Journal Articles

1. 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

2. 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

3. 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

4. Mamede, Lucia; Rangel, G.W.; Shinyuy, L.M.; Boussif, Naïma; Herent, Marie-France; Govaerts, Bernadette. Metabolite profiling of Artemisia afra and Artemisia annua extracts reveals divergent effects on Plasmodium falciparum. In: Phytomedicine, Vol. 136, p. 156361 (2025). doi:10.1016/j.phymed.2025.156361. http://hdl.handle.net/2078.1/296873

5. Asenova, Stefka; Segers, Johan. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. In: Advances in Applied Probability, (2024). doi:10.1017/apr.2023.46 (Accepté/Sous presse). http://hdl.handle.net/2078.1/282929

6. 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

7. 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, (2024). doi:10.1007/s13385-024-00403-6 (Accepté/Sous presse). http://hdl.handle.net/2078.1/293833

8. 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

9. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2024). doi:10.1016/j.ecosta.2022.01.001 (Accepté/Sous presse). http://hdl.handle.net/2078.1/258976

10. 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

11. 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

12. 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

13. Leunga Njike, Charles Guy; Hainaut, Donatien. Affine Heston model style with self-exciting jumps and long memory. In: Annals of Finance, (2024). doi:10.1007/s10436-023-00436-z (Accepté/Sous presse). http://hdl.handle.net/2078.1/283637

14. Hafner, Christian. Explanatory factors of French retail wine prices. In: Applied Economics Letters, (2024). doi:10.1080/13504851.2023.2266565 (Accepté/Sous presse). http://hdl.handle.net/2078.1/281197

15. 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, (2024). doi:10.1017/asb.2024.5 (Accepté/Sous presse). http://hdl.handle.net/2078.1/286031

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

17. Fall, Fanta; 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 (2024). doi:10.1007/s11306-024-02094-2. http://hdl.handle.net/2078.1/285656

18. 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

19. 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

20. Mourahib, Anas; Kiriliouk, Anna; Segers, Johan. Multivariate generalized Pareto distributions along extreme directions. In: Extremes, (2024). doi:10.1007/s10687-024-00501-4 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292687

21. 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

22. 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

23. 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

24. 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

25. Fülle, Markus J.; Hafner, Christian; Herwartz, Helmut; Lange, Alexander. BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series. In: Journal of Statistical Software, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/291591

26. Marion, Rebecca; Lederer, Johannes; Goevarts, Bernadette; von Sachs, Rainer. VC-PCR: A prediction method based on variable selection and clustering. In: Statistica Neerlandica, (2024). doi:10.1111/stan.12358 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292125

27. 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 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292143

28. D’Adamo, Idiano; Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. A Flexible and Sustainable Analysis of Waste Efficiency at the European Level. In: Global Journal of Flexible Systems Management, (2024). doi:10.1007/s40171-024-00416-w (Accepté/Sous presse). http://hdl.handle.net/2078.1/292201

29. Hentschel, Manuel; Engelke, Sebastian; Segers, Johan. Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions. In: Journal of the American Statistical Association, (2024). doi:10.1080/01621459.2024.2371978 (Accepté/Sous presse). http://hdl.handle.net/2078.1/288717

30. Deelstra, Griselda; Devolder, Pierre; Roelants du Vivier, Benjamin. Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products. In: Astin Bulletin : the journal of the International Actuarial Association, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/288552

31. 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

32. 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

33. 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

34. El Mehdi, Rachida; Hafner, Christian. Panel Stochastic Frontier Analysis with Positive Skewness. In: Computational Economics, (2024). doi:10.1007/s10614-024-10646-w (Accepté/Sous presse). http://hdl.handle.net/2078.1/292582

35. 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

36. 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, (2024). doi:10.1177/0734242X241262698 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292351

37. 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

38. 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

39. 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

40. 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

41. Daraio, Cinzia; Simar, Léopold. Approximations and inference for envelopment estimators of production frontiers. In: Journal of Productivity Analysis, Vol. 62, no.2, p. 197-215 (2024). doi:10.1007/s11123-024-00726-2. http://hdl.handle.net/2078.1/292189

42. Hanna, Vanessa; Devolder, Pierre. Deterministic lifestyle investment strategy in mixed life insurance contracts. In: Decisions in Economics and Finance : a journal of applied mathematics, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/292145

43. Hainaut, Donatien. Valuation of guaranteed minimum accumulation benefits (GMABs) with physics-inspired neural networks. In: Annals of Actuarial Science, Vol. 18, no.2, p. 442-473 (2024). doi:10.1017/S1748499524000095. http://hdl.handle.net/2078.1/295120

44. Hainaut, Donatien; Casas, Alex. Option pricing in the Heston model with physics inspired neural networks. In: Annals of Finance, Vol. 20, no.3, p. 353-376 (2024). doi:10.1007/s10436-024-00452-7. http://hdl.handle.net/2078.1/295124

45. Hainaut, Donatien; Chen, Jing; Scalas, Enrico. The rough Hawkes process. In: Communications in Statistics: Theory and Methods, (2024). doi:10.1080/03610926.2024.2389959 (Accepté/Sous presse). http://hdl.handle.net/2078.1/295135

