Statistics, Biostatistics & Actuarial Sciences

Topics investigated in Statistics, Biostatistics and Actuarial Sciences

The 4 main topics studied by LIDAM members in Statistics, Biostatistics and Actuarial Sciences are :

LIDAM Researchers in Statistics, Biostatistics & Actuarial Sciences

Faculty Members

	Michel Denuit ISBA Website
	Dominique Deprins ISBA Website
	Pierre Devolder ISBA Website
	Anouar El Gouch ISBA
	Bernadette Govaerts ISBA Website
	Christian Hafner ISBA
	Donatien Hainaut ISBA
	Philippe Lambert ISBA
	Catherine Legrand ISBA Website
	Eugen Pircalabelu ISBA
	Johan Segers ISBA
	Ingrid Van Keilegom ISBA
	Rainer von Sachs ISBA Website

Post-Doc and PhD Students

	Hugues Annoye ISBA
	Stefka Kirilova Asenova ISBA
	Oussama Belhouri ISBA
	Micka毛l De Backer ISBA
	Benjamin Deketelaar ISBA
	Morine Delhelle ISBA
	Lieven Desmet Postdoctoral Fellow ISBA
	Keivan Diakite ISBA
	Hortense Doms ISBA
	Jean-Loup Dupret ISBA
	Leandro Garcia Barrado ISBA
	Vanessa Hanna ISBA
	Fanny Hoogstoel ISBA
	Shuang Hu ISBA
	Alexandre Jacquemain ISBA
	John-John Ketelbuters ISBA
	Chikeola Ladekpo ISBA
	Stephane Lhaut ISBA
	Anas Mourahib ISBA
	Ensiyeh Nezakati Rezazadeh ISBA
	Charles-Guy Njike Leunga ISBA
	Allaa Ridouan ISBA
	Antoine Soetewey ISBA
	C茅dric Taverne ISBA
	Michel Thiel ISBA
	Aigerim Zhuman ISBA

How many research projects in Statistics are ongoing at LIDAM ?

Sponsors

FW-B (Federation Wallonie-Bruxelles) 2020-2025

Imperfect Data : From Mathematical Foundations to Applications in Life Sciences (IMAL)

We are witnessing a period of time where the data collection potential has increased exponentially. The cautionary tale of this big data era is that large amounts of data do not necessarily contribute to an increment in our knowledge about the underlying phenomenon. One of the principal reasons for this is that even though one would desire to measure a characteristic for a subject, in many instances one can only get an approximate measurement due to difficulty in obtaining the direct measurement of the desired phenomenon (e.g. tumor size), non-replicability across instances (e.g. blood pressure), necessity to obtain numerous measurements rapidly, sometimes at the cost of accuracy. As a result, many modern observed markers are proxies for the real data because invasive, costly or too complex methods would be required to obtain accurate measurements. In this project we study how one can correct for different types of imperfect data when building statistical models with a focus on applications coming from life sciences. Imperfect data appear in different contexts, structures and models, and this project focuses on two common settings which regularly suffer from imperfect data: data in a regression context with imperfectly measured explanatory variables (Theme 1) and highdimensional or functional data with measurement error (Theme 2).

Promoters : Catherine Legrand (porte-parole, UCLouvain), Anouar El Ghouch (UCLouvain), Philippe Lambert (UCLouvain / ULi猫ge),
Eugen Pircalabelu (UCLouvain), Germain Van Bever (UNamur), Ingrid Van Keilegom (UCLouvain / KU Leuven).
ARC project

RW (R茅gion Wallonne) 2019-2021

Using biomarkers to enrich interim analyses in cancer clinical trials

Subvention FIRST Entreprise Docteur de la R茅gion Wallone

Promotor: Catherine Legrand

FW-B (Federation Wallonie-Bruxelles) 2018-2023

Sustainable, Adequate and Safe Pensions

This interdisciplinary research project (law, economics, actuarial science, philosophy) aims at critically assessing the key conditions that a public pension system should fulfil to be successfully reformed. Our hypothesis is that there are three such conditions: i) financial sustainability, ii) social adequacy and iii) safe governance. Hence, the 鈥楽AS鈥� acronym. Our goal is to identify the pension architecture that is the most likely to generate SAS pensions.

Promoters : Pierre Devolder, Alexia Autenne, Jean Hindriks, Vincent Vandenberghe, Axel Gosseries (ARC project)
Website :

FW-B (Federation Wallonie-Bruxelles) 2018-2023

Negative and ultra-low interest rates: behavioral and quantitative modelling

Interest rates are a cornerstone of economics and finance. They are at the foundation of asset pricing and monetary policy, and more generally of all intertemporal choices made by market participants and institutions every day, with huge consequences for the economic activity and wellbeing of our societies. Until recently, it was assumed (mostly implicitly) that interest rates could only possibly be positive. Notwithstanding, in the wake of the financial crisis initiated in 2008, major central banks of developed countries have been brought to conduct rates policies that turned them negative. The consequences of such a paradigm shift are both potentially huge and not well understood yet. This research project aims at shedding light on these consequences, both from an academic and a policy viewpoint, following three intertwined research lines that bring together a multidisciplinary team of researchers working on Behavioral Finance, Macro Finance, and Quantitative Finance.

Promoters: Catherine D鈥橦ondt, Julio D谩vila, Leonardo Iania, Christian Hafner, Olivier Corneille and Frederic Vrins.
ARC project

RW (R茅gion wallonne) 2018-2021

BeNeFit

The BeNeFit project is a collaborative effort between UCLouvain (Main promotor: Catherine Legrand, ISBA-LIDAM), two private industry (IDDI, BMS), one non-profit organization (EORTC, via an Innoviris funding) and the Hopitaux Universitaires de Lyon.
This project, entitled "Biostatistical Estimation of Net Effects for Individualization of Therapy鈥� obtained a Biowin grant (P么le de comp茅titivit茅 R茅gion Wallone). The objective is to develop a new method to combine information about the different aspects of a new therapy (short and long term outcome, toxicity, quality of life) rather than focusing on an primary endoint as is currently done in clinical research. This new statistical methodology, based on further developments of 鈥済eneralized pairwise comparisons鈥�, will also be implemented in an appropriate software to allow the analysis of the data from a clinical trial while choosing a hierarchy in these outcomes, based on the priority of each patient and medical doctor to provide a specific answer in terms of risk-benefit.

Promoter : Catherine Legrand

SAS Partnership 2018-2022

SAS

The SAS software is one of the most used statistical software in the world. Since several years, there exist a partenariat between SAS and Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA) through which courses of programming in SAS and data mining techniques are organized. These courses are open to all master students as well as to PhD students and to all researchers of the UCLouvain. Within the context of this partenariat, SAS also support (financially and logistically) the organisation of short courses within ISBA.

Promoter: Catherine Legrand

BSP (Belgian Science Policy) 2016-2021

BRAIN-be : Valorisation de 70 ans d'observations soclaires de l'Observatoire Royal de Belgique

This is an interdisciplinary project (VAL-U-SUN) between the Solar Influence Data Analysis Center of the Royal Observatory Belgium (Uccle, Brussels), Drs Laure Lefevre et Veronique Delouille, and l鈥橧SBA, on the analysis of the international Sunspot Index. In a four years鈥� PhD project, the task is to statistically characterise the sunpot data set, by developing a model for its short and long term behaviour over time, including its statistical uncertainties. The overall goal is to come up with an automated quality control algorithm that allows (almost) online supervision of the evolution of the data reported by a collection of sunspot observation station around the world that contribute to establishing a statistically 鈥渃lean鈥� index. Assistance to this project is given by the SMCS (Christian Ritter).

Promoter: Rainer von Sachs, Researcher: Sophie Mathieu

FNRS CDR 2019-2021

Optimal transport in nonparametric statics: Copulas for non-Euclidean data and multivariate tail quantile countours

The aim is to explore the potential of concepts and methods from the theory of optimal measure transport for statistical modelling and inference. We will extend the classical probability integral and quantile transforms on the real line to more general state spaces thanks to cost-minimizing mappings pushing a reference measure towards a target measure. Based on these transforms, we will seek to extend Sklar's celebrated copula theorem to more general metric spaces. The unit circle will serve as test case, and will allow us to model dependence between directional data. Further, we will study properties of tail quantile contours of multivariate regularly varying distributions defined via cyclically monotone mappings. Such contours are expected to satisfy a shape constraint involving a compact convex body, and we will look to exploit this information to construct efficient estimators.

Promoter: Johan Segers

Partnership KULeuven - UCLouvain 2020-2024

Quantile regression for censored data

One of the statistical challenges in survival analysis is the study of the relationship between a time-to-event response T and a set covariates X. This can be done using a wide variety of regression techniques like, for example, linear, AFT or Cox models. A robust and flexible alternative to these classical models is quantile regression, which has gained considerable popularity and interest in recent years. Many methods have been developed for quantile regression with completely observed data. But when data are subject to censoring, statistical estimation and inference become more difficult, and the literature is sparse. The existing work focuses on the case of i.i.d. data with a right-censored response, but in practice censoring mechanisms can be quite complicated (e.g. interval censoring) and may concern both the response and the covariates. The objective of this project is to develop and study consistent and computationally efficient procedures to conduct estimation and inference in quantile regression models with complicated censoring mechanisms. To this end, an enriched asymmetric Laplace distribution will be proposed and studied. Once studied, this distribution will be used to investigate the case of quantile regression with (1) censored response, (2) censored covariates and (3) censored response and censored covariates.

