Statistics, Biostatistics & Actuarial Sciences

Topics investigated in Statistics, Biostatistics and Actuarial Sciences

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

Faculty Members

Michel Denuit
ISBA
Website

Dominique Deprins
ISBA
Website

Pierre Devolder
ISBA
Website

Anouar El Gouch
ISBA
Website

Bernadette Govaerts
ISBA
Website

Christian Hafner
ISBA
Website

Donatien Hainaut
ISBA
Website

Philippe Lambert
ISBA
Website

Catherine Legrand
ISBA
Website

Eugen Pircalabelu
ISBA
Website

Johan Segers
ISBA
Website

Ingrid Van Keilegom
ISBA
Website

Rainer von Sachs
ISBA
Website

Post-Doc and PhD Students

Gabriel Bailly
Oussama Belhouari
Luc Boone
Hugo Brunet
Mathias Dah Fienon
Benjamin Deketelaere
Morine Delhelle
Lieven Desmet
Guillaume Deside
Hortense Doms
Victor Dujardin
Mathilde Foulon
Kamal Gasser
Charlotte Jamotton
Lise Leonard
Lhaut Stéphane
Mengxue Li
Edouard Motte
Anas Mourahib
Patricia Ortega Jimenez
Cédric Taverne
Michel Thiel
Madeline Vast
Lara Wautier

Sponsors

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

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

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

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

RW (Région Wallonne) 2019-2021

Using biomarkers to enrich interim analyses in cancer clinical trials

Subvention FIRST Entreprise Docteur de la Région Wallone

Promotor: Catherine Legrand

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

Sustainable, Adequate and Safe Pensions

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

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

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

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

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

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

RW (Région wallonne) 2018-2021

BeNeFit

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

Promoter : Catherine Legrand

SAS Partnership 2018-2022

SAS

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

Promoter: Catherine Legrand

BSP (Belgian Science Policy) 2016-2021

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

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

Promoter: Rainer von Sachs, Researcher: Sophie Mathieu

FNRS CDR 2019-2021

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

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

Promoter: Johan Segers

Partnership KULeuven - UCLouvain 2020-2024

Quantile regression for censored data

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

Promoter: Anouar El Ghouch & Ingrid Van Keilegom

UCLouvain FSR 2021-2023

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

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

UCLouvain FSR 2021-2023

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

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

Promotor: E. Pircalabelu, Researcher: Ensiyeh Nezakati

ETHIAS Chair 2019-2022

Fully funded Pension Systems

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

Promoter: Pierre Devolder

AG Insurance Chair 2016-2020

Pension valuation and solvency

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

Promoter: Pierre Devolder

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

Journal Articles

1. Soetewey, Antoine; Heuchenne, Cédric; Claes, Arnaud; Descampe, Antonin. AssociationExplorer: A user-friendly Shiny application for exploring associations and visual patterns. In: SoftwareX, Vol. 33, p. 102483 (2026). doi:10.1016/j.softx.2025.102483. http://hdl.handle.net/2078.1/307529

2. Denuit, Michel; Robert, Christian Y. Equal compensations under actuarially fair contributions in endowment contingency funds. In: Risk Sciences, Vol. 1, p. 100005 (2025). doi:10.1016/j.risk.2024.100005. http://hdl.handle.net/2078.1/293870

3. Kiriliouk, Anna; Lee, Jeongjin; Segers, Johan. X-Vine Models for Multivariate Extremes. In: Journal of the Royal Statistical Society. Series B, Statistical methodology, Vol. 87, no.3, p. 579-602 (2025). doi:10.1093/jrsssb/qkae105. http://hdl.handle.net/2078.1/303809

4. Bailly, Gabriel; von Sachs, Rainer. Nonlinear wavelet threshold estimation of time-varying covariance matrices in a log-Euclidean manifold. In: Journal of Time Series Analysis, (2025). doi:10.1111/jtsa.70011 (Accepté/Sous presse). http://hdl.handle.net/2078.1/303967

5. Leluc, Rémi; Portier, François; Segers, Johan; Zhuman, Aigerim. Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 31, no.2, p. 1160-1180 (2025). doi:10.3150/24-BEJ1765. http://hdl.handle.net/2078.1/299432

