LIDAM Discussion Papers ISBA

From Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
Voie du Roman Pays 20, 1348 Louvain-la-Neuve (Belgium).
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2026037: Deep kernel hedging

Jean-Loup Dupret, Donatien Hainaut and Edouard Motte

2026036: A spatial Markov-modulated marked Hawkes process for parametric insurance

Donatien Hainaut

2026035: Valuation and Asset-Liability Management of Ratchet Life Insurances with Backward Stochastic Differential Equations

Donatien Hainaut

2026034: Comparaison des prises en charge d’urgences préhospitalières entre équipes paramédicalisées et médicalisées

J. Moury, V. Vandevelde, A. Soetewey, I. Michaux, P. Bulpa and F. Thys

2026033: Explicit Gamma–Stein Bounds for Satterthwaite’s Approximation

Gabriel Bailly, Ferdinand Rapin, Yvik Swan and Rainer von Sachs

2026032: Partial Association Explorer: Comparing Marginal and Conditional Dependence Structures in Mixed Social-Science Data

D’haegeleer, Thaddée, Cédric Heuchenne and Antoine Soetewey

2026031: Inflation impact on multi-cash-flow hybrid life products

Oussama Belhouari and Pierre Devolder

2026030: The Balance Property: From Insurance Pricing to Risk-Sharing

Michel Denuit, Christian Y. Robert and Mario V. Wüthrich

2026029: Estimating the Hüsler–Reiss variogram matrix by clipped moments

Shuang Hu and Johan Segers

2026028: Serum amyloid A concentrations in horses with acute equine piroplasmosis caused by Babesia caballi or Theileria equi

Noémie Chevalier, Antoine Soetewey, Hélène Matthys and Marianne Depecker

2026027: Directional variograms for multivariate extremes

Manuel Hentschel, Frank Röttger, Johan Segers and Sebastian Engelke

2026026: kindling: A Higher-Level torch Interface for Generating, Training, and Tuning Neural Networks in R

Antoine Soetewey and Joshua Marie

2026025: Climate–Driven Mortality Forecasting Using Deep Learning

Kenrick So, Karim Barigou and Jens Robben

2026024: Statistical Inference for the Aggregate Sources of Productivity Change Measured by Malmquist Productivity Indices

Leopold Simar, Valentin Zelenyuk and Shirong Zhao

2026023: Reverse-time scores and convex-order monotonicity for additive processes with Lévy clocks

Valentin Dendoncker, Michel Denuit and Christian Y. Robert

2026022: On the Impact of Insurance on Households Susceptible to Random Proportional Losses: An Analysis of Poverty Trapping

Kira Henshaw, Jorge Ramirez, José Miguel Flores-Contró, Enrique A. Thomann, Sooie-Hoe Loke and Corina Constantinescu

2026021: Stein’s method for the Wishart distribution

Gabriel Bailly, Robert E. Gaunt, Frédéric Ouimet, Donald Richards and Rainer von Sachs

2026020: Convex order monotonicity of conditional mean predictors in latent mixture models

Valentin Dendoncker, Michel Denuit and Christian Y. Robert

2026019: Pricing life insurance using bivariate temperature-mortality seasonal hidden Markov models

Samuel Darwin Dona Kouton, Karim Barigou and Thai Nguyen

2026018: Conditional mean risk sharing with settlement delays in peer-to-peer disability insurance

Michel Denuit and Christian Y. Robert

2026017: An ARCH-in-Mean Model without Intercept

Christian Hafner and Arie Preminger

2026016: Zero-couplings of infinite measures with cyclically monotone support and multivariate regular variation

Alexandre Reber, Anne Sabourin, Johan Segers and Cees de Valk

2026015: Balance and fairness through multicalibration in nonlife insurance pricing

Michel Denuit, Marie Michaelides and Julien Trufin

2026014: Fully-funded risk-sharing schemes

Michel Denuit and Christian Y. Robert

2026013: A spatio-temporal statistical framework for heatwave attribution under climate change

