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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).
Contact information at EDIRC.
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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 Hafner and Helmut Herwartz

2023029: Asymmetric volatility impulse response functions

Christian Hafner and Helmut Herwartz

2023028: Explanatory factors of French retail wine prices

Christian Hafner

2023027: Dynamic Autoregressive Liquidity (DArLiQ)

Christian 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

2023021: Comments on: Nonparametric estimation in mixture cure models with covariates

Philippe Lambert

2023020: Concentration bounds for the empirical angular measure with statistical learning applications

Stéphan Clémençon, Hamid Jalalzai, Stéphane Lhaut, Anne Sabourin and Johan Segers

2023019: limpca: An R package for the linear modeling of high- dimensional designed data based on ASCA/APCA family of methods

Michel Thiel, Nadia Benaiche, Manon Martin, Sébastien Franceschini, Robin Van Oirbeek and Bernadette Govaerts

2023018: A Quadrature Rule combining Control Variates and Adaptive Importance Sampling

Rémi Leluc, François Portier, Johan Segers and Aigerim Zhuman

2023017: A spline-based time-varying reproduction number for modelling epidemiological outbreaks

Eugen Pircalabelu

2023016: Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models

Ensiyeh Nezakati and Eugen Pircalabelu

2023015: Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates

Vanessa Hanna and Pierre Devolder

2023014: Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model

Michel Denuit and Christian Y. Robert

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