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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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2023013: Extremes of Markov random fields on block graphs: max-stable limits and structured Hüsler–Reiss distributions

Stefka Asenova and Johan Segers

2023012: Investigating the unobserved heterogeneity effect on outreach to women: lessons from microfinance institutions

François Seck Fall, Hubert Tchakoute Tchuigoua, Anne Vanhems and Leopold Simar

2023011: Proportional incremental cost probability functions and their frontiers

Frédérique Fève, Jean-Pierre Florens and Leopold Simar

2023010: Statistical Inference for Aggregation of Malmquist Productivity Indices

Manh Pham, Leopold Simar and Valentin Zelenyuk

2023009: Methodologies for assessing government efficiency

O’Loughlin, Caitlin, Leopold Simar and Paul Wilson

2023008: Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators

Leopold Simar, Valentin Zelenyuk and Shirong Zhao

2023007: Does autocalibration improve goodness of lift?

Nicolas Ciatto, Harrison Verelst, Julien Trufin and Michel Denuit

2023006: Tail inference using extreme U-statistics

Jochem Oorschot, Johan Segers and Chen Zhou

2023005: Viabilité financière, adéquation sociale et équité de notre système de pension

Pierre Devolder

2023004: Cadre pour une réforme acceptable des pensions

Pierre Devolder and Jean Hindriks

2023003: Second Birth Fertility in Germany: Social Class, Gender, and the Role of Economic Uncertainty

Michaela Kreyenfeld, Dirk Konietzka, Philippe Lambert and Vincent Jerald Ramos

2023002: Risk bounds when learning infinitely many response functions by ordinary linear regression

Vincent Plassier, François Portier and Johan Segers

2023001: Nonparametric density estimation and risk quantification from tabulated sample moments

Philippe Lambert

2022042: Communication relative aux pensions: digitalisation et défis pour l'avenir

Myriam Lanotte and Pierre Devolder

2022041: A mollifier approach to the deconvolution of probability densities

Thorsten Hohage, Pierre Maréchal, Leopold Simar and Anne Vanhems

2022039: Data sharpening for improving central limit theorem approximations for data envelopment analysis-type efficiency estimators

Bao Hoang Nguyen, Leopold Simar and Valentin Zelenyuk

2022038: From risk reduction to risk elimination by conditional mean risk sharing of independent losses

Michel Denuit and Christian Y. Robert

2022037: Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link

Donatien Hainaut, Julien Trufin and Michel Denuit

2022036: Adaptive Splines for Continuous Features in Risk Assessment

Ndeye Arame Seck and Michel Denuit

2022035: Multivariate claim processes with rough intensities: Properties and estimation

Donatien Hainaut

2022034: Pricing of spread and exchange options in a rough jump–diffusion market

Donatien Hainaut

2022033: Analysis of cryptocurrency connectedness based on network to transaction volume ratios

Christian Hafner and Sabrine Majeri

2022032: Investing in superheroes? Comic art as a new alternative investment

Fabian Y.R.P. Bocart, Christian Hafner, Yulia Kasperskaya and Marti Sagarra

2022031: Reconciling negative return skewness with positive time-varying risk premia

Dimitra Kyriakopoulou and Christian Hafner

2022030: Mortality credits within large survivor funds

Michel Denuit, Peter Hieber and Christian Y. Robert

2022029: Effect of anti-interleukin drugs in patients with COVID-19 and signs of cytokine release syndrome (COV-AID): a factorial, randomised, controlled trial

Jozefien Declercq, Karel F.A. Van Damme, Elisabeth De Leeuw, Bastiaan Maes, Xavier Wittebole, Catherine Legrand and E.A.,

2022028: Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales

Eugen Pircalabelu and Gerda Claeskens

2022027: Continuous Time Processes for Finance: Switching, Self-exciting, Fractional and other Recent Dynamics

Donatien Hainaut

2022026: Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance

Michel Denuit, Jan Dhaene and Christian Y. Robert

2022025: Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses

Michel Denuit and Christian Y. Robert

2022024: Causality in Econometric Modeling: From Theory to Structural Causal Modeling

Renzo Orsi, Michel Mouchart and Guillaume Wunsch

2022023: Uniform concentration bounds for frequencies of rare events

Stéphane Lhaut, Anne Sabourin and Johan Segers

2022022: Impact of rough stochastic volatility models on long-term life insurance pricing

Jean-Loup Dupret, Jérôme Barbarin and Donatien Hainaut

2022021: Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses

Michel Denuit and Christian Y. Robert

2022020: Conditional mean risk sharing in the individual model with graphical dependencies

Michel Denuit and Christian Y. Robert

2022019: Semi-markov modeling for cancer insurance

Antoine Soetewey, Catherine Legrand, Michel Denuit and Geert Silversmit

2022018: Une pension légale sous forme d’un compte pension

Pierre Devolder and Jean Hindriks

2022017: Solvency measurement of life annuity products

Pauline Ngugnie Diffouo and Pierre Devolder

2022016: Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices

Joris Chau and Rainer von Sachs

2022015: Two-mode clustering through profiles of regions and sectors

Christian Haedo and Michel Mouchart

2022014: Collaborative Insurance with Stop-Loss Protection and Team Partitioning

Michel Denuit and Christian Y. Robert

2022013: Dynamic portfolio selection with sector-specific regularization

Christian Hafner and Linqi Wang

2022012: A dynamic conditional score model for the log correlation matrix

Christian Hafner and Linqi Wang

2022011: Semiparametric estimation and variable selection for single-index copula models

Bingduo Yang, Christian Hafner, Guannan Liu and Wei Long

2022010: Dynamic score driven independent component analysis

Christian Hafner and Helmut Herwartz

2022009: Panel stochastic frontier analysis with dependent error terms

Rachida El Mehdi and Christian Hafner

2022008: Time-Varying Mixture Copula Models with Copula Selection

Bingduo Yang, Zongwu Cai, Christian Hafner and Guannan Liu

2022007: High-dimensional Sufficient Dimension Reduction through principal projections

Eugen Pircalabelu and Andreas Artemiou

2022006: Peering ahead

Michel Denuit and Christian Robert

2022005: Nonparametric monitoring of sunspot number observations

Sophie Mathieu, Laure Lefèvre, Rainer von Sachs, Véronique Delouille, Christian Ritter and Frédéric Clette