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. 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

2. Pircalabelu, Eugen; Artemiou, Andreas. High-dimensional Sufficient Dimension Reduction through principal projections. In: Electronic Journal of Statistics, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/258818

3. Hafner, Christian; Liu, Guannan; Cai, Zongwu; Yang, Bingduo. Time-Varying Mixture Copula Models with Copula Selection. In: Statistica Sinica, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/258923

4. Hafner, Christian; Herwartz, Helmut. Dynamic score driven independent component analysis. In: Journal of Business and Economic Statistics, (2022). doi:10.1080/07350015.2021.2013244 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258973

5. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2022). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976

6. Hafner, Christian; Wang, Linqi. A dynamic conditional score model for the log correlation matrix. In: Journal of Econometrics, (2022). doi:10.1016/j.jeconom.2021.09.004 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258975

7. Mouchart, Michel; Haedo, Christian. Two-mode clustering through profiles of regions and sectors. In: Empirical Economics, (2022). doi:10.1007/s00181-022-02201-z (Accepté/Sous presse). http://hdl.handle.net/2078.1/259444

8. Devolder, Pierre; Ngugnie Diffouo, Pauline. 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 (Accepté/Sous presse). http://hdl.handle.net/2078.1/259742

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

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

11. Segers, Johan; Sabourin, Anne; Lhaut, Stéphane. 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

12. Mathieu, Sophie; Ritter, Christian; Clette, Frédéric; Lefèvre, Laure; von Sachs, Rainer; Delouille, Véronique. Nonparametric monitoring of sunspot number observations. In: Journal of Quality Technology, (2022). doi:10.1080/00224065.2022.2041376 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258343

13. Wunsch, Guillaume; Mouchart, Michel; Orsi, Renzo. 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

14. 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

15. Hieber, Peter; Denuit, Michel; 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

16. 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

17. Hieber, Peter; Devolder, Pierre; Hanna, Vanessa. 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

18. Restaino, Marialuisa; Beretta, Alessandro; Heuchenne, Cédric. 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, (2022). doi:10.1080/02664763.2021.1973386 (Accepté/Sous presse). http://hdl.handle.net/2078.1/251423

19. Orsi, Renzo; Russo, Federica; Mouchart, Michel; Wunsch, Guillaume. 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

20. 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

21. 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, (2022). doi:10.1080/10618600.2022.2108818 (Accepté/Sous presse). http://hdl.handle.net/2078.1/264877

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

23. 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

24. Trufin, Julien; Denuit, Michel; Corradin, Alexandre; Sammarco, Matteo; Detyniecki, Marcin; Grari, Vincent. 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

25. 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

26. 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

27. 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

28. Barbarin, Jérôme; Hainaut, Donatien; Dupret, Jean-Loup. Impact of rough stochastic volatility models on long-term life insurance pricing. In: European Actuarial Journal, (2022). doi:10.1007/s13385-022-00317-1 (Accepté/Sous presse). http://hdl.handle.net/2078.1/263669

29. 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

30. Hainaut, Donatien; Njike Leunga, Charles Guy. Valuation of Annuity Guarantees under a Self-Exciting Switching Jump Model. In: Methodology and Computing in Applied Probability, (2022). (Accepté/Sous presse). http://hdl.handle.net/2078.1/257592

31. 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

32. 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

33. Denuit, Michel; Hainaut, Donatien; Trufin, Julien. 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

34. Hafner, Christian; Kyriakopoulou, Dimitra. 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

35. 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

36. Hafner, Christian; Kasperskaya, Yulia; Sagarra, Marti; Bocart, Fabian Y.R.P. Investing in superheroes? Comic art as a new alternative investment. In: The Journal of Alternative Investments, (2023). doi:10.3905/jai.2022.1.174 (Accepté/Sous presse). http://hdl.handle.net/2078.1/265598

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

38. Segers, Johan; Mordant, Gilles. 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

39. 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

40. Soetewey, Antoine; Legrand, Catherine; Silversmit, Geert; Denuit, Michel. 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

41. Hafner, Christian; El Mehdi, Rachida. 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

42. Hafner, Christian; Long, Wei; Liu, Guannan; Yang, Bingduo. 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

43. Vanhems, Anne; Fall, François Seck; Tchuigoua, Hubert Tchakoute; 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

44. Devolder, Pierre; Ngugnie Diffouo, Pauline. 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

45. Segers, Johan; Asenova, Stefka Kirilova; Mazo, Gildas. 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

46. 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

47. 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

48. Zelenyuk, Valentin; Mastromarco, Camilla; Simar, Léopold. 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

49. Wilson, Paul W.; Daraio, Cinzia; Simar, Léopold. 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

50. 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

51. Tran, Phuong Hanh; Marie, Hélène; Heuchenne, Cédric; Nguyen, Huu Du. 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

52. Heuchenne, Cédric; Tran, Kim Phuc; Giner-Bosch, Vicent; Nguyen, Quoc-Thông; Tran, Kim Duc. 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

53. Sougné, Danielle; Bazgour, Tarik; Heuchenne, Cédric; Hübner, Georges. 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

54. 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

55. 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

56. 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

57. 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

58. Segers, Johan; Einmahl, John H. J. 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

59. 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

60. 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

61. 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

62. 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

63. Denuit, Michel; Trufin, Julien; Van Oirbeek, Robin; d'Oultremont, Louise; Bettonville, Carole. 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

64. 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

65. Segers, Johan; Mordant, Gilles. 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

66. Hainaut, Donatien; Dupret, Jean-Loup. 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

67. 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

68. Segers, Johan; Leluc, Rémi; Portier, François. 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

69. Devolder, Pierre; Diakite, Keivan. 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

70. Devolder, Pierre; Deelstra, Griselda; 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

71. 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

72. 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

73. Wilson, Paul W.; Kneip, Alois; Simar, Léopold. 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

74. Marion, Rebecca; Frénay, Benoît; Bibal, Adrien; von Sachs, Rainer. 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

75. Maes, Tor; Khamiakova, Tastiana; Sauwen, Nicolas; Govaerts, Bernadette; Thiel, Michel. 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

76. 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

77. Segers, Johan; Mordant, Gilles; Hallin, Marc. 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

78. 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

79. Hites, Maya; Slabbynck, Hans; Stevens, Dieter; De Buyser, Stefanie; Buyse, Marc; Van Laethem, Johan; Hoste, Levi; Peene, Isabelle; Lambrecht, Bart N; Fivez, Tom; Naesens, Leslie; Vandecasteele, Stefaan J; Wittebole, Xavier; Haerynck, Filomeen; Hulstaert, Frank; Vandekerckhove, Linos; Tavernier, Simon J; Moerman, Filip; Govaerts, Elke; Maes, Bastiaan; De Schryver, Nicolas; Colman, Roos; Aegerter, Helena; Bosteels, Cedric; Depuydt, Pieter; Verschelden, Gil; Rottey, Sylvie; Seys, Leen J M; Declercq, Jozefien; Legrand, Catherine; Misset, Benoit; Smole, Ursula; Van Damme, Karel F A; van Braeckel, Eva; Van Der Straeten, Catherine; Anguille, Sebastien; van der Hilst, Jeroen; Bauters, Fre; Dauby, Nicolas; Bosteels, Victor; Demedts, Ingel K; Liénart, Fabienne; De Leeuw, Elisabeth. 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

