Statistics Publications

Journal Articles

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

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

3. Zeddouk, Fadoua; Devolder, Pierre. Mean reversion in stochastic mortality: why and how?. In: European Actuarial Journal, (2020). (Accepté/Sous presse). http://hdl.handle.net/2078.1/235792

4. De Backer, Mickaël; El Ghouch, Anouar; Van Keilegom, Ingrid. Linear Censored Quantile Regression: A Novel Minimum‐Distance Approach. In: Scandinavian Journal of Statistics,. doi:10.1111/sjos.12475 (Accepté/Sous presse). http://hdl.handle.net/2078.1/230891

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

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

7. 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

8. Hainaut, Donatien; Leonenko, Nikolai. Option pricing in illiquid markets: a fractional jump-diffusion approach. In: journal of computational and applied mathematics, Vol. 381 (1/1/2021). ISBA Discussion Paper 2020/03. http://hdl.handle.net/2078.1/227948

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

10. 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

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

12. 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 (Accepté/Sous presse). http://hdl.handle.net/2078.1/230816

13. 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

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

15. 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

16. 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

17. 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

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

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

20. 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

21. 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

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

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

24. Denuit, Michel; Lu, Yang. Wishart‐gamma random effects models with applications to nonlife insurance. In: Journal of Risk and Insurance, Vol. to appear, p. 39 (2020). doi:10.1111/jori.12327 (Accepté/Sous presse). http://hdl.handle.net/2078.1/235873

25. 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

26. Hainaut, Donatien. An Actuarial Approach for Modeling Pandemic Risk. In: Risks, Vol. 9, no.1, p. to appear (2021). doi:10.3390/risks9010003 (Accepté/Sous presse). http://hdl.handle.net/2078.1/243707

27. 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

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

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

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

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

32. 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

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

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

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

36. 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

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

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

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

40. 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

41. 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

42. 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

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

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

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

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

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

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

49. 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

50. 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

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

52. 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

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

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

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

56. 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

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

58. 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

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

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

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

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

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

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

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

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

67. Manteiga, Wenceslao González; Heuchenne, Cédric; Sellero, César Sánchez; Beretta, Alessandro. Goodness-of-fit tests for censored regression based on artificial data points. In: TEST, (2019). doi:10.1007/s11749-019-00662-6. http://hdl.handle.net/2078.1/218813

68. 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

69. Hafner, Christian; Kyriakopoulou, Dimitra. Exponential-Type GARCH Models With Linear-in-Variance Risk Premium. In: Journal of Business & Economic Statistics, Vol. To appear. doi:10.1080/07350015.2019.1691564 (Accepté/Sous presse). http://hdl.handle.net/2078.1/238811

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

71. Barbieri, Antoine; Legrand, Catherine. Joint longitudinal and time-to-event cure models for the assessment of being cured.. In: Statistical methods in medical research, Vol. 9, no. 4, p. 1256-1270 (2019). doi:10.1177/0962280219853599. http://hdl.handle.net/2078.1/219923

72. 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

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

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

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

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

77. 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

78. 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

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

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

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

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

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

84. 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

85. 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

86. 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

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

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

89. 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

90. 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

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

92. Alonso-García, Jennifer; Boado-Penas, María del Carmen; Devolder, Pierre. 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

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

94. 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

95. 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

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

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

98. Bücher, Axel; Segers, Johan. 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

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

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

101. Scolas, Sylvie; Legrand, Catherine; 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

102. 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

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

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

105. 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

106. Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien. 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

107. Denuit, Michel; Trufin, Julien. 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

108. Denuit, Michel; Mesfioui, Mhamed. 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

109. Denuit, Michel; Mesfioui, Mhamed. 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

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

111. Bertrand, Aurélie; Legrand, Catherine; Carroll, Raymond J.; de Meester de Ravenstein, Christophe; 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

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

113. 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

114. 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

115. 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

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

117. 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

118. 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

119. 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

120. 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

121. 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

122. Devolder, Pierre; Lebègue, Adrien. 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

123. 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

124. Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu. 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