46. Denuit, Michel; Dhaene, Jan; Ghossoub, Mario; Robert, Christian Y. Comonotonicity and Pareto optimality, with application to collaborative insurance. In: Insurance: Mathematics and Economics, Vol. 120, p. 1-16 (2024). doi:10.1016/j.insmatheco.2024.11.001. http://hdl.handle.net/2078.1/295149

47. Motte, Edouard; Hainaut, Donatien. Partial Hedging in Rough Volatility Models. In: SIAM Journal on Financial Mathematics, Vol. 15, no.3, p. 601-652 (2024). doi:10.1137/23M1583090. http://hdl.handle.net/2078.1/294729

48. Dupret, Jean-Loup; Hainaut, Donatien. A fractional Hawkes process for illiquidity modeling. In: Mathematics and Financial Economics, (2024). doi:10.1007/s11579-024-00379-7 (Accepté/Sous presse). http://hdl.handle.net/2078.1/295108

49. Hafner, Christian; Linton, Oliver B.; Wang, Linqi. Dynamic Autoregressive Liquidity (DArLiQ). In: Journal of Business and Economic Statistics, Vol. 42, no. 2, p. 774-785 (2024). doi:10.1080/07350015.2023.2238790. http://hdl.handle.net/2078.1/281194

50. Ketelbuters, John John; Hainaut, Donatien. A Recursive Method for Fractional Hawkes Intensities and the Potential Approach of Credit Risk. In: Journal of Computational and Applied Mathematics, (2024). (Accepté/Sous presse). http://hdl.handle.net/2078.1/286211

51. Willame, Gireg; Trufin, Julien; Denuit, Michel. Boosted Poisson regression trees: a guide to the BT package in R. In: Annals of Actuarial Science, Vol. 18, no.3, p. 605-625 (2024). doi:10.1017/S174849952300026X. http://hdl.handle.net/2078.1/294709

52. Jacquemain, Alexandre; Heuchenne, Cédric; Pircalabelu, Eugen. A penalised bootstrap estimation procedure for the explained Gini coefficient. In: Electronic Journal of Statistics, Vol. 18, no.1, p. 247-300 (2024). doi:10.1214/23-EJS2200. http://hdl.handle.net/2078.1/284898

53. Jamotton, Charlotte; Hainaut, Donatien; Hames, Thomas. Insurance Analytics with Clustering Techniques. In: Risks, Vol. 12, no.9, p. 141 (2024). doi:10.3390/risks12090141. http://hdl.handle.net/2078.1/294718

54. Jamotton, Charlotte; Hainaut, Donatien. Variational AutoEncoder for synthetic insurance data. In: Intelligent Systems with Applications, Vol. 24, p. 200455 (2024). doi:10.1016/j.iswa.2024.200455. http://hdl.handle.net/2078.1/294721

55. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models. In: Statistics and Computing, Vol. 33, p. 47 (2023). doi:10.1007/s11222-023-10211-9. http://hdl.handle.net/2078.1/276497

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

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

58. Simar, Léopold; Wilson, Paul W. Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. In: Journal of Business and Economic Statistics, Vol. 41, no. 4, p. 1391-1403 (2023). doi:10.1080/07350015.2022.2110882. http://hdl.handle.net/2078.1/267992

59. Oorschot, Jochem; Segers, Johan; Zhou, Chen. Tail inference using extreme U-statistics. In: Electronic Journal of Statistics, Vol. 17, no.1, p. 1113-1159 (2023). doi:10.1214/23-EJS2129. http://hdl.handle.net/2078.1/274252

60. Hanna, Vanessa; Devolder, Pierre. Optimal Choice between Defined Contribution and Cash Balance Pension Schemes: Balancing Interests of Employers and Workers. In: Risks, Vol. 11, no.7, p. 135 (2023). doi:10.3390/risks11070135. http://hdl.handle.net/2078.1/278517

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

62. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators. In: Journal of Productivity Analysis, Vol. 59, no.2, p. 189-194 (2023). doi:10.1007/s11123-023-00661-8. http://hdl.handle.net/2078.1/274616

63. Ciatto, Nicolas; Verelst, Harrison; Trufin, Julien; Denuit, Michel. Does autocalibration improve goodness of lift?. In: European Actuarial Journal, Vol. 13, no.1, p. 479-486 (2023). doi:10.1007/s13385-022-00330-4. http://hdl.handle.net/2078.1/274614

64. 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

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

66. Hafner, Christian; Wang, Linqi. A dynamic conditional score model for the log correlation matrix. In: Journal of Econometrics, Vol. 237, no. 2, part B, p. 105176 (2023). doi:10.1016/j.jeconom.2021.09.004. http://hdl.handle.net/2078.1/258975

67. Denuit, Michel; Robert, Christian Y. From risk reduction to risk elimination by conditional mean risk sharing of independent losses. In: Insurance: Mathematics and Economics, Vol. 108, p. 46-59 (2022). doi:10.1016/j.insmatheco.2022.11.003. http://hdl.handle.net/2078.1/267676