80. Calonne‐Salmon, Maryline; Garces Ruiz, Monica Cristina; Declerck, Stephan; Bremhorst, Vincent. 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

81. Rodriguez Morelos, Victor Hugo; Declerck, Stephan; Calonne-Salmon, Maryline; Garces Ruiz, Monica Cristina; Bremhorst, Vincent. 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

82. Trufin, Julien; Denuit, Michel; Charpentier , Arthur. 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

83. Denuit, Michel; Cadena, Meitner. 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

84. Trufin, Julien; Denuit, Michel; 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

85. 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

86. 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

87. Soetewey, Antoine; Legrand, Catherine; Silversmit, Geert; Denuit, Michel. 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

88. Trufin, Julien; Denuit, Michel. 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

89. 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

90. 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

91. Leonenko, Nikolai; Hainaut, Donatien. 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

92. 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

93. Giraudeau, Patrick; Leenders, Justine; Martineau, Estelle; Govaerts, Bernadette; Féraud, Baptiste; de Tullio, Pascal. 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

94. 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

95. 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

96. 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

97. Lu, Yang; Denuit, Michel. 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

98. 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

99. Devolder, Pierre; Zeddouk, Fadoua. 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

100. El Ghouch, Anouar; De Backer, Mickaël; 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

101. Florens, Jean-Pierre; Daouia, Abdelaati; 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

102. Zelenyuk, Valentin; Simar, Léopold. 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

103. Legrand, Catherine; Kicinski, Michal; Cantagallo, Eva; Péron, Julien; Collette, Laurence; Ozenne, Brice; Buyse, Marc; De Backer, Mickaël. 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

104. 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

105. 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

106. Wilson, Paul; Simar, Léopold. 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

107. Menzietti, Massimiliano; Devolder, Pierre; Levantesi, Susanna. 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 (Accepté/Sous presse). http://hdl.handle.net/2078.1/238305

108. Hafner, Christian; Maxand, Simone; Herwartz, Helmut. Identification of structural multivariate GARCH models. In: Journal of Econometrics, (2020). doi:10.1016/j.jeconom.2020.07.019 (Accepté/Sous presse). http://hdl.handle.net/2078.1/238805

109. Hafner, Christian; Tang, Haihan; Linton, Oliver. 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

110. Hainaut, Donatien; Njike Leunga, Charles Guy. 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

111. Ahmad, Liaquat‭; Faraz, Alireza‭; Heuchenne, Cédric; Aslam, Muhammad‭; ‬Saghir, Aamir‭. 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

112. Beretta, Alessandro; Manteiga, Wenceslao González; Heuchenne, Cédric; Sellero, César Sánchez. 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

113. 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

114. Speybroeck, Niko; Legrand, Catherine; Hens, Niel; Goossens, Herman; Van Keilegom, Ingrid; De Buyser, Stefanie; Hulstaert, Frank; Abrams, Steven; Buyse, Marc; Van Damme, Pierre; Neyens, Thomas; Theeten, Heidi; Molenberghs, Geert; Beutels, Philippe; Pepermans, Koen; Herzog, Sereina; Abad, Ariel Alonso; Faes, Christel; Verbeke, Geert. 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

115. El Ghouch, Anouar; Beyene, Kassu Mehari. 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

116. 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

117. Escanciano, Juan Carlos; Bravo, Francesco; 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

118. Florens, Jean-Pierre; Van Keilegom, Ingrid; Simar, Léopold. 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

119. 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

120. 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

121. 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

122. 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

123. 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

124. 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

125. Zelenyuk, Valentin; Park, Byeong U.; Simar, Léopold. 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

126. 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

127. Denuit, Michel; Hainaut, Donatien. 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

128. Devolder, Pierre; Ngugnie Diffouo, Pauline. 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

129. 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

130. Devolder, Pierre; Zeddouk, Fadoua. 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

131. 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

132. De uña Alvarez, Jacobo; Heuchenne, Cédric; 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

133. De uña Alvarez, Jacobo; Heuchenne, Cédric; 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

134. Heuchenne, Cédric; Chown, Justin; 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

135. 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

136. Hieber, Peter; Devolder, Pierre; Deelstra, Griselda; Gnameho, Kossi. 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

137. 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

138. Pechon, Florian; Denuit, Michel; Trufin, Julien. 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

139. Trufin, Julien; Denuit, Michel; Sznajder, Dominik. 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

140. Trufin, Julien; Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Claassens, Hubert. 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

141. Goutte, Stéphane; Hainaut, Donatien. 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

142. 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

143. 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

144. Trufin, Julien; Guillen, Montserrat; Denuit, Michel. 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

145. Trufin, Julien; Hanbali, Hamza; Denuit, Michel; Dhaene, Jan. 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

146. 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

147. Mesfioui, Mhamed; Denuit, Michel; 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

148. Trufin, Julien; Denuit, Michel. 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

149. 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

150. 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

151. Giraudeau, Patrick; Leenders, Justine; Martineau, Estelle; Govaerts, Bernadette; de Tullio, Pascal; Feraud, Baptiste. 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

152. 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

153. Legrand, Catherine; Najafi, Nadia; Van de Velde, Anne; Veyckemans, Francis; Vandenplas, Yvan; Poelaert, Jan; Vanhonacker, Domien. 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

154. 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

155. Segers, Johan; Sabourin, Anne; Chiapino, Maël. 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

156. Segers, Johan; Asmussen, Soren; Ivanovs, Jevgenijs. 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

157. Legrand, Catherine; Aris, Emmanuel; Callegaro, Andrea; Ndour, Cheikh. 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

158. El Ghouch, Anouar; Bouezmarni, Taoufik; Camirand Lemyre, Félix. 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

159. Legrand, Catherine; Burny, Wivine; Ndour, Cheikh; Didierlaurent, Arnaud M.; Yarzabal, Juan; Hervé, Caroline; Fissette, Laurence; Tavares Da Silva, Fernanda; van der Most, Robbert; Willems, Fabienne; Marchant, Arnaud; Gheyle, Lien; Callegaro, Andrea; Caubet, Magalie. 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

160. El Ghouch, Anouar; Oulhaj, Abderrahim; Beyene, Kassu M. 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

161. Deelstra, Griselda; Hainaut, Donatien. 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

162. 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

163. Kiriliouk, Anna; Rootzén, Holger; Wadsworth, Jennifer L.; Segers, Johan. 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

164. Segers, Johan; Vettori, Sabrina; Genton, Marc G.; Huser, Raphaël. 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

165. El Ghouch, Anouar; De Backer, Mickaël; 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

166. Tran, Kim Phuc; Heuchenne, Cédric; Nguyen, Huu Du. 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

167. Legrand, Catherine; Bertrand, Aurélie; Van Keilegom, Ingrid. 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

168. 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

169. Tran, Kim Phuc; Balakrishnan, Narayanaswamy; Heuchenne, Cédric. 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

170. Legrand, Catherine; Amico, Maïlis; Van Keilegom, Ingrid. 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

171. Legrand, Catherine; Nicolaie, Mioara Alina; Taylor, Jeremy M. G. 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