6. Marion, Rebecca; Lederer, Johannes; Govaerts, Bernadette; von Sachs, Rainer. VC-PCR: A prediction method based on variable selection and clustering. In: Statistica Neerlandica, Vol. 79, no. 1, p. e12358 (2025). doi:10.1111/stan.12358. http://hdl.handle.net/2078.1/292125

7. Van Keilegom, Ingrid; Deketelaere, Benjamin. Quantile regression for interval censored data using an Enriched Laplace distribution. In: Electronic Journal of Statistics, Vol. 19, no.1, p. 54-86 (2025). doi:10.1214/24-EJS2334. http://hdl.handle.net/2078.1/299541

8. Simon, Pierre-Alexandre; Trufin, Julien; Denuit, Michel. Bivariate Poisson Credibility Model and Bonus–Malus Scale for Claim and Near-Claim Events. In: North American Actuarial Journal, Vol. 29, no.1, p. 74–93 (2025). doi:10.1080/10920277.2023.2293210. http://hdl.handle.net/2078.1/299562

9. Hafner, Christian. Explanatory factors of French retail wine prices. In: Applied Economics Letters, Vol. 32, no. 2, p. 259-262 (2025). doi:10.1080/13504851.2023.2266565. http://hdl.handle.net/2078.1/281197

10. Lederer, Johannes; von Sachs, Rainer. Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes. In: Journal of Time Series Analysis, (2025). (Accepté/Sous presse). http://hdl.handle.net/2078.1/295090

11. Allen, Sam; Koh, Jonathan; Segers, Johan; Ziegel, Johanna. Tail calibration of probabilistic forecasts. In: Journal of the American Statistical Association, (2025). doi:10.1080/01621459.2025.2506194 (Accepté/Sous presse). http://hdl.handle.net/2078.1/302059

12. Denuit, Michel; Ortega Jiménez, Patricia; Robert, Christian Y. Conditional expectations given the sum of independent random variables with regularly varying densities. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 55, no.2, p. 449-485 (2025). doi:10.1017/asb.2025.11. http://hdl.handle.net/2078.1/302063

13. Goes, Julius; Barigou, Karim; Leucht, Anne. Bayesian mortality modelling with pandemics: a vanishing jump approach. In: Journal of the Royal Statistical Society. Series C, Applied statistics, (2025). doi:10.1093/jrsssc/qlaf018 (Accepté/Sous presse). http://hdl.handle.net/2078.1/300130

14. Dupret, Jean-Loup; Hainaut, Donatien. Optimal liquidation under indirect price impact with propagator. In: Quantitative Finance, Vol. 25, no.3, p. 359-381 (2025). doi:10.1080/14697688.2025.2463368. http://hdl.handle.net/2078.1/300574

15. Hainaut, Donatien; Chen, Jing; Scalas, Enrico. The rough Hawkes process. In: Communications in Statistics: Theory and Methods, Vol. 54, no. 11, p. 3322-3349 (2025). doi:10.1080/03610926.2024.2389959. http://hdl.handle.net/2078.1/295135

16. Dupret, Jean-Loup; Hainaut, Donatien. A fractional Hawkes process for illiquidity modeling. In: Mathematics and Financial Economics, Vol. 19, no. 1, p. 143-181 (2025). doi:10.1007/s11579-024-00379-7. http://hdl.handle.net/2078.1/295108

17. Morsomme, Hélène; Alonso-Garcia, Jennifer; Devolder, Pierre. Intergenerational risk sharing in pay-as-you-go pension schemes. In: Scandinavian Actuarial Journal, (2025). doi:10.1080/03461238.2024.2427229 (Accepté/Sous presse). http://hdl.handle.net/2078.1/296834

18. Motte, Edouard; Hainaut, Donatien. Efficient hedging of life insurance portfolio for loss-averse insurers. In: Insurance: Mathematics and Economics, Vol. 123, p. 103116 (2025). doi:10.1016/j.insmatheco.2025.103116. http://hdl.handle.net/2078.1/305688