68. Fève, Frédérique; Florens, Jean-Pierre; Simar, Léopold. Proportional incremental cost probability functions and their frontiers. In: Empirical Economics, Vol. 64, no. 6, p. 2721-2756 (2023). doi:10.1007/s00181-023-02386-x. http://hdl.handle.net/2078.1/274664

69. Hafner, Christian; Herwartz, Helmut. Correlation impulse response functions. In: Finance Research Letters, Vol. 57, p. 104176 (2023). doi:10.1016/j.frl.2023.104176. http://hdl.handle.net/2078.1/281209

70. Denuit, Michel; Trufin, Julien. Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration. In: European Actuarial Journal, Vol. 13, no.2, p. 871-878 (2023). doi:10.1007/s13385-023-00353-5. http://hdl.handle.net/2078.1/280223

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

72. Dupret, Jean-Loup; Barbarin, Jérôme; Hainaut, Donatien. Impact of rough stochastic volatility models on long-term life insurance pricing. In: European Actuarial Journal, Vol. 13, no. 1, p. 235-275 (2023). doi:10.1007/s13385-022-00317-1. http://hdl.handle.net/2078.1/263669

73. Hafner, Christian; Herwartz, Helmut. Asymmetric volatility impulse response functions. In: Economics Letters, Vol. 222, p. 110968 (2023). doi:10.1016/j.econlet.2022.110968. http://hdl.handle.net/2078.1/281207

74. 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

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

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

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

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

79. Simar, Léopold; Wilson, Paul. Another Look at Productivity Growth in Industrialized Countries. In: Journal of Productivity Analysis, Vol. 60, no. 3, p. 257-272 (2023). doi:10.1007/s11123-023-00689-w. http://hdl.handle.net/2078.1/278736

80. Lambert, Philippe; Gressani , Oswaldo. Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models. In: Statistical Modelling, Vol. 23, no.5-6, p. 409-423 (2023). doi:10.1177/1471082X231181173. http://hdl.handle.net/2078.1/279573

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

82. Cadena, Meitner; Denuit, Michel. Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models. In: Decisions in Economics and Finance : a journal of applied mathematics, Vol. 46, no.2, p. 569-582 (2023). doi:10.1007/s10203-023-00391-4. http://hdl.handle.net/2078.1/280225

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

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

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

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

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

88. Denuit, Michel; Robert, Christian Y. Collaborative Insurance with Stop-Loss Protection and Team Partitioning. In: North American Actuarial Journal, Vol. 26, no.1, p. 143-160 (2022). doi:10.1080/10920277.2020.1855199. http://hdl.handle.net/2078.1/259094

89. Denuit, Michel; Hieber, Peter; Robert, Christian Y. Mortality credits within large survivor funds. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 52, no.3, p. 813-834 (2022). doi:10.1017/asb.2022.13. https://hdl.handle.net/2078.1/265524

90. Seck, Ndeye Arame; Denuit, Michel. Adaptive Splines for Continuous Features in Risk Assessment. In: CAS E-Forum, Vol. Summer (2022). http://hdl.handle.net/2078.1/265892

91. 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

92. Denuit, Michel; Dhaene, Jan; Robert, Christian Y. Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance. In: Journal of Risk and Insurance, Vol. 89, no.3, p. 615-667 (2022). doi:10.1111/jori.12385. http://hdl.handle.net/2078.1/264447

93. Lhaut, Stéphane; Sabourin, Anne; Segers, Johan. Uniform concentration bounds for frequencies of rare events. In: Statistics & Probability Letters, Vol. 189, p. 109610 (2022). doi:10.1016/j.spl.2022.109610. http://hdl.handle.net/2078.1/263682

94. Hafner, Christian; Majeri, Sabrine. Analysis of cryptocurrency connectedness based on network to transaction volume ratios. In: Digital Finance, Vol. 4, p. 187-216 (2022). doi:10.1007/s42521-022-00054-w. http://hdl.handle.net/2078.1/265601

95. Denuit, Michel; Robert, Christian Y. Conditional mean risk sharing in the individual model with graphical dependencies. In: Annals of Actuarial Science, Vol. 16, no. 1, p. 183-209 (2022). doi:10.1017/s1748499521000166. http://hdl.handle.net/2078.1/259117

96. Chau, Joris; von Sachs, Rainer. Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices. In: Computational Statistics & Data Analysis, Vol. 174, p. 107477 (2022). doi:10.1016/j.csda.2022.107477. http://hdl.handle.net/2078.1/259687

97. Ngugnie Diffouo, Pauline; Devolder, Pierre. Solvency measurement of life annuity products. In: International Journal of Theoretical and Applied Finance, Vol. 25, no.2, p. 2250003 (2022). doi:10.1142/S0219024922500030. http://hdl.handle.net/2078.1/259742

98. 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

99. 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

100. Hanna, Vanessa; Hieber, Peter; Devolder, Pierre. Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy. In: Scandinavian Actuarial Journal, Vol. 2022, no. 5, p. 421-446 (2022). doi:10.1080/03461238.2021.1992001. http://hdl.handle.net/2078.1/253289