172. Segers, Johan; Portier, François. 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

173. Legrand, Catherine; Coulie, Pierre G.; De Potter, Patrick; Vikkula, Miikka; Damotte, Diane; Remark, Romain; Munda, Marco; Narasimhaiah, Deepti; 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

174. Martin, Manon; Govaerts, Bernadette; Guisset, Séverine. 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

175. 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

176. Delouille, Véronique; Ritter, Christian; Lefèvre, Laure; Mathieu, Sophie; von Sachs, Rainer. 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

177. Legrand, Catherine; Barbieri, Antoine. 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

178. Tran, Phuong Hanh; Tran, Kim Phuc; Heuchenne, Cédric; Nguyen, Huu Du. 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

179. Legrand, Catherine; Cès, Sophie; Van Durme, Thérèse; Macq, Jean; Lambert, Anne-Sophie. 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

180. 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

181. W. Wilson, Paul; Simar, Léopold. 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

182. Hafner, Christian; Gao, Zhengyuan. 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

183. 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

184. Van Keilegom, Ingrid; Colling, Benjamin. 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

185. Hafner, Christian; Chen, Cathy Yi-Hsuan. 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

186. 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

187. Russo, Federica; Mouchart, Michel; Wunsch, Guillaume. 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

188. von Sachs, Rainer; Ombao, Hernando; Gorrostieta, Cristina. 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

189. 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

190. Mammen, Enno; Yu, Kyusang; Van Keilegom, Ingrid. 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

191. Devolder, Pierre; Zeddouk, Fadoua. 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

192. Hafner, Christian; Manner, Hans; Daniel, Betty; 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

193. 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

194. Kreyenfeld, Michaela; Lambert, Philippe; Bremhorst, Vincent. 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

195. Trufin, Julien; Denuit, Michel. 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

196. Deelstra, Griselda; Hainaut, Donatien. 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

197. 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

198. Pechon, Florian; Denuit, Michel; Trufin, Julien. 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

199. 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

200. Denuit, Michel; Schmidt, Jan-Philipp; Lucas, Nathalie; Christiansen, Marcus. 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

201. 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

202. Legrand, Catherine; Scolas, Sylvie; Oulhaj, Abderrahim; El Ghouch, Anouar. Diagnostic checks in mixture cure models with interval-censoring. In: Statistical Methods in Medical Research, Vol. 27, no. 7, p. 2114-2131 (2018). doi:10.1177/0962280216676502. http://hdl.handle.net/2078.1/183240

203. Segers, Johan; Berghaus, Betina. 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

204. Segers, Johan; Rootzén, Holger; 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

205. 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

206. Alonso-García, Jennifer; Devolder, Pierre; Boado-Penas, María del Carmen. Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution. In: The European Journal of Finance, Vol. 24, no. 13, p. 1100-1122 (2018). doi:10.1080/1351847x.2017.1399429. http://hdl.handle.net/2078.1/196856

207. Segers, Johan; Bücher, Axel. Maximum likelihood estimation for the Fréchet distribution based on block maxima extracted from a time series. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 24, no. 2, p. 1427-1462 (2018). doi:10.3150/16-BEJ903. http://hdl.handle.net/2078.1/180480

208. Rousseau, Réjane; Legat, Benoît; Leenders, Justine; Martin, Manon; Vanwinsberghe, Julien; Eilers, Paul H.C.; Boulanger, Bruno; 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

209. 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

210. Devolder, Pierre; Hainaut, Donatien; 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

211. 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

212. 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

213. Segers, Johan; Bücher, Axel. 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

214. 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

215. 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

216. Segers, Johan; Davis, Richard A.; Drees, Holger; 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

217. Devolder, Pierre; del Olmo García, Fransisco; Dominguez Fabian, Immaculada; 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

218. Legrand, Catherine; Denuit, Michel. 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

219. Delbiso,Tefera; Guha-Sapir, Debarati; van Loenhout, Joris; Segers, Johan; Kiriliouk, Anna; Rodriguez-Llanes, Jose Manuel. 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

220. Segers, Johan; Rootzén, Holger; 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

221. Segers, Johan; Portier, François. 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

222. Kiriliouk, Anna; Segers, Johan; Einmahl, John H. J. 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

223. Wilson, Paul; Daraio, Cinzia; Simar, Léopold. 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

224. 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

225. Mouchart, Michel; Haedo, Christian. 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

226. 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

227. 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

228. Bascoul-Mollevi, Caroline; Lavergne, Christian; Gourgou, Sophie; Tami, Myriam; Barbieri, Antoine; Bry, Xavier; Azria, David. 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

229. Wilson, Paul W.; Daraio, Cinzia; Simar, Léopold. 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/2078.1/200676 ; http://hdl.handle.net/2078.1/214604

230. 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

231. 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

232. Zelenyuk, Valentin; Simar, Léopold. 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

233. Hafner, Christian; Manner, Hans; Simar, Léopold. The “wrong skewness” problem in stochastic frontier models: A new approach. In: Econometric Reviews, Vol. 37, no. 4, p. 380-400 (2018). doi:10.1080/07474938.2016.1140284. http://hdl.handle.net/2078.1/162910

234. 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

235. 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

236. Hafner, Christian; Wang, Cindy Shin-Huei. 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

237. Cai, Juan-Juan; de Valk, Cees Fouad. 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

238. Florens, Jean-Pierre; Fève, Frédérique; 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

239. Russo, Federica; Mouchart, Michel; Wunsch, Guillaume. 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

240. Escanciano, Juan Carlos; Pardo-Fernandez, Juan Carlos; Van Keilegom, Ingrid. Asymptotic distribution-free tests for semiparametric regressions with dependent data. In: Annals of Statistics, Vol. 46, no. 3, p. 1167-1196 (2018). doi:10.1214/17-AOS1581. http://hdl.handle.net/2078.1/185665

241. 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

242. Trufin, Julien; Denuit, Michel. Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development. In: North American Actuarial Journal, Vol. 21, p. 611-619 (2017). doi:10.1080/10920277.2017.1353428. http://hdl.handle.net/2078.1/191402

243. Mesfioui, Mhamed; Denuit, Michel. Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization. In: Insurance: Mathematics and Economics, Vol. 72, p. 1-5 (2017). doi:10.1016/j.insmatheco.2016.10.012 (Accepté/Sous presse). http://hdl.handle.net/2078.1/179332

244. Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan. Tail mutual exclusivity and Tail-VaR lower bounds. In: Scandinavian Actuarial Journal, Vol. 2017, no.1, p. 88-104 (2017). doi:10.1080/03461238.2015.1084945. http://hdl.handle.net/2078.1/180457

245. Trufin, Julien; Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Lucas, Nathalie. Updating mechanism for lifelong insurance contracts subject to medical inflation. In: European Actuarial Journal, Vol. 7, no.1, p. 133-163 (2017). doi:10.1007/s13385-016-0142-y. http://hdl.handle.net/2078.1/185520

246. Mesfioui, Mhamed; Denuit, Michel. Bounds on Kendall’s tau for zero-inflated continuous variables. In: Statistics & Probability Letters, Vol. 126, p. 173-178 (2017). doi:10.1016/j.spl.2017.03.005. http://hdl.handle.net/2078.1/185242