19. Hainaut, Donatien; Devineau , Laurent. Participating life insurances in an equity-Libor market model. In: European Actuarial Journal, Vol. 15, no.2, p. 381-415 (2025). doi:10.1007/s13385-025-00414-x. http://hdl.handle.net/2078.1/305692

20. Denuit, Michel; Trufin, Julien; Verdebout, Thomas. Comparison of predictors’ performance in insurance pricing: testing for Bregman dominance based on Murphy diagrams. In: European Actuarial Journal, Vol. 15, p. 493-504 (2025). doi:10.1007/s13385-025-00429-4. http://hdl.handle.net/2078.1/305609

21. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal. In: European Actuarial Journal, Vol. 15, p. 15-43 (2025). doi:10.1007/s13385-024-00403-6. http://hdl.handle.net/2078.1/293833

22. Devolder, Pierre; Hartmann, Kevin. Pensions des pouvoirs locaux en Belgique : la réforme de 2018 à l’épreuve de l’équité intergénérationnelle. In: Revue Belge de Sécurité Sociale, Vol. 66, no.4, p. 633-672 (2025). http://hdl.handle.net/2078.1/308506

23. Kneip, Alois; Simar, Léopold; Wilson, Paul W. Conical FDH estimators for testing returns to scale and making inference about changes in productivity. In: Econometric Reviews, (2025). doi:10.1080/07474938.2025.2584132 (Accepté/Sous presse). http://hdl.handle.net/2078.1/308566

24. Léonard, Lise; Pircalabelu, Eugen; von Sachs, Rainer. Inference for High-Dimensional Model Averaging Estimators. In: Statistica Sinica, (2025). (Accepté/Sous presse). http://hdl.handle.net/2078.1/307969

25. Mastromarco, Camilla; Simar, Léopold; Van Keilegom, Ingrid. Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach. In: The Econometrics Journal, Vol. 28, no. 3, p. 502-528 (2025). doi:10.1093/ectj/utae025. http://hdl.handle.net/2078.1/299452

26. Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. Conical Free Disposal Hull estimators of directional distances and Luenberger productivity indices for general technologies. In: European Journal of Operational Research, Vol. 323, no. 3, p. 907-917 (2025). doi:10.1016/j.ejor.2024.12.025. http://hdl.handle.net/2078.1/299462

27. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Statistical Inference for Hicks–Moorsteen Productivity Indices. In: Annals of Operations Research, Vol. 351, p. 1675-1703 (2025). doi:10.1007/s10479-024-06288-8. http://hdl.handle.net/2078.1/298981

28. Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. Impact of a Regulatory Target and External Factors on the Waste Efficiency of Italian Municipalities. In: Waste Management and Research, Vol. 43, no. 4, p. 580-592 (2025). doi:10.1177/0734242X241262698. http://hdl.handle.net/2078.1/292351

29. Simar, Léopold; Wilson, Paul W. A Fast Method for Implementing Hypothesis Tests with Multiple Sample Splits in Nonparametric Models of Production. In: Computational Economics, (2025). doi:10.1007/s10614-025-10995-0 (Accepté/Sous presse). http://hdl.handle.net/2078.1/308276

30. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Semi-Markov modeling for disease incidence risk and duration. In: Biostatistics and Epidemiology, Vol. 9, no. 1, p. e2517916 (2025). doi:10.1080/24709360.2025.2517916. http://hdl.handle.net/2078.1/302296

31. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting. In: Electronic Journal of Statistics, Vol. 18, no.1, p. 599-652 (2024). doi:10.1214/23-EJS2193. http://hdl.handle.net/2078.1/285769

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

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

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

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

36. Rademacher, Daniel; Krebs, Johannes; von Sachs, Rainer. Statistical inference for wavelet curve estimators of symmetric positive definite matrices. In: Journal of Statistical Planning and Inference, Vol. 231, p. 106140 (2024). doi:10.1016/j.jspi.2023.106140. http://hdl.handle.net/2078.1/283644