101. Legrand, Catherine; Tubeuf, Sandy. Le développement des vaccins anti-Covid-19 est-il allé trop vite ?. In: Regards économiques, Vol. Focus, no. 29 (2022). http://hdl.handle.net/2078.1/259615

102. Pircalabelu, Eugen; Artemiou, Andreas. High-dimensional Sufficient Dimension Reduction through principal projections. In: Electronic Journal of Statistics, Vol. 16, no. 1, p. 1804-1830 (2022). http://hdl.handle.net/2078.1/258818

103. Mordant, Gilles; Segers, Johan. Measuring dependence between random vectors via optimal transport. In: Journal of Multivariate Analysis, Vol. 189, p. 104912 (2022). doi:10.1016/j.jmva.2021.104912. http://hdl.handle.net/2078.1/254444

104. Ketelbuters, John John; Hainaut, Donatien. CDS pricing with fractional Hawkes processes. In: European Journal of Operational Research, Vol. 297, no.3, p. 1139-1150 (2022). doi:10.1016/j.ejor.2021.06.045. http://hdl.handle.net/2078.1/257590

105. 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

106. Ketelbuters, John John; Hainaut, Donatien. Time-consistent evaluation of credit risk with contagion. In: Journal of Computational and Applied Mathematics, Vol. 403, p. 113848 (2022). doi:10.1016/j.cam.2021.113848. http://hdl.handle.net/2078.1/252036

107. Hainaut, Donatien. Lévy Interest Rate Models with a Long Memory. In: Risks, Vol. 10, no.1, p. 2 (2022). doi:10.3390/risks10010002. http://hdl.handle.net/2078.1/257588

108. Hainaut, Donatien. Multivariate claim processes with rough intensities: properties and estimation. In: Insurance: Mathematics and Economics, Vol. 107, no.n/a/, p. 269-287 (2022). doi:10.1016/j.insmatheco.2022.08.010. http://hdl.handle.net/2078.1/265607

109. Njike Leunga, Charles Guy; Hainaut, Donatien. Valuation of Annuity Guarantees under a Self-Exciting Switching Jump Model. In: Methodology and Computing in Applied Probability, Vol. 24, p. 963–990 (2022). http://hdl.handle.net/2078.1/257592

110. Yang, Bingduo; Cai, Zongwu; Hafner, Christian; Liu, Guannan. Time-Varying Mixture Copula Models with Copula Selection. In: Statistica Sinica, Vol. 32, p. 1049-1077 (2022). http://hdl.handle.net/2078.1/258923

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

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

113. 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

114. 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

115. Denuit, Michel; Robert, Christian Y. Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses. In: Methodology and Computing in Applied Probability, Vol. 24, p. 1953-1985 (2022). doi:10.1007/s11009-021-09888-0. http://hdl.handle.net/2078.1/264444

116. Beretta, Alessandro; Heuchenne, Cédric; Restaino, Marialuisa. Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States. In: Journal of Applied Statistics, Vol. 49, no. 16, p. 4162-4180 (2022). doi:10.1080/02664763.2021.1973386. http://hdl.handle.net/2078.1/251423

117. 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

118. Denuit, Michel; Robert, Christian Y. Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses. In: Methodology and Computing in Applied Probability, Vol. 24, p. 693-711 (2022). doi:10.1007/s11009-021-09881-7. http://hdl.handle.net/2078.1/262874

119. Hafner, Christian; Herwartz, Helmut; Maxand, Simone. Identification of structural multivariate GARCH models. In: Journal of Econometrics, Vol. 227, no. 1, p. 212-227 (2022). doi:10.1016/j.jeconom.2020.07.019. http://hdl.handle.net/2078.1/238805

120. Heuchenne, Cédric; Jacquemain, Alexandre. Inference for monotone single-index conditional means: a Lorenz regression approach. In: Computational Statistics & Data Analysis, Vol. 167, p. 107347 (2022). doi:10.1016/j.csda.2021.107347. http://hdl.handle.net/2078.1/251823

121. 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

122. 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

123. 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

124. 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

125. 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

126. 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

127. 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

128. 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

129. 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

130. 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

131. 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

132. 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

133. 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

134. 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

135. 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

136. 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

137. 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

138. 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

139. 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

140. 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

141. 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

142. 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

143. 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

144. 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

145. 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

146. 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

147. 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

148. 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

149. 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

150. 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

151. 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

152. 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

153. 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

154. 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

155. 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

156. 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

157. 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

158. 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

159. 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

160. 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

161. 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

162. 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

163. 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

164. 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

165. 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

166. 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

167. 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

168. 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

169. 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

170. 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

171. 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

172. 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

173. 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

174. 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

175. 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

176. 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

177. 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

178. 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

179. 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

180. 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

181. 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

182. 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

183. 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

184. 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

185. 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

186. 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

187. 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

188. 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

189. 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

190. ‬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

191. 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

192. 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

193. 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

194. 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

195. 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

196. 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

197. 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

198. 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

199. 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

200. Bravo, Francesco; Escanciano, Juan Carlos; Van Keilegom, Ingrid. Two-Step Semiparametric Empirical Likelihood Inference. In: Annals of Statistics, Vol. 48, no. 1, p. 1-26 (2020). doi:10.1214/18-AOS1788. http://hdl.handle.net/2078.1/219406