Promoter: Anouar El Ghouch & Ingrid Van Keilegom

UCLouvain FSR 2021-2023

Processus de L茅vy fractionnaires et applications en finance math茅matique (2021-2023)

Promotor: D. Hainaut, Researcher: Jean-Loup Dupret

UCLouvain FSR 2021-2023

Graph informed sufficient dimension reduction: a bridging conditional independence framework for distributed estimation and inference

The proposed project focuses upon conditional independence modelling and provides new methodological aspects for extending the estimation of probabilistic graphical models (PGMs) while performing supervised feature extraction methods proposed in the statistics literature. This will be performed by exploiting the close connection between these two distinct modelling frameworks and by retaining the strong points of each framework and thus making feasible the identification of a central dimension reduction space in a high-dimensional setting. As such, the estimation of PGMs in settings where datasets are stored on distributed clusters will be of central interest.

Promotor: E. Pircalabelu, Researcher: Ensiyeh Nezakati

ETHIAS Chair 2019-2022

Fully funded Pension Systems

The purpose of this interdisciplinary research project (law, actuarial science) is to look at the future of fully funded occupational pension schemes in the context of ageing and low interest rates.

Promoter: Pierre Devolder

AG Insurance Chair 2016-2020

Pension valuation and solvency

Development of a coherent and universal model of valuation and solvency requirement of pension liabilities for pension funds and insurance companies in a stochastic environment.

Promoter: Pierre Devolder

LIDAM Recent Publications in Statistics, Biostatistics & Actuarial Sciences

You will find below our recent publications in Statistics, Biostatistics & Actuarial Sciences.

Journal Articles

1. Denuit, Michel; Robert, Christian Y. Equal compensations under actuarially fair contributions in endowment contingency funds. In: Risk Sciences, Vol. 1, p. 100005 (2025). doi:10.1016/j.risk.2024.100005.

2. Lederer, Johannes; von Sachs, Rainer. Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes. In: Journal of Time Series Analysis, (2025). (Accept茅/Sous presse).

3. Asenova, Stefka; Segers, Johan. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. In: Advances in Applied Probability, (2024). doi:10.1017/apr.2023.46 (Accept茅/Sous presse).

4. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting. In: Electronic Journal of Statistics, Vol. 18, no.1, p. 599-652 (2024). doi:10.1214/23-EJS2193.

5. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal. In: European Actuarial Journal, (2024). doi:10.1007/s13385-024-00403-6 (Accept茅/Sous presse).

6. Zeddouk, Fadoua; Devolder, Pierre. Pricing and hedging of longevity basis risk through securitisation. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 54, no. 1, p. 159-184 (2024). doi:10.1017/asb.2023.37.

7. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. In: Econometrics and Statistics, (2024). doi:10.1016/j.ecosta.2022.01.001 (Accept茅/Sous presse).

8. Hainaut, Donatien. A mutually exciting rough jump-diffusion for financial modelling. In: Fractional Calculus and Applied Analysis, Vol. 27, no. 1, p. 319-352 (2024). doi:10.1007/s13540-023-00234-4.

9. Servais, Thomas; Laurent, France; Roland, Thomas; Rossi, Camelia; De Groote, Elodie; Godart, Val茅rie; Repetto, Ernestina; Ponchon, Michel; Chasseur, Pascale; Crenier, Laurent; Van Eeckhoudt, Sandrine; Yango, John; Oriot, Philippe; Morisca Gavriliu, Mirela; Rouhard, St茅phanie; Deketelaere, Benjamin; Maiter, Dominique; Hermans, Michel; Yombi, Jean Cyr; Orioli, Laura. Mortality-related risk factors of inpatients with diabetes and COVID-19: A multicenter retrospective study in Belgium. In: Annales d'endocrinologie, Vol. 85, no. 1, p. 36-43 (2024). doi:10.1016/j.ando.2023.08.002.

10. Hu, Shuang; Peng, Zuoxiang; Segers, Johan. Modeling multivariate extreme value distributions via Markov trees. In: Scandinavian Journal of Statistics : theory and applications, Vol. 51, no. 2, p. 760-800 (2024). doi:10.1111/sjos.12698.

11. Leunga Njike, Charles Guy; Hainaut, Donatien. Affine Heston model style with self-exciting jumps and long memory. In: Annals of Finance, (2024). doi:10.1007/s10436-023-00436-z (Accept茅/Sous presse).

12. Hafner, Christian. Explanatory factors of French retail wine prices. In: Applied Economics Letters, (2024). doi:10.1080/13504851.2023.2266565 (Accept茅/Sous presse).

13. Devolder, Pierre; Russo, Emilio; Staino, Alessandro. Fair valuations of insurance policies under multiple risk factors: A flexible lattice approach. In: Astin Bulletin : the journal of the International Actuarial Association, (2024). doi:10.1017/asb.2024.5 (Accept茅/Sous presse).

14. Hanna, Vanessa; Devolder, Pierre. Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates. In: European Actuarial Journal, (2024). doi:10.1007/s13385-023-00354-4 (Accept茅/Sous presse).

15. Fall, Fanta; Mamede, Lucia; Vast, Madeline; De Tullio, Pascal; Hayette, Marie鈥慞ierre; Michels, Paul A. M.; Fr茅d茅rich, Michel; Govaerts, Bernadette; Quetin-Leclercq, Jo毛lle. First comprehensive untargeted metabolomics study of suramin-treated Trypanosoma brucei: an integrated data analysis workflow from multifactor data modelling to functional analysis. In: Metabolomics, Vol. 20, p. 25 (2024). doi:10.1007/s11306-024-02094-2.

16. Rademacher, Daniel; Krebs, Johannes; von Sachs, Rainer. Statistical inference for wavelet curve estimators of symmetric positive definite matrices. In: Journal of Statistical Planning and Inference, Vol. 231, p. 106140 (2024). doi:10.1016/j.jspi.2023.106140.

17. Janssen, Anja; Segers, Johan. Invariance properties of limiting point processes and applications to clusters of extremes. In: Dependence Modeling, Vol. 12, no.1, p. 20230109 (2024). doi:10.1515/demo-2023-0109.

18. Mourahib, Anas; Kiriliouk, Anna; Segers, Johan. Multivariate generalized Pareto distributions along extreme directions. In: Extremes, (2024). doi:10.1007/s10687-024-00501-4 (Accept茅/Sous presse).

19. Huyghe, Julie; Trufin, Julien; Denuit, Michel. Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking. In: Scandinavian Actuarial Journal, Vol. 2024, no.5, p. 417-439 (2024). doi:10.1080/03461238.2023.2258135.

20. Hohage, Thorsten; Mar茅chal, Pierre; Simar, L茅opold; Vanhems, Anne. A mollifier approach to the deconvolution of probability densities. In: Econometric Theory, Vol. 40, no. 2, p. 320-359 (2024). doi:10.1017/S0266466622000457.

21. Denuit, Michel; Trufin, Julien. Convex and Lorenz orders under balance correction in nonlife insurance pricing: Review and new developments. In: Insurance: Mathematics and Economics, Vol. 118, p. 123-128 (2024). doi:10.1016/j.insmatheco.2024.06.003.

22. Daraio, Cinzia; Di Leo, Simone; Simar, L茅opold. Viable eco鈥恊fficiency targets for waste collection communities. In: Scientific Reports, Vol. 14, p. 15038 (2024). doi:10.1038/s41598-024-66077-y.

23. F眉lle, Markus J.; Hafner, Christian; Herwartz, Helmut; Lange, Alexander. BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series. In: Journal of Statistical Software, (2024). (Accept茅/Sous presse).

24. Marion, Rebecca; Lederer, Johannes; Goevarts, Bernadette; von Sachs, Rainer. VC-PCR: A prediction method based on variable selection and clustering. In: Statistica Neerlandica, (2024). doi:10.1111/stan.12358 (Accept茅/Sous presse).

25. Belhouari, Oussama; Deelstra, Griselda; Devolder, Pierre. Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework. In: European Actuarial Journal, (2024). doi:10.1007/s13385-024-00396-2 (Accept茅/Sous presse).

26. D鈥橝damo, Idiano; Daraio, Cinzia; Di Leo, Simone; Simar, L茅opold. A Flexible and Sustainable Analysis of Waste Efficiency at the European Level. In: Global Journal of Flexible Systems Management, (2024). doi:10.1007/s40171-024-00416-w (Accept茅/Sous presse).

27. Hentschel, Manuel; Engelke, Sebastian; Segers, Johan. Statistical Inference for H眉sler鈥揜eiss Graphical Models Through Matrix Completions. In: Journal of the American Statistical Association, (2024). doi:10.1080/01621459.2024.2371978 (Accept茅/Sous presse).

28. Deelstra, Griselda; Devolder, Pierre; Roelants du Vivier, Benjamin. Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products. In: Astin Bulletin : the journal of the International Actuarial Association, (2024). (Accept茅/Sous presse).

29. Simar, L茅opold; Zelenyuk, Valentin; Zhao, Shirong. Inference for aggregate efficiency: Theory and guidelines for practitioners. In: European Journal of Operational Research, Vol. 316, no.1, p. 240-254 (2024). doi:10.1016/j.ejor.2024.01.028.

30. Denuit, Michel; Robert, Christian Y. Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools. In: Methodology and Computing in Applied Probability, Vol. 26, p. 36 (2024). doi:10.1007/s11009-024-10106-w.

31. Parmeter, Christopher F.; Simar, L茅opold; Van Keilegom, Ingrid; Zelenyuk, Valentin. Inference in the nonparametric stochastic frontier model. In: Econometric Reviews, Vol. 43, no. 7, p. 518-539 (2024). doi:10.1080/07474938.2024.2339193.

32. El Mehdi, Rachida; Hafner, Christian. Panel Stochastic Frontier Analysis with Positive Skewness. In: Computational Economics, (2024). doi:10.1007/s10614-024-10646-w (Accept茅/Sous presse).

33. Pham, Manh; Simar, L茅opold; Zelenyuk, Valentin. Statistical Inference for Aggregation of Malmquist Productivity Indices. In: Operations Research, Vol. 72, no. 4, p. 1615-1629 (2024). doi:10.1287/opre.2022.2424.