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

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

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

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

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

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

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

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

45. Van Oirbeek, Robin; Vandervorst, Félix; Bury, Thomas; Willame, Gireg; Grumiau, Christopher; Verdonck, Tim. Non-Differentiable Loss Function Optimization and Interaction Effect Discovery in Insurance Pricing Using the Genetic Algorithm. In: Risks, Vol. 12, no.5, p. 79 (2024). doi:10.3390/risks12050079. http://hdl.handle.net/2078.1/287528

46. Belhouari, Oussama; Deelstra, Griselda; Devolder, Pierre. Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework. In: European Actuarial Journal, (2024). doi:10.1007/s13385-024-00396-2. http://hdl.handle.net/2078.1/292143

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

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

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

50. Fall, Fanta; Coelho Cristino Mamede, Lucia; Vast, Madeline; De Tullio, Pascal; Hayette, Marie‑Pierre; Michels, Paul A. M.; Frédérich, Michel; Govaerts, Bernadette; Quetin-Leclercq, Joëlle. First comprehensive untargeted metabolomics study of suramin-treated Trypanosoma brucei: an integrated data analysis workflow from multifactor data modelling to functional analysis. In: Metabolomics, Vol. 20, p. 25 [1-17] (2024). doi:10.1007/s11306-024-02094-2. http://hdl.handle.net/2078.1/285656

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

52. Hanna, Vanessa; Devolder, Pierre. Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates. In: European Actuarial Journal, Vol. 14, p. 63-98 (2024). doi:10.1007/s13385-023-00354-4. http://hdl.handle.net/2078.1/276058

53. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, Vol. 32, p. 17-33 (2024). doi:10.1016/j.ecosta.2022.01.001. http://hdl.handle.net/2078.1/258976

54. Devolder, Pierre; Russo, Emilio; Staino, Alessandro. Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 54, no. 2, p. 385-409 (2024). doi:10.1017/asb.2024.5. http://hdl.handle.net/2078.1/286031

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84. Fall, François Seck; Tchakoute Tchuigoua, Hubert; Vanhems, Anne; Simar, Léopold. Investigating the unobserved heterogeneity effect on outreach to women: lessons from microfinance institutions. In: Annals of Operations Research, Vol. 328, no. 2, p. 1365-1386 (2023). doi:10.1007/s10479-023-05353-y. http://hdl.handle.net/2078.1/274667

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94. 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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

198. 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

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

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

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

202. 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

203. 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

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

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

206. 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

207. 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

208. 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

209. 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

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

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

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

213. 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

214. 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

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

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

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

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

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

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304. 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

305. 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

306. 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

307. 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

308. 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

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

310. 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

311. 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

312. 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

313. 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

314. 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

315. 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

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

317. 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

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

319. 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

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

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

322. 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

323. 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

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

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

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

327. 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

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

329. 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

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

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

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

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

334. 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

335. 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

336. 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

337. 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

338. 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

339. 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

340. 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

341. 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

342. 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

343. 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

344. 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

345. 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

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

347. 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

348. 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

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

350. 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

351. 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

352. 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

353. 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

354. 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

355. 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

356. 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

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

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

359. 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

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

361. 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

362. 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

363. 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

364. 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

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

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

367. 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

368. 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

369. 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

370. 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

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

372. 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

373. 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

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

375. 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

376. 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

377. 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

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

379. 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

380. 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

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

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

383. 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

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

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

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

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

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

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

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

391. 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

392. 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

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

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

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

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

397. 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

398. 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

399. 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

400. 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

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

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

403. 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

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

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

406. 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

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

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

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

410. 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

411. 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

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

413. 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

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

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

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

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

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

419. 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

420. 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

421. 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

422. 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

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

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

425. 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

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

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

428. 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

429. 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

430. 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

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

432. 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

433. 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

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

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

436. 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

437. 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

438. 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

439. 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

440. 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

441. 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

442. 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

443. 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

444. 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

445. 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

446. 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

447. 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

448. 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

449. 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

450. 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

451. 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

452. 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

453. 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

454. 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

455. 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

456. 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

457. 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

458. 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

459. 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

460. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J. A focused information criterion for graphical models. In: Statistics and Computing, Vol. 25, no. 6, p. 1071-1092 (2015). doi:10.1007/s11222-014-9504-y. http://hdl.handle.net/2078/219724

