Vendredi 08 décembre 2023 à 16h – Local C115 – Voie du Roman Pays – 1348 Louvain-la-Neuve
2023 HANNA Vanessa
"Hybrid approaches for life insurance and pension schemes in an uncertain environment"
Promotor: Pierre Devolder
Jeudi 07 décembre 2023 à 15h – Local C115 – Voie du Roman Pays – 1348 Louvain-la-Neuve
2023 DIAKITE Keivan
"Essay on the fairness of public pension systems"
Promotor: Pierre Devolder
2023 NEZAKATI REZAZADEH Ensiyeh
"Distributed estimation and inferential tools for graphical models"
Promotor: Eugen Pircalabelu
2023 JACQUEMAIN Alexandre
"Lorenz regressions – A statistical contribution to the quantification of explained inequality"
Promotor: Cédric Heuchenne, Eugen Pircalabelu
2023 ASENOVA Stefka Kirilova
"Extremes and graphical models"
Promotor: Johan Segers
2023 NJIKE LUENGA Charles-Guy
"Hawkes and switching processes for modeling the interbank default risk in interest rate and longevity markets"
Promotor: Pierre Devolder & Donatien Hainaut
2022 KETELBUTERS John-John
"Self-exciting and Fractional Processes in Finance"
Promotor: Donatien Hainaut
2021 MATHIEU Sophie
"Statistical analysis and monitoring of time-series panels, with a particular focus on sunspot counts"
Promotor: Rainer von Sachs
2021 LUCAS Nathalie
"Actuarial models for health and long-term care insurance"
Promotor: Michel Denuit
2021 MARION Rebecca
"Statistical and Machine Learning Methods for Identifying Clusters of Variables With Applications in Omics, Ecology and Psychology"
Promotor: Bernadette Govaerts, Rainer von Sachs
2021 MORDANT Gilles
"Transporting probability measures : some contributions to statistical inference"
Promotor: Johan Segers, Cédric Heuchenne
2020 ZEDDOUK Fadoua
"Hedging and Pricing Longevity risks : actuarial challenges and securitization solutions"
Promotor: Pierre Devolder
2020 NGUGNIE DIFFOUO Pauline
"Pricing, Design and Solvency Measurement of Annuity products"
Promotor: Pierre Devolder
2020 GRESSANI Oswaldo
"Laplace Approximations and Bayesian P-splines for Statistical Inference"
Promotor: Philippe Lambert
2020 BEYENE Kassu Mehari
"Time-dependent ROC Curve Estimation and Inference for Censored Data: Some Novel Contributions"
Promotor: Anouar El Ghouch
2020 MARTIN Manon
"Uncovering informative content in metabolomics: from pre-processing of 1H NMR spectra to biomarker discovery in multifactorial designs"
Promotor: Bernadette Govaerts
2019 PECHON Florian
"Risk classification of households with multiline P&C insurance claim frequency models"
Promotor: Denuit Michel, Trufin Julien
2019 FERAUD Baptiste
"Statistical contribution to the analysis of 2D-NMR data and spectra in metabolomic studies"
Promotor: Bernadette Govaerts, Michel Verleysen
2018 AMICO Maïlis
"Cure models in survival analysis : from modelling to prediction assessment of the cure fraction"
Promotor: Ingrid Van Keilegom and Co-Promotor: Catherine Legrand
2018 CHAU Van Vinh
"Advances in spectral analysis for multivariate, nonstationary and replicated time series"
Promotor: Rainer von Sachs
2018 DE BACKER Mickaël
"Quantile regression with censored data : an investigation of new estimation procedures"
Promotor: Ingrid Van Keilegom, Anouar El Ghouch
2017 Nathan Uyttendaele
"High-dimensional dependence modeling using copulas"
Promotor: Johan Segers
2017 Samuel Gbari
"Actuarial challenges in mortality modelling"
Promotor: Michel Denuit
2017 Benjamin Colling
"Estimation and goodness-of-fit tests in semi- and nonparametric transformation models"
Promotor: Ingrid Van Keilegom
2017 Vincent Bremhorst
"Flexible Bayesian cure survival models with applications in fertility studies"
Promotor: Philippe Lambert
2017 Aurélie Bertrand
"Survival models with a cured fraction and mismeasured covariates"
Promotor: Catherine Legrand, Ingrid Van Keilegom
2017 Nicolas Asin
"Adaptive estimation of inverse problems in presence of dependence"
Promotor: Jan Johannes
2016 Sylvie Scolas
"Regression analysis of interval-censored data with curve fraction" (Catherine Legrand, Anouar El Ghouch) Abstract
2016 Majda Talamakrouni
"Parametrically guided nonparametric estimation and inference with censored data" (Ingrid Van Keilegom, Anouar El Ghouch) Abstract
2016 Adrien Lebègue
