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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2010030: BAGIDIS, a new method for statistical analysis of differences between curves with sharp discontinuities

Catherine Timmermans and Rainer von Sachs

2010029: Inferring causality through counterfactuals in observational studies some epistemological issues

F. Russo, G. Wunsch and M. Mouchart

2010028: Nonparametric frontier estimation from noisy data

M. Schwarz, S. Van Bellegem and J.P. Florens

2010027: Maxima of moving maxima of continuous functions

T. Meinguet

2010026: Adaptive nonparametric instrumental regression by model selection

Jan Johannes and Maik Schwarz

2010025: Positive dependence of signals

Michel Denuit

2010024: Transformations preserving stochastic dominance: Theory and applications

Michel Denuit, Louis Eeckhoudt and O. Jokung

2010023: Longevity-indexed life annuities

Michel Denuit, S. Haberman and A. Renshaw

2010022: Ruin problems under IBNR dynamics

H. Albrecher, Michel Denuit and Julien Trufin

2010021: Prudence, temperance, edginess, and higher degree risk apportionment as decreasing correlation aversion

Michel Denuit and B. Rey

2010020: Adding independent risks in an insurance portfolio: wich shape for the insurer's preferences?

M. Denuit, Eeckhoudt L. and Mario Menegatti

2010019: Properties of risk measures derived from ruin theory

J. Trufin, H. Albrecher and M. Denuit

2010018: Bivariate stochastic dominance and common preferences of decision-makers with risk independent utilities

Michel Denuit and Louis Eeckhoudt

2010017: Somes consequences of correlation aversion in decision science

Michel Denuit, Louis Eeckhoudt and B. Rey

2010016: Ruin problems in presence of underwriting cycles

H. Albrecher, Michel Denuit and Julien Trufin

2010015: Correlated risks, bivariate utility and optimal choices

M. Denuit, Eeckhoudt L. and Mario Menegatti

2010014: Composite Lognormal-Pareto model with random threshold

Mathieu Pigeon and Michel Denuit

2010013: A general index of absolute risk attitude

M. Denuit and Eeckhoudt L.

2010012: Generalized increasing convex and directionally convex orders

Michel Denuit and Mhamed Mesfioui

2010011: Comonotonic Approximations To Quantiles of Life Annuity Conditional Expected Present Values: Extensions To General ARIMA Models and Comparison With the Bootstrap

Michel Denuit, S. Haberman and A.E. Renshaw

2010010: Stronger measures of higher-order risk attitudes

Michel Denuit and Louis Eeckhoudt

2010009: First-order mortality rates and safe-side actuarial calculations in life insurance

Marcus C. Christiansen and Michel Denuit

2010008: Transformations of multivariate regularly varying tail distributions

Y. Davydov and Liu S.

2010007: Estimation of a general parametric location in censored regression

Cedric Heuchenne and Ingrid Van Keilegom

2010006: On the estimation of dynamic conditional correlation models

Christian Hafner and O. Reznikova

2010005: Samples sizes in oncology trials: a survey

N. Meyer, Catherine Legrand and Giuseppe Giaccone

2010004: Occupational exposure to noise and the prevalence of hearing loss in a Belgian military population: a cross-sectional study

A. Collee, Catherine Legrand, Bernadette Govaerts, P. Van der Veken, V. De Boodt and E Degrave

2010003: A short note on continuous-time Markov and semi-Markov processes

J. Hunt

2010002: Regularly varying time series in Banach spaces

Thomas Meinguet and Johan Segers

2010001: A functional limit theorem for partial sums of dependent random variables with infinite variance

B. Basrak, D. Krizmanic and J. Segers