34. Daraio, Cinzia; Di Leo, Simone; Simar, L茅opold. Impact of a Regulatory Target and External Factors on the Waste Efficiency of Italian Municipalities. In: Waste Management and Research, (2024). doi:10.1177/0734242X241262698 (Accept茅/Sous presse).

35. Denuit, Michel; Huyghe, Julie; Trufin, Julien; Verdebout, Thomas. Testing for auto-calibration with Lorenz and Concentration curves. In: Insurance: Mathematics and Economics, Vol. 117, p. 130-139 (2024). doi:10.1016/j.insmatheco.2024.04.003.

36. Mamede, L煤cia; Fall, Fanta; Schoumacher, Matthieu; Ledoux, Allison; Bugli, C茅line; De Tullio, Pascal; Quetin-Leclercq, Jo毛lle; Govaerts, Bernadette; Fr茅d茅rich, Michel. Comparison of extraction methods in vitro Plasmodium falciparum: A1H NMR and LC-MS joined approach. In: Biochemical and biophysical research communications, Vol. 703, p. 149684 [1-9] (2024). doi:10.1016/j.bbrc.2024.149684.

37. Van Oirbeek, Robin; Vandervorst, F茅lix; Bury, Thomas; Willame, Gireg; Grumiau, Christopher; Verdonck, Tim. Non-Differentiable Loss Function Optimization and Interaction Effect Discovery in Insurance Pricing Using the Genetic Algorithm. In: Risks, Vol. 12, no.5, p. 79 (2024). doi:10.3390/risks12050079.

38. Ortega Jim茅nez, Patricia; Pellerey, Franco; Sordo, Miguel; Su谩rez-Llorens, Alfonso. Probability equivalent level for CoVaR and VaR. In: Insurance: Mathematics and Economics, Vol. 115, p. 22-35 (2024). doi:10.1016/j.insmatheco.2023.12.004.

39. Daraio, Cinzia; Simar, L茅opold. Approximations and inference for envelopment estimators of production frontiers. In: Journal of Productivity Analysis, Vol. 62, no.2, p. 197-215 (2024). doi:10.1007/s11123-024-00726-2.

40. Hanna, Vanessa; Devolder, Pierre. Deterministic lifestyle investment strategy in mixed life insurance contracts. In: Decisions in Economics and Finance : a journal of applied mathematics, (2024). (Accept茅/Sous presse).

41. Hafner, Christian; Linton, Oliver B.; Wang, Linqi. Dynamic Autoregressive Liquidity (DArLiQ). In: Journal of Business and Economic Statistics, Vol. 42, no. 2, p. 774-785 (2024). doi:10.1080/07350015.2023.2238790.

42. Ketelbuters, John John; Hainaut, Donatien. A Recursive Method for Fractional Hawkes Intensities and the Potential Approach of Credit Risk. In: Journal of Computational and Applied Mathematics, (2024). (Accept茅/Sous presse).

43. Willame, Gireg; Trufin, Julien; Denuit, Michel. Boosted Poisson regression trees: a guide to the BT package in R. In: Annals of Actuarial Science, Vol. 18, no.3, p. 605-625 (2024). doi:10.1017/S174849952300026X.

44. Jacquemain, Alexandre; Heuchenne, C茅dric; Pircalabelu, Eugen. A penalised bootstrap estimation procedure for the explained Gini coefficient. In: Electronic Journal of Statistics, Vol. 18, no.1, p. 247-300 (2024). doi:10.1214/23-EJS2200.

45. Jamotton, Charlotte; Hainaut, Donatien; Hames, Thomas. Insurance Analytics with Clustering Techniques. In: Risks, Vol. 12, no.9, p. 141 (2024). doi:10.3390/risks12090141.

46. Jamotton, Charlotte; Hainaut, Donatien. Variational AutoEncoder for synthetic insurance data. In: Intelligent Systems with Applications, Vol. 24, p. 200455 (2024). doi:10.1016/j.iswa.2024.200455.

47. Motte, Edouard; Hainaut, Donatien. Partial Hedging in Rough Volatility Models. In: SIAM Journal on Financial Mathematics, Vol. 15, no.3, p. 601-652 (2024). doi:10.1137/23M1583090.

48. Dupret, Jean-Loup; Hainaut, Donatien. A fractional Hawkes process for illiquidity modeling. In: Mathematics and Financial Economics, (2024). doi:10.1007/s11579-024-00379-7 (Accept茅/Sous presse).

49. Hainaut, Donatien. Valuation of guaranteed minimum accumulation benefits (GMABs) with physics-inspired neural networks. In: Annals of Actuarial Science, Vol. 18, no.2, p. 442-473 (2024). doi:10.1017/S1748499524000095.

50. Hainaut, Donatien; Casas, Alex. Option pricing in the Heston model with physics inspired neural networks. In: Annals of Finance, Vol. 20, no.3, p. 353-376 (2024). doi:10.1007/s10436-024-00452-7.

51. Hainaut, Donatien; Chen, Jing; Scalas, Enrico. The rough Hawkes process. In: Communications in Statistics: Theory and Methods, (2024). doi:10.1080/03610926.2024.2389959 (Accept茅/Sous presse).

52. Denuit, Michel; Dhaene, Jan; Ghossoub, Mario; Robert, Christian Y. Comonotonicity and Pareto optimality, with application to collaborative insurance. In: Insurance: Mathematics and Economics, Vol. 120, p. 1-16 (2024). doi:10.1016/j.insmatheco.2024.11.001.

53. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Unbalanced distributed estimation and inference for the precision matrix in Gaussian graphical models. In: Statistics and Computing, Vol. 33, p. 47 (2023). doi:10.1007/s11222-023-10211-9.

54. Denuit, Michel; Robert, Christian Y. Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model. In: Insurance: Mathematics and Economics, Vol. 112, p. 23-32 (2023). doi:10.1016/j.insmatheco.2023.05.008.

55. Pircalabelu, Eugen; Claeskens, Gerda. Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales. In: Journal of Computational and Graphical Statistics, Vol. 32, no. 2, p. 378-387 (2023). doi:10.1080/10618600.2022.2108818.

56. Simar, L茅opold; Wilson, Paul W. Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. In: Journal of Business and Economic Statistics, Vol. 41, no. 4, p. 1391-1403 (2023). doi:10.1080/07350015.2022.2110882.

57. Oorschot, Jochem; Segers, Johan; Zhou, Chen. Tail inference using extreme U-statistics. In: Electronic Journal of Statistics, Vol. 17, no.1, p. 1113-1159 (2023). doi:10.1214/23-EJS2129.

58. Hanna, Vanessa; Devolder, Pierre. Optimal Choice between Defined Contribution and Cash Balance Pension Schemes: Balancing Interests of Employers and Workers. In: Risks, Vol. 11, no.7, p. 135 (2023). doi:10.3390/risks11070135.

59. Hainaut, Donatien. Pricing of spread and exchange options in a rough jump鈥揹iffusion market. In: Journal of Computational and Applied Mathematics, Vol. 149, p. 114752 (2023). doi:10.1016/j.cam.2022.114752.

60. Simar, L茅opold; Zelenyuk, Valentin; Zhao, Shirong. Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators. In: Journal of Productivity Analysis, Vol. 59, no.2, p. 189-194 (2023). doi:10.1007/s11123-023-00661-8.

61. Ciatto, Nicolas; Verelst, Harrison; Trufin, Julien; Denuit, Michel. Does autocalibration improve goodness of lift?. In: European Actuarial Journal, Vol. 13, no.1, p. 479-486 (2023). doi:10.1007/s13385-022-00330-4.

62. Fall, Fran莽ois Seck; Tchakoute Tchuigoua, Hubert; Vanhems, Anne; Simar, L茅opold. Investigating the unobserved heterogeneity effect on outreach to women: lessons from microfinance institutions. In: Annals of Operations Research, Vol. 328, no. 2, p. 1365-1386 (2023). doi:10.1007/s10479-023-05353-y.

63. Plassier, Vincent; Portier, Fran莽ois; Segers, Johan. Risk bounds when learning infinitely many response functions by ordinary linear regression. In: Annales de l'Institut Henri Poincare. B, Probability and Statistics, Vol. 59, no.1, p. 53-78 (2023). doi:10.1214/22-AIHP1259.

64. Hafner, Christian; Wang, Linqi. A dynamic conditional score model for the log correlation matrix. In: Journal of Econometrics, Vol. 237, no. 2, part B, p. 105176 (2023). doi:10.1016/j.jeconom.2021.09.004.

65. Denuit, Michel; Robert, Christian Y. From risk reduction to risk elimination by conditional mean risk sharing of independent losses. In: Insurance: Mathematics and Economics, Vol. 108, p. 46-59 (2022). doi:10.1016/j.insmatheco.2022.11.003.

66. F猫ve, Fr茅d茅rique; Florens, Jean-Pierre; Simar, L茅opold. Proportional incremental cost probability functions and their frontiers. In: Empirical Economics, Vol. 64, no. 6, p. 2721-2756 (2023). doi:10.1007/s00181-023-02386-x.

67. Hafner, Christian; Herwartz, Helmut. Correlation impulse response functions. In: Finance Research Letters, Vol. 57, p. 104176 (2023). doi:10.1016/j.frl.2023.104176.

68. Denuit, Michel; Trufin, Julien. Model selection with Pearson鈥檚 correlation, concentration and Lorenz curves under autocalibration. In: European Actuarial Journal, Vol. 13, no.2, p. 871-878 (2023). doi:10.1007/s13385-023-00353-5.

69. Hafner, Christian; Herwartz, Helmut. Dynamic score driven independent component analysis. In: Journal of Business and Economic Statistics, Vol. 41, no. 2, p. 298-308 (2023). doi:10.1080/07350015.2021.2013244.

70. Dupret, Jean-Loup; Barbarin, J茅r么me; Hainaut, Donatien. Impact of rough stochastic volatility models on long-term life insurance pricing. In: European Actuarial Journal, Vol. 13, no. 1, p. 235-275 (2023). doi:10.1007/s13385-022-00317-1.