247. Dal, Luc; Denuit, Michel; Gbari, Kock Yed Ake Samuel; Poulain, 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

248. Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Antonio, Katrien; Godecharle, Els. 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

249. El Ghouch, Anouar; Portier, François; Van Keilegom, Ingrid. Efficiency and bootstrap in the promotion time cure model. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 23, no.4B, p. 3437-3468 (2017). doi:10.3150/16-BEJ852. http://hdl.handle.net/2078.1/185525

250. El Ghouch, Anouar; De Backer, Mickaël; Van Keilegom, Ingrid. Semiparametric copula quantile regression for complete or censored data. In: Electronic Journal of Statistics, Vol. 11, no.1, p. 1660-1698 (2017). doi:10.1214/17-EJS1273. http://hdl.handle.net/2078.1/185666

251. Hainaut, Donatien. Clustered Lévy processes and their financial applications. In: Journal of Computational and Applied Mathematics, Vol. 319, p. 117-140 (2017). doi:10.1016/j.cam.2016.12.040. http://hdl.handle.net/2078.1/185266

252. Feraud, Baptiste; Govaerts, Bernadette; Thiel, Michel. ASCA+ and APCA+: Extensions of ASCA and APCA in the analysis of unbalanced multifactorial designs. In: Journal of Chemometrics, Vol. 31, no. 6, p. 13 (2017). doi:10.1002/cem.2895. http://hdl.handle.net/2078.1/185670

253. Segers, Johan; Tsukahara, Hideatsu; Sibuya, Masaaki. The empirical beta copula. In: Journal of Multivariate Analysis, Vol. 155, no.(n/a, Available online 1 December 2016), p. 35-51 (2017). doi:10.1016/j.jmva.2016.11.010. http://hdl.handle.net/2078.1/180469

254. Segers, Johan; Sabourin, Anne. Marginal standardization of upper semicontinuous processes with application to max-stable processes. In: Journal of Applied Probability, Vol. 54, no. 3, p. 773-796 (2017). doi:10.1017/jpr.2017.34. http://hdl.handle.net/2078.1/183731

255. El Ghouch, Anouar; Talamakrouni, Majda; Van Keilegom, Ingrid. Parametrically guided local quasi-likelihood with censored data. In: Electronic Journal of Statistics, Vol. 11, no.2, p. 2773-2799 (2017). doi:10.1214/17-EJS1293. http://hdl.handle.net/2078.1/187171

256. Segers, Johan; Bücher, Axel. On the maximum likelihood estimator for the Generalized Extreme-Value distribution. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 20, p. 839-872 (2017). doi:10.1007/s10687-017-0292-6. http://hdl.handle.net/2078.1/183984

257. Hambuckers, Julien; Heuchenne, Cédric. A robust statistical approach to select adequate error distributions for financial returns. In: Journal of Applied Statistics, Vol. 44, no. 1, p. 137-161 (2017). doi:10.1080/02664763.2016.1165803. http://hdl.handle.net/2078.1/180485

258. Legrand, Catherine; Léonard, Daniel; Bertrand, Aurélie; Van Keilegom, Ingrid. Robustness of estimation methods in a survival cure model with mismeasured covariates. In: Computational Statistics & Data Analysis, Vol. 113, p. 3-18 (2017). doi:10.1016/j.csda.2016.11.013. http://hdl.handle.net/2078.1/183241

259. Hainaut, Donatien. Contagion modeling between the financial and insurance markets with time changed processes. In: Insurance: Mathematics and Economics, Vol. 74, p. 63-77 (2017). doi:10.1016/j.insmatheco.2017.02.011. http://hdl.handle.net/2078.1/185265

260. Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. The np Chart with Guaranteed In-control Average Run Lengths. In: Quality and Reliability Engineering International, Vol. 33, no.5, p. 1057-1066 (2017). doi:10.1002/qre.2091. http://hdl.handle.net/2078.1/207881

261. Segers, Johan; Marcon, Giulia; Naveau, Philippe; Muliere, Pietro; Padoan, Simone. Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials. In: Journal of Statistical Planning and Inference, Vol. 183, no.(Available online 3 November 2016), p. 1-17 (2017). doi:10.1016/j.jspi.2016.10.004. http://hdl.handle.net/2078.1/180235

262. Segers, Johan; Zhao, Yuwei; Meinguet, Thomas. Polar decomposition of regularly varying time series in star-shaped metric spaces. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 20, no. 3, p. 539-566 (2017). doi:10.1007/s10687-017-0287-3. http://hdl.handle.net/2078.1/183733

263. Legrand, Catherine; Burzykowski, Tomasz; Desmet, Lieven; Timmermans, Catherine; Doffagne, Erik; Buyse, Marc; Venet, David. Use of the beta-binomial model for central statistical monitoring of multicenter clinical trials. In: Statistics in Biopharmaceutical Research, Vol. 9, no. 1, p. 1-11 (2017). doi:10.1080/19466315.2016.1164751. http://hdl.handle.net/2078.1/173822

264. Heuchenne, Cédric; Laurent, Géraldine. Parametric conditional variance estimation in location-scale models with censored data. In: Electronic Journal of Statistics, Vol. 11, no.1, p. 148-176 (2017). doi:10.1214/16-EJS1139. http://hdl.handle.net/2078.1/183983

265. Schokkaert, Erik; Devolder, Pierre; Hindriks, Jean; Vandenbroucke, Frank. Naar een nieuw sociaal contract - Het pensioen of punten. In: Leuvense Economische Standpunten, Vol. 162 (2017). http://hdl.handle.net/2078.1/184359

266. Pircalabelu, Eugen; Claeskens, Gerda; Gijbels, Irène. Copula directed acyclic graphs. In: Statistics and Computing, Vol. 27, no. 1, p. 55-78 (2015). doi:10.1007/s11222-015-9599-9. http://hdl.handle.net/2078/219723

267. Legrand, Catherine; de Meester de Ravenstein, Christophe; Bertrand, Aurélie; Carroll, Raymond J.; Van Keilegom, Ingrid. Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach. In: Biometrika, Vol. 104, no. 1, p. 31-50 (2017). doi:10.1093/biomet/asw054. http://hdl.handle.net/2078.1/183242

268. Lebègue, Adrien; Devolder, Pierre. Iterated VaR or CTE measures: A false good idea?. In: Scandinavian Actuarial Journal, Vol. 2017, no. 4, p. 287-318 (2017). doi:10.1080/03461238.2015.1126343. http://hdl.handle.net/2078.1/170565

269. Hafner, Christian; Violante, Francesco; Laurent, Sebastien. Weak Diffusion Limits of Dynamic Conditional Correlation Models. In: Econometric Theory, Vol. 33, p. 691-716 (2017). doi:10.1017/S0266466616000128. http://hdl.handle.net/2078.1/180490

270. Van Keilegom, Ingrid; Colling, Benjamin. Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. In: Journal of Multivariate Analysis, Vol. 160, p. 10-30 (2017). doi:10.1016/j.jmva.2017.05.006. http://hdl.handle.net/2078.1/185687