201. Simar, Léopold; Wilson, Paul. Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. In: Journal of Productivity Analysis, Vol. 53, p. 287–303 (2020). http://hdl.handle.net/2078.1/229044

202. von Sachs, Rainer. Nonparametric Spectral Analysis of Multivariate Time Series. In: Annual Review of Statistics and Its Application, Vol. 7, no. 1, p. 361-386 (2020). doi:10.1146/annurev-statistics-031219-041138. http://hdl.handle.net/2078.1/224113

203. Devolder, Pierre. Propositions de réforme des retraites publiques en Belgique, Principes et instruments. In: Revue de l'OFCE : observations et diagnostics économiques, Vol. 170, p. 85-104 (2020). http://hdl.handle.net/2078.1/245436

204. Noh, Hohsuk; Van Keilegom, Ingrid. On relaxing the distributional assumption of stochastic frontier models. In: Journal of the Korean Statistical Society, Vol. 49, p. 1–14 (2020). doi:10.1007/s42952-019-00011-1. http://hdl.handle.net/2078.1/219446

205. Florens, Jean-Pierre; Simar, Léopold; Van Keilegom, Ingrid. Estimation of the Boundary of a Variable observed with Symmetric Error. In: Journal of the American Statistical Association, Vol. 115, no. 529, p. 425-441 (2020). doi:10.1080/01621459.2018.1555093. http://hdl.handle.net/2078.1/214601

206. Lambert, Philippe; Bremhorst, Vincent. Inclusion of time-varying covariates in cure survival models with an application in fertility studies. In: Journal of the Royal Statistical Society. Series A, Statistics in society, Vol. 183, no. 1, p. 333-354 (2020). doi:10.1111/rssa.12501. http://hdl.handle.net/2078.1/219491

207. Hafner, Christian. Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. In: Journal of Financial Econometrics, Vol. 18, no. 2, p. 233–249 (2020). doi:10.1093/jjfinec/nby023. http://hdl.handle.net/2078.1/218031

208. Patilea, Valentin; Van Keilegom, Ingrid. A general approach for cure models in survival analysis. In: Annals of Statistics, Vol. 48, no. 4, p. 2323-2346 (2020). doi:10.1214/19-AOS1889. http://hdl.handle.net/2078.1/219466

209. Hafner, Christian. The Spread of the Covid-19 Pandemic in Time and Space. In: International Journal of Environmental Research and Public Health, Vol. 17, no.11, p. 3827 (2020). doi:10.3390/ijerph17113827. http://hdl.handle.net/2078.1/238815

210. Delsol, Laurent; Van Keilegom, Ingrid. Semiparametric M-estimation with non-smooth criterion functions. In: Annals of the Institute of Statistical Mathematics, Vol. 72, p. 577-605 (2020). doi:10.1007/s10463-018-0700-y. http://hdl.handle.net/2078.1/219405

211. Segers, Johan. One- versus multi-component regular variation and extremes of Markov trees. In: Advances in Applied Probability, Vol. 52, no.3, p. 855-878 (2020). doi:10.1017/apr.2020.22. http://hdl.handle.net/2078.1/238301

212. Bocart, Fabian; Ghysels, Eric; Hafner, Christian. Monthly Art Market Returns. In: Journal of Risk and Financial Management, Vol. 13, no.5, p. 100 (2020). doi:10.3390/jrfm13050100. http://hdl.handle.net/2078.1/238816

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

214. Manteiga, Wenceslao González; Heuchenne, Cédric; Sellero, César Sánchez; Beretta, Alessandro. Goodness-of-fit tests for censored regression based on artificial data points. In: TEST, Vol. 29, p. 599-615 (2020). doi:10.1007/s11749-019-00662-6. http://hdl.handle.net/2078.1/218813

215. Deresa, Negera Wakgari; Van Keilegom, Ingrid. Flexible parametric model for survival data subject to dependent censoring. In: Biometrical journal, Vol. 62, no. 1, p. 136-156 (2020). doi:10.1002/bimj.201800375. http://hdl.handle.net/2078.1/219467

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

217. Denuit, Michel. Size-Biased Risk Measures of Compound Sums. In: North American Actuarial Journal, Vol. 24, no.4, p. 512-532 (2020). doi:10.1080/10920277.2019.1676787. http://hdl.handle.net/2078.1/239906

218. Heuchenne, Cédric; De uña Alvarez, Jacobo; Laurent, Géraldine. Estimation from cross-sectional data under a semiparametric truncation model. In: Biometrika, Vol. 107, no.2, p. 449–465 (2020). doi:10.1093/biomet/asaa002. http://hdl.handle.net/2078.1/251403

219. Hainaut, Donatien. Fractional Hawkes processes. In: Physica A: Statistical Mechanics and its Applications, Vol. 549 (1 July 2020). ISBA Discussion Paper 2019/16. http://hdl.handle.net/2078.1/219096

220. Chown, Justin; Heuchenne, Cédric; Van Keilegom, Ingrid. The nonparametric location-scale mixture cure model. In: TEST, Vol. 29, p. 1008–1028 (2020). doi:10.1007/s11749-019-00698-8. http://hdl.handle.net/2078.1/251418