125. 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

126. Bücher, Axel; Segers, Johan. 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

127. Sabourin, Anne; Segers, Johan. 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

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

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

130. Portier, François; El Ghouch, Anouar; 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

131. Talamakrouni, Majda; El Ghouch, Anouar; 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

132. 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

133. Denuit, Michel; Eeckhoudt, Louis; Liu, Liqun; Meyer, Jack. 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

134. Denuit, Michel; Mesfioui, Mhamed. 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

135. Denuit, Michel; Trufin, Julien. 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

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

137. 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

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

139. 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

140. Tromme, Isabelle; Legrand, Catherine; Devleesschauwer, Brecht; Leiter, Ulrike; Suciu, Stefan; Eggermont, Alexander; Sacré, Laurine; Baurain, Jean-François; Thomas, Luc; Beutels, Philippe; Speybroeck, Niko. 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

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

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

143. Rotolo, Federico; Rondeau, Virginie; Legrand, Catherine. 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

144. 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

145. Pereira, Benoît; Vandeuren, Aubry; Govaerts, Bernadette; Sonnet, Philippe. 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

146. 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

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

148. Seif, Asghar; Faraz, Alireza; 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

149. Pircalabelu, Eugen; Claeskens, Gerda. Focused model selection for social networks. In: Social Networks, Vol. 46, no./, p. 76-86 (2016). doi:10.1016/j.socnet.2016.03.002. http://hdl.handle.net/2078/219719

150. 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

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

152. Scolas, Sylvie; El Ghouch, Anouar; 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

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

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

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

156. 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

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

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

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

160. 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

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

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

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

164. 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

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

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

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

168. 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

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

170. Pircalabelu, Eugen; Claeskens, Gerda; Jahfari, Sara; Waldorp, Lourens J. A focused information criterion for graphical models in fMRI connectivity with high-dimensional data. In: The Annals of Applied Statistics, Vol. 9, no.4, p. 2179-2214 (2015). doi:10.1214/15-aoas882. http://hdl.handle.net/2078/219720

171. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J. A focused information criterion for graphical models. In: Statistics and Computing, Vol. 25, no.6, p. 1071-1092 (2014). doi:10.1007/s11222-014-9504-y. http://hdl.handle.net/2078/219724

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

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

174. 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

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

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

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

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

179. 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

Conference Papers

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

Book Chapters

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

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

3. 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

4. Pircalabelu, Eugen; Gerda Claeskens. 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

5. 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

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

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

2. 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

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

4. Simar, Léopold; Wilson, Paul. Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. 2021. 40 p. LIDAM Discussion Paper ISBA 2021/03. http://hdl.handle.net/2078.1/243162

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

6. 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

7. 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

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

9. Pircalabelu, Eugen; Andreas Artemiou. Graph informed sufficient dimension reduction. 2020. 18 p. xxx xxx. http://hdl.handle.net/2078.1/228888

10. Pircalabelu, Eugen; Artemiou, Andreas. The LassoPSVM approach for sufficient dimension reduction using principal projections. 2020. 31 p. xxx xxx. http://hdl.handle.net/2078.1/228889

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

12. 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

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

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

15. 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

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

17. 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

18. 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

19. 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

20. 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

21. 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

22. 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

23. 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

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

25. 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

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

27. 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

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

29. 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

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

31. 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

32. 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

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

34. 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

35. 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

36. 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

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

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

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

40. 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

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

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

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

44. Hainaut, Donatien; Deelstra, Griselda. 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

45. 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

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

47. 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

48. 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

49. 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

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

51. 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

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

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

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

55. Alonso-García, Jennifer; Boado-Penas, Maria Del Carmen; Devolder, Pierre. Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. 2018. 33 p. ISBA Discussion Paper 2018/21. http://hdl.handle.net/2078.1/202019

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

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

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

59. 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

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

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

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

63. 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

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

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

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

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

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

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

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

71. 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

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

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

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

75. 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

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

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

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

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

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

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

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

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

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

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

86. 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

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

88. 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

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

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

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

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

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

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

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

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

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

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

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

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

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

102. 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

103. 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

104. 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

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

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

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

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

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

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

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

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

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

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

Books

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

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

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

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

5. 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