"Time consistent risk measures for long-term life insurances and pension products" (Pierre Devolder) Abstract
2016 Michal Warchol
"Nonparametric modeling of extremal dependence" (Johan Segers, Rainer von Sachs) Abstract
2016 Habiba Tassa
"Evaluation des fonds de pension et solvabilité" (Pierre Devolder) Abstract
2016 Anna Kiriliouk
"Modelling extreme-value dependence in high dimensions using threshold exceedances" (Johan Segers, Michel Denuit) Abstract
2015 Daniel Koch
"Multiscale methods for the analysis of high-dimensional locally stationary time series" (Sébastien Van Bellegem) Abstract
2015 Jennifer Alonso Garcia
"Pension reform in Belgium" (Pierre Devolder) Abstract
2015 Rachida El Mehdi
"Statistical inference in efficiency analysis with applications" (Christian Hafner, Elkihel, Bachir) Abstract
2015 Anne Benoit
"Identification of a statistical model for vaccine efficacy estimation of an influenza vaccine" (Catherine Legrand) Abstract
2014 Aleksandar Sujica
"Estimation in nonparametric regression under copula dependent censoring" (Ingrid Van Keilegom) Abstract
2014 Marco Munda
"Beyond the shared frailty model" (Catherine Legrand) Abstract
2014 Diane Pierret
"Essays on comovements and systemic risk in energy and financial sectors" (Christian Hafner, Luc Bauwens) Abstract
2014 Mathieu Pigeon
"Individual models for loss reserving and reinsurance" (Michel Denuit) Abstract
2014 Fabian Bocart
"Econometric analysis of alternative assets with applications to the art market" (Christian Hafner) Abstract
2013 Bernard G. Francq
"Errors-in-variables regressions to assess equivalence in method comparison studies" (Bernadette Govaerts) Abstract
2012 Jonathan Jaeger
"Functionnal estimation in system defined by differential equations using Bayesian smoothing methods" (Philippe Lambert) Abstract
2012 Gordon Gudendorf
"Extreme value analysis: modelling dependence between many variables" (Johan Segers) Abstract
2012 Catherine Timmermans
"Investigating functional data with sharp local features with applications to spectroscopy" (Rainer von Sachs) Abstract
2011 Jean-Marc Freyermuth
"Tree-strucured wavelet thresholding with applications in nonparametric curve estimation" (Rainer von Sachs) Abstract
2011 Julien Hunt
"Calcul stochastique en univers semi-markovien et applications financières" (Pierre Devolder) Abstract
2011 Maik Schwarz
"Non parametric estimation in the presence of noise with unknown distribution" (I. Van Keilegom, R. Dahlhaus) Abstract
2011 Réjane Rousseau
"Outils statistiques pour identification de biomarqueurs de toxicité métabonomiques" (Bernadette Govaerts, Michel Verleysen) Abstract
2010 Olga Reznikova
"Adaptive modelling od the dependence in multivariate time series" (Christian Hafner) Abstract
2010 Thomas Meinguet
"Heavy tailed functional time series" (Johan Segers) Abstract
2010 Julien Trufin
"Ruin problems in non-standard risk models" (M. Denuit) Abstract
2009 Giovanni Motta
"Evolutionary factor analysis" (R. von Sachs) Abstract
2008 Jérôme Barbarin
"Valuation, hedging and the risk management of insurance contracts" (Pierre Devolder) Abstract
2008 Bianca Teodorescu
"General conditional linear models with time-dependent coefficients under censoring and truncation" (I. Van Keilegom) Abstract
2008 Gery Geenens
"Non- and semiparametric models for conditional probabilities in two-way contingency tables" (L. Simar) Abstract
2008 Astrid Jullion
"Adaptive Bayesian P-splines models for fitting time-activity curves and estimating associated clinical parameters in Positron Emission Tomography and Pharmacokinetic study" (Ph. Lambert) Abstract
2008 Hilmar Böhm
"Shrinkage methods for multivariate spectral analysis" (R. von Sachs) Abstract
2008 Céline le Bailly de Tilleghem
"Statistical contribution to the virtual multicriteria optimisation of combinatorial molecules libraries and to the validation and application of QSAR models" (B. Govaerts) Abstract
2007 Cindy Courtois
"Risk theory under partial information with applications in actuarial science and finance" (M. Denuit) Abstract
2007 Jean-Philippe Boucher
"Segmentation du nombre de sinistres en assurance : de la loi de Poisson aux modèles gonflés à zéro et à barrière" (M. Denuit) Abstract
