LIDAM Reprints ISBA

From Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
Voie du Roman Pays 20, 1348 Louvain-la-Neuve (Belgium).
Contact information at EDIRC.
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2026008: Effectiveness of pneumococcal conjugate vaccines against invasive pneumococcal disease in Vietnamese children prior to national introduction: A matched case-control study

Antoine Soetewey and E.A.,

2026007: Simulation of multivariate extremes: A Wasserstein–Aitchison GAN approach

Stéphane Lhaut, Holger Rootzén and Johan Segers

2026006: The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model

Christian M. Hafner, Oliver B. Linton and Linqi Wang

2026005: Statistical Identification of Independent Shocks with Kernel-based Maximum Likelihood Estimation and an Application to the Global Crude Oil Market

Christian M. Hafner, Helmut Herwartz and Shu Wang

2026004: Asymmetric models for realized covariances

Luc Bauwens, Emilija Dzuverovic and Christian M. Hafner

2026003: Digital assets: risks, regulations, mitigation

Teng, Huei‑Wen, Wolfgang Karl Härdle, Joerg Osterrieder, Christian M. Hafner and , E.A.

2026002: DAI digital art index: a robust price index for heterogeneous digital assets

Min-Bin Lin, Bingling Wang, Fabian Y.R.P. Bocart, Christian M. Hafner and Wolfgang Karl Härdle

2026001: Quantile Regression for Interval Censored Data using an Enriched Laplace Distribution

Benjamin Deketelaere and Ingrid Van Keilegom

2025026: Testing for the Functional Form of a Continuous Covariate in the Shared-Parameter Joint Model

Xavier Piulachs, Anouar El Ghouch and Ingrid Van Keilegom

2025025: Copula based dependent censoring in cure models

Morine Delhelle and Ingrid Van Keilegom

2025024: Inter and intra-generational fairness for public pension systems in multi-population mortality models

Keivan Diakite, Pierre Devolder and Massimilianno Menzietti

2025023: No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses

Michel Denuit, Patricia Ortega-Jimenez and Christian Y. Robert

2025022: Conical FDH estimators for testing returns to scale and making inference about changes in productivity

Alois Kneip, Leopold Simar and Paul W. Wilson

2025021: Pensions des pouvoirs locaux en Belgique: la réforme de 2018 à l’épreuve de l’équité intergénérationnelle

Pierre Devolder and Kevin Hartmann

2025020: A Fast Method for Implementing Hypothesis Tests with Multiple Sample Splits in Nonparametric Models of Production

Leopold Simar and Paul W. Wilson

2025019: Inference for High-Dimensional Model Averaging Estimators

Lise Léonard, Eugen Pircalabelu and Rainer von Sachs

2025018: AssociationExplorer: A user-friendly Shiny application for exploring associations and visual patterns

Antoine Soetewey, Cédric Heuchenne, Arnaud Claes and Antonin Descampe

2025017: Participating life insurances in an equity-Libor market model

Donatien Hainaut and Laurent Devineau

2025016: Efficient hedging of life insurance portfolio for loss-averse insurers

Edouard Motte and Donatien Hainaut

2025015: Comparison of predictors’ performance in insurance pricing: testing for Bregman dominance based on Murphy diagrams

Michel Denuit, Julien Trufin and Thomas Verdebout

2025014: Nonlinear wavelet threshold estimation of time-varying covariance matrices in a log-Euclidean manifold

Gabriel Bailly and Rainer von Sachs

2025013: X-Vine Models for Multivariate Extremes

Anna Kiriliouk, Jeongjin Lee and Johan Segers

2025012: Semi-Markov modeling for disease incidence risk and duration

Antoine Soetewey, Catherine Legrand, Michel Denuit and Geert Silversmit

2025011: Conditional expectations given the sum of independent random variables with regularly varying densities

Michel Denuit, Patricia Ortega-Jiménez and Christian Y. Robert

2025010: Tail calibration of probabilistic forecasts

Sam Allen, Jonathan Koh, Johan Segers and Johanna Ziegel

2025009: Optimal liquidation under indirect price impact with propagator

Jean-Loup Dupret and Donatien Hainaut

2025008: Bayesian mortality modelling with pandemics: a vanishing jump approach

Julius Goes, Karim Barigou and Anne Leucht

2025007: Bivariate Poisson Credibility Model and Bonus–Malus Scale for Claim and Near-Claim Events

Pierre-Alexandre Simon, Julien Trufin and Michel Denuit

2025006: Quantile regression for interval censored data using an Enriched Laplace distribution

Ingrid Van Keilegom and Benjamin Deketelaere

2025005: New Tools for Evaluating the Performance of Healthcare Providers Using DEA and FDH Estimators

Leopold Simar and Paul W. Wilson

2025004: Conical Free Disposal Hull estimators of directional distances and Luenberger productivity indices for general technologies

Cinzia Daraio, Simone Di Leo and Leopold Simar

2025003: Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach

Camilla Mastromarco, Leopold Simar and Ingrid Van Keilegom

2025002: Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence

Rémi Leluc, François Portier, Johan Segers and Aigerim Zhuman

2025001: Statistical Inference for Hicks–Moorsteen Productivity Indices

Leopold Simar, Valentin Zelenyuk and Shirong Zhao

2024047: Metabolite profiling of Artemisia afra and Artemisia annua extracts reveals divergent effects on Plasmodium falciparum

Lucia Mamede, Gabriel W. Rangel, L.M. Shinyuy, Naïma Boussif, Marie-France Herent, Bernadette Govaerts and E.A.,

2024046: Intergenerational risk sharing in pay-as-you-go pension schemes

Hélène Morsomme, Jennifer Alonso-Garcia and Pierre Devolder

2024045: Comonotonicity and Pareto optimality, with application to collaborative insurance

Michel Denuit, Jan Dhaene, Mario Ghossoub and Christian Y. Robert

2024044: The rough Hawkes process

Donatien Hainaut, Jing Chen and Enrico Scalas

2024043: Option pricing in the Heston model with physics inspired neural networks

Donatien Hainaut and Alex Casas

2024042: Valuation of guaranteed minimum accumulation benefits (GMABs) with physics-inspired neural networks

Donatien Hainaut

2024041: A fractional Hawkes process for illiquidity modeling

Jean-Loup Dupret and Donatien Hainaut

2024040: Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes

Johannes Lederer and Rainer von Sachs

2024039: Partial Hedging in Rough Volatility Models

Edouard Motte and Donatien Hainaut

2024038: Variational AutoEncoder for synthetic insurance data

Charlotte Jamotton and Donatien Hainaut

2024037: Insurance Analytics with Clustering Techniques

Charlotte Jamotton, Donatien Hainaut and Thomas Hames

2024036: Boosted Poisson regression trees: a guide to the BT package in R

Gireg Willame, Julien Trufin and Michel Denuit

2024035: Equal compensations under actuarially fair contributions in endowment contingency funds

Michel Denuit and Christian Y. Robert

2024034: Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal

Antoine Soetewey, Catherine Legrand, Michel Denuit and Geert Silversmit

2024033: An asymptotic expansion of the empirical angular measure for bivariate extremal dependence

Stéphane Lhaut and Johan Segers

2024032: Multivariate generalized Pareto distributions along extreme directions

Anas Mourahib, Anna Kiriliouk and Johan Segers