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

222. Lambert, Philippe; Bremhorst, Vincent. Estimation and identification issues in the promotion time cure model when the same covariates influence long- and short-term survival. In: Biometrical Journal, Vol. 61, no. 2, p. 275-289 (2019). doi:10.1002/bimj.201700250. http://hdl.handle.net/2078.1/209408

223. Hainaut, Donatien. Hedging of crop harvest with derivatives on temperature. In: Insurance: Mathematics and Economics, Vol. 84, p. 98-114 (2019). doi:10.1016/j.insmatheco.2018.09.011. http://hdl.handle.net/2078.1/203984

224. Hainaut, Donatien; Moraux, Franck. A switching self-exciting jump diffusion process for stock prices. In: Annals of Finance, Vol. 15, no. 2, p. 267-306 (2019). doi:10.1007/s10436-018-0340-5. http://hdl.handle.net/2078.1/204024

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

226. Devolder, Pierre. Une alternative à la pension à points : le compte individuel pension en euros. In: Regards économiques, Vol. 150, no. septembre, p. 1-10 (2019). http://hdl.handle.net/2078.1/235794

227. Gorrostieta, Cristina; Ombao, Hernando; von Sachs, Rainer. Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series. In: Journal of Time Series Analysis, Vol. 40, p. 3-22 (2019). doi:10.1111/jtsa.12408. http://hdl.handle.net/2078.1/203145

228. Lambert, Anne-Sophie; Legrand, Catherine; Cès, Sophie; Van Durme, Thérèse; Macq, Jean. Evaluating case management as a complex intervention: Lessons for the future. In: PLoS One, Vol. 14, no.10, p. e0224286 (2019). doi:10.1371/journal.pone.0224286. http://hdl.handle.net/2078.1/241419

229. 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. In: Statistical Modelling : an international journal, Vol. 19, no. 3, p. 248-275 (2019). doi:10.1177/1471082X18784685. http://hdl.handle.net/2078.1/189284

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

231. Daniel, Betty; Hafner, Christian; Manner, Hans; Simar, Léopold. Asymmetries in Business Cycles and the Role of Oil Prices. In: Macroeconomic Dynamics, Vol. 23, p. 1622-1648 (2019). doi:10.1017/S1365100517000360. http://hdl.handle.net/2078.1/187200

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

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

234. Tran, Kim Phuc; Nguyen, Huu Du; Tran, Phuong Hanh; Heuchenne, Cédric. On the performance of CUSUM control charts for monitoring the coefficient of variation with measurement errors. In: International Journal of Advanced Manufacturing Technology, Vol. 104, p. 1903–1917 (2019). doi:10.1007/s00170-019-03987-6. http://hdl.handle.net/2078.1/251453

235. Pircalabelu, Eugen; Gerda Claeskens. Zoom-in/out joint graphical lasso for different coarseness scales. In: Journal of the Royal Statistical Society. Series C, Applied statistics, Vol. 69, no. 1, p. 47–67 (2019). http://hdl.handle.net/2078.1/219725

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

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

238. Chen, Cathy Yi-Hsuan; Hafner, Christian. Sentiment-Induced Bubbles in the Cryptocurrency Market. In: Journal of Risk and Financial Management, Vol. 12, no. 2, p. 1-12 (2019). doi:10.3390/jrfm12020053. http://hdl.handle.net/2078.1/227966

239. Devolder, Pierre; de Valeriola, Sébastien. Between DB and DC: optimal hybrid PAYG pension schemes. In: European Actuarial Journal, Vol. 2, p. 463-482 (2019). http://hdl.handle.net/2078.1/235789

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

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

242. Denuit, Michel. Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. In: ASTIN Bulletin, Vol. 49, no.03, p. 591-617 (2019). doi:10.1017/asb.2019.24. http://hdl.handle.net/2078.1/219794

243. Mammen, Enno; Van Keilegom, Ingrid; Yu, Kyusang. Expansion for moments of regression quantiles with applications to nonparametric testing. In: Bernoulli, Vol. 25, no.2, p. 793-827 (2019). doi:10.3150/17-bej986. http://hdl.handle.net/2078.1/219400

244. Neumeyer, Natalie; Van Keilegom, Ingrid. Bootstrap of residual processes in regression: to smooth or not to smooth?. In: Biometrika, Vol. 106, no.2, p. 385-400 (2019). doi:10.1093/biomet/asz009. http://hdl.handle.net/2078.1/219402

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

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

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

248. Bădin, Luiza; Daraio, Cinzia; Simar, Léopold. A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. In: European Journal of Operational Research, Vol. 277, p. 784-797 (2019). doi:10.1016/j.ejor.2019.02.054. http://hdl.handle.net/2078.1/214611

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

250. Mathieu, Sophie; von Sachs, Rainer; Ritter, Christian; Delouille, Véronique; Lefèvre, Laure. UNCERTAINTY QUANTIFICATION IN SUNSPOT COUNTS. In: The Astrophysical Journal, Vol. 886, no. 7, p. 14 pp (2019). doi:10.3847/1538-4357/ab4990. http://hdl.handle.net/2078.1/220927