71. Hafner, Christian; Herwartz, Helmut. Asymmetric volatility impulse response functions. In: Economics Letters, Vol. 222, p. 110968 (2023). doi:10.1016/j.econlet.2022.110968.

72. Kreyenfeld, Michaela; Konietzka, Dirk; Lambert, Philippe; Ramos, Vincent Jerald. Second Birth Fertility in Germany: Social Class, Gender, and the Role of Economic Uncertainty. In: European Journal of Population, Vol. 39, no. 5 (2023). doi:10.1007/s10680-023-09656-5.

73. Lambert, Philippe. Nonparametric density estimation and risk quantification from tabulated sample moments. In: Insurance: Mathematics and Economics, Vol. 108, p. 177-189 (2023). doi:10.1016/j.insmatheco.2022.12.004.

74. Lambert, Philippe. Comments on: Nonparametric estimation in mixture cure models with covariates. In: Test, Vol. 32, p. 506-509 (2023). doi:10.1007/s11749-023-00860-3.

75. Asenova, Stefka; Segers, Johan. Extremes of Markov random fields on block graphs: max-stable limits and structured H眉sler鈥揜eiss distributions. In: Extremes, Vol. 26, no. 3, p. 433-468 (2023). doi:10.1007/s10687-023-00467-9.

76. Hindriks, Jean; Devolder, Pierre. Cadre pour une r茅forme acceptable des pensions. In: Regards 茅conomiques, , no.178 (2023). doi:10.14428/regardseco/2023.02.17.01.

77. Simar, L茅opold; Wilson, Paul. Another Look at Productivity Growth in Industrialized Countries. In: Journal of Productivity Analysis, Vol. 60, no. 3, p. 257-272 (2023). doi:10.1007/s11123-023-00689-w.

78. Lambert, Philippe; Gressani , Oswaldo. Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models. In: Statistical Modelling, Vol. 23, no.5-6, p. 409-423 (2023). doi:10.1177/1471082X231181173.

79. Bocart, Fabian Y.R.P.; Hafner, Christian; Kasperskaya, Yulia; Sagarra, Marti. Investing in superheroes? Comic art as a new alternative investment. In: The Journal of Alternative Investments, Vol. 25, no. 3, p. 9-27 (2023). doi:10.3905/jai.2022.1.174.

80. Cadena, Meitner; Denuit, Michel. Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models. In: Decisions in Economics and Finance : a journal of applied mathematics, Vol. 46, no.2, p. 569-582 (2023). doi:10.1007/s10203-023-00391-4.

81. Mathieu, Sophie; Lef猫vre, Laure; von Sachs, Rainer; Delouille, V茅ronique; Ritter, Christian; Clette, Fr茅d茅ric. Nonparametric monitoring of sunspot number observations. In: Journal of Quality Technology, Vol. 55, no. 1, p. 104-118 (2023). doi:10.1080/00224065.2022.2041376.

82. Thiel, Michel; Benaiche, Nadia; Martin, Manon; Franceschini, S茅bastien; Van Oirbeek, Robin; Govaerts, Bernadette. limpca: An R package for the linear modeling of high- dimensional designed data based on ASCA/APCA family of methods. In: Journal of Chemometrics (Online), Vol. 37, no.7, p. e3482 (2023). doi:10.1002/cem.3482.

83. Pircalabelu, Eugen. A spline-based time-varying reproduction number for modelling epidemiological outbreaks. In: Journal of the Royal Statistical Society. Series C, Applied statistics, Vol. 72, no.3, p. 688-702 (2023). doi:10.1093/jrsssc/qlad027.

84. Devolder, Pierre. Viabilit茅 financi猫re, ad茅quation sociale et 茅quit茅 de notre syst猫me de pension. In: Revue Bancaire et Financi猫re, (2023). (Accept茅/Sous presse).

85. Cl茅men莽on, St茅phan; Jalalzai, Hamid; Lhaut, St茅phane; Sabourin, Anne; Segers, Johan. Concentration bounds for the empirical angular measure with statistical learning applications. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 29, no.4, p. 2797-2827 (2023). doi:10.3150/22-BEJ1562.

86. Denuit, Michel; Robert, Christian Y. Collaborative Insurance with Stop-Loss Protection and Team Partitioning. In: North American Actuarial Journal, Vol. 26, no.1, p. 143-160 (2022). doi:10.1080/10920277.2020.1855199.

87. Denuit, Michel; Hieber, Peter; Robert, Christian Y. Mortality credits within large survivor funds. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 52, no.3, p. 813-834 (2022). doi:10.1017/asb.2022.13.

88. Seck, Ndeye Arame; Denuit, Michel. Adaptive Splines for Continuous Features in Risk Assessment. In: CAS E-Forum, Vol. Summer (2022).

89. Nguyen, Bao Hoang; Simar, L茅opold; Zelenyuk, Valentin. Data sharpening for improving central limit theorem approximations for data envelopment analysis-type efficiency estimators. In: European Journal of Operational Research, Vol. 303, no.3, p. 1469-1480 (2022). doi:10.1016/j.ejor.2022.03.038.

90. Denuit, Michel; Dhaene, Jan; Robert, Christian Y. Risk-sharing rules and their properties, with applications to peer鈥恡o鈥恜eer insurance. In: Journal of Risk and Insurance, Vol. 89, no.3, p. 615-667 (2022). doi:10.1111/jori.12385.

91. Lhaut, St茅phane; Sabourin, Anne; Segers, Johan. Uniform concentration bounds for frequencies of rare events. In: Statistics & Probability Letters, Vol. 189, p. 109610 (2022). doi:10.1016/j.spl.2022.109610.

92. Hafner, Christian; Majeri, Sabrine. Analysis of cryptocurrency connectedness based on network to transaction volume ratios. In: Digital Finance, Vol. 4, p. 187-216 (2022). doi:10.1007/s42521-022-00054-w.

93. Denuit, Michel; Robert, Christian Y. Conditional mean risk sharing in the individual model with graphical dependencies. In: Annals of Actuarial Science, Vol. 16, no. 1, p. 183-209 (2022). doi:10.1017/s1748499521000166.

94. Chau, Joris; von Sachs, Rainer. Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices. In: Computational Statistics & Data Analysis, Vol. 174, p. 107477 (2022). doi:10.1016/j.csda.2022.107477.

95. Ngugnie Diffouo, Pauline; Devolder, Pierre. Solvency measurement of life annuity products. In: International Journal of Theoretical and Applied Finance, Vol. 25, no.2, p. 2250003 (2022). doi:10.1142/S0219024922500030.

96. Orsi, Renzo; Mouchart, Michel; Wunsch, Guillaume. Causality in Econometric Modeling : From Theory to Structural Causal Modeling. In: Journal of Econometrics and Statistics, Vol. 2, no.1, p. 61-90 (2022).

97. Wunsch, Guillaume; Russo, Federica; Mouchart, Michel; Orsi, Renzo. Time and causality in the social sciences. In: Time & Society, Vol. 31, no. 2, p. 177-204 (2022). doi:10.1177/0961463X211029488.

98. Hanna, Vanessa; Hieber, Peter; Devolder, Pierre. Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy. In: Scandinavian Actuarial Journal, Vol. 2022, no. 5, p. 421-446 (2022). doi:10.1080/03461238.2021.1992001.

99. Legrand, Catherine; Tubeuf, Sandy. Le d茅veloppement des vaccins anti-Covid-19 est-il all茅 trop vite ?. In: Regards 茅conomiques, Vol. Focus, no. 29 (2022).

100. Pircalabelu, Eugen; Artemiou, Andreas. High-dimensional Sufficient Dimension Reduction through principal projections. In: Electronic Journal of Statistics, Vol. 16, no. 1, p. 1804-1830 (2022).

101. Mordant, Gilles; Segers, Johan. Measuring dependence between random vectors via optimal transport. In: Journal of Multivariate Analysis, Vol. 189, p. 104912 (2022). doi:10.1016/j.jmva.2021.104912.

102. Ketelbuters, John John; Hainaut, Donatien. CDS pricing with fractional Hawkes processes. In: European Journal of Operational Research, Vol. 297, no.3, p. 1139-1150 (2022). doi:10.1016/j.ejor.2021.06.045.

103. Hainaut, Donatien; Trufin, Julien; Denuit, Michel. Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link. In: Scandinavian Actuarial Journal, Vol. 2022, no.10, p. 841-866 (2022). doi:10.1080/03461238.2022.2037016.

104. Ketelbuters, John John; Hainaut, Donatien. Time-consistent evaluation of credit risk with contagion. In: Journal of Computational and Applied Mathematics, Vol. 403, p. 113848 (2022). doi:10.1016/j.cam.2021.113848.

105. Hainaut, Donatien. L茅vy Interest Rate Models with a Long Memory. In: Risks, Vol. 10, no.1, p. 2 (2022). doi:10.3390/risks10010002.

106. Hainaut, Donatien. Multivariate claim processes with rough intensities: properties and estimation. In: Insurance: Mathematics and Economics, Vol. 107, no.n/a/, p. 269-287 (2022). doi:10.1016/j.insmatheco.2022.08.010.

107. Njike Leunga, Charles Guy; Hainaut, Donatien. Valuation of Annuity Guarantees under a Self-Exciting Switching Jump Model. In: Methodology and Computing in Applied Probability, Vol. 24, p. 963鈥�990 (2022).

108. Yang, Bingduo; Cai, Zongwu; Hafner, Christian; Liu, Guannan. Time-Varying Mixture Copula Models with Copula Selection. In: Statistica Sinica, Vol. 32, p. 1049-1077 (2022).

