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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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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

2019050: Uncertainty quantification in Sunspot Counts

Sophie Mathieu, Rainer von Sachs, Christian Ritter, Veronique Delouille and Laure Lefevre

2019049: Examining Cause-Effect Relations in the Social Sciences: A Structural Causal Modelling Approach

Guillaume Wunsch, Michel Mouchart and Federica Russo

2019047: Concordance-based predictive measures in regression models for discrete responses

Michel Denuit, Mhamed Mesfioui and Julien Trufin

2019046: Model selection based on Lorenz and concentration curves, Gini indices and convex order

Michel Denuit, Dominik Sznajder and Julien Trufin

2019045: Zoom-in/out joint graphical lasso for different coarseness scales

Eugen Pircalabelu and Gerda Claeskens

2019044: Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system

Hamza Hanbali, Hubert Claassens, Michel Denuit, Jan Dhaene and Julien Trufin

2019043: Cure models in oncology clinical trials

Catherine Legrand and Aurelie Bertrand

2019042: Joint longitudinal and time-to-event cure models for the assessment of being cured

Antoine Barbieri and Catherine Legrand

2019041: Incidence and risk factors for adverse events during monitored anaesthesia care for gastrointestinal endoscopy in children: A prospective observational study

Nadia Najafi, Francis Veyckemans, Domien Vanhonacker, Catherine Legrand, Anne Van de Velde, Yvan Vandenplas and Jan Poelaert

2019039: Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data

Michel Denuit, Montserrat Guillen and Julien Trufin

2019038: Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines

Michel Denuit

2019037: Des tables de mortalite, esperances de vie, durees de vie moyennes et probables et de leur bon usage dans l’evaluation des droits viagers

Michel Denuit and Julien Trufin

2019036: Goodness-of-fit tests for censored regression based on artificial data points

Wenceslao GonzAlez Manteiga, Cedric Heuchenne, Cesar SAnchez Sellero and Alessandro Beretta

2019035: Monte Carlo integration with a growing number of control variates

Francois Portier and Johan Segers

2019034: Bayesian model averaging over tree-based dependence structures for multivariate extremes

Sabrina Vettori, Raphael Huser, Johan Segers and Marc G. Genton

2019033: Pricing of Longevity Derivatives and Cost of Capital

Fadoua Zeddouk and Pierre Devolder

2019032: Continuous time model for notional defined contribution pension schemes: Liquidity and solvency

Jennifer Alonso-Garcia and Pierre Devolder

2019031: Multivariate modelling of multiple guarantees in motor insurance of a household

Florian Pechon, Michel Denuit and Julien Trufin

2019030: Pricing and Reserving in LTC Insurance

Michel Denuit, Nathalie Lucas and Ermanno Pitacco