Contact information of Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
Content
2026
- 2026005 Impact of hedging on the cost of capital valuation for hybrid life insurance
by Belhouari, Oussama & Barigou, Karim & Devolder, Pierre
- 2026004 Gaussian Process-Based Mortality Monitoring using Multivariate Cumulative Sum Procedures
by Barigou, Karim & Loisel, Stéphane & Salhi, Yahia & Vigneron, Rayane
- 2026003 A Multi-Criteria Fair Gaussian Regressor for Insurance Premium
by Jamotton, Charlotte & Hainaut, Donatien
- 2026002 Nonparametric Models of Production: Efficiency Estimation and Statistical Inference
by Simar, Léopold & Wilson, Paul
- 2026001 An economic-environmental approach for regional mortality
by Hainaut, Donatien
2025
- 2025026 Another look at the zero integral difference between lorenz and concentration curves in supervised learning
by Denuit, Michel & Trufin, Julien
- 2025025 Recursive partitioning based on gini index for insurance pricing
by Denuit, Michel & Petit, Robin & Simon, Pierre-Alexandre & Trufin, Julien
- 2025024 Wasserstein boosting trees algorithm for count data, with application to claim frequencies in motor insurance
by Denuit, Michel & Michaelides, Marie & Trufin, Julien & Verelst, Harrison
- 2025023 Signature approach for pricing and hedging path-dependent options with frictions
by Abi Jaber, Eduardo & Hainaut, Donatien & Motte, Edouard
- 2025022 Single Index Models for Nonparametric Conditional Frontiers
by Cazals, Catherine & Florens, Jean-Pierre & Simar, Léopold
- 2025021 Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression
by Bücher, Axel & Segers, Johan & Staud, Torben
- 2025020 Nonparametric Spatial Frontier Models for Productivity Analysis: Evidence from EU Regions
by Mastromarco, Camilla & Simar, Léopold
- 2025019 Gender Effects on Microfinance Social Efficiency: A Robust Approach Incorporating Undesirable Outputs
by Daraio, Cinzia & Fall, François Seck & Simar, Léopold & Vanhems, Anne
- 2025018 The Three-step method in a dynamic setting
by Belhouari, Oussama & Devolder, Pierre & Linders, Daniel
- 2025017 Mortality Modeling and Forecasting with the Actuaries Climate Index
by Barigou, Karim & Patten, Melanie & Zhou, Kenneth Q.
- 2025016 A Penalized Distributed Lag Non-Linear Lee-Carter Framework for Regional Weekly Mortality Forecasting
by Robben, Jens & Barigou, Karim
- 2025015 A penalized least squares estimator for extreme-value mixture models
by Mourahib, Anas & Kiriliouk, Anna & Segers, Johan
- 2025014 High-dimensional inference for Model Averaging estimators
by Léonard, Lise & Pircalabelu, Eugen & von Sachs, Rainer
- 2025013 Reconciling Engineers and Economists: the Case of a Cost Function for the Distribution of Gas
by Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold
- 2025012 Optimal control by policy improvements and constrained Gaussian process regressions
by Hainaut, Donatien & Dupret, Jean-Loup
- 2025011 In-processing of actuarial and equity fairness constraints for Neural networks
by Hainaut, Donatien
- 2025010 Wasserstein–Aitchison GAN for angular measures of multivariate extremes
by Lhaut, Stéphane & Rootzén, Holger & Segers, Johan
- 2025009 A multivariate energy-based fairness adjuster for premiums
by Jamotton, Charlotte & Hainaut, Donatien
- 2025008 Modeling prices from speculative markets: bursting bubbles or deflating balloons?
