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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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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

2024031: Panel Stochastic Frontier Analysis with Positive Skewness

Rachida El Mehdi and Christian M. Hafner

2024030: Impact of a Regulatory Target and External Factors on the Waste Efficiency of Italian Municipalities

Cinzia Daraio, Simone Di Leo and Leopold Simar

2024029: A Flexible and Sustainable Analysis of Waste Efficiency at the European Level

D’Adamo, Idiano, Cinzia Daraio, Simone Di Leo and Leopold Simar

2024028: Inference in Dynamic, Nonparametric Models of Production for General Technologies

Leopold Simar and Paul Wilson

2024027: Viable eco‐efficiency targets for waste collection communities

Cinzia Daraio, Simone Di Leo and Leopold Simar

2024026: Approximations and inference for envelopment estimators of production frontiers

Cinzia Daraio and Leopold Simar

2024025: Deterministic lifestyle investment strategy in mixed life insurance contracts

Vanessa Hanna and Pierre Devolder

2024024: Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework

Oussama Belhouari, Griselda Deelstra and Pierre Devolder

2024023: VC-PCR: A prediction method based on variable selection and clustering

Rebecca Marion, Johannes Lederer, Bernadette Goevarts and Rainer von Sachs

2024022: Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools

Michel Denuit and Christian Y. Robert

2024021: BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series

Markus J. Fülle, Christian M. Hafner, Helmut Herwartz and Alexander Lange

2024020: Convex and Lorenz orders under balance correction in nonlife insurance pricing: Review and new developments

Michel Denuit and Julien Trufin

2024019: Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions

Manuel Hentschel, Sebastian Engelke and Johan Segers

2024018: Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products

Griselda Deelstra, Pierre Devolder and Benjamin Roelants du Vivier

2024017: Probability equivalent level for CoVaR and VaR

Patricia Ortega-Jiménez, Franco Pellerey, Miguel Sordo and Alfonso Suárez-Llorens

2024016: Non-Differentiable Loss Function Optimization and Interaction Effect Discovery in Insurance Pricing Using the Genetic Algorithm

Robin Van Oirbeek, Félix Vandervorst, Thomas Bury, Gireg Willame, Christopher Grumiau and Tim Verdonck

2024015: Testing for auto-calibration with Lorenz and Concentration curves

Michel Denuit, Julie Huyghe, Julien Trufin and Thomas Verdebout

2024014: Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking

Julie Huyghe, Julien Trufin and Michel Denuit

2024013: Inference in the nonparametric stochastic frontier model

Christopher F. Parmeter, Leopold Simar, Ingrid Van Keilegom and Valentin Zelenyuk

2024012: Inference for aggregate efficiency: Theory and guidelines for practitioners

Leopold Simar, Valentin Zelenyuk and Shirong Zhao

2024011: A Recursive Method for Fractional Hawkes Intensities and the Potential Approach of Credit Risk

John John Ketelbuters and Donatien Hainaut

2024010: Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach

Pierre Devolder, Emilio Russo and Alessandro Staino

2024009: Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting

Ensiyeh Nezakati and Eugen Pircalabelu

2024008: Mortality-related risk factors of inpatients with diabetes and COVID-19: A multicenter retrospective study in Belgium

Thomas Servais, Benjamin Deketelaere, Dominique Maiter, Michel Hermans, Jean Cyr Yombi, Laura Orioli and E.A.,

2024007: First comprehensive untargeted metabolomics study of suramin-treated Trypanosoma brucei: an integrated data analysis workflow from multifactor data modelling to functional analysis

Fanta Fall, Lucia Mamede, Madeline Vast, Pascal De Tullio, Hayette, Marie‑Pierre, Bernadette Govaerts and E.A.,

2024006: Comparison of extraction methods in vitro Plasmodium falciparum: A1H NMR and LC-MS joined approach

Lúcia Mamede, Fanta Fall, Matthieu Schoumacher, Allison Ledoux, Céline Bugli, Bernadette Govaerts and E.A.,

2024005: A penalised bootstrap estimation procedure for the explained Gini coefficient

Alexandre Jacquemain, Cédric Heuchenne and Eugen Pircalabelu

2024004: Invariance properties of limiting point processes and applications to clusters of extremes

Anja Janssen and Johan Segers

2024003: Statistical inference for wavelet curve estimators of symmetric positive definite matrices

Daniel Rademacher, Johannes Krebs and Rainer von Sachs

2024002: A mutually exciting rough jump-diffusion for financial modelling

Donatien Hainaut

2024001: Affine Heston model style with self-exciting jumps and long memory

Charles Guy Leunga Njike and Donatien Hainaut

2023033: Pricing and hedging of longevity basis risk through securitisation

Fadoua Zeddouk and Pierre Devolder

2023032: Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments

Stefka Asenova and Johan Segers

2023031: Modeling multivariate extreme value distributions via Markov trees

Shuang Hu, Zuoxiang Peng and Johan Segers

2023030: Correlation impulse response functions

Christian M. Hafner and Helmut Herwartz

2023029: Asymmetric volatility impulse response functions

Christian M. Hafner and Helmut Herwartz

2023028: Explanatory factors of French retail wine prices

Christian M. Hafner

2023027: Dynamic Autoregressive Liquidity (DArLiQ)

Christian M. Hafner, Oliver Linton and Linqi Wang

2023026: Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models

Meitner Cadena and Michel Denuit

2023025: Model selection with Pearson’s correlation, concentration and Lorenz curves under autocalibration

Michel Denuit and Julien Trufin

2023024: Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models

Philippe Lambert and Oswaldo Gressani

2023022: Optimal Choice between Defined Contribution and Cash Balance Pension Schemes: Balancing Interests of Employers and Workers

Vanessa Hanna and Pierre Devolder