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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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2021011: Quality as a Latent Heterogeneity Factor in the Efficiency of Universities

Cinzia Daraio, Leopold Simar and Paul Wilson

2021010: Predicting recessions with a frontier measure of output gap: an application to Italian economy

Camilla Mastromarco, Leopold Simar and Valentin Zelenyuk

2021009: Latent heterogeneity to evaluate the effect of human capital on world technology frontier

Camilla Mastromarco and Leopold Simar

2021008: Maxima and near-maxima of a Gaussian random assignment field

Gilles Mordant and Johan Segers

2021007: Home and Motor insurance joined at a household level using multivariate credibility

Florian Pechon, Michel Denuit and Julien Trufin

2021006: Comparison of chemometrics strategies for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions

Michel Thiel, Nicolas Sauwen, Tastiana Khamiakova, Tor Maes and Bernadette Govaerts

2021005: Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance

Marc Hallin, Gilles Mordant and Johan Segers

2021004: Inference on extremal dependence in the domain of attraction of a structured Hüsler–Reiss distribution motivated by a Markov tree with latent variables

Stefka Kirilova Asenova, Gildas Mazo and Johan Segers

2021003: Empirical tail copulas for functional data

John H. Einmahl and Johan Segers

2021002: An Actuarial Approach for Modeling Pandemic Risk

Donatien Hainaut

2021001: From risk sharing to pure premium for a large number of heterogeneous losses

Michel Denuit and Christian Y. Robert

2020049: Estimation of the Boundary of a Variable Observed With Symmetric Error

Jean-Pierre Florens, Leopold Simar and Ingrid Van Keilegom

2020048: Smoothed time‐dependent receiver operating characteristic curve for right censored survival data

Kassu Mehari Beyene and Anouar El Ghouch

2020047: Propositions de réforme des retraites publiques en Belgique, Principes et instruments

Pierre Devolder

2020046: Two-Step Semiparametric Empirical Likelihood Inference

Francesco Bravo, Juan Carlos Escanciano and Ingrid Ingrid Van Keilegom

2020045: Semiparametric M-estimation with non-smooth criterion functions

Laurent Delsol, Juan Carlos Escanciano and Ingrid Van Keilegom

2020044: On relaxing the distributional assumption of stochastic frontier models

Hohsuk Noh and Ingrid Van Keilegom

2020043: Flexible parametric model for survival data subject to dependent censoring

Negera Wakgari Deresa and Ingrid Van Keilegom

2020042: A general approach for cure models in survival analysis

Valentin Patilea and Ingrid Van Keilegom

2020041: Infectious diseases epidemiology, quantitative methodology, and clinical research in the midst of the COVID-19 pandemic: Perspective from a European country

Geert Molenberghs, Marc Buyse, Steven Abrams, Niel Hens, Philippe Beutels, Ingrid Van Keilegom and Catherine Legrand

2020040: Inclusion of time-varying covariates in cure survival models with an application in fertility studies

Philippe Lambert and Vincent Bremhorst

2020039: Waiting period from diagnosis for mortgage insurance issued to cancer survivors

Antoine Soetewey, Catherine Legrand and Michel Denuit

2020038: A new measure of treatment effect in clinical trials involving competing risks based on generalized pairwise comparisons

Eva Cantagallo, Mickaël De Backer, Michal Kicinski, Brice Ozenne, Laurence Collette, Catherine Legrand and Marc Buyse

2020037: Thinking in Vertical: A Practical Application of the Two-Stage Pension System in Spain

Pierre Devolder and Inmaculada Domínguez-Fabián

2020036: Longevity Modelling and Pricing under a Dependent Multi-Cohort Framework

Fadoua Zeddouk and Pierre Devolder

2020035: Effective Statistical Learning Methods for Actuaries II: Tree-Based Methods and Extensions

Michel Denuit, Donatien Hainaut and Julien Trufin

2020034: Size-Biased Risk Measures of Compound Sums

Michel Denuit

2020033: AdaCLV for Interpretable Variable Clustering and Dimensionality Reduction of Spectroscopic Data

Rebecca Marion, Bernadette Govaerts and Rainer von Sachs

2020032: Identification of structural multivariate GARCH models

Christian Hafner, Helmut Herwartz and Simone Maxand

2020031: The Spread of the Covid-19 Pandemic in Time and Space

Christian Hafner

2020030: Monthly Art Market Returns

Fabian Bocart, Eric Ghysels and Christian Hafner

2020029: Exponential-Type GARCH Models With Linear-in-Variance Risk Premium

Christian Hafner and Dimitra Kyriakopoulou

2020028: Estimation of a multiplicative correlation structure in the large dimensional case

Christian Hafner, Oliver Linton and Haihan Tang

2020027: Interbank credit risk modeling with self-exciting jump processes

Charles Guy Njike Leunga and Donatien Hainaut

2020026: Investing in your own and peers’ risks: the simple analytics of P2P insurance

Michel Denuit

2020025: Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system

Pierre Devolder, Susanna Levantesi and Massimiliano Menzietti

2020024: One- versus multi-component regular variation and extremes of Markov trees

Johan Segers

2020023: La modélisation en sciences sociales: incertitudes et défis

Guillaume Wunsch, Michel Mouchart and Federica Russo

2020022: Wishart‐gamma random effects models with applications to nonlife insurance

Michel Denuit and Yang Lu

2020021: Large-Loss Behavior of Conditional Mean Risk Sharing

Michel Denuit and Christian Y. Robert

2020020: Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method

Griselda Deelstra, Pierre Devolder, Kossi Gnameho and Peter Hieber

2020019: Une alternative à la pension à points: le compte individuel pension en euros

Pierre Devolder

2020018: Mean reversion in stochastic mortality: why and how?

Fadoua Zeddouk and Pierre Devolder

2020017: Longevity Risk Measurement of Life Annuity Products

Pauline Ngugnie Diffouo and Pierre Devolder

2020016: Between DB and DC: optimal hybrid PAYG pension schemes

Pierre Devolder and Sébastien de Valeriola

2020015: Time-varying general dynamic factor models and the measurement of financial connectedness

Matteo Barigozzi, Marc Hallin, Stefano Soccorsi and Rainer von Sachs

2020014: Preliminary selection of risk factors in P&C ratemaking

Florian Pechon, Julien Trufin and Michel Denuit

2020013: Combining rapid 2D NMR experiments with novel pre-processing workflows and MIC quality measures for metabolomics

Baptiste Féraud, Estelle Martineau, Justine Leenders, Bernadette Govaerts, Pascal de Tullio and Patrick Giraudeau

2020012: LiMM‐PCA: Combining ASCA+ and linear mixed models to analyse high‐dimensional designed data

Manon Martin and Bernadette Govaerts

2020011: The Essentials on Linear Regression, ANOVA, General Linear and Linear Mixed Models for the Chemist

Bernadette Govaerts, Bernard G. Francq, Rebecca Marion, Manon Martin and Michel Thiel