by Hafner, Christian & Harvey, Andrew & Wang, Linqi
- 2025007 Peer-to-Peer Basis Risk Management for Renewable Production Parametric Insurance
by Niakh, Fallou & Bassière, Alicia & Denuit, Michel & Robert, Christian
- 2025006 Granular mortality modeling with temperature and epidemic shocks: a three-state regime-switching approach
by Robben, Jens & Barigou, Karim & Kleinow, Torsten
- 2025005 Joint modeling of longitudinal HRQoL data accounting for the risk of competing dropouts
by Doms, Hortense & Legrand, Catherine & Lambert, Philippe
- 2025004 Insurance risk classification with Generalized Gaussian Process Regression models
by Hainaut, Donatien & Denuit, Michel
- 2025003 The Volterra Stein-Stein model with stochastic interest rates
by Abi Jaber, Eduardo & Hainaut, Donatien & Motte, Edouard
- 2025002 Derivatives under Market Impact: Disentangling Cost and Information
by Alimoradian, Behzad & Barigou, Karim & Eyraud-Loisel, Anne
- 2025001 Pensions des pouvoirs locaux en Belgique : La réforme de 2018 à l’épreuve de l’équité intergénérationnelle
by Devolder, Pierre & Hartmann, Kevin
2024
- 2024025 Comparison of predictors’ performance in insurance pricing: testing for Bregman dominance based on Murphy diagrams
by Denuit, Michel & Trufin, Julien
- 2024024 Bayesian mortality modelling with pandemics: a vanishing jump approach
by Goes, Julius & Barigou, Karim & Leucht, Anne
- 2024023 American option pricing with model constrained Gaussian process regressions
by Hainaut, Donatien
- 2024022 Asymmetric Models for Realized Covariances
by Bauwens, Luc & Dzuverovic, Emilija & Hafner, Christian
- 2024021 European option pricing with model constrained Gaussian process regressions
by Hainaut, Donatien & Vrins, Frédéric
- 2024020 A panel analysis of microfinance efficiency measures: Evidence on the effects of unobserved managerial ability
by Fall, François Seck & Tchakoute Tchuigoua, Hubert & Vanhems, Anne & Simar, Léopold
- 2024019 No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses
by Denuit, Michel & Ortega-Jimenez, Patricia & Robert, Christian Y.
- 2024018 Tail calibration of probabilistic forecasts
by Allen, Sam & Koh, Jonathan & Segers, Johan & Ziegel, Johanna
- 2024017 Risk times in mission-oriented systems
by Arriaza, Antonio & Navarro, Jorge & Ortega-Jiménez, Patricia
- 2024016 Deep learning for high-dimensional continuous-time stochastic optimal control without explicit solution
by Dupret, Jean-Loup & Hainaut, Donatien
- 2024015 Participating life insurances in an equity-Libor Market Model
by Hainaut, Donatien & Devineau, Laurent
- 2024014 Time-varying degree-corrected stochastic block models
by Li, Mengxue & von Sachs, Rainer & Pircalabelu, Eugen
- 2024013 Efficient hedging of life insurance portfolio for loss-averse insurers
by Motte, Edouard & Hainaut, Donatien
- 2024012 A Fast Method for Implementing Hypothesis Tests with Multiple Sample Splits in Nonparametric Models of Production
by Simar, Léopold & Wilson, Paul
- 2024011 Intergenerational risk sharing in pay-as-you-go pension schemes
by Morsomme, Hélène & Alonso-Garcia, Jennifer & Devolder, Pierre
- 2024010 Central Limit Theorems for Directional Distance Functions with and without Undesirable Outputs
by Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong
- 2024009 Conical FDH Estimators of Directional Distances and Luenberger Productivity Indices for General Technologies
by Daraio, Cinzia & Di Leo, Simone & Simar, Léopold
- 2024008 Latent Dirichlet Allocation for structured insurance data
by Jamotton, Charlotte & Hainaut, Donatien
- 2024007 The effect of stock splits on liquidity in a dynamic model
by Hafner, Christian & Linton, Oliver & Wang, Linqi
- 2024006 Conditional expectations given the sum of independent random variables with regularly varying densities
by Denuit, Michel & Ortega-Jimenez, Patricia & Robert, Christian Y.
