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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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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

2020010: Linear censored quantile regression: A novel minimum‐distance approach

Mickaël De Backer, Anouar El Ghouch and Ingrid Van Keilegom

2020009: Fractional Hawkes processes

Donatien Hainaut

2020008: Wavelet-based feature extraction for mortality projection

Donatien Hainaut and Michel Denuit

2020007: Option pricing in illiquid markets: a fractional jump-diffusion approach

Donatien Hainaut and Nikolai Leonenko

2020006: Community-Based Group Graphical Lasso

Eugen Pircalabelu and Gerda Claeskens

2020005: Nonparametric Statistical Analysis of Production

Camilla Mastromarco, Leopold Simar and Paul Wilson

2020004: Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits

Leopold Simar and Paul Wilson

2020003: Robustified expected maximum production frontiers

Abdelaati Daouia, Jean-Pierre Florens and Leopold Simar

2020002: Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores

Leopold Simar and Valentin Zelenyuk

2020001: Towards an equitable and sustainable points system. A proposal for pension reform in Belgium

Erik Schokkaert, Pierre Devolder, Jean Hindriks and Frank Vandenbroucke

2019063: A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test

Jeffrey Racine and Ingrid Van Keilegom

2019062: Non-parametric cure rate estimation under insufficient follow-up by using extremes

Mikael Escobar-Bach and Ingrid Van Keilegom

2019061: Estimation of fully nonparametric transformation models

Benjamin Colling and Ingrid Van Keilegom

2019060: Expansion for moments of regression quantiles with applications to nonparametric testing

Enno Mammen, Ingrid Van Keilegom and Kyusang Yu

2019059: Bootstrap of residual processes in regression: to smooth or not to smooth?

Natalie Neumeyer and Ingrid Van Keilegom

2019058: DNA alteration-based classification of uveal melanoma gives better prognostic stratification than immune infiltration, which has a neutral effect in high-risk group

Deepti Narasimhaiah, Catherine Legrand, Patrick De Potter, Pierre Coulie, Miikka Vikkula and Catherine Godfraind

2019057: Looking Backward and Looking Forward

Zhengyuan Gao and Christian Hafner

2019056: On the validity of timeâ€πdependent AUC estimation in the presence of cure fraction

Kassu M. Beyene, Anouar El Ghouch and Abderrahim Oulhaj

2019055: Estimation of a bivariate conditional copula when a variable is subject to random right censoring

Taoufik Bouezmarni, Felix Camirand Lemyre and Anouar El Ghouch

2019054: An Adapted Loss Function for Censored Quantile Regression

Mickael De Backer, Anouar El Ghouch and Ingrid Van Keilegom

2019053: Sentiment-Induced Bubbles in the Cryptocurrency Market

Cathy Yi-Hsuan Chen and Christian Hafner

2019052: Nonparametric Spectral Analysis of Multivariate Time Series

Rainer von Sachs

2019051: Intrinsic wavelet regression for curves of Hermitian positive definite matrices

Joris Chau and Rainer von Sachs