109. Denuit, Michel; Robert, Christian. Peering ahead. In: The Actuary, no. January-February, p. 38-39 (2022).

110. Devolder, Pierre; Hindriks, Jean. Une pension l茅gale sous forme d鈥檜n compte pension. In: Regards 茅conomiques, Vol. Focus, no. 28 (2022). doi:10.14428/regardseco2022.02.03.01.

111. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Semi-markov modeling for cancer insurance. In: European Actuarial Journal, Vol. 12, p. 813鈥�837 (2022). doi:10.1007/s13385-022-00308-2.

112. Haedo, Christian; Mouchart, Michel. Two-mode clustering through profiles of regions and sectors. In: Empirical Economics, Vol. 63, p. 1971-1996 (2022). doi:10.1007/s00181-022-02201-z.

113. Denuit, Michel; Robert, Christian Y. Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses. In: Methodology and Computing in Applied Probability, Vol. 24, p. 1953-1985 (2022). doi:10.1007/s11009-021-09888-0.

114. Beretta, Alessandro; Heuchenne, C茅dric; Restaino, Marialuisa. Competing risks proportional-hazards cure model and generalized extreme value regression: an application to bank failures and acquisitions in the United States. In: Journal of Applied Statistics, Vol. 49, no. 16, p. 4162-4180 (2022). doi:10.1080/02664763.2021.1973386.

115. Kyriakopoulou, Dimitra; Hafner, Christian. Reconciling negative return skewness with positive time-varying risk premia. In: Econometric Reviews, Vol. 41, no.8, p. 877-894 (2022). doi:10.1080/07474938.2022.2072323.

116. Denuit, Michel; Robert, Christian Y. Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses. In: Methodology and Computing in Applied Probability, Vol. 24, p. 693-711 (2022). doi:10.1007/s11009-021-09881-7.

117. Hafner, Christian; Herwartz, Helmut; Maxand, Simone. Identification of structural multivariate GARCH models. In: Journal of Econometrics, Vol. 227, no. 1, p. 212-227 (2022). doi:10.1016/j.jeconom.2020.07.019.

118. Heuchenne, C茅dric; Jacquemain, Alexandre. Inference for monotone single-index conditional means: a Lorenz regression approach. In: Computational Statistics & Data Analysis, Vol. 167, p. 107347 (2022). doi:10.1016/j.csda.2021.107347.

119. Corradin, Alexandre; Denuit, Michel; Detyniecki, Marcin; Grari, Vincent; Sammarco, Matteo; Trufin, Julien. Joint modeling of claim frequencies and behavioral signals in motor insurance. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 52, no.1, p. 33-54 (2022). doi:10.1017/asb.2021.24.

120. Ngugnie Diffouo, Pauline; Devolder, Pierre. Design of risk sharing for risk-linked annuities. In: International Journal of Financial Engineering, , p. 2150021 (2021). doi:10.1142/s2424786321500213.

121. Denuit, Michel; Robert, Christian Y. Corrigendum and addendum to 鈥淔rom risk sharing to pure premium for a large number of heterogeneous losses鈥� [Insurance: Mathematics and Economics 96 (2021) 116鈥�126]. In: Insurance: Mathematics and Economics, Vol. 101, part B, p. 640-644 (2021). doi:10.1016/j.insmatheco.2021.09.002.

122. Declercq, Jozefien; Van Damme, Karel F A; De Leeuw, Elisabeth; Maes, Bastiaan; Bosteels, Cedric; Tavernier, Simon J; De Buyser, Stefanie; Colman, Roos; Hites, Maya; Verschelden, Gil; Fivez, Tom; Moerman, Filip; Demedts, Ingel K; Dauby, Nicolas; De Schryver, Nicolas; Govaerts, Elke; Vandecasteele, Stefaan J; Van Laethem, Johan; Anguille, Sebastien; van der Hilst, Jeroen; Misset, Benoit; Slabbynck, Hans; Wittebole, Xavier; Li茅nart, Fabienne; Legrand, Catherine; Buyse, Marc; Stevens, Dieter; Bauters, Fre; Seys, Leen J M; Aegerter, Helena; Smole, Ursula; Bosteels, Victor; Hoste, Levi; Naesens, Leslie; Haerynck, Filomeen; Vandekerckhove, Linos; Depuydt, Pieter; van Braeckel, Eva; Rottey, Sylvie; Peene, Isabelle; Van Der Straeten, Catherine; Hulstaert, Frank; Lambrecht, Bart N. Effect of anti-interleukin drugs in patients with COVID-19 and signs of cytokine release syndrome (COV-AID): a factorial, randomised, controlled trial.. In: The Lancet. Respiratory medicine, Vol. 9, no.12, p. 1427-1438 (2021). doi:10.1016/S2213-2600(21)00377-5.

123. Denuit, Michel; Robert, Christian Y. Stop-loss protection for a large P2P insurance pool. In: Insurance: Mathematics and Economics, Vol. 100, p. 210-233 (2021). doi:10.1016/j.insmatheco.2021.05.007.

124. Leluc, R茅mi; Portier, Fran莽ois; Segers, Johan. Control variate selection for Monte Carlo integration. In: Statistics and Computing, Vol. 31, no. 50 (2021). doi:10.1007/s11222-021-10011-z.

125. Denuit, Michel; Robert, Christian Y. From risk sharing to pure premium for a large number of heterogeneous losses. In: Insurance: Mathematics and Economics, Vol. 96, no. January 2021, p. 116-126 (2021). doi:10.1016/j.insmatheco.2020.11.006.

126. Devolder, Pierre; Levantesi, Susanna; Menzietti, Massimiliano. Automatic balance mechanisms for notional defined contribution pension systems guaranteeing social adequacy and financial sustainability: an application to the Italian pension system. In: Annals of Operations Research, Vol. 299, p. 765-795 (2021). doi:10.1007/s10479-020-03819-x.

127. Lambert, Philippe. Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data. In: Computational Statistics & Data Analysis, Vol. 161, p. 107250 (2021). doi:10.1016/j.csda.2021.107250.

128. Yang, Bingduo; Hafner, Christian; Liu, Guannan; Long, Wei. Semiparametric estimation and variable selection for single-index copula models. In: Journal of Applied Econometrics, Vol. 36, no.7, p. 962-988 (2021). doi:10.1002/jae.2812.

129. Dupret, Jean-Loup; Hainaut, Donatien. Portfolio insurance under rough volatility and Volterra processes. In: International Journal of Theoretical and Applied Finance, Vol. 24, no. 6-7, p. 2150036 (2021). doi:10.1142/S0219024921500369.

130. Daouia, Abdelaati; Florens, Jean-Pierre; Simar, L茅opold. Robustified expected maximum production frontiers. In: Econometric Theory, Vol. 37, no. 2, p. 346-387 (2021). doi:10.1017/S0266466620000171.

131. Denuit, Michel. Reply to Jiandong Ren on Their Discussion on the Paper Titled 鈥淪ize-Biased Risk Measures of Compound Sums鈥�. In: North American Actuarial Journal, Vol. 25, no.4, p. 643 (2021). doi:10.1080/10920277.2021.1925823.

132. Denuit, Michel; Robert, Christian Y. Efron鈥檚 asymptotic monotonicity property in the Gaussian stable domain of attraction. In: Journal of Multivariate Analysis, Vol. 186, p. 104803 (2021). doi:10.1016/j.jmva.2021.104803.

133. Denuit, Michel; Robert, Christian Y. Risk sharing under the dominant peer鈥恡o鈥恜eer property and casualty insurance business models. In: Risk Management and Insurance Review, Vol. 24, no.2, p. 181-205 (2021). doi:10.1111/rmir.12180.

134. Diakite, Keivan; Devolder, Pierre. Progressive Pension Formula and Life Expectancy Heterogeneity. In: Risks, Vol. 9, no.7, p. 127 (2021). doi:10.3390/risks9070127.

135. Bibal, Adrien; Marion, Rebecca; von Sachs, Rainer; Fr茅nay, Beno卯t. BIOT: Explaining Multidimensional Nonlinear MDS Embeddings using the Best Interpretable Orthogonal Transformation. In: Neurocomputing, Vol. 453, p. 109-118 (2021). doi:10.1016/j.neucom.2021.04.088.

136. Hainaut, Donatien. A fractional multi-states model for insurance. In: Insurance: Mathematics and Economics, Vol. 98, p. 120-132 (2021). doi:10.1016/j.insmatheco.2021.02.004.

137. Denuit, Michel; Trufin, Julien; Verdebout, Thomas. Testing for more positive expectation dependence with application to model comparison. In: Insurance: Mathematics and Economics, Vol. 101, p. 163-172 (2021). doi:10.1016/j.insmatheco.2021.07.008.

138. Devolder, Pierre; Degoli, Maria-Cristina. Les enjeux et les perspectives de la pension 脿 points 脿 la lumi猫re de l'exp茅rience belge. In: Droit Social, Vol. 5, no. 5, p. 413-421 (2021).

139. Einmahl, John H. J.; Segers, Johan. Empirical tail copulas for functional data. In: Annals of Statistics, Vol. 49, no. 5, p. 2672-2696 (2021). doi:10.1214/21-AOS2050.

140. Thiel, Michel; Sauwen, Nicolas; Khamiakova, Tastiana; Maes, Tor; Govaerts, Bernadette. Comparison of chemometrics strategies for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions. In: Chemometrics and Intelligent Laboratory Systems, Vol. 211, p. 104273 (2021). doi:10.1016/j.chemolab.2021.104273.

141. El Mehdi, Rachida; Hafner, Christian. Panel stochastic frontier analysis with dependent error terms. In: International Econometric Review, Vol. 13, no.2, p. 24-40 (2021). doi:10.33818/ier.1033722.

142. Pircalabelu, Eugen; Artemiou, Andreas. Graph informed sliced inverse regression. In: Computational Statistics & Data Analysis, Vol. 164, p. 107302 (2021). doi:10.1016/j.csda.2021.107302.

