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2018039: Asymptotic distribution-free tests for semiparametric regressions with dependent data

Juan Carlos Escanciano, Juan Carlos Pardo-Fernandez and Ingrid Van Keilegom

2018038: Diagnostic checks in mixture cure models with interval-censoring

Sylvie Scolas, Catherine Legrand, Abderrahim Oulhaj and Anouar El Ghouch

2018037: Hedging of options in presence of jump clustering

Donatien Hainaut and Franck Moraux

2018036: Calendar spread exchange options pricing with Gaussian random fields

Donatien Hainaut

2018035: Multivariate modelling of household claim frequencies in motor third-party liability insurance

Florian Pechon, Julien Trufin and Michel Denuit

2018034: An exact method for designing Shewhart and S2 control charts to guarantee in-control performance

Alireza Faraz, Cedric Heuchenne and Erwin Saniga

2018033: An estimator of the stable tail dependence function based on the empirical beta copula

Anna Kiriliouk, Johan Segers and Laleh Tafakori

2018032: Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits

Michel Denuit and Raluca Vernic

2018031: Projection models for health expenses

Marcus Christiansen, Michel Denuit, Nathalie Lucas and Jan-Philipp Schmidt

2018030: A high quantile estimator based on the log-generalized Weibull tail limit

Cees Fouad de Valk and Juan-Juan Cai

2018029: On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison

Nathan Uyttendaele

2018028: PepsNMR for 1 H NMR metabolomic data pre-processing

Bernadette Govaerts, Manon Martin, Benoit Legat, Rejane Rousseau, Justine Leenders, Julien Vanwinsberghe and E.A.

2018027: A Neural-Network Analyzer for Mortality Forecast

Donatien Hainaut

2018026: Adequacy, fairness and sustainability of pay-as-you-go-pension-systems: defined benefit versus defined contribution

Jennifer Alonso-Garcia, Maria del Carmen Boado-Penas and Pierre Devolder

2018025: Measuring Portfolio Risk Under Partial Dependence Information

Carole Bernard, Michel Denuit and Steven Vanduffel

2018024: Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility

Vincent Bremhorst, Michaela Kreyenfeld and Philippe Lambert

2018023: Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production

Cinzia Daraio, Leopold Simar and Paul Wilson

2018022: Inference on the tail process with application to financial time series modelling

Richard A. Davis, Holger Drees, Johan Segers and Warchoł, Michał

2018021: Risk classification in life and health insurance: extension to continuous covariates

Michel Denuit and Catherine Legrand

2018020: Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage

Ansgar Steland and Rainer von Sachs

2018019: A continuous updating weighted least squares estimator of tail dependence in high dimensions

John Einmahl, Anna Kiriliouk and Johan Segers

2018018: Weak convergence of the weighted empirical beta copula process

Betina Berghaus and Johan Segers

2018017: Causal attribution in block-recursive social systems: A structural modeling perspective

Guillaume Wunsch, Michel Mouchart and Federica Russo

2018016: Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models

Frederique Feve, Jean-Pierre Florens and Ingrid Van Keilegom

2018015: Peaks over thresholds modelling with multivariate generalized Pareto distributions

Anna Kiriliouk, Holger Rootzen, Johan Segers and Jennifer L. Wadsworth

2018014: Comments on “Human life is unlimited – but shortâ€Ω by H. Rootzen and D. Zholud

Johan Segers

2018013: Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines

Oswaldo Gressani and Philippe Lambert

2018012: On the weak convergence of the empirical conditional copula under a simplifying assumption

Francois Portier and Johan Segers

2018011: Robust evaluation of SCR for participating life insurances under Solvency II

Donatien Hainaut, Pierre Devolder and Antoon Pelsser

2018010: Central Limit Theorems for Aggregate Efficiency

Leopold Simar and Valentin Zelenyuk

2018009: The “wrong skewnessâ€Ω problem in stochastic frontier models: A new approach

Christian Hafner, Hans Manner and Leopold Simar

2018008: Globalization and productivity: A robust nonparametric world frontier analysis

Camilla Mastromarco and Leopold Simar

2018007: Inference for heavy tailed stationary time series based on sliding blocks

Axel Bucher and Johan Segers

2018006: EM algorithm estimation of a structural equation model for the longitudinal study of the quality of life

Antoine Barbieri, Myriam Tami, Xavier Bry, David Azria, Sophie Gourgou, Caroline Bascoul-Mollevi and Christian Lavergne

2018005: Multivariate peaks over thresholds models

Holger Rootzen, Johan Segers and Jennifer Wadsworth

2018004: Risk apportionment and multiply monotone targets

Michel Denuit

2018003: Multivariate generalized Pareto distributions: Parametrizations, representations, and properties

Holger Rootzen, Johan Segers and Jennifer L. Wadsworth

2018002: Collective loss reserving with two types of claims in motor third party liability insurance

Michel Denuit and Julien Trufin

2018001: Maximum likelihood estimation for the Frechet distribution based on block maxima extracted from a time series

Axel Bucher and Johan Segers

2017047: Iterated VaR or CTE measures: A false good idea?

Pierre Devolder and Adrien Lebegue

2017046: Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach

Aurelie Bertrand, Catherine Legrand, Raymond J. Carroll, Christophe de Meester de Ravenstein and Ingrid Van Keilegom

2017045: Combining strong sparsity and competitive predictive power with the L-sOPLS approach for biomarker discovery in metabolomics

Baptiste Feraud, Carine Munaut, Manon Martin, Michel Verleysen and Bernadette Govaerts

2017044: The np Chart with Guaranteed In-control Average Run Lengths

Alireza Faraz, Cedric Heuchenne and Erwin Saniga

2017043: A Semiparametric and Location-Shift Copula-Based Mixture Model

Gildas Mazo

2017042: Continuous Mixed-Laplace Jump Diffusion Models for Stocks and Commodities

Donatien Hainaut

2017041: On Asymptotic Theory for ARCH (infinity) Models

Christian Hafner and Arie Preminger

2017040: An Almost Closed Form Estimator For The EGARCH Model

Christian Hafner and Oliver Linton

2017039: On the maximum likelihood estimator for the Generalized Extreme-Value distribution

Axel Bucher and Johan Segers

2017038: Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development

Michel Denuit and Julien Trufin

2017037: Heterogeneous Liquidity Effects in Corporate Bond Spreads

Christian Hafner and Fabian Walders