- 2024005 A penalised bootstrap estimation procedure for the explained Gini coefficient
by Jacquemain, Alexandre & Heuchenne, Cédric & Pircalabelu, Eugen
- 2024004 Time-Varying Covariance Matrices Estimation by Nonlinear Wavelet Thresholding in a Log-Euclidean Riemannian Manifold
by Bailly, Gabriel & von Sachs, Rainer
- 2024003 Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates
by Leluc, Rémi & Dieuleveut, Aymeric & Portier, François & Segers, Johan & Zhuman, Aigerim
- 2024002 Option pricing in the Heston model with Physics inspired neural networks
by Hainaut, Donatien & Casas, Alex
- 2024001 Affine Heston model style with self-exciting jumps and long memory
by Leunga Njike, Charles Guy & Hainaut, Donatien
2023
- 2023038 X-Vine Models for Multivariate Extremes
by Kiriliouk, Anna & Lee, Jeongjin & Segers, Johan
- 2023037 Estimation of stable parameters for multiple autoregressive processes via convex programming
by Chakraborty, Somnath & Lederer, Johannes & von Sachs, Rainer
- 2023036 Copula based dependent censoring in cure models
by Delhelle, Morine & Van Keilegom, Ingrid
- 2023035 Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal
by Soetewey, Antoine & Legrand, Catherine & Denuit, Michel & Silversmit, Geert
- 2023034 Multivariate generalized Pareto distributions along extreme directions
by Mourahib, Anas & Kiriliouk, Anna & Segers, Johan
- 2023033 A Simple Two Period Overlapping Generation (OLG) Model For Public Pension Scheme (PAYG)
by Al-Hassan, Hassana & Devolder, Pierre & Nayrko, Christiana & Nokoh, K. Sagary
- 2023032 Statistical Inference for Hicks–Moorsteen Productivity Indices
by Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong
- 2023031 Inference in Dynamic, Nonparametric Models of Production for General Technologies
by Simar, Léopold & Wilson, Paul
- 2023030 Mitigating Digital Asset Risks
by Teng, Huei-Wen & Härdle, Wolfgang Karl & Hafner, Christian M. & , e.a.
- 2023029 Valuation of guaranteed minimum accumulation benefits (GMAB) with physics inspired neural networks
by Hainaut, Donatien
- 2023028 An axiomatic theory for comonotonicity-based risk sharing
by Dhaene, Jan & Robert, Christian Y. & Cheung, Ka Chun & Denuit, Michel
- 2023027 Lorenz Regression: an implementation of the Lorenz and penalized Lorenz regressions in R
by Jacquemain, Alexandre & Heuchenne, Cédric
- 2023026 Partial hedging in rough volatility models
by Motte, Edouard & Hainaut, Donatien
- 2023025 Variational autoencoder for synthetic insurance data
by Jamotton, Charlotte & Hainaut, Donatien
- 2023024 Directional false discovery rate control via debiased and distributed procedures in Gaussian graphical models
by Nezakati, Ensiyeh & Pircalabelu, Eugen
- 2023023 Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework
by Belhouari, Oussama & Deelstra, Griselda & Devolder, Pierre
- 2023022 Automatic Adjustment Mechanisms in Public Pension Schemes to Address Population Ageing and Socioeconomic Disparities in Longevity
by Diakite, Keivan & Devolder, Pierre
- 2023021 Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting
by Nezakati, Ensiyeh & Pircalabelu, Eugen
- 2023020 An asymptotic expansion of the empirical angular measure for bivariate extremal dependence
by Lhaut, Stéphane & Segers, Johan
- 2023019 Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence
by Leluc, Rémi & Portier, François & Zhuman, Aigerim & Segers, Johan
- 2023018 Efficiency of Italian Municipalities and Waste Regulatory Target
by Daraio, Cinzia & Di Leo, Simone & Simar, Léopold
- 2023017 Sensitivity to measurement errors of the distance to the efficient frontier
by Brière, Marie & Simar, Léopold & Szafarz, Ariane & Vanhems, Anne
- 2023016 Inference for Aggregate Efficiency: Theory and Guidelines for Practitioners
by Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong
- 2023015 Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators
by Simar, Léopold & Zelenyuk, Valentin & Zhao, Shirong
- 2023014 Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events
by Simon, Pierre-Alexandre & Trufin, Julien & Denuit, Michel
- 2023013 Health indices for disease incidence and duration in the Semi-Markov setting
by Soetewey, Antoine & Legrand, Catherine & Denuit, Michel & Silversmit, Geert
- 2023012 Optimal liquidation under indirect price impact with propagator
by Dupret, Jean-Loup & Hainaut, Donatien
- 2023011 A mutually exciting rough jump diffusion for financial modelling
by Hainaut, Donatien
- 2023010 Conditional mean risk sharing of independent discrete losses in large pools
by Denuit, Michel & Robert, Christian Y.