461. 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

Conference Papers

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

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

Book Chapters

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

2. Lhaut, Stéphane; Segers, Johan. An asymptotic expansion of the empirical angular measure for bivariate extremal dependence. In: Recent Advances in Econometrics and Statistics , Springer, 2024, p. 187-208. 978-3-031-61855-0. xxx xxx. doi:10.1007/978-3-031-61853-6_10. http://hdl.handle.net/2078.1/293832

3. Simar, Léopold; Wilson, Paul W.. New Tools for Evaluating the Performance of Healthcare Providers Using DEA and FDH Estimators. In: The Cambridge Handbook of Healthcare : Productivity, Efficiency, Effectiveness , Cambridge University Press, 2024, 351-403 (Chap. 12). 9781009483766. xxx xxx. doi:10.1017/9781009483766.013. http://hdl.handle.net/2078.1/299525

4. Leluc, Rémi; Portier, François; Segers, Johan; Zhuman, Aigerim. A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. In: Advances in Neural Information Processing Systems 35 (36th Conference on Neural Information Processing Systems - NeurIPS 2022) , NeurIPS, 2023, p. 11842-11853. 9781713871088. xxx xxx. http://hdl.handle.net/2078.1/277052

5. 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

6. 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

7. 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

8. 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

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

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

11. 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

12. 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

13. 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

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

15. 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

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

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

Working Papers

1. Mourahib, Anas; Kiriliouk, Anna; Segers, Johan. A penalized least squares estimator for extreme-value mixture models. 2025. 29 p. LIDAM Discussion Paper ISBA 2025/15. http://hdl.handle.net/2078.1/303970

2. Léonard, Lise; Pircalabelu, Eugen; von Sachs, Rainer. High-dimensional inference for Model Averaging estimators. 2025. 28 p. LIDAM Discussion Paper ISBA 2025/14. http://hdl.handle.net/2078.1/302171

3. Abi Jaber, Eduardo; Hainaut, Donatien; Motte, Edouard. The Volterra Stein-Stein model with stochastic interest rates. 2025. 36 p. LIDAM Discussion Paper ISBA 2025/03. http://hdl.handle.net/2078.1/299446

4. Denuit, Michel; Trufin, Julien. Comparison of predictors’ performance in insurance pricing: testing for Bregman dominance based on Murphy diagrams. 2025. 11 p. LIDAM Discussion Paper ISBA 2024/25. http://hdl.handle.net/2078.1/296119

5. Robben, Jens; Barigou, Karim; Kleinow, Torsten. Granular mortality modeling with temperature and epidemic shocks: a three-state regime-switching approach. 2025. 37 p. LIDAM Discussion Paper ISBA 2025/06. http://hdl.handle.net/2078.1/300355

6. Lhaut, Stéphane; Rootzén, Holger; Segers, Johan. Wasserstein–Aitchison GAN for angular measures of multivariate extremes. 2025. 38 p. LIDAM Discussion Paper ISBA 2025/10. http://hdl.handle.net/2078.1/301075

7. Hainaut, Donatien. In-processing of actuarial and equity fairness constraints for Neural networks. 2025. 24 p. LIDAM Discussion Paper ISBA 2025/11. http://hdl.handle.net/2078.1/301228

8. Hainaut, Donatien; Dupret, Jean-Loup. Optimal control by policy improvements and constrained Gaussian process regressions. 2025. 26 p. LIDAM Discussion Paper ISBA 2025/12. http://hdl.handle.net/2078.1/301229

9. Doms, Hortense; Legrand, Catherine; Lambert, Philippe. Joint modeling of longitudinal HRQoL data accounting for the risk of competing dropouts. 2025. 16 p. LIDAM Discussion Paper ISBA 2025/05. http://hdl.handle.net/2078.1/299679

10. Hainaut, Donatien; Denuit, Michel. Insurance risk classification with Generalized Gaussian Process Regression models. 2025. 36 p. LIDAM Discussion Paper ISBA 2025/04. http://hdl.handle.net/2078.1/299662

