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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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2021038: How do volatility regimes affect the pricing of quality and liquidity in the stock market?

Tarik Bazgour, Cédric Heuchenne, Georges Hübner and Danielle Sougné

2021037: One-sided variable sampling interval EWMA control charts for monitoring the multivariate coefficient of variation in the presence of measurement errors

Quoc-Thông Nguyen, Vicent Giner-Bosch, Kim Duc Tran, Cédric Heuchenne and , E.A.

2021036: penPHcure: Variable Selection in Proportional Hazards Cure Model with Time-Varying Covariates

Alessandro Beretta and Cédric Heuchenne

2021035: Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States

Alessandro Beretta, Cédric Heuchenne and Marialuisa Restaino

2021034: The nonparametric location-scale mixture cure model

Justin Chown, Cédric Heuchenne and Ingrid Van Keilegom

2021033: Supplementary material for Estimation from cross-sectional data under a semiparametric truncation model

Cédric Heuchenne, Jacobo De uña Alvarez and Géraldine Laurent

2021032: Estimation from cross-sectional data under a semiparametric truncation model

Cédric Heuchenne, Jacobo De uña Alvarez and Géraldine Laurent

2021031: Coût réel pour l’Etat du deuxième pilier belge de pension pour salariés: l’approche actuarielle bouscule quelques à priori

Pierre Devolder

2021030: Progressive Pension Formula and Life Expectancy Heterogeneity

Keivan Diakite and Pierre Devolder

2021029: Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction

Michel Denuit and Christian Y. Robert

2021028: Graph informed sliced inverse regression

Eugen Pircalabelu and Andreas Artemiou

2021027: A lasso-type estimation for the Lorenz regression

Alexandre Jacquemain, Cédric Heuchenne and Eugen Pircalabelu

2021026: Single-Index Quantile Regression Models for Censored Data

Axel Bücher, Anouar El Ghouch and Ingrid Van Keilegom

2021025: Generalization error for Tweedie models: decomposition and error reduction with bagging

Michel Denuit and Julien Trufin

2021024: Control variate selection for Monte Carlo integration

Rémi Leluc, François Portier and Johan Segers

2021023: Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices

Alois Kneip, Leopold Simar and Paul Wilson

2021022: Les enjeux et les perspectives de la pension à points à la lumière de l'expérience belge

Pierre Devolder and Maria-Cristina Degoli

2021021: Design of risk sharing for risk-linked annuities

Pauline Ngugnie Diffouo and Pierre Devolder

2021020: Risk sharing under the dominant peer‐to‐peer property and casualty insurance business models

Michel Denuit and Christian Y. Robert

2021019: Stop-loss protection for a large P2P insurance pool

Michel Denuit and Christian Y. Robert

2021018: Resampling Procedures with Empirical Beta Copulas

Anna Kiriliouk, Johan Segers and Hideatsu Tsukahara

2021017: Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model

Carole Bettonville, Louise d'Oultremont, Michel Denuit, Julien Trufin and Robin Van Oirbeek

2021016: BIOT: Explaining Multidimensional Nonlinear MDS Embeddings using the Best Interpretable Orthogonal Transformation

Adrien Bibal, Rebecca Marion, Rainer von Sachs and Benoît Frénay

2021015: Advanced Survival Models

Catherine Legrand

2021014: A fractional multi-states model for insurance

Donatien Hainaut

2021013: Optimal annuitisation in a deterministic financial environment

Griselda Deelstra, Pierre Devolder and Roberta Melis

2021012: Gender effect on microfinance social efficiency: A robust nonparametric approach

François Fall, Hubert Tchuigoua, Anne Vanhems and Leopold Simar

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