271. Wilson, Paul; Daouia, Abdelaati; Simar, Léopold. Measuring Firm Performance Using Nonparametric Quantile-type Distances. In: Econometric Reviews, Vol. 36, no. 1-3, p. 156-181 (2017). doi:10.1080/07474938.2015.1114289. http://hdl.handle.net/2078.1/144756

272. Zelenyuk, Valentin; Park, Byeong U.; Simar, Léopold. Nonparametric estimation of dynamic discrete choice models for time series data. In: Computational Statistics & Data Analysis, Vol. 108, p. 97-120 (2017). doi:10.1016/j.csda.2016.10.024. http://hdl.handle.net/2078.1/183745

273. Jacome, Amalia; Cao, Ricardo; López-Cheda, Ana; Van Keilegom, Ingrid. Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models. In: Computational Statistics & Data Analysis, Vol. 105, no.(n/a, Available online 10 August 2016), p. 144-165 (2017). doi:10.1016/j.csda.2016.08.002. http://hdl.handle.net/2078.1/176974

274. Zelenyuk, Valentin; Van Keilegom, Ingrid; Simar, Léopold. Nonparametric Least Squares Methods for Stochastic Frontier Models. In: Journal of Productivity Analysis, Vol. 47, no. 3, p. 189-204 (2017). doi:10.1007/s11123-016-0474-2. http://hdl.handle.net/2078.1/174705

275. Fiecas, Marc; Franke, Jürgen; Tadjuidje, Joseph; von Sachs, Rainer. Shrinkage Estimation for Multivariate Hidden Markov Mixture Models. In: Journal of the American Statistical Association, Vol. 112, no. 517, p. 424-435 (2017). doi:10.1080/01621459.2016.1148608. http://hdl.handle.net/2078.1/170146

276. Vanhems, Anne; Nalpas, Nicolas; Simar, Léopold. Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm. In: European Journal of Operational Research, Vol. 263, no.1, p. 308-320 (2017). doi:10.1016/j.ejor.2017.05.024. http://hdl.handle.net/2078.1/187174

277. 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

278. Mazo, Gildas. A Semiparametric and Location-Shift Copula-Based Mixture Model. In: Journal of Classification, Vol. 34, no. 3, p. 444-464 (2017). doi:10.1007/s00357-017-9243-9. http://hdl.handle.net/2078.1/189241

279. Hafner, Christian; Linton, Oliver. An Almost Closed Form Estimator For The EGARCH Model. In: Econometric Theory, Vol. 33, no. 4, p. 1013-1038 (2017). doi:10.1017/S0266466616000256. http://hdl.handle.net/2078.1/180489

280. Devolder, Pierre; de Valeriola, Sébastien. Minimum Protection in DC Funding Pension Plans and Margrabe Options. In: Risks, Vol. 5, no. 5, p. 1-14 (2017). doi:10.3390/risks5010005. http://hdl.handle.net/2078.1/181085

281. Hafner, Christian; Walders, Fabian. Heterogeneous Liquidity Effects in Corporate Bond Spreads. In: The Journal of Fixed Income, Vol. 26, p. 73-91 (2017). doi:10.3905/jfi.2017.26.4.073. http://hdl.handle.net/2078.1/191387

282. Henderson, Daniel; Wang, Le; Simar, Léopold. 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

283. Hainaut, Donatien. Continuous Mixed-Laplace Jump Diffusion Models for Stocks and Commodities. In: Quantitative Finance and Economics, Vol. 1, no. 2, p. 145-173 (2017). doi:10.3934/QFE.2017.2.145. http://hdl.handle.net/2078.1/188684

284. Hafner, Christian; Lauwers, Alexandre. An augmented Taylor rule for the Federal Reserve's response to asset prices. In: International Journal of Computational Economics and Econometrics, Vol. 7, no. 1/2, p. 115-151 (2017). doi:10.1504/IJCEE.2017.10000628. http://hdl.handle.net/2078.1/171468

285. 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

286. Pardo-Fernández, Juan Carlos; Escanciano, Juan Carlos; Van Keilegom, Ingrid. Semiparametric Estimation of Risk-return Relationships. In: Journal of Business and Economic Statistics, Vol. 35, no. 1, p. 40-52 (2017). doi:10.1080/07350015.2015.1052879. http://hdl.handle.net/2078.1/162376

287. Denuit, Michel; Cadena, Meitner. 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

288. Denuit, Michel; Gbari, Kock Yed Ake Samuel. 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

289. Meyer, Jack; Denuit, Michel; Eeckhoudt, Louis; Liu, Liqun. Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision. In: The Geneva Risk and Insurance Review, Vol. 41, no.1, p. 19-47 (2016). doi:10.1057/grir.2015.3. http://hdl.handle.net/2078.1/172847

290. 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

291. Denuit, Michel; Eeckhoudt, Louis. Risk aversion, prudence, and asset allocation : a review and some new developments. In: Theory and Decision : an international journal for multidisciplinary advances in decision sciences, Vol. 80, no. 2, p. 227-243 (2016). doi:10.1007/s11238-015-9503-2. http://hdl.handle.net/2078.1/171514

292. Trufin, Julien; Denuit, Michel. From regulatory life tables to stochastic mortality projections: The exponential decline model. In: Insurance: Mathematics and Economics, Vol. 71, p. 295-303 (2016). doi:10.1016/j.insmatheco.2016.09.015. http://hdl.handle.net/2078.1/179330

293. Mesfioui, Mhamed; Denuit, Michel. Multivariate Higher-Degree Stochastic Increasing Convexity. In: Journal of Theoretical Probability, Vol. 29, no.4, p. 1599-1623 (2016). doi:10.1007/s10959-015-0628-6. http://hdl.handle.net/2078.1/179329

294. Legrand, Catherine; Speybroeck, Niko; Sacré, Laurine; Baurain, Jean-François; Tromme, Isabelle; Devleesschauwer, Brecht; Beutels, Philippe; Thomas, Luc; Leiter, Ulrike; Eggermont, Alexander; Suciu, Stefan. Cost-effectiveness analysis in melanoma detection: A transition model applied to dermoscopy. In: European Journal of Cancer, Vol. 67, p. 38-45 (2016). doi:10.1016/j.ejca.2016.07.020. http://hdl.handle.net/2078.1/176975

295. Faraz, Alireza; Seif, Asghar; Heuchenne, Cédric; Saniga, Erwin. A Statistically adaptive sampling policy to the Hotelling's T^{2} Control Chart: Markov Chain Approach. In: Communications in Statistics: Theory and Methods, Vol. 45, no. 13, p. 3919-3929 (2016). doi:10.1080/03610926.2014.911910. http://hdl.handle.net/2078.1/142823

296. Sonnet, Philippe; Vandeuren, Aubry; Govaerts, Bernadette; Pereira, Benoît. Assessing dataset equivalence and leveling data in geochemical mapping. In: Journal of Geochemical Exploration, Vol. 168, no. 168, p. 36-48 (2016). doi:10.1016/j.gexplo.2016.05.012. http://hdl.handle.net/2078.1/175190