143. Kneip, Alois; Simar, L茅opold; Wilson, Paul W. Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices. In: Econometric Theory, Vol. 37, no.3, p. 537-572 (2021). doi:10.1017/s0266466620000237.

144. Hafner, Christian; Kyriakopoulou, Dimitra. Exponential-Type GARCH Models With Linear-in-Variance Risk Premium. In: Journal of Business & Economic Statistics, Vol. 39, no. 2, p. 589-603 (2021). doi:10.1080/07350015.2019.1691564.

145. Hallin, Marc; Mordant, Gilles; Segers, Johan. Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. In: Electronic Journal of Statistics, Vol. 15, no. 1, p. 1328-1371 (2021). doi:10.1214/21-EJS1816.

146. Beretta, Alessandro; Heuchenne, C茅dric. penPHcure: Variable Selection in Proportional Hazards Cure Model with Time-Varying Covariates. In: The R Journal, Vol. 31, no.1, p. 116-129 (2021).

147. Asenova, Stefka Kirilova; Mazo, Gildas; Segers, Johan. Inference on extremal dependence in the domain of attraction of a structured H眉sler鈥揜eiss distribution motivated by a Markov tree with latent variables. In: Extremes, Vol. 24, p. 461-500 (2021). doi:10.1007/s10687-021-00407-5.

148. Ngo Njembe, Monique T.; Pachikian, Barbara; Lobysheva, Irina; Van Overstraeten, Nancy; Dejonghe, Louis; Verstraelen, Eleonore; Buchet, Marine; Rasse, Catherine; Gardin, C茅cile; Mignolet, Eric; Balligand, Jean-Luc; Larondelle, Yvan. A Three-Month Consumption of Eggs Enriched With 蠅-3, 蠅-5 and 蠅-7 Polyunsaturated Fatty Acids Significantly Decreases the Waist Circumference of Subjects at Risk of Developing Metabolic Syndrome: A Double-Blind Randomized Controlled Trial. In: Nutrients, Vol. 13, no. 2, p. 663 [1-17] (2021). doi:10.3390/nu13020663.

149. Nguyen, Quoc-Th么ng; Giner-Bosch, Vicent; Tran, Kim Duc; Heuchenne, C茅dric; Tran, Kim Phuc. One-sided variable sampling interval EWMA control charts for monitoring the multivariate coefficient of variation in the presence of measurement errors. In: International Journal of Advanced Manufacturing Technology, , no.5-6, p. 19174938 (2021).

150. Hainaut, Donatien. Moment generating function of non-Markov self-excited claims processes. In: Insurance: Mathematics and Economics, Vol. 101, no. Part B, p. 406-424 (2021). doi:10.1016/j.insmatheco.2021.08.013.

151. Denuit, Michel; Trufin, Julien. Generalization error for Tweedie models: decomposition and error reduction with bagging. In: European Actuarial Journal, Vol. 11, p. 325-331 (2021). doi:10.1007/s13385-021-00265-2.

152. Garces Ruiz, Monica Cristina; Calonne, Maryline; Bremhorst, Vincent; Declerck, Stephan. Diesel fuel differentially affects hyphal healing in Gigaspora sp. and Rhizophagus irregularis. In: Mycorrhiza, Vol. 31, p. 413鈥�421 (2021). doi:10.1007/s00572-021-01026-5.

153. Bettonville, Carole; d'Oultremont, Louise; Denuit, Michel; Trufin, Julien; Van Oirbeek, Robin. Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model. In: Scandinavian Actuarial Journal, Vol. 2021, no.5, p. 380-407 (2021). doi:10.1080/03461238.2020.1848912.

154. Bazgour, Tarik; Heuchenne, C茅dric; H眉bner, Georges; Sougn茅, Danielle. How do volatility regimes affect the pricing of quality and liquidity in the stock market?. In: Studies in Nonlinear Dynamics and Econometrics, Vol. 25, no.1, p. 20180127 (2021). doi:10.1515/snde-2018-0127.

155. Hainaut, Donatien; Leonenko, Nikolai. Option pricing in illiquid markets: a fractional jump-diffusion approach. In: Journal of computational and applied mathematics, Vol. 381, p. 112995 (2021). ISBA Discussion Paper 2020/03. doi:10.1016/j.cam.2020.112995.

156. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Waiting period from diagnosis for mortgage insurance issued to cancer survivors. In: European Actuarial Journal, Vol. 11, p. 135-160 (2021). doi:10.1007/s13385-020-00254-x.

157. Gressani, Oswaldo; Lambert, Philippe. Laplace approximations for fast Bayesian inference in generalized additive models based on P-splines. In: Computational Statistics & Data Analysis, Vol. 154, p. 107088 (2021). doi:10.1016/j.csda.2020.107088.

158. Deelstra, Griselda; Devolder, Pierre; Melis, Roberta. Optimal annuitisation in a deterministic financial environment. In: Decisions in Economics and Finance, Vol. 44, p. 161-175 (2021). doi:10.1007/s10203-020-00316-5.

159. Lanotte, Myriam; Devolder, Pierre. Communication relative aux pensions : digitalisation et d茅fis pour l'avenir. In: Revue Belge de S茅curit茅 Sociale, Vol. 2021, no. 4, p. 517-538 (2021).

160. Denuit, Michel; Charpentier , Arthur; Trufin, Julien. Autocalibration and Tweedie-dominance for insurance pricing with machine learning. In: Insurance: Mathematics and Economics, Vol. 101, part B, p. 485-497 (2021). doi:10.1016/j.insmatheco.2021.09.001.

161. Denuit, Michel. Reply to Edward Furman, Yisub Kye, and Jianxi Su on Their Discussion on the Paper Titled 鈥淪ize-Biased Risk Measures of Compound Sums鈥�. In: North American Actuarial Journal, Vol. 25, no.4, p. 637-638 (2021). doi:10.1080/10920277.2020.1848300.

162. Hainaut, Donatien. An Actuarial Approach for Modeling Pandemic Risk. In: Risks, Vol. 9, no. 1 (2021). doi:10.3390/risks9010003.

163. Fall, Fran莽ois Seck; Tchuigoua, Hubert Tchakoute; Vanhems, Anne; Simar, L茅opold. Gender effect on microfinance social efficiency: A robust nonparametric approach. In: European Journal of Operational Research, Vol. 295, no. 2, p. 744-757 (2021). doi:10.1016/j.ejor.2021.03.020.

164. Daraio, Cinzia; Simar, L茅opold; Wilson, Paul W. Quality as a Latent Heterogeneity Factor in the Efficiency of Universities. In: Economic Modelling, Vol. 99, no. June 2021, p. 105485 (2021). doi:10.1016/j.econmod.2021.03.004.

165. Mastromarco, Camilla; Simar, L茅opold. Latent heterogeneity to evaluate the effect of human capital on world technology frontier. In: Journal of Productivity Analysis, Vol. 55, p. 71鈥�89 (2021). doi:10.1007/s11123-021-00597-x.

166. Barigozzi, Matteo; Hallin, Marc; Soccorsi, Stefano; von Sachs, Rainer. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. In: Journal of Econometrics, Vol. 222, no. 1, part B, p. 324-343 (2021). doi:10.1016/j.jeconom.2020.07.004.

167. Mastromarco, Camilla; Simar, L茅opold; Zelenyuk, Valentin. Predicting recessions with a frontier measure of output gap: an application to Italian economy. In: Empirical Economics, Vol. 60, p. 2701鈥�2740 (2021). doi:10.1007/s00181-021-02029-z.

168. Pechon, Florian; Denuit, Michel; Trufin, Julien. Home and Motor insurance joined at a household level using multivariate credibility. In: Annals of Actuarial Science, Vol. 15, no.1, p. 82-114 (2021). doi:10.1017/s1748499520000160.

169. Rodriguez Morelos, Victor Hugo; Calonne, Maryline; Bremhorst, Vincent; Garces Ruiz, Monica Cristina; Declerck, Stephan. Fungicides With Contrasting Mode of Action Differentially Affect Hyphal Healing Mechanism in Gigaspora sp. and Rhizophagus irregularis. In: Frontiers in Plant Science, Vol. 12, p. 642094 (2021). doi:10.3389/fpls.2021.642094.

170. Mordant, Gilles; Segers, Johan. Maxima and near-maxima of a Gaussian random assignment field. In: Statistics & Probability Letters, Vol. 173, no. June 2021, p. 109087 (2021). doi:10.1016/j.spl.2021.109087.

171. Denuit, Michel; Lu, Yang. Wishart鈥恎amma random effects models with applications to nonlife insurance. In: Journal of Risk and Insurance, Vol. 88, no. 2, p. 443-481 (2021). doi:10.1111/jori.12327.

172. Tran, Phuong Hanh; Heuchenne, C茅dric; Nguyen, Huu Du; Marie, H茅l猫ne. Monitoring Coefficient of Variation using One-Sided Run Rules control charts in the presence of Measurement Errors. In: Journal of Applied Statistics, Vol. 48, no.12, p. 2178-2204 (2021). doi:10.1080/02664763.2020.1787356.

173. Tran, Phuong Hanh; Heuchenne, C茅dric. Monitoring the coefficient of variation using variable sampling interval CUSUM control charts. In: Journal of Statistical Computation and Simulation, Vol. 91, no.3, p. 501-521 (2021). doi:10.1080/00949655.2020.1819278.

174. Cadena, Meitner; Denuit, Michel. A new measure of mortality differentials based on precedence probability. In: European Actuarial Journal, Vol. 11, p. 717-724 (2021). doi:10.1007/s13385-021-00280-3.

175. Devolder, Pierre. Co没t r茅el pour l鈥櫭塼at du deuxi猫me pilier belge de pension pour salari茅s : l鈥檃pproche actuarielle bouscule quelques 脿 priori. In: Regards 茅conomiques, Vol. 166, p. 1-12 (2021).