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

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

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

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

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

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

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

258. Devolder, Pierre; Hindriks, Jean. Réforme des pensions, une urgence absolue. In: Pyramides : revue du Centre d'Etudes et de Recherches en Administration Publique, Vol. 31/32, p. 233-260 (2019). http://hdl.handle.net/2078.1/221567

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

260. Hainaut, Donatien. A self-organizing predictive map for non-life insurance. In: European Actuarial Journal, Vol. 9, p. 173-207 (2019). http://hdl.handle.net/2078.1/207819

261. Escobar-Bach, Mikael; Van Keilegom, Ingrid. Non-parametric cure rate estimation under insufficient follow-up by using extremes. In: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 81, no. 5, p. 861-880 (2019). doi:10.1111/rssb.12334. http://hdl.handle.net/2078.1/219454

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

263. Colling, Benjamin; Van Keilegom, Ingrid. Estimation of fully nonparametric transformation models. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 25, no. 4B, p. 3762-3795 (2019). http://hdl.handle.net/2078.1/219441

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

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

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

267. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach. In: STAtOR, Vol. 3, no.September, p. 18-22 (2019). http://hdl.handle.net/2078.1/223038

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

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

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

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

272. Pechon, Florian; Denuit, Michel; Trufin, Julien. Multivariate modelling of multiple guarantees in motor insurance of a household. In: European Actuarial Journal, Vol. 9, p. 575-602 (2019). doi:10.1007/s13385-019-00201-5. http://hdl.handle.net/2078.1/216579

273. Racine, Jeffrey S.; Van Keilegom, Ingrid. A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test. In: Journal of Business & Economic Statistics, , p. 1-12 (2019). doi:10.1080/07350015.2019.1574227. http://hdl.handle.net/2078.1/219436

274. Barbieri, Antoine; Legrand, Catherine. Joint longitudinal and time-to-event cure models for the assessment of being cured.. In: Statistical methods in medical research, Vol. 29, no. 4, p. 1256-1270 (2020). doi:10.1177/0962280219853599. http://hdl.handle.net/2078.1/219923

275. Alonso-García, Jennifer; Devolder, Pierre. Continuous time model for notional defined contribution pension schemes: Liquidity and solvency. In: Insurance: Mathematics and Economics, Vol. 88, p. 57-76 (2019). doi:10.1016/j.insmatheco.2019.06.001. http://hdl.handle.net/2078.1/216684

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

277. Mastromarco, Camilla; Simar, Léopold. Globalization and productivity: A robust nonparametric world frontier analysis. In: Economic Modelling, Vol. 69, p. 134–149 (2018). doi:10.1016/j.econmod.2017.09.015. http://hdl.handle.net/2078.1/189242

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

279. Steland, Ansgar; von Sachs, Rainer. Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage. In: Stochastic Processes and their Applications, Vol. 128, no. 8, p. 2816-2855 (2018). doi:10.1016/j.spa.2017.10.007. http://hdl.handle.net/2078.1/191604

280. Gressani, Oswaldo; Lambert, Philippe. Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines. In: Computational Statistics & Data Analysis, Vol. 124, no.August 2018, p. 151-167 (2018). doi:10.1016/j.csda.2018.02.007. http://hdl.handle.net/2078.1/196583

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

282. Chau, Van Vinh; Ombao, Hernando; von Sachs, Rainer. Intrinsic data depth for Hermitian positive definite matrices. In: Journal of Computational and Graphical Statistics, Vol. 28, no. 2, p. 427-439 (2019). doi:10.1080/10618600.2018.1537926. http://hdl.handle.net/2078.1/208820

283. Beretta, Alessandro; Heuchenne, Cédric. Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures. In: Journal of Applied Statistics, Vol. 46, no. 9, p. 1529-1549 (2019). doi:10.1080/02664763.2018.1554627 (Accepté/Sous presse). http://hdl.handle.net/2078.1/208979