297. Legrand, Catherine; Rotolo, Federico; Rondeau, Virginie. Incorporation of nested frailties into semiparametric multi-state models. In: Statistics in Medicine, Vol. 35, no.4, p. 609-621 (2016). doi:10.1002/sim.6734. http://hdl.handle.net/2078.1/183239

298. Legrand, Catherine; Speybroeck, Niko; Haagsma, Juanita A.; Baurain, Jean-François; Francart, Julie; Calay, Frederic; Suciu, Stefan; Devleesschauwer, Brecht; Beutels, Philippe; Thomas, Luc; Leiter, Ulrike; Eggermont, Alexander; Tromme, Isabelle. 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

299. Legrand, Catherine; Burzykowski, Tomasz; Desmet, Lieven; Timmermans, Catherine; Doffagne, Erik; Buyse, Marc; Venet, David. 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

300. El Ghouch, Anouar; Talamakrouni, Majda; Van Keilegom, Ingrid. 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

301. Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin; Chalaki, Kamyar. 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

302. Hainaut, Donatien. Impact of volatility clustering on equity indexed annuities. In: Insurance: Mathematics and Economics, Vol. 71, no.0, p. 367-381 (2016). doi:10.1016/j.insmatheco.2016.10.009. http://hdl.handle.net/2078.1/179342

303. Alonso-García, Jennifer; Devolder, Pierre. Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. In: Insurance: Mathematics and Economics, Vol. 70, p. 224-236 (2016). doi:10.1016/j.insmatheco.2016.06.011. http://hdl.handle.net/2078.1/198962

304. El Ghouch, Anouar; Scolas, Sylvie; Legrand, Catherine; Oulhaj, Abderrahim. Variable selection in a flexible parametric mixture cure model with interval-censored data. In: Statistics in Medicine, Vol. 35, no.7, p. 1210-1225 (2016). doi:10.1002/sim.6767. http://hdl.handle.net/2078.1/173677

305. Einmahl, John; Kiriliouk, Anna; Segers, Johan; Krajina, Andrea. 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

306. Pircalabelu, Eugen; Claeskens, Gerda. Focused model selection for social networks. In: Social Networks, Vol. 46, p. 76-86 (2016). doi:10.1016/j.socnet.2016.03.002. http://hdl.handle.net/2078/219719

307. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J. Mixed scale joint graphical lasso. In: Biostatistics, Vol. 17, no.4, p. 793-806 (2016). doi:10.1093/biostatistics/kxw025. http://hdl.handle.net/2078/219718

308. Lambert, Philippe; Frasso, Gianluca. 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

309. 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

310. 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

311. Van Keilegom, Ingrid; Martinez-Miranda, Maria Dolores; Gonzales-Manteiga, Wenceslao. Goodness-of-fit test in parametric mixed effects models based on estimation of the error distribution. In: Biometrika, Vol. 103, no. 1, p. 133-146 (2016). doi:10.1093/biomet/asv061. http://hdl.handle.net/2078.1/171515

312. Sansonnet, Laure; Roueff, François; von Sachs, Rainer. Locally stationary Hawkes processes. In: Stochastic Processes and Their Applications, Vol. 126, no. 6, p. 1710-1743 (2016). doi:10.1016/j.spa.2015.12.003. http://hdl.handle.net/2078.1/170138

313. Russo, Federica; Mouchart, Michel; Wunsch, Guillaume. 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

314. Hafner, Christian; Premiger, Arie. The effect of additive outliers on a fractional unit root test. In: A St A - Advances in Statistical Analysis, Vol. 100, no. 4, p. 401-420 (2016). doi:10.1007/s10182-015-0265-5. http://hdl.handle.net/2078.1/171467

315. Noh, Hohsuk; Daouia, Abdelaati; Park, Byeong U. Data envelope fitting with constrained polynomial splines. In: Journal of the Royal Statistical Society. Series B, Statistical methodology, Vol. 78, no.1, p. 3-30 (2016). http://hdl.handle.net/2078.1/172813

316. Cazals, Catherine; Florens, Jean-Pierre; Fève, Frédérique; 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

317. Lambert, Philippe; Cetinyürek, Aysun. 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

318. 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

319. Hafner, Christian; Breitung, Jörg. 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

320. Crujeiras and, Rosa M.; Garcia Portugues, Eduardo; Gonzalez-Manteiga, Wenceslao; Van Keilegom, Ingrid. Testing parametric models in linear-directional regression. In: Scandinavian Journal of Statistics : theory and applications, Vol. 43, no.4, p. 1178-1191 (2016). doi:10.1111/sjos.12236. http://hdl.handle.net/2078.1/185669

321. Li, Degui; Zelenyuk, Valentin; Simar, Léopold. 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

322. Van Keilegom, Ingrid; Colling, Benjamin. 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

323. Francq, Bernard G.; Govaerts, Bernadette. How to regress and predict in a Bland-Altman plot? Review and contribution based on tolerance intervals and correlated-errors-in-variables models. In: Statistics in Medicine, Vol. 35, no. 14, p. 2328-2358 (2016). doi:10.1002/sim.6872. http://hdl.handle.net/2078.1/172848

324. Timmermans, Catherine; Fryzlewicz, Piotr. SHAH: SHape-Adaptive Haar wavelets for image processing. In: Journal of Computational and Graphical Statistics, Vol. 25, no. 3, p. 879-898 (2016). doi:10.1080/10618600.2015.1048345. http://hdl.handle.net/2078.1/170296

325. Venet, David; Timmermans, Catherine; Burzykowski, Tomasz. Data-driven risk identification in phase III clinical trials using central statistical monitoring. In: International Journal of Clinical Oncology, Vol. 21, p. 38-45 (2016). doi:10.1007/s10147-015-0877-5. http://hdl.handle.net/2078.1/170298

326. Vanhems, Anne; Van Keilegom, Ingrid; Simar, Léopold. 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

327. 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

328. Jaeger, Jonathan; Lambert, Philippe; Frasso, Gianluca. Inference in dynamic systems using B-splines and quasilinearized ODE penalties. In: Biometrical Journal : journal of mathematical methods in biosciences, Vol. 58, no. 3, p. 691-714 (2016). doi:10.1002/bimj.201500082. http://hdl.handle.net/2078.1/168111

329. Jaeger, Jonathan; Lambert, Philippe; Frasso, Gianluca. Parameter estimation and inference in dynamic systems described by linear partial differential equations. In: A St A - Advances in Statistical Analysis, Vol. 100, no. 3, p. 259-287 (2016). doi:10.1007/s10182-015-0257-5. http://hdl.handle.net/2078.1/168110

330. Wilson, Paul; Kneip, Alois; Simar, Léopold. 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

331. Daraio, Cinzia; Simar, Léopold. Efficiency and benchmarking with directional distances: a data-driven approach. In: The journal of the Operational Research Society, Vol. 67, p. 928-944 (2016). doi:10.1057/jors.2015.111. http://hdl.handle.net/2078.1/171386