- 2023009 Endowment contingency funds for mutual aid and public financing
by Denuit, Michel & Robert, Christian Y.
- 2023008 Boosted Poisson regression trees: A guide to the BT package in R
by Willame, Gireg & Trufin, Julien & Denuit, Michel
- 2023007 The rough Hawkes process
by Hainaut, Donatien & Chen, Maggie & Scalas, Enrico
- 2023006 Exogenous time-varying covariates in double additive cure survival model with application to fertility
by Lambert, Philippe & Kreyenfeld, Michaela
- 2023005 Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance
by Denuit, Michel & Dhaene, Jan & Ghossoub, Mario & Robert, Christian Y.
- 2023004 Causal inference with (partially) independent shocks and structural signals on the global crude oil market
by Hafner, Christian M. & Herwartz, Helmut & Wang, Shu
- 2023003 Risk management with Local Least Squares Monte-Carlo
by Hainaut, Donatien & Akbaraly, Adnane
- 2023002 Insurance analytics with clustering techniques
by Jamotton, Charlotte & Hainaut, Donatien & Hames, Thomas
- 2023001 A fractional Hawkes process for illiquidity modeling
by Dupret, Jean-Loup & Hainaut, Donatien
2022
- 2022042 Stochastic Modellization of Hybrid Public Pension Plans (PAYG) under Demographic Risks with Application to the Belgian Case
by Al-Hassan, Hassana & Devolder, Pierre
- 2022041 Autocalibration by balance correction in nonlife insurance pricing
by Denuit, Michel & Trufin, Julien
- 2022040 Tweedie dominance for autocalibrated predictors and Laplace transform order
by Denuit, Michel & Trufin, Julien
- 2022039 Boosting on the responses with Tweedie loss functions
by Denuit, Michel & Trufin, Julien & Verdebout, Thomas
- 2022038 Pricing and hedging of longevity basis risk through securitization
by Zeddouk, Fadoua & Devolder, Pierre
- 2022037 Asymmetric volatility impulse response functions
by Hafner, Christian & Herwartz, Helmut
- 2022036 DAI Digital Art Index : a robust price index for heterogeneous digital assets
by Lin, Min-Bin & Wang, Bingling & Bocart, Fabian Y.R.P. & Hafner, Christian M. & Härdle, Wolfgang K.
- 2022035 Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach
by Mastromarco, Camilla & Simar, Léopold & Van Keilegom, Ingrid
- 2022034 Dynamic conditional mean risk sharing in the compound Poisson surplus model
by Denuit, Michel & Robert, Christian Y.
- 2022033 Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration
by Denuit, Michel & Trufin, Julien
- 2022032 Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions
by Hentschel, Manuel & Engelke, Sebastian & Segers, Johan
- 2022031 Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments
by Asenova, Stefka & Segers, Johan
- 2022030 Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models
by Lambert, Philippe & Gressani, Oswaldo
- 2022029 Allocation of benefits in mutual aid and survivor funds
by Denuit, Michel & Robert, Christian Y.
- 2022028 Another Look at Productivity Growth in Industrialized Countries
by Simar, Léopold & Wilson, Paul
- 2022027 Change point inference in high-dimensional regression models under temporal dependence
by Xu, Haotian & Wang, Daren & Zhao, Zifeng & Yu, Yi
- 2022026 A recursive method for computing moments of Hawkes intensities: application to the potential approach of credit risk
by Ketelbuters, John-John & Hainaut, Donatien
- 2022025 Option pricing and hedging in illiquid markets in presence of jump clustering
by Ketelbuters, John-John & Hainaut, Donatien
- 2022024 Conical FDH Estimators of General Technologies, with Applications to Returns to Scale and Malmquist Productivity Indices
by Kneip, Alois & Simar, Léopold & Wilson, Paul W.