11. Jamotton, Charlotte; Hainaut, Donatien. A multivariate energy-based fairness adjuster for premiums. 2025. 34 p. LIDAM Discussion Paper ISBA 2025/09. http://hdl.handle.net/2078.1/300678

12. Hafner, Christian; Harvey, Andrew; Wang, Linqi. Modeling prices from speculative markets: bursting bubbles or deflating balloons?. 2025. 40 p. LIDAM Discussion Paper ISBA 2025/08. http://hdl.handle.net/2078.1/300538

13. Niakh, Fallou; Bassière, Alicia; Denuit, Michel; Robert, Christian. Peer-to-Peer Basis Risk Management for Renewable Production Parametric Insurance. 2025. 47 p. LIDAM Discussion Paper ISBA 2025/07. http://hdl.handle.net/2078.1/300537

14. Devolder, Pierre; Hartmann, Kevin. Pensions des pouvoirs locaux en Belgique : La réforme de 2018 à l’épreuve de l’équité intergénérationnelle. 2025. 35 p. LIDAM Discussion Paper ISBA 2025/01. http://hdl.handle.net/2078.1/298976

15. Alimoradian, Behzad; Barigou, Karim; Eyraud-Loisel, Anne. Derivatives under Market Impact: Disentangling Cost and Information. 2025. 31 p. LIDAM Discussion Paper ISBA 2025/02. http://hdl.handle.net/2078.1/299084

16. Robben, Jens; Barigou, Karim. A Penalized Distributed Lag Non-Linear Lee-Carter Framework for Regional Weekly Mortality Forecasting. 2025. 32 p. LIDAM Discussion Paper ISBA 2025/16. http://hdl.handle.net/2078.1/305616

17. Barigou, Karim; Patten, Melanie; Zhou, Kenneth Q.. Mortality Modeling and Forecasting with the Actuaries Climate Index. 2025. 31 p. LIDAM Discussion Paper ISBA 2025/17. http://hdl.handle.net/2078.1/306432

18. Belhouari, Oussama; Devolder, Pierre; Linders, Daniel. The Three-step method in a dynamic setting. 2025. 33 p. LIDAM Discussion Paper ISBA 2025/18. http://hdl.handle.net/2078.1/306433

19. Daraio, Cinzia; Fall, François Seck; Simar, Léopold; Vanhems, Anne. Gender Effects on Microfinance Social Efficiency: A Robust Approach Incorporating Undesirable Outputs. 2025. 25 p. LIDAM Discussion Paper ISBA 2025/19. http://hdl.handle.net/2078.1/307416

20. Mastromarco, Camilla; Simar, Léopold. Nonparametric Spatial Frontier Models for Productivity Analysis: Evidence from EU Regions. 2025. 28 p. LIDAM Discussion Paper ISBA 2025/20. http://hdl.handle.net/2078.1/307419

21. Bücher, Axel; Segers, Johan; Staud, Torben. Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression. 2025. 31 p. LIDAM Discussion Paper ISBA 2025/21. http://hdl.handle.net/2078.1/307428

22. Denuit, Michel; Trufin, Julien. Another look at the zero integral difference between lorenz and concentration curves in supervised learning. 2025. 17 p. LIDAM Discussion Paper ISBA 2025/26. http://hdl.handle.net/2078.1/308511

23. Denuit, Michel; Petit, Robin; Simon, Pierre-Alexandre; Trufin, Julien. Recursive partitioning based on gini index for insurance pricing. 2025. 12 p. LIDAM Discussion Paper ISBA 2025/25. http://hdl.handle.net/2078.1/308510

24. Denuit, Michel; Michaelides, Marie; Trufin, Julien; Verelst, Harrison. Wasserstein boosting trees algorithm for count data, with application to claim frequencies in motor insurance. 2025. 24 p. LIDAM Discussion Paper ISBA 2025/24. http://hdl.handle.net/2078.1/308509

25. Abi Jaber, Eduardo; Hainaut, Donatien; Motte, Edouard. Signature approach for pricing and hedging path-dependent options with frictions. 2025. 34 p. LIDAM Discussion Paper ISBA 2025/23. http://hdl.handle.net/2078.1/307959