332. 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

333. Kreyenfeld, Michaela; Lambert, Philippe; Bremhorst, Vincent. 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

334. Lambert, Philippe; Bremhorst, Vincent. 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

335. Trufin, Julien; Denuit, Michel. 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

336. 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

337. Tzeng, Larry; Denuit, Michel; Huang, Rachel. 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

338. Denuit, Michel; Elie, Romuald; Charpentier, Arthur. 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

339. Haberman, Steven; Denuit, Michel; 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

340. 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

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

342. Devolder, Pierre; Dhaene, Jan; Stassen, Ben; 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

343. Samb, Rawane; Van Keilegom, Ingrid; Heuchenne, Cédric; Colling, Benjamin. 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

344. Segers, Johan; Hobæk Haff, Ingrid. 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

345. 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

346. Faraz, Alireza; Heuchenne, Cédric; Saniga, Erwin. 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

347. 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

348. El Ghouch, Anouar; Talamakrouni, Majda; 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

349. 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

350. de Bouyalsky, I.; Rapaille, A.; Gillet, Philippe; Bertrand, O.; Benoît, Anne; Lambermont, M.; Govaerts, Bernadette; Ceinos, Manon. 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

351. Samb, Rawane; Heuchenne, Cédric; 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

352. 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

353. El Ghouch, Anouar; Pardo-Fernández, Juan Carlos; Jiménez-Gamero, María Dolores. 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

354. de Tullio, Pascal; Feraud, Baptiste; Verleysen, Michel; Govaerts, Bernadette. 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

355. Legrand, Catherine; Limaye, Nisha; Seront, Emmanuel; Mendola, Antonella; Uebelhoer, Mélanie; Eklund, Lauri; Dupont, Sophie; Natynki, Marjut; Boon, Laurence M.; Vikkula, Miikka; Boscolo, Elisa; Huang, Lan; Soblet, Julie; Kang, Kyu-Tae; Hammer, Jennifer; Brugnara, Carlo; Bischoff, Joyce. 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

356. Segers, Johan; Drees, Holger; 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

357. Kiriliouk, Anna; Segers, Johan; Denuit, Michel. 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

358. El Ghouch, Anouar; Pardo-Fernández, Juan Carlos; Jiménez-Gamero, María Dolores. 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

359. Pircalabelu, Eugen; Waldorp, Lourens J; Claeskens, Gerda. 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

360. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J.; Jahfari, Sara. 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

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. Segers, Johan; Flandre, Denis; Haine, Thomas; 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. Pircalabelu, Eugen; Heuchenne, Cédric; Jacquemain, Alexandre. 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

2. El Ghouch, Anouar; Bücher, Axel; 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

3. 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

4. Francq, Bernard G.; Martin, Manon; Marion, Rebecca; Govaerts, Bernadette; 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

5. Russo, Federica; Mouchart, Michel; Wunsch, Guillaume. 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

6. Wilson, Paul; Mastromarco, Camilla; Simar, Léopold. 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

7. Pitacco, Ermanno; Denuit, Michel; Lucas, Nathalie. 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

8. 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

9. 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

10. 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

11. Pircalabelu, Eugen; Claeskens, Gerda; 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

12. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J.; Jahfari, Sara. 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. 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

2. 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

3. von Sachs, Rainer; Krebs, Johannes; Rademacher, Daniel. Statistical inference for intrinsic wavelet estimators of SPD covariance matrices in a log-Euclidean manifold. 2022. 49 p. LIDAM Discussion Paper ISBA 2022/04. http://hdl.handle.net/2078.1/258348

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

5. Wilson, Paul; Simar, Léopold. 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

6. Vanhems, Anne; Fall, François Seck; Tchakoute Tchuigoua, Hubert; 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

7. 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

8. Segers, Johan; Asenova, Stefka. 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

9. Lambert, Philippe; Konietzka, Dirk; Ramos, Vincent Jerald; Kreyenfeld, Michaela. 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

10. Wilson, Paul W.; Kneip, Alois; Simar, Léopold. 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

11. Xu, Haotian; Yu, Yi; Wang, Daren; Zhao, Zifeng. 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

12. 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

13. 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

14. Segers, Johan; Janssen, Anja. 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

15. 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

16. Gressani, Oswaldo; Lambert, Philippe. 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

17. Florens, Jean-Pierre; Fève, Frédérique; 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

18. Segers, Johan; Leluc, Rémi; Zhuman, Aigerim; Portier, François. 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

19. 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

20. Maréchal, Pierre; Vanhems, Anne; Hohage, Thorsten; Simar, Léopold. 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

21. 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

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

23. 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

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

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

26. Devolder, Pierre; Lanotte, Myriam. 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

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

28. Hainaut, Donatien; Njike Leunga, Charles Guy. 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

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

30. 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

31. Segers, Johan; Hentschel, Manuel; Engelke, Sebastian. 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

32. 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

33. Trufin, Julien; Denuit, Michel. 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

34. Mastromarco, Camilla; Van Keilegom, Ingrid; Simar, Léopold. 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

35. Hafner, Christian; Wang, Linqi; Linton, Oliver. 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

36. Hafner, Christian; Lin, Min-Bin; Bocart, Fabian Y.R.P.; Wang, Bingling; 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

37. 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

38. 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

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

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

41. 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

42. 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

43. Wilson, Paul; Simar, Léopold. 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

44. Nguyen, Bao Hoang; Zelenyuk, Valentin; Simar, Léopold. 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

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

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

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

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

49. Hainaut, Donatien; Njike Leunga, Charles Guy. 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

50. 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

51. 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

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

53. Mathieu, Sophie; Ritter, Christian; Clette, Frédéric; Lefèvre, Laure; von Sachs, Rainer; Delouille, Véronique. 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

54. Maes, Tor; Khamiakova, Tastiana; Sauwen, Nicolas; Govaerts, Bernadette; Thiel, Michel. 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

55. Barbarin, Jérôme; Hainaut, Donatien; Dupret, Jean-Loup. 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

56. Segers, Johan; Mordant, Gilles. 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

57. Hieber, Peter; Devolder, Pierre; Hanna, Vanessa. 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

58. 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

59. Marion, Rebecca; Govaerts, Bernadette; Lederer, Johannes; 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

60. 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

61. 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

62. 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

63. Denuit, Michel; Trufin, Julien. 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

64. 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

65. Trufin, Julien; Denuit, Michel; 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

66. Denuit, Michel; Cadena, Meitner. 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

67. Trufin, Julien; Denuit, Michel. 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

68. Denuit, Michel; Hainaut, Donatien; Trufin, Julien. 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

69. 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

70. Hieber, Peter; Denuit, Michel; 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

71. 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

72. 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

73. Trufin, Julien; Denuit, Michel; Charpentier, Arthur. 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

74. 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

75. Francq, Bernard G.; Martin, Manon; Marion, Rebecca; Govaerts, Bernadette; 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

76. Lu, Yang; Denuit, Michel. 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

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

78. Segers, Johan; Portier, François; Plassier, Vincent. 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

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

80. 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

81. 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

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

83. Segers, Johan; Asenova, Stefka Kirilova; Mazo, Gildas. 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

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

85. 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

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

87. 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

88. Wunsch, Guillaume; Mouchart, Michel; Orsi, Renzo. 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

89. 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

90. 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

91. Vanhems, Anne; Fall, François Seck; Tchuigoua, Hubert Tchakoute; 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