- 2022023 Second Birth Fertility in Germany: Social Class, Gender, and the Role of Economic Uncertainty
by Kreyenfeld, Michaela & Konietzka, Dirk & Lambert, Philippe & Ramos, Vincent Jerald
- 2022022 Graphical and uniform consistency of estimated optimal transport plans
by Segers, Johan
- 2022021 Modelling multivariate extreme value distributions via Markov trees
by Hu, Shuang & Peng, Zuoxiang & Segers, Johan
- 2022020 Invariance properties of limiting point processes and applications to clusters of extremes
by Janssen, Anja & Segers, Johan
- 2022019 A calendar year mortality model in continuous time
by Hainaut, Donatien
- 2022018 A Quadrature Rule combining Control Variates and Adaptive Importance Sampling
by Leluc, Rémi & Portier, François & Segers, Johan & Zhuman, Aigerim
- 2022017 Approximations and Inference for Nonparametric Production Frontiers
by Daraio, Cinzia & Simar, Léopold
- 2022016 Proportional Incremental Cost Probability Functions and their Frontiers
by Fève, Frédérique & Florens, Jean-Pierre & Simar, Léopold
- 2022015 Communication relative aux pensions : digitalisation et défis pour l'avenir
by Lanotte, Myriam & Devolder, Pierre
- 2022014 Tail inference using extreme U-statistics
by Oorschot, Jochem & Segers, Johan & Zhou, Chen
- 2022013 Extremes of Markov random fields on block graphs
by Asenova, Stefka & Segers, Johan
- 2022012 Pricing of spread and exchange options in a rough jump-diffusion market
by Hainaut, Donatien
- 2022011 A mollifier approach to the deconvolution of probability densities
by Hohage, Thorsten & Maréchal, Pierre & Simar, Léopold & Vanhems, Anne
- 2022010 Investigating the unobserved heterogeneity effect on microfinance social efficiency
by Fall, François Seck & Tchakoute Tchuigoua, Hubert & Vanhems, Anne & Simar, Léopold
- 2022009 Dynamic Autoregressive Liquidity (DArLiQ)
by Hafner, Christian & Linton, Oliver & Wang, Linqi
- 2022008 Overlapping clustering of time dependent variables for fMRI data
by Pircalabelu, Eugen & Bing, Xin
- 2022007 WB-graphs: a within versus between group similarity interplay
by Pircalabelu, Eugen
- 2022006 Modern Tools for Evaluating the Performance of Health-Care Providers
by Simar, Léopold & Wilson, Paul
- 2022005 Statistical Inference for Aggregation of Malmquist Productivity Indices
by Pham, Manh D. & Simar, Léopold & Zelenyuk, Valentin
- 2022004 Statistical inference for intrinsic wavelet estimators of SPD covariance matrices in a log-Euclidean manifold
by Krebs, Johannes & Rademacher, Daniel & von Sachs, Rainer
- 2022003 Long memory self-exciting jump diffusion for asset prices modeling
by Njike Leunga, Charles G. & Hainaut, Donatien
- 2022002 Multivariate rough claim processes: properties and estimation
by Hainaut, Donatien
- 2022001 A subdiffusive stochastic volatility jump model
by Dupret, Jean-Loup & Hainaut, Donatien
2021
- 2021040 VC-PCR: A Prediction Method based on Supervised Variable Selection and Clustering
by Marion, Rebecca & Lederer, Johannes & Govaerts, Bernadette & von Sachs, Rainer
- 2021039 Moment-based density and risk estimation from grouped summary statistics
by Lambert, Philippe
- 2021038 Mortality credits within large survivor funds
by Denuit, Michel & Hieber, Peter & Robert, Christian Y.
