federation Wallonie-Bruxelles) 2018-2023

Sustainable, Adequate and Safe Pensions

FW-B (Federation Wallonie-Bruxelles) 2018-2023

Negative and ultra-low interest rates: behavioral and quantitative modelling

RW (Région wallonne) 2018-2021

BeNeFit

SAS Partnership 2018-2022

SAS

BSP (Belgian Science Policy) 2016-2021

BRAIN-be : Valorisation de 70 ans d'observations soclaires de l'Observatoire Royal de Belgique

FNRS CDR 2019-2021

Optimal transport in nonparametric statics: Copulas for non-Euclidean data and multivariate tail quantile countours

Partnership KULeuven - UCLouvain 2020-2024

Quantile regression for censored data

UCLouvain FSR 2021-2023

Processus de Lévy fractionnaires et applications en finance mathématique (2021-2023)

UCLouvain FSR 2021-2023

Graph informed sufficient dimension reduction: a bridging conditional independence framework for distributed estimation and inference

ETHIAS Chair 2019-2022

Fully funded Pension Systems

AG Insurance Chair 2016-2020

Pension valuation and solvency

LIDAM Recent Publications in Statistics, Biostatistics & Actuarial Sciences

Journal Articles

Conference Papers

Book Chapters

Working Papers

Books