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From Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
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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

2019029: On the performance of coefficient of variation charts in the presence of measurement errors

Kim Phuc Tran, Cedric Heuchenne and Narayanaswamy Balakrishnan

2019028: Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts

Huu Du Nguyen, Kim Phuc Tran and Cedric Heuchenne

2019027: Estimation and identification issues in the promotion time cure model when the same covariates influence long- and short-term survival

Philippe Lambert and Vincent Bremhorst

2019026: A self-organizing predictive map for non-life insurance

Donatien Hainaut

2019025: A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices

Donatien Hainaut and Griselda Deelstra

2019024: A switching microstructure model for stock prices

Donatien Hainaut and Stéphane Goutte

2019023: Estimation of the Boundary of a Variable observed with Symmetric Error

Jean-Pierre Florens, Leopold Simar and Ingrid Van Keilegom

2019022: Fast and efficient computation of directional distance estimators

Cinzia Daraio, Leopold Simar and Paul Wilson

2019021: Identifying groups of variables with the potential of being large simultaneously

Mael Chiapino, Anne Sabourin and Johan Segers

2019020: Intrinsic data depth for Hermitian positive definite matrices

Van Vinh Chau, Hernando Ombao and Rainer von Sachs

2019019: Flexible parametric approach to classical measurement error variance estimation without auxiliary data: Classical Measurement Error Variance Estimation

Aurelie Bertrand, Ingrid Van Keilegom and Catherine Legrand

2019018: Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures

Alessandro Beretta and Cedric Heuchenne

2019017: A switching self-exciting jump diffusion process for stock prices

Donatien Hainaut and Franck Moraux

2019016: Two data pre-processing workflows to facilitate the discovery of biomarkers by 2D NMR metabolomics

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

2019015: Asymmetries in Business Cycles and the Role of Oil Prices

Betty Daniel, Christian Hafner, Hans Manner and Leopold Simar

2019014: Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008)

Byeong U. Park, Leopold Simar and Valentin Zelenyuk

2019013: A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures

Luiza Badin, Cinzia Daraio and Leopold Simar

2019012: Time-frequency analysis of locally stationary Hawkes processes

Francois Roueff and Rainer von Sachs

2019011: Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series

Cristina Gorrostieta, Hernando Ombao and Rainer von Sachs

2019010: Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices

Leopold Simar and Paul Wilson

2019009: A dynamic equivalence principle for systematic longevity risk management

Hamza Hanbali, Michel Denuit, Jan Dhaene and Julien Trufin

2019008: A note on tests for relevant differences with extremely large sample sizes

Andrea Callegaro, Cheikh Ndour, Emmanuel Aris and Catherine Legrand

2019007: The Single-Index/Cox Mixture Cure Model

Mailis Amico, Ingrid Van Keilegom and Catherine Legrand

2019006: Vertical modeling: analysis of competing risks data with a cure fraction

Mioara Alina Nicolaie, Jeremy M. G. Taylor and Catherine Legrand

2019005: Inflammatory parameters associated with systemic reactogenicity following vaccination with adjuvanted hepatitis B vaccines in humans

Wivine Burny, Arnaud Marchant, Caroline Herve, Andrea Callegaro, Catherine Legrand and Cheikh Ndour

2019004: Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs

Severine Guisset, Manon Martin and Bernadette Govaerts

2019003: Hedging of crop harvest with derivatives on temperature

Donatien Hainaut

2019002: A Self-Exciting Switching Jump Diffusion: properties, calibration and hitting time

Donatien Hainaut and Griselda Deelstra

2019001: On the longest gap between power-rate arrivals

Soren Asmussen, Jevgenijs Ivanovs and Johan Segers

2018045: Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility

Christian Hafner

2018044: A simple solution of the spurious regression problem

Cindy Shin-Huei Wang and Christian Hafner