- 2021037 Risk-sharing rules and their properties, with applications to peer-to-peer insurance
by Denuit, Michel & Dhaene, Jan & Robert, Christian Y.
- 2021036 Lorenz curve, Gini coefficient, and Tweedie dominance for autocalibrated predictors
by Denuit, Michel & Trufin, Julien
- 2021035 Adaptive splines for continuous features in risk assessment
by Seck, Ndeye Arame & Denuit, Michel
- 2021034 Uniform concentration bounds for frequencies of rare events
by Lhaut, Stéphane & Sabourin, Anne & Segers, Johan
- 2021033 Data sharpening for improving CLT approximations for DEA-type efficiency estimators
by Nguyen, Bao Hoang & Simar, Léopold & Zelenyuk, Valentin
- 2021032 Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales
by Pircalabelu, Eugen & Claeskens, Gerda
- 2021031 Unbalanced distributed estimation and inference for precision matrices
by Nezakati, Ensiyeh & Pircalabelu, Eugen
- 2021030 A spline-based time-varying reproduction number for modelling epidemiological outbreaks
by Pircalabelu, Eugen
- 2021029 Inference in the Nonparametric Stochastic Frontier Model
by Parmeter, Christopher F. & Simar, Léopold & Van Keilegom, Ingrid & Zelenyuk, Valentin
- 2021028 Moment generating function of non-Markov self-excited claims processes
by Hainaut, Donatien
- 2021027 Teaching statistical inference without normality
by Hafner, Christian
- 2021026 Portfolio insurance under rough volatility and Volterra processes
by Dupret, Jean-Loup & Hainaut, Donatien
- 2021025 Valuation of Annuity Guarantees under a Self-Exciting Switching Jump Model
by Njike Leunga, Charles Guy & Hainaut, Donatien
- 2021024 Measuring dependence between random vectors via optimal transport
by Mordant, Gilles & Segers, Johan
- 2021023 Concentration bounds for the empirical angular measure with statistical learning applications
by Clémençon, Stéphan & Jalalzai, Hamid & Sabourin, Anne & Stéphane & Segers, Johan
- 2021022 From risk reduction to risk elimination by conditional mean risk sharing of independent losses
by Denuit, Michel & Robert, Christian Y.
- 2021021 Testing for more positive expectation dependence with application to model comparison
by Denuit, Michel & Trufin, Julien & Verdebout, Thomas
- 2021020 Lévy interest rate models with a long memory
by Hainaut, Donatien
- 2021019 A fractional multi-states model for insurance
by Hainaut, Donatien
- 2021018 CDS Pricing with Fractional Hawkes Processes
by Ketelbuters, John John & Hainaut, Donatien
- 2021017 Impact of rough stochastic volatility models on long-term life insurance pricing
by Dupret, Jean-Loup & Barbarin, Jérôme & Hainaut, Donatien
- 2021016 Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses
by Denuit, Michel & Robert, Christian Y.
- 2021015 Boosting cost-complexity pruned trees On Tweedie responses: the ABT machine
by Trufin, Julien & Denuit, Michel
- 2021014 Nonparametric monitoring of sunspot number observations: a case study
by Mathieu, Sophie & Lefèvre, Laure & von Sachs, Rainer & Delouille, Véronique & Ritter, Christian & Clette, Frédéric
- 2021013 Autocalibration and Tweedie-dominance for insurance pricing with machine learning
by Denuit, Michel & Charpentier, Arthur & Trufin, Julien
- 2021012 Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link
by Hainaut, Donatien & Trufin, Julien & Denuit, Michel
- 2021011 A new measure of mortality differentials based on precedence probability
by Cadena, Meitner & Denuit, Michel
- 2021010 Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy
by Hanna, Vanessa & Hieber, Peter & Devolder, Pierre
- 2021009 Comparison of chemometrics strategies for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions
by Thiel, Michel & Sauwen, Nicolas & Khamiakova, Tastian & Maes, Tor & Govaerts, Bernadette
- 2021008 Maxima and near-maxima of a Gaussian random assignment field
by Mordant, Gilles & Segers, Johan
- 2021004 Time-Consistent Evaluation of Credit Risk with Contagion
by Ketelbuters, John John & Hainaut, Donatien
- 2021003 Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs
by Simar, Léopold & Wilson, Paul
- 2021002 Methodologies for assessing government efficiency
by O’Loughlin, Caitlin & Simar, Léopold & Wilson, Paul
- 2021001 Risk sharing under the dominant peer-to-peer property and casualty insurance business models
by Denuit, Michel & Robert, Christian Y.