92. 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

93. 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

94. 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

95. 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

96. 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

97. 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

98. 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

99. 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

100. Denuit, Michel; Lucas, Nathalie; Avalosse, Hervé. 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

101. 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

102. 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

103. 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

104. 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

105. 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

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

107. Trufin, Julien; Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Claassens, Hubert. 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

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

109. 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

110. Trufin, Julien; Mesfoui, Mhamed; Denuit, Michel. 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

111. 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

112. 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

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

114. Russo, Federica; Mouchart, Michel; Wunsch, Guillaume. 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

115. Trufin, Julien; Denuit, Michel; Sznajder, Dominik. 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

116. 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

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

118. Wilson, Paul; Simar, Léopold. 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

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

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

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

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

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

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

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

126. 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

127. 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

128. 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

129. 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

130. Deelstra, Griselda; Hainaut, Donatien. A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for asset prices. 2018. 39 p. ISBA Discussion Paper 2018/11. http://hdl.handle.net/2078.1/199005

131. 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

132. Rousseau, Réjane; Legat, Benoît; Leenders, Justine; Martin, Manon; Vanwinsberghe, Julien; Eilers, Paul; Boulanger, Bruno; 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

133. Davis, Richard; Segers, Johan; Drees, Holger; 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

134. Segers, Johan; Portier, François. 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

135. Segers, Johan; Sabourin, Anne; Chiapino, Maël. 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

136. 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

137. Trufin, Julien; Guillen, Montserrat; Denuit, Michel. 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

138. Giraudeau, Patrick; Leenders, Justine; Martineau, Estelle; Govaerts, Bernadette; de Tullio, Pascal; Feraud, Baptiste. 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

139. Devolder, Pierre; Ngugnie Diffouo, Pauline. 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

140. Tran, Kim Phuc; Heuchenne, Cédric; Nguyen, Huu Du. 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

141. Tran, Kim Phuc; Balakrishnan, Narayanaswamy; Heuchenne, Cédric. 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

142. Hainaut, Donatien. Hedging of crop harvest with derivatives on temperature. 2018. 31 p. ISBA Discussion Paper 2018/12. http://hdl.handle.net/2078.1/199006

143. Martin, Manon; Govaerts, Bernadette; Guisset, Séverine. 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

144. Wilson, Paul; Kneip, Alois; Simar, Léopold. 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

145. 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

146. Florens, Jean-Pierre; Van Keilegom, Ingrid; Simar, Léopold. 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

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

148. Zelenyuk, Valentin; Simar, Léopold. 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

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

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

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

152. Alonso-García, Jennifer; Devolder, Pierre; Boado-Penas, Maria Del Carmen. 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

153. 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

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

155. Zelenyuk, Valentin; Park, Byeong U.; Simar, Léopold. 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

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

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

158. El Ghouch, Anouar; De Backer, Mickaël; 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

159. Segers, Johan; Bücher, Axel. 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

160. 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

161. Rousseau, Réjane; Legat, Benoît; Leenders, Justine; Martin, Manon; Vanwinsberghe, Julien; Eilers, Paul H.C.; Boulanger, Bruno; 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

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

163. Segers, Johan; Rootzén, Holger; 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

164. Legrand, Catherine; Bertrand, Aurélie; Van Keilegom, Ingrid. 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

165. Segers, Johan; Loisel, Stéphane; Borel-Mathurin, Fabrice. 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

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

167. 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

168. 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

169. 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

170. 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

171. Russo, Federica; Mouchart, Michel; Wunsch, Guillaume. 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

172. 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

173. 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

174. 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

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

176. 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

177. Hafner, Christian; Manner, Hans; Daniel, Betty; 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

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

179. 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

180. Martin, Manon; Munaut, Carine; Feraud, Baptiste; 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

181. Kreyenfeld, Michaela; Lambert, Philippe; Bremhorst, Vincent. 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

182. Lambert, Philippe; Bremhorst, Vincent. 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

183. 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

184. Trufin, Julien; Denuit, Michel. 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

185. El Ghouch, Anouar; De Backer, Mickaël; 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

186. Legrand, Catherine; Léonard, Daniel; Bertrand, Aurélie; 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

187. 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

188. Trufin, Julien; Denuit, Michel. 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

189. Dal, Luc; Denuit, Michel; Gbari, Kock Yed Ake Samuel; Poulain, 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

190. Feraud, Baptiste; Govaerts, Bernadette; Thiel, Michel. 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

191. 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

192. Trufin, Julien; Denuit, Michel. 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

193. Mesfioui, Mhamet; Denuit, Michel; 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

194. El Ghouch, Anouar; Oulhaj, Abderrahim; 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

195. El Ghouch, Anouar; Scolas, Sylvie; 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

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

197. Segers, Johan; Marcon, Giulia; Naveau, Philippe; Muliere, Pietro; Padoan, Simone. 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

198. Segers, Johan; Bücher, Axel. 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

199. Mesfioui, Mhamed; Denuit, Michel. 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

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

201. Legrand, Catherine; Scolas, Sylvie; 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

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

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

204. El Ghouch, Anouar; Talamakrouni, Majda; 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

205. El Ghouch, Anouar; Bouezmarni, Taoufik; Camirand, Félix. 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

206. Lebègue, Adrien; Devolder, Pierre. 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

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

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

209. Segers, Johan; Sabourin, Anne. 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

210. 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

211. 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

212. 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

213. Soulsbury, Carl; Lebigre, Christophe; Timmermans, Catherine. 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

214. Hafner, Christian; Violante, Francesco; Laurent, Sébastien. 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

215. Florens, Jean-Pierre; Daouia, Abdelaati; 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

216. Van Keilegom, Ingrid; Colling, Benjamin. 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

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

218. 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

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

220. Johannes, Jan; Asin, Nicolas. 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

221. Horowitz, Joel; Florens, Jean-Pierre; 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

222. Mouchart, Michel; Wunsch, Guillaume; Bouckaert, André. 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

223. Wilson, Paul; Daraio, Cinzia; Simar, Léopold. 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

224. 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

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

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

227. 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

228. 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

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

230. Vanhems, Anne; Nalpas, Nicolas; Simar, Léopold. 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

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

232. 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

233. 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

234. El Ghouch, Anouar; Portier, François; 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

235. Trufin, Julien; Denuit, Michel. 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

236. 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

237. Segers, Johan; Portier, François. 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

238. Segers, Johan; Bücher, Axel. 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

239. 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

240. 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

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

242. Denuit, Michel; Dhaene, Jan; Antonio, Katrien; Godecharle, Els. 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

243. Denuit, Michel; Cadena, Meitner. 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

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

245. Faraz, Alireza; Heuchenne, Cédric; Woodall, William. 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

246. Lebègue, Adrien; Devolder, Pierre. 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. Trufin, Julien; Hainaut, Donatien; Denuit, Michel. 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. Trufin, Julien; Hainaut, Donatien; Denuit, Michel. 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. Trufin, Julien; Hainaut, Donatien; Denuit, Michel. 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; Stevens, Yves; Vandenbroucke, Frank; Masai, Françoise; Schokkaert, Erik; Devolder, Pierre; Perl, Gabriel; Janvier, Ria; Boulet, Jacques; Cantillon, Béa. 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

7. 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

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