Kamal Gasser, Johan Segers and Francesco Ragone

2026012: A Zero Intercept Vec model

Christian M. Hafner and Arie Preminger

2026011: A sub-asymptotic model for bivariate threshold exceedances

Mirco Lescart, Anna Kiriliouk and Philippe Naveau

2026010: Optimal Cash Transfers and Microinsurance to Reduce Social Protection Costs

Pablo Azcue, Corina Constantinescu, José Miguel Flores-Contró and Nora Muler

2026009: Explaining Regional Mortality Differences with an Economic-Neural Model: Evidence from European NUTS-2 Regions

Donatien Hainaut

2026007: Linear risk sharing in community-based insurance: ruin reduction in the compound poisson model

Michel Denuit, José Miguel Flores-Contro and Christian Y. Robert

2026006: Statistics 101, 201, and 202: Three Shiny Apps for Teaching Probability Distributions, Inferential Statistics, and Simple Linear Regression

Antoine Soetewey

2026005: Impact of hedging on the cost of capital valuation for hybrid life insurance

Oussama Belhouari, Karim Barigou and Pierre Devolder

2026004: Gaussian Process-Based Mortality Monitoring using Multivariate Cumulative Sum Procedures

Karim Barigou, Stéphane Loisel, Yahia Salhi and Rayane Vigneron

2026003: A Multi-Criteria Fair Gaussian Regressor for Insurance Premium

Charlotte Jamotton and Donatien Hainaut

2026002: Nonparametric Models of Production: Efficiency Estimation and Statistical Inference

Leopold Simar and Paul Wilson

2026001: An economic-environmental approach for regional mortality

Donatien Hainaut

2025027: Deep Learning for Continuous-time Stochastic Control with Jumps

Patrick Cheridito, Jean-Loup Dupret and Donatien Hainaut

2025026: Another look at the zero integral difference between lorenz and concentration curves in supervised learning

Michel Denuit and Julien Trufin

2025025: Recursive partitioning based on gini index for insurance pricing

Michel Denuit, Robin Petit, Pierre-Alexandre Simon and Julien Trufin

2025024: Wasserstein boosting trees algorithm for count data, with application to claim frequencies in motor insurance

Michel Denuit, Marie Michaelides, Julien Trufin and Harrison Verelst

2025023: Signature approach for pricing and hedging path-dependent options with frictions

Eduardo Abi Jaber, Donatien Hainaut and Edouard Motte

2025022: Single Index Models for Nonparametric Conditional Frontiers

Catherine Cazals, Jean-Pierre Florens and Leopold Simar

2025021: Consistency of M-estimators for non-identically distributed data: the case of fixed-design distributional regression

Axel Bücher, Johan Segers and Torben Staud

2025020: Nonparametric Spatial Frontier Models for Productivity Analysis: Evidence from EU Regions

Camilla Mastromarco and Leopold Simar

2025019: Gender Effects on Microfinance Social Efficiency: A Robust Approach Incorporating Undesirable Outputs

Cinzia Daraio, François Seck Fall, Leopold Simar and Anne Vanhems

2025018: The Three-step method in a dynamic setting

Oussama Belhouari, Pierre Devolder and Daniel Linders

2025017: Mortality Modeling and Forecasting with the Actuaries Climate Index

Karim Barigou, Melanie Patten and Kenneth Q. Zhou

2025016: A Penalized Distributed Lag Non-Linear Lee-Carter Framework for Regional Weekly Mortality Forecasting

Jens Robben and Karim Barigou

2025015: A penalized least squares estimator for extreme-value mixture models

Anas Mourahib, Anna Kiriliouk and Johan Segers

2025014: High-dimensional inference for Model Averaging estimators

Lise Léonard, Eugen Pircalabelu and Rainer von Sachs