2020
- 2020033 Gender effect on microfinance social efficiency: A robust nonparametric approach
by Fall, François Seck & Tchuigoua, Hubert Tchakoute & Vanhems, Anne & Simar, Léopold
- 2020032 Dynamic portfolio selection with sector-specific regularization
by Hafner, Christian & Wang, Linqi
- 2020031 Dynamic score driven independent component analysis
by Hafner, Christian & Herwartz, Helmut
- 2020030 Nonparametric robust monitoring of time series panel data
by Delouille, Véronique & Lefèvre, Laure & Mathieu, Sophie & Ritter, Christian & von Sachs, Rainer
- 2020029 Conditional mean risk sharing for dependent risks using graphical models
by Denuit, Michel & Robert, Christian Y.
- 2020028 Stop-loss protection for a large P2P insurance pool
by Denuit, Michel & Robert, Christian Y.
- 2020027 Hospital inpatients costs dynamics at older ages: A frequency-severity approach
by Avalosse, Hervé & Denuit, Michel & Lucas, Nathalie
- 2020026 Life-Care Tontines
by Hieber, Peter & Lucas, Nathalie
- 2020025 An actuarial approach for modeling pandemic risk
by Hainaut, Donatien
- 2020024 Risk reduction by conditional mean risk sharing with application to collaborative insurance
by Denuit, Michel & Robert, Christian Y.
- 2020023 Efron’s asymptotic monotonicityproperty in the gaussian stable domain of attraction
by Denuit, Michel & Robert, Christian Y.
- 2020022 Time and Causality in the Social Sciences
by Mouchart, Michel & Orsi, Renzo & Russo, Federica & Wunsch, Guillaume
- 2020021 Causality in econometric modeling. From theory to structural causal modeling
by Mouchart, Michel & Orsi, Renzo & Wunsch, Guillaume
- 2020020 The Laplace-P-spline methodology for fast approximate Bayesian inference in additive partial linear models
by Gressani, Oswaldo & Lambert, Philippe
- 2020019 Risk bounds when learning infinitely many response functions by ordinary linear regression
by Plassier, Vincent & Portier, François & Segers, Johan
- 2020018 Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent risks
by Denuit, Michel & Robert, Christian Y.
- 2020017 From risk sharing to risk transfer: the analytics of collaborative insurance
by Denuit, Michel & Robert, Christian Y.
- 2020016 Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving
by Denuit, Michel & Lu, Yang
- 2020015 From risk sharing to pure premium for a large number of heterogeneous losses
by Denuit, M. & Robert, C.Y.
- 2020014 Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities
by Denuit, M. & Robert, C.Y.
- 2020013 Laplace approximation for fast Bayesian inference in generalized additive models based on penalized regression splines
by Gressani, O. & Lambert, P.
- 2020012 The essentials on linear regression, ANOVA, general linear and linear mixed models for the chemist
by Govaerts, B. & Francq, B. & Marion, R. & Martin, M. & Thiel, M.
- 2020011 AdaCLV for Interpretable Variable Clustering and Dimensionality Reduction of Spectroscopic Data
by Marion, Rebecca & Govaerts, Bernadette & von Sachs, Rainer
- 2020010 A Random Assignment Problem: Size of Near Maximal Sets and Correct Order Expectation Bounds
by Mordant, Gilles
- 2020009 Comparison of Cluster Validity Indices and Decision Rules for Different Degrees of Cluster Separation
by Kaczynska, S. & Marion, R. & Von Sachs, R.
- 2020008 The LassoPSVM approach for sufficient dimension reduction using principal projections
by Pircalabelu, Eugen & Artemiou, Andreas
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