26. Fève, Frédérique; Florens, Jean-Pierre; Simar, Léopold. Reconciling Engineers and Economists: the Case of a Cost Function for the Distribution of Gas. 2025. 25 p. LIDAM Discussion Paper ISBA 2025/13. http://hdl.handle.net/2078.1/301449

27. Cazals, Catherine; Florens, Jean-Pierre; Simar, Léopold. Single Index Models for Nonparametric Conditional Frontiers. 2025. 30 p. LIDAM Discussion Paper ISBA 2025/22. http://hdl.handle.net/2078.1/307623

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

47. Hainaut, Donatien; Vrins, Frédéric. European option pricing with model constrained Gaussian process regressions. 2024. 25 p. LIDAM Discussion Paper ISBA; LIDAM Discussion Paper LFIN 2024/21; 2024/05. http://hdl.handle.net/2078.1/292395

48. Bailly, Gabriel; von Sachs, Rainer. Nonlinear wavelet threshold estimation of time-varying covariance matrices in a log-Euclidean manifold. 2024. LIDAM Discussion Paper ISBA 2024/04. http://hdl.handle.net/2078.1/284862

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

136. 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

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

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

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

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

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

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

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

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

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

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

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

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

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

150. 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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

171. 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

172. 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

173. 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

174. 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

175. 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

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

177. 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

178. 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

179. 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

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

181. 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

182. 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

183. 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

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

185. 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

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

187. 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

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

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

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

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

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

193. 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

194. 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

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

196. 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

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

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

199. 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

200. 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

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

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

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

204. 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

205. 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

206. 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

207. 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

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

209. 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

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

211. 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

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

213. 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

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

215. 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

216. 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

217. 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

218. 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

219. 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

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

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

222. 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

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

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

225. 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

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

227. 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

228. 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

229. 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

230. 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

231. 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

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

233. 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

234. 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

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

236. 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

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

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

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

240. 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

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

242. 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

243. 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

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

245. 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

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

247. 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

248. 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

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

250. 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

251. 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

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

253. 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

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

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

256. 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

257. 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

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

259. 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

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

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

262. 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

263. 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

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

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

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

267. 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

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

269. 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

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

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

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

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

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

275. 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

276. 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

277. 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

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

279. 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

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

281. 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

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

283. 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

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

285. 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

286. 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

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

288. 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

289. 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

290. 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

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

292. 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

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

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

295. 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

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

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

298. 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

299. 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

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

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

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

303. 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

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

305. 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

306. 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

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

308. 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

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

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

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

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

313. 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

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

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

316. 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

317. 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

318. 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

319. 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

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

321. 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

322. 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

323. 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

324. 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

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

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

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

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

329. 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

330. 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

331. 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

332. 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

333. 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

334. 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

335. 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

336. 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

337. 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

338. 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

339. 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

340. 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

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

Books

1. Hainaut, Donatien. Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics. Springer, 2022. 978-3-031-06360-2. 345 pages. http://hdl.handle.net/2078.1/264705

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

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

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

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

6. 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

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

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Statistics, Biostatistics & Actuarial Sciences

lidam | Louvain-la-Neuve, Mons

Topics investigated in Statistics, Biostatistics and Actuarial Sciences

Faculty Members

Post-Doc and PhD Students

Sponsors

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

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

RW (Région Wallonne) 2019-2021

Using biomarkers to enrich interim analyses in cancer clinical trials

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

Sustainable, Adequate and Safe Pensions

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

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

RW (Région wallonne) 2018-2021

BeNeFit

SAS Partnership 2018-2022

SAS

BSP (Belgian Science Policy) 2016-2021

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

FNRS CDR 2019-2021

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

Partnership KULeuven - UCLouvain 2020-2024

Quantile regression for censored data

UCLouvain FSR 2021-2023

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

UCLouvain FSR 2021-2023

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

ETHIAS Chair 2019-2022

Fully funded Pension Systems

AG Insurance Chair 2016-2020

Pension valuation and solvency

Journal Articles

Conference Papers

Book Chapters

Working Papers

Books