2007 Donatien Hainaut
"Individual and institutional asset liability management" (Pierre Devolder) Abstract
2007 Anouar El Ghouch
"Nonparametric statistical inference for dependent censored data" (I. Van Keilegom) Abstract
2007 Carlos Almeida
"Testing specifications in partial observability models : a Bayesian encompassing approach" (M.Mouchart) Abstract
2006 Antoine Delwarde
"Modèles log-bilinéaires en sciences actuarielles, avec applications en mortalité prospective et triangles IBNR" (M. Denuit) Abstract
2006 Céline Bugli
"Statistical tools for the analysis of event-related potentials in electroencephalograms" (P. Lambert) Abstract
2005 Natacha Brouhns
"Ingéniérie actuarielle : les modèles de régression non linéaires comme solutions à divers problèmes actuariels" (M. Denuit) Abstract
2005 Oana Purcaru
"Modelling dependence in actuarial science, with emphasis on credibility theory and copulas" (M. Denuit) Abstract
2005 Alexandre Lambert
"Nonparametric estimation in discontinous curves and surfaces" (I. Gijbels) Abstract
2005 Cédric Heuchenne
"Mean preservation in censored regression using preliminary nonparametric smoothing" (I. Van Keilegom) Abstract
2004 Taoufik Bouezmarni
"Smoothed histograms and asymmetric kernel estimation for density functions" (J.-M. Rolin) Abstract
2004 Isabelle De Macq
"Hyperrectangular space partioning trees" (L. Simar) Abstract
2003 Sébastien Van Bellegem
"Adaptative methods for modelling estimating and forecasting locally stationary processes" (R. von Sachs) Abstract
2003 François Vandenhende
"Copula models for the analysis of longitudinal ordinal responses in clinical trials on acute migraine" (P. Lambert) Abstract
2003 Abderrahim Oulhaj
"Partially sufficient statistics and identification in conditional models" (M.Mouchart) Abstract
2003 Abdelouahid Tajar
"Measuring and modelling dependence" (M. Denuit, J.-M. Rolin) Abstract
2003 Aurore Delaigle
"Kernel estimation in deconvolution problems" (I. Gijbels) Abstract
2002 Véronique Delouille
"Nonparametric stochastic regression using design-adapted wavelets" (R.von Sachs) Abstract
2002 Claire Beguin
"Analysing expenses linked to hospital stays : a frontier approach" (L. Simar) Abstract
2002 Daniela Climov
"Statistical analysis of single index Poisson regression models" (L. Simar) Abstract
2001 Florence Nicol
"The problem of registration in functional data analysis : a local regression approach" (A. Kneip) Abstract
2001 Anne-Cécile Goderniaux
"Automatic detection of change-points in nonparametric regression (I. Gijbels) Abstract
2000 Benoît Beck
"Non parametric Bayesian analysis for special patterns of incompleteness" (J.-M. Rolin) Abstract
2000 Jean-François Walhin
"Recursions for actuaries and applications in the field of reinsurance and bonus-malus systems" (J. Paris) Abstract
2000 Ernesto San Martin
"Problems of modelisation in structural systems equations, in particular problems of identification and robustness" (M. Mouchart) Abstract
1999 Daniela Cocchi
"Bayesian least squares approximations in finite populations" (M.Mouchart) Abstract
1998 Pierre Ars
"Une nouvelle approche semimartingale en théorie du risque" (J. Paris, J. Janssen) Abstract
1998 Christian Weiner
"Nonparametric Statistical Analysis of Productivity and Efficiency with the Free Disposal Hull" (A. Kneip) Abstract
1997 Valentin Patilea
"Convex models, NPMLE and misspecification" and "Multivariate time series analysis of derivative asset prices" (J.-M. Rolin) Abstract
1996 Irène Bertschek
"Semiparametric Analysis of Innovative Behavior" (W. Härdle) Abstract
1995 Isabel Proença
"Testing the Link Specification in Binary Choice Models. A semiparametric Approach" (W. Härdle) Abstract
1995 Sigbert Klinke
"Data Structures in Computational Statistics" (W. Härdle, L. Simar) Abstract
1995 Eliana Scheihing
"Some problems on the Bayesian Analysis of discrete data" (M. Mouchart) Abstract
1995 Soiliou Daw Namoro
"Théorie du filtrage" (J.-M. Rolin) Abstract
1994 Berwin A. Turlach
"Computer-aided additive modeling" (W. Härdle - L. Simar) Abstract
1992 Juan M. Rodriguez Poo
"Constrained Nonparametric regression" (W. Härdle - M. Mouchart) Abstract