176. Hainaut, Donatien; Denuit, Michel. Wavelet-based feature extraction for mortality projection. In: ASTIN Bulletin, Vol. 50, no. 3, p. 675-707 (2020). doi:10.1017/asb.2020.18.

177. De Backer, Micka毛l; El Ghouch, Anouar; Van Keilegom, Ingrid. Linear Censored Quantile Regression: A Novel Minimum鈥怐istance Approach. In: Scandinavian Journal of Statistics, Vol. 47, no. 4, p. 1275-1306 (2020). doi:10.1111/sjos.12475.

178. Heuchenne, C茅dric; De u帽a Alvarez, Jacobo; Laurent, G茅raldine. Supplementary material for Estimation from cross-sectional data under a semiparametric truncation model. In: Biometrika, (2020). (Accept茅/Sous presse).

179. Cantagallo, Eva; De Backer, Micka毛l; Kicinski, Michal; Ozenne, Brice; Collette, Laurence; Legrand, Catherine; Buyse, Marc; P茅ron, Julien. A new measure of treatment effect in clinical trials involving competing risks based on generalized pairwise comparisons. In: Biometrical Journal, Vol. 63, no. 2, p. 272-288 (2020). doi:10.1002/bimj.201900354.

180. Denuit, Michel; Robert, Christian Y. Large-Loss Behavior of Conditional Mean Risk Sharing. In: ASTIN Bulletin, Vol. 50, no.3, p. 1093-1122 (2020). doi:10.1017/asb.2020.23.

181. Schokkaert, Erik; Devolder, Pierre; Hindriks, Jean; Vandenbroucke, Frank. Towards an equitable and sustainable points system. A proposal for pension reform in Belgium. In: Journal of Pension Economics and Finance, Vol. 19, no. 1, p. 49-79 (2020). doi:10.1017/s1474747218000112.

182. Park, Byeong U.; Simar, L茅opold; Zelenyuk, Valentin. Forecasting of recessions via dynamic probit for time series: replication and extension of Kauppi and Saikkonen (2008). In: Empirical Economics, Vol. 58, p. 379-392 (2020). doi:10.1007/s00181-019-01708-2.

183. Zeddouk, Fadoua; Devolder, Pierre. Mean reversion in stochastic mortality: why and how?. In: European Actuarial Journal, no. 2/2020 (2020). doi:10.1007/s13385-020-00237-y.

184. Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; Hieber, Peter. VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD. In: ASTIN Bulletin, Vol. 50, no.3, p. 709-742 (2020). doi:10.1017/asb.2020.25.

185. Denuit, Michel. Investing in your own and peers鈥� risks: the simple analytics of P2P insurance. In: European Actuarial Journal, Vol. 10, no.2, p. 335-359 (2020). doi:10.1007/s13385-020-00238-x.

186. Hafner, Christian; Linton, Oliver; Tang, Haihan. Estimation of a multiplicative correlation structure in the large dimensional case. In: Journal of Econometrics, Vol. 217, no.2, p. 431-470 (2020). doi:10.1016/j.jeconom.2019.12.012.

187. F茅raud, Baptiste; Martineau, Estelle; Leenders, Justine; Govaerts, Bernadette; de Tullio, Pascal; Giraudeau, Patrick. Combining rapid 2D NMR experiments with novel pre-processing workflows and MIC quality measures for metabolomics. In: Metabolomics, Vol. 16, no.4 (2020). doi:10.1007/s11306-020-01662-6.

188. 鈥琒aghir, Aamir鈥�; Aslam, Muhammad鈥�; Faraz, Alireza鈥�; Ahmad, Liaquat鈥�; Heuchenne, C茅dric. Monitoring process variation using modified EWMA. In: Quality and Reliability Engineering International, Vol. 36, no.1, p. 328-339 (2020). doi:10.1002/qre.2576.

189. Molenberghs, Geert; Buyse, Marc; Abrams, Steven; Hens, Niel; Beutels, Philippe; Faes, Christel; Verbeke, Geert; Van Damme, Pierre; Goossens, Herman; Neyens, Thomas; Herzog, Sereina; Theeten, Heidi; Pepermans, Koen; Abad, Ariel Alonso; Van Keilegom, Ingrid; Speybroeck, Niko; Legrand, Catherine; De Buyser, Stefanie; Hulstaert, Frank. Infectious diseases epidemiology, quantitative methodology, and clinical research in the midst of the COVID-19 pandemic: Perspective from a European country. In: Contemporary Clinical Trials, Vol. 99, p. 106189 (2020). doi:10.1016/j.cct.2020.106189.

190. Beyene, Kassu Mehari; El Ghouch, Anouar. Smoothed time鈥恉ependent receiver operating characteristic curve for right censored survival data. In: Statistics in Medicine, Vol. 39, no.24, p. 3373-3396 (2020). doi:10.1002/sim.8671.

191. Martin, Manon; Govaerts, Bernadette. LiMM鈥怭CA: Combining ASCA+ and linear mixed models to analyse high鈥恉imensional designed data. In: Journal of Chemometrics, Vol. 34, no.6 (2020). doi:10.1002/cem.3232.

192. Marion, Rebecca; Govaerts, Bernadette; von Sachs, Rainer. AdaCLV for Interpretable Variable Clustering and Dimensionality Reduction of Spectroscopic Data. In: Chemometrics and Intelligent Laboratory Systems, Vol. 206 (2020). doi:10.1016/j.chemolab.2020.104169.

193. Njike Leunga, Charles Guy; Hainaut, Donatien. Interbank credit risk modelling with self-exciting jump processes. In: International Journal of Theoretical and Applied Finance, Vol. 23, no.6, p. 2050039 (2020). doi:10.1142/s0219024920500399.

194. Pircalabelu, Eugen; Claeskens, Gerda. Community-Based Group Graphical Lasso. In: Journal of Machine Learning Research, Vol. 21, no. 64, p. 1-32 (2020). (Accept茅/Sous presse).

195. Zeddouk, Fadoua; Devolder, Pierre. Longevity Modelling and Pricing under a Dependent Multi-Cohort Framework. In: Risks, Vol. 8, no. 4, p. 121 (2020). doi:10.3390/risks8040121.

196. Devolder, Pierre; Dom铆nguez-Fabi谩n, Inmaculada. Thinking in Vertical: A Practical Application of the Two-Stage Pension System in Spain. In: Sustainability, Vol. 12, no.23, p. 9928 (2020). doi:10.3390/su12239928.

197. Simar, L茅opold; Zelenyuk, Valentin. Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores. In: European Journal of Operational Research, Vol. 284, no. 1 August 2020, p. 1002-1015 (2020). doi:10.1016/j.ejor.2020.01.036.

198. Bravo, Francesco; Escanciano, Juan Carlos; Van Keilegom, Ingrid. Two-Step Semiparametric Empirical Likelihood Inference. In: Annals of Statistics, Vol. 48, no. 1, p. 1-26 (2020). doi:10.1214/18-AOS1788.

199. Simar, L茅opold; Wilson, Paul. Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. In: Journal of Productivity Analysis, Vol. 53, p. 287鈥�303 (2020).

200. von Sachs, Rainer. Nonparametric Spectral Analysis of Multivariate Time Series. In: Annual Review of Statistics and Its Application, Vol. 7, no. 1, p. 361-386 (2020). doi:10.1146/annurev-statistics-031219-041138.

201. Devolder, Pierre. Propositions de r茅forme des retraites publiques en Belgique, Principes et instruments. In: Revue de l'OFCE : observations et diagnostics 茅conomiques, Vol. 170, p. 85-104 (2020).

202. Noh, Hohsuk; Van Keilegom, Ingrid. On relaxing the distributional assumption of stochastic frontier models. In: Journal of the Korean Statistical Society, Vol. 49, p. 1鈥�14 (2020). doi:10.1007/s42952-019-00011-1.

203. Florens, Jean-Pierre; Simar, L茅opold; Van Keilegom, Ingrid. Estimation of the Boundary of a Variable observed with Symmetric Error. In: Journal of the American Statistical Association, Vol. 115, no. 529, p. 425-441 (2020). doi:10.1080/01621459.2018.1555093.

204. Lambert, Philippe; Bremhorst, Vincent. Inclusion of time-varying covariates in cure survival models with an application in fertility studies. In: Journal of the Royal Statistical Society. Series A, Statistics in society, Vol. 183, no. 1, p. 333-354 (2020). doi:10.1111/rssa.12501.

205. Hafner, Christian. Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. In: Journal of Financial Econometrics, Vol. 18, no. 2, p. 233鈥�249 (2020). doi:10.1093/jjfinec/nby023.

206. Patilea, Valentin; Van Keilegom, Ingrid. A general approach for cure models in survival analysis. In: Annals of Statistics, Vol. 48, no. 4, p. 2323-2346 (2020). doi:10.1214/19-AOS1889.

207. Hafner, Christian. The Spread of the Covid-19 Pandemic in Time and Space. In: International Journal of Environmental Research and Public Health, Vol. 17, no.11, p. 3827 (2020). doi:10.3390/ijerph17113827.

208. Delsol, Laurent; Van Keilegom, Ingrid. Semiparametric M-estimation with non-smooth criterion functions. In: Annals of the Institute of Statistical Mathematics, Vol. 72, p. 577-605 (2020). doi:10.1007/s10463-018-0700-y.

209. Segers, Johan. One- versus multi-component regular variation and extremes of Markov trees. In: Advances in Applied Probability, Vol. 52, no.3, p. 855-878 (2020). doi:10.1017/apr.2020.22.

210. Bocart, Fabian; Ghysels, Eric; Hafner, Christian. Monthly Art Market Returns. In: Journal of Risk and Financial Management, Vol. 13, no.5, p. 100 (2020). doi:10.3390/jrfm13050100.

211. Ngugnie Diffouo, Pauline; Devolder, Pierre. Longevity Risk Measurement of Life Annuity Products. In: Risks, Vol. 8, no. 1, p. 31 (2020). doi:10.3390/risks8010031.

