Refereed Publications

On this page, you will find below the latest publications (journal articles, book chapters, books) authored by members. If you are more interested in the latest publications of one of the disciplines covered by LIDAM, please visit the sub-pages.

 


Journal Articles


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

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

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

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

5. Denuit, Michel; Robert, Christian Y. Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model. In: Insurance: Mathematics and Economics, Vol. 112, p. 23-32 (2023). doi:10.1016/j.insmatheco.2023.05.008. http://hdl.handle.net/2078.1/275458

6. Hanna, Vanessa; Devolder, Pierre. Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates. In: European Actuarial Journal, (2023). doi:10.1007/s13385-023-00354-4 (Accepté/Sous presse). http://hdl.handle.net/2078.1/276058

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

8. 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

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

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

11. Pircalabelu, Eugen; Claeskens, Gerda. Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales. In: Journal of Computational and Graphical Statistics, Vol. 32, no. 2, p. 378-387 (2023). doi:10.1080/10618600.2022.2108818. http://hdl.handle.net/2078.1/264877

12. Thiel, Michel; Benaiche, Nadia; Martin, Manon; Franceschini, Sébastien; Van Oirbeek, Robin; Govaerts, Bernadette. limpca: An R package for the linear modeling of high- dimensional designed data based on ASCA/APCA family of methods. In: Journal of Chemometrics (Online), Vol. 37, no.7, p. e3482 (2023). doi:10.1002/cem.3482. http://hdl.handle.net/2078.1/277096

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

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

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

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

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

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

19. Kreyenfeld, Michaela; Konietzka, Dirk; Lambert, Philippe; Ramos, Vincent Jerald. Second Birth Fertility in Germany: Social Class, Gender, and the Role of Economic Uncertainty. In: European Journal of Population, Vol. 39, no. 5 (2023). doi:10.1007/s10680-023-09656-5. http://hdl.handle.net/2078.1/273300

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

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

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

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

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

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


Book Chapters


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

2. Leluc, Rémi; Portier, François; Segers, Johan; Zhuman, Aigerim. A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. In: Advances in Neural Information Processing Systems 35 (NeurIPS 2022) , NeurIPS, 2023, p. 11842-11853. 9781713871088. xxx xxx. http://hdl.handle.net/2078.1/277052

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

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

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

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

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

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

9. Pestieau, Pierre; Ponthière, Gregory. An age differentiated tax on bequests. In: Ageing without Ageism? Conceptual Puzzles and Policy Proposals , Oxford University Press, 2023, chap. 19. 9780192894090. xxx xxx. http://hdl.handle.net/2078.1/278292

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

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

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

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

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

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

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

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

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

19. Madani, Mehdi; Papavasiliou, Anthony. A note on a revenue adequate pricing scheme that minimizes make-whole payments. In: 2022 18th International Conference on the European Energy Market (EEM) , IEEE Xplore, 2022. 9781665408967. xxx xxx. doi:10.1109/EEM54602.2022.9920995. http://hdl.handle.net/2078.1/278458

20. Papavasiliou, Anthony; Doorman, Gerard; Bjørndal, Mette; Langer, Yves; Leclercq, Guillaume; Crucifix, Pierre. Interconnection of Norway to European Balancing Platforms Using Hierarchical Balancing. In: 2022 18th International Conference on the European Energy Market (EEM) , IEEE Xplore, 2022. 9781665408967. xxx xxx. doi:10.1109/EEM54602.2022.9921153. http://hdl.handle.net/2078.1/278455

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

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

23. 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

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

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


Books


1. Belleflamme, Paul; Neysen, Nicolas. The Economics of Platforms: Concepts and Strategy. Routledge: London, UK, 2023. 9781138590700. 282 pages. http://hdl.handle.net/2078.1/254266

2. Pestieau, Pierre. The Economics of Social Protection. Cambridge University Press, 2023. 9781009295475.pages. http://hdl.handle.net/2078.1/278297

3. 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

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

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

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

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

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