284. 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

285. 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

286. 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

287. 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

288. 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

289. 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

290. 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

291. 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

292. 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

293. 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

294. 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

295. 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

296. 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

297. 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

298. 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

299. 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

300. 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

301. 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

302. 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

303. 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

304. 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

305. 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

306. 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

307. 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

308. 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

309. 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

310. 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

311. 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

312. 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

313. 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

314. 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

315. 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

316. 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

317. 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

318. 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

319. 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

320. 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

321. 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

322. 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

323. 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

324. 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

325. 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

326. 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

327. 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

328. 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

329. 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

330. 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

331. 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

332. 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

333. 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

334. 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

335. 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

336. 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

337. 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

338. 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

339. 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

340. 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

341. 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

342. 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

343. 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

344. 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

345. 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

346. 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

347. 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

348. 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

349. 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

350. 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

351. 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

352. 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

353. 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

354. 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

355. 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

356. 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

357. 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

358. 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

359. 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

360. 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

361. 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

362. 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

363. 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

364. 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

365. 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

366. 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

367. 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

368. 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

369. 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

370. 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

371. 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

372. 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

373. 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

374. 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

375. 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

376. 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

377. 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

378. 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

379. 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

380. 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

381. 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

382. 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

383. 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

384. 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

385. 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

386. 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

387. 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

388. 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

389. 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

390. 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

391. 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

392. 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

393. 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

394. 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

395. 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

396. 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

397. 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

398. 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

399. 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

400. 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

401. 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

402. 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

403. 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

404. 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

405. 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

406. 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

407. 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

408. 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

409. 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

410. 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

411. 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

412. 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

413. 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

414. 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

415. 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

416. 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

417. 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

418. 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

419. 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

420. 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

421. 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

422. 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

423. 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

424. 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

425. 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

426. 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

427. 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

428. 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

429. 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

430. 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

431. 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

432. 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

433. 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

434. 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

435. 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

436. 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

437. 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

438. 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

439. 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

440. 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

441. 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. 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

4. 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

5. 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

6. 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

7. 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

8. 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

9. 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

10. 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

11. 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

12. 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

13. 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

14. 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

15. 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

16. 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. 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

2. 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

3. 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

4. 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

5. 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

6. 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

7. 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

8. 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

9. 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

10. 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

11. 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

12. 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

13. 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

14. 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

15. 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

16. 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

17. 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

18. 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

19. 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

20. 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

21. 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

22. 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

23. 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

24. 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

25. 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

26. Hainaut, Donatien; Vrins, Frédéric. European option pricing with model constrained Gaussian process regressions. 2024. 27 p. LIDAM Discussion Paper ISBA; LIDAM Discussion Paper LFIN 2024/21; 2024/05. http://hdl.handle.net/2078.1/292395

27. 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

28. 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

29. 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

30. 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

31. 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

32. 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

33. 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

34. 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

35. 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

36. 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

37. 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

38. 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

39. 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

40. 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

41. 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

42. 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

43. 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

44. 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

45. 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

46. 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

47. 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

48. 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

49. 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

50. 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

51. 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

52. 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

53. 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

54. 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

55. 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

56. 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

57. 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

58. 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

59. 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

60. 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

61. 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

62. 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

63. 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

64. 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

65. 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

66. 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

67. 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

68. 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

69. 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

70. 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

71. 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

72. 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

73. 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

74. 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

75. 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

76. 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

77. 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

78. 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

79. 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

80. 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

81. 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

82. 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

83. 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

84. 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

85. 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

86. 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

87. 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

88. 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

89. 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

90. 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

91. 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

92. 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

93. 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

94. 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

95. 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

96. 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

97. 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

98. 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

99. 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

100. 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

101. 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

102. 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

103. 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

104. 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

105. 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

106. 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

107. 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

108. 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

109. 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

110. 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

111. 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

112. 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

113. 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

114. 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

115. 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

116. 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

117. 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

118. 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

119. 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

120. 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

121. 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

122. 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

123. 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

124. 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

125. 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

126. 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

127. 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

128. 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

129. 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

130. 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

131. 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

132. 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

133. 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

134. 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

135. 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

136. 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

137. 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

138. 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

139. 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

140. 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

141. 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

142. 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

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

144. 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

145. 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

146. 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

147. 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

148. 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

149. 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

150. 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

151. 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

152. 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

153. 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

154. 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

155. 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

156. 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

157. 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

158. 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

159. 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

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

161. 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

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

163. 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

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

165. 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

166. 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

167. 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

168. 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

169. 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

170. 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

171. 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

172. 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

173. 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

174. 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

175. 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

176. 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

177. 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

178. 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

179. 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

180. 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

181. 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

182. 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

183. 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

184. 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

185. 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

186. 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

187. 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

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

189. 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

190. 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

191. 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

192. 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

193. 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

194. 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

195. 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

196. 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

197. 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

198. 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

199. 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

200. 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

201. 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

202. 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

203. 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

204. 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

205. 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

206. 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

207. 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

208. 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

209. 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

210. 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

211. 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

212. 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

213. 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

214. 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

215. 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

216. 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

217. 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

218. 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

219. 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

220. 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

221. 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

222. 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

223. 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

224. 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

225. 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

226. 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

227. 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

228. 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

229. 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

230. 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

231. 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

232. 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

233. 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

234. 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

235. 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

236. 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

237. 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

238. 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

239. 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

240. 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

241. 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

242. 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

243. 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

244. 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

245. 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

246. 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

247. 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

248. 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

249. 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

250. 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

251. 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

252. 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

253. 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

254. 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

255. 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

256. 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

257. 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

258. 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

259. 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

260. 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

261. 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

262. 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

263. 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

264. 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

265. 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

266. 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

267. 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

268. 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

269. 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

270. 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

271. 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

272. 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

273. 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

274. 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

275. 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

276. 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

277. 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

278. 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

279. 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

280. 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

281. 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

282. 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

283. 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

284. 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

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

286. 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

287. 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

288. 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

289. 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

290. 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

291. 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

292. 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

293. 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

294. 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

295. 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

296. 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

297. 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

298. 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

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

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

301. 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

302. 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

303. 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

304. 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

305. 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

306. 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

307. 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

308. 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

309. 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

310. 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

311. 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

312. 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

313. 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

314. 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

315. 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