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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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2017036: Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation

Jan Dhaene, Els Godecharle, Katrien Antonio, Michel Denuit and Hamza Hanbali

2017035: Use of the beta-binomial model for central statistical monitoring of multicenter clinical trials

Lieven Desmet, David Venet, Erik Doffagne, Catherine Timmermans, Catherine Legrand, Tomasz Burzykowski and Marc Buyse

2017034: Copula directed acyclic graphs

Eugen Pircalabelu, Gerda Claeskens and Irène Gijbels

2017033: Top-down joint graphical lasso

Eugen Pircalabelu, Gerda Claeskens and Lourens J. Waldorp

2017032: Shrinkage Estimation for Multivariate Hidden Markov Mixture Models

Marc Fiecas, Jurgen Franke, Rainer von Sachs and Joseph Tadjuidje

2017031: A robust statistical approach to select adequate error distributions for financial returns

Julien Hambuckers and Cedric Heuchenne

2017030: Marginal standardization of upper semicontinuous processes with application to max-stable processes

Anne Sabourin and Johan Segers

2017029: Polar decomposition of regularly varying time series in star-shaped metric spaces

Johan Segers, Yuwei Zhao and Thomas Meinguet

2017028: Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death

Kock Yed Ake Samuel Gbari, Michel Poulain, Luc Dal and Michel Denuit

2017027: Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm

Nicolas Nalpas, Leopold Simar and Anne Vanhems

2017026: Nonparametric Least Squares Methods for Stochastic Frontier Models

Leopold Simar, Ingrid Van Keilegom and Valentin Zelenyuk

2017025: Parametrically guided local quasi-likelihood with censored data

Majda Talamakrouni, Anouar El Ghouch and Ingrid Van Keilegom

2017024: Goodness-of-fit tests in semiparametric transformation models using the integrated regression function

Benjamin Colling and Ingrid Van Keilegom

2017023: ASCA+ and APCA+: Extensions of ASCA and APCA in the analysis of unbalanced multifactorial designs

Michel Thiel, Baptiste Feraud and Bernadette Govaerts

2017022: Semi-parametric Estimation in a Single-index Model with Endogenous Variables

Melanie Birke, Sebastien Van Bellegem and Ingrid Van Keilegom

2017021: Robustness of estimation methods in a survival cure model with mismeasured covariates

Aurelie Bertrand, Catherine Legrand, Daniel Leonard and Ingrid Van Keilegom

2017020: Semiparametric copula quantile regression for complete or censored data

Mickael De Backer, Anouar El Ghouch and Ingrid Van Keilegom

2017019: Efficiency and bootstrap in the promotion time cure model

Francois Portier, Anouar El Ghouch and Ingrid Van Keilegom

2017018: Updating mechanism for lifelong insurance contracts subject to medical inflation

Michel Denuit, Jan Dhaene, Hamza Hanbali, Nathalie Lucas and Julien Trufin

2017017: Clustered Levy processes and their financial applications

Donatien Hainaut

2017016: Contagion modeling between the financial and insurance markets with time changed processes

Donatien Hainaut

2017015: Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series

Ansgar Steland and Rainer von Sachs

2017014: Weak Diffusion Limits of Dynamic Conditional Correlation Models

Christian Hafner, Sébastien Laurent and Francesco Violante

2017013: Bounds on Kendall’s tau for zero-inflated continuous variables

Michel Denuit and Mhamed Mesfioui

2017012: Parametric conditional variance estimation in location-scale models with censored data

Cedric Heuchenne and Geraldine Laurent

2017011: Nonparametric estimation of dynamic discrete choice models for time series data

Byeong U. Park, Leopold Simar and Valentin Zelenyuk

2017010: Minimum Protection in DC Funding Pension Plans and Margrabe Options

Pierre Devolder and Sebastien de Valeriola

2017009: The Three Is of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency

Daniel Henderson, Leopold Simar and Le Wang

2017008: An augmented Taylor rule for the Federal Reserve's response to asset prices

Christian Hafner and Alexandre Lauwers

2017007: Semiparametric Estimation of Risk-return Relationships

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

2017006: Measuring Firm Performance Using Nonparametric Quantile-type Distances

Abdelaati Daouia, Leopold Simar and Paul Wilson

2017005: The empirical beta copula

Johan Segers, Masaaki Sibuya and Hideatsu Tsukahara

2017004: Tail mutual exclusivity and Tail-VaR lower bounds

Ka Chun Cheung, Michel Denuit and Jan Dhaene

2017003: Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials

Giulia Marcon, Simone Padoan, Philippe Naveau, Pietro Muliere and Johan Segers

2017002: Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization

Michel Denuit and Mhamed Mesfioui

2017001: Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models

Ana Lopez-Cheda, Ricardo Cao, Amalia Jacome and Ingrid Van Keilegom

2016049: Mixed scale joint graphical lasso

Eugen Pircalabelu, Gerda Claeskens and Lourens J. Waldorp

2016048: Focused model selection for social networks

Eugen Pircalabelu and Gerda Claeskens

2016047: Incorporation of nested frailties into semiparametric multi-state models

Federico Rotolo, Virginie Rondeau and Catherine Legrand

2016046: Testing parametric models in linear-directional regression

Eduardo Garcia Portugues, Ingrid Van Keilegom, Crujeiras and, Rosa M. and Wenceslao Gonzalez-Manteiga

2016045: Impact of volatility clustering on equity indexed annuities

Donatien Hainaut

2016044: Testing Hypotheses in Nonparametric Models of Production

Alois Kneip, Leopold Simar and Paul Wilson

2016043: SHAH: SHape-Adaptive Haar wavelets for image processing

Piotr Fryzlewicz and Catherine Timmermans

2016042: How to regress and predict in a Bland-Altman plot? Review and contribution based on tolerance intervals and correlated-errors-in-variables models

Bernard G. Francq and Bernadette Govaerts

2016041: Adaptive estimation of functionals in nonparametric instrumental regression

Christoph Breunig and Jan Johannes

2016040: A simple model for now-casting volatility series

Jörg Breitung and Christian Hafner

2016039: Nonparametric Estimation of Extremal Dependence

Anna Kiriliouk, Johan Segers and Michal Warchol

2016038: Controlling Variables in Social Systems - A Structural Modelling Approach

Michel Mouchart, Guillaume Wunsch and Federica Russo

2016037: From regulatory life tables to stochastic mortality projections: The exponential decline model

Michel Denuit and Julien Trufin

2016036: Multivariate Higher-Degree Stochastic Increasing Convexity

Michel Denuit and Mhamed Mesfioui