212. Manteiga, Wenceslao Gonz谩lez; Heuchenne, C茅dric; Sellero, C茅sar S谩nchez; Beretta, Alessandro. Goodness-of-fit tests for censored regression based on artificial data points. In: TEST, Vol. 29, p. 599-615 (2020). doi:10.1007/s11749-019-00662-6.

213. Deresa, Negera Wakgari; Van Keilegom, Ingrid. Flexible parametric model for survival data subject to dependent censoring. In: Biometrical journal, Vol. 62, no. 1, p. 136-156 (2020). doi:10.1002/bimj.201800375.

214. Pechon, Florian; Trufin, Julien; Denuit, Michel. Preliminary selection of risk factors in P&C ratemaking. In: Variance : advancing the science of risk, Vol. 13, no.1, p. 124-14 (2020).

215. Denuit, Michel. Size-Biased Risk Measures of Compound Sums. In: North American Actuarial Journal, Vol. 24, no.4, p. 512-532 (2020). doi:10.1080/10920277.2019.1676787.

216. Heuchenne, C茅dric; De u帽a Alvarez, Jacobo; Laurent, G茅raldine. Estimation from cross-sectional data under a semiparametric truncation model. In: Biometrika, Vol. 107, no.2, p. 449鈥�465 (2020). doi:10.1093/biomet/asaa002.

217. Hainaut, Donatien. Fractional Hawkes processes. In: Physica A: Statistical Mechanics and its Applications, Vol. 549 (1 July 2020). ISBA Discussion Paper 2019/16.

218. Chown, Justin; Heuchenne, C茅dric; Van Keilegom, Ingrid. The nonparametric location-scale mixture cure model. In: TEST, Vol. 29, p. 1008鈥�1028 (2020). doi:10.1007/s11749-019-00698-8.

219. Beyene, Kassu M.; El Ghouch, Anouar; Oulhaj, Abderrahim. On the validity of time鈥恉ependent AUC estimation in the presence of cure fraction. In: Biometrical Journal, Vol. 61, no. 6, p. 1430-1447 (2019). doi:10.1002/bimj.201800376.

220. Lambert, Philippe; Bremhorst, Vincent. Estimation and identification issues in the promotion time cure model when the same covariates influence long- and short-term survival. In: Biometrical Journal, Vol. 61, no. 2, p. 275-289 (2019). doi:10.1002/bimj.201700250.

221. Hainaut, Donatien. Hedging of crop harvest with derivatives on temperature. In: Insurance: Mathematics and Economics, Vol. 84, p. 98-114 (2019). doi:10.1016/j.insmatheco.2018.09.011.

222. Hainaut, Donatien; Moraux, Franck. A switching self-exciting jump diffusion process for stock prices. In: Annals of Finance, Vol. 15, no. 2, p. 267-306 (2019). doi:10.1007/s10436-018-0340-5.

223. Chiapino, Ma毛l; Sabourin, Anne; Segers, Johan. Identifying groups of variables with the potential of being large simultaneously. In: Extremes, Vol. 22, no. 2, p. 193-222 (2019). doi:10.1007/s10687-018-0339-3.

224. Devolder, Pierre. Une alternative 脿 la pension 脿 points : le compte individuel pension en euros. In: Regards 茅conomiques, Vol. 150, no. septembre, p. 1-10 (2019).

225. Gorrostieta, Cristina; Ombao, Hernando; von Sachs, Rainer. Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series. In: Journal of Time Series Analysis, Vol. 40, p. 3-22 (2019). doi:10.1111/jtsa.12408.

226. Lambert, Anne-Sophie; Legrand, Catherine; C猫s, Sophie; Van Durme, Th茅r猫se; Macq, Jean. Evaluating case management as a complex intervention: Lessons for the future. In: PLoS One, Vol. 14, no.10, p. e0224286 (2019). doi:10.1371/journal.pone.0224286.

227. Bremhorst, Vincent; Kreyenfeld, Michaela; Lambert, Philippe. Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility. In: Statistical Modelling : an international journal, Vol. 19, no. 3, p. 248-275 (2019). doi:10.1177/1471082X18784685.

228. Tran, Kim Phuc; Heuchenne, C茅dric; Balakrishnan, Narayanaswamy. On the performance of coefficient of variation charts in the presence of measurement errors. In: Quality and Reliability Engineering International, Vol. 35, p. 329-350 (2019). doi:10.1002/qre.2402; 10.1002/qre.2402.

229. Daniel, Betty; Hafner, Christian; Manner, Hans; Simar, L茅opold. Asymmetries in Business Cycles and the Role of Oil Prices. In: Macroeconomic Dynamics, Vol. 23, p. 1622-1648 (2019). doi:10.1017/S1365100517000360.

230. Guisset, S茅verine; Martin, Manon; Govaerts, Bernadette. Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs. In: Chemometrics and Intelligent Laboratory Systems, Vol. 184, p. 44-63 (2019). doi:10.1016/j.chemolab.2018.11.006.

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232. Tran, Kim Phuc; Nguyen, Huu Du; Tran, Phuong Hanh; Heuchenne, C茅dric. On the performance of CUSUM control charts for monitoring the coefficient of variation with measurement errors. In: International Journal of Advanced Manufacturing Technology, Vol. 104, p. 1903鈥�1917 (2019). doi:10.1007/s00170-019-03987-6.

233. Pircalabelu, Eugen; Gerda Claeskens. Zoom-in/out joint graphical lasso for different coarseness scales. In: Journal of the Royal Statistical Society. Series C, Applied statistics, Vol. 69, no. 1, p. 47鈥�67 (2019).

234. De Backer, Micka毛l; El Ghouch, Anouar; Van Keilegom, Ingrid. An Adapted Loss Function for Censored Quantile Regression. In: Journal of the American Statistical Association, Vol. 114, no. 527, p. 1126-1137 (2019). doi:10.1080/01621459.2018.1469996.

235. Hainaut, Donatien; Goutte, St茅phane. A switching microstructure model for stock prices. In: Mathematics and Financial Economics, Vol. 13, no. 3, p. 459-490 (2019). doi:10.1007/s11579-018-00234-6.

236. Chen, Cathy Yi-Hsuan; Hafner, Christian. Sentiment-Induced Bubbles in the Cryptocurrency Market. In: Journal of Risk and Financial Management, Vol. 12, no. 2, p. 1-12 (2019). doi:10.3390/jrfm12020053.

237. Devolder, Pierre; de Valeriola, S茅bastien. Between DB and DC: optimal hybrid PAYG pension schemes. In: European Actuarial Journal, Vol. 2, p. 463-482 (2019).

238. Hanbali, Hamza; Claassens, Hubert; Denuit, Michel; Dhaene, Jan; Trufin, Julien. Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system. In: Health Policy, Vol. 123, no.10, p. 970-975 (2019). doi:10.1016/j.healthpol.2019.07.005.

239. Hanbali, Hamza; Denuit, Michel; Dhaene, Jan; Trufin, Julien. A dynamic equivalence principle for systematic longevity risk management. In: Insurance: Mathematics and Economics, Vol. 86, p. 158-167 (2019). doi:10.1016/j.insmatheco.2019.02.004.

240. Denuit, Michel. Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. In: ASTIN Bulletin, Vol. 49, no.03, p. 591-617 (2019). doi:10.1017/asb.2019.24.

241. Mammen, Enno; Van Keilegom, Ingrid; Yu, Kyusang. Expansion for moments of regression quantiles with applications to nonparametric testing. In: Bernoulli, Vol. 25, no.2, p. 793-827 (2019). doi:10.3150/17-bej986.

242. Neumeyer, Natalie; Van Keilegom, Ingrid. Bootstrap of residual processes in regression: to smooth or not to smooth?. In: Biometrika, Vol. 106, no.2, p. 385-400 (2019). doi:10.1093/biomet/asz009.

243. Portier, Fran莽ois; Segers, Johan. Monte Carlo integration with a growing number of control variates. In: Journal of Applied Probability, Vol. 56, no. 4, p. 1168-1186 (2019). doi:10.1017/jpr.2019.78.

244. Bouezmarni, Taoufik; Camirand Lemyre, F茅lix; El Ghouch, Anouar. Estimation of a bivariate conditional copula when a variable is subject to random right censoring. In: Electronic Journal of Statistics, Vol. 13, no.2, p. 5044-5087 (2019). doi:10.1214/19-ejs1645.

245. Bertrand, Aur茅lie; Van Keilegom, Ingrid; Legrand, Catherine. Flexible parametric approach to classical measurement error variance estimation without auxiliary data : Classical Measurement Error Variance Estimation. In: Biometrics, Vol. 75, no. 1, p. 297-307 (2019). doi:10.1111/biom.12960.

246. B膬din, Luiza; Daraio, Cinzia; Simar, L茅opold. A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. In: European Journal of Operational Research, Vol. 277, p. 784-797 (2019). doi:10.1016/j.ejor.2019.02.054.

247. Simar, L茅opold; W. Wilson, Paul. Central limit theorems and inference for sources of productivity change measured by nonparametric Malmquist indices. In: European Journal of Operational Research, Vol. 277, no.2, p. 756-769 (2019). doi:10.1016/j.ejor.2019.02.040.

248. Mathieu, Sophie; von Sachs, Rainer; Ritter, Christian; Delouille, V茅ronique; Lef猫vre, Laure. UNCERTAINTY QUANTIFICATION IN SUNSPOT COUNTS. In: The Astrophysical Journal, Vol. 886, no. 7, p. 14 pp (2019). doi:10.3847/1538-4357/ab4990.

249. Nguyen, Huu Du; Tran, Kim Phuc; Heuchenne, C茅dric. Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts. In: Quality and Reliability Engineering International, Vol. 35, p. 439-460 (2019). doi:10.1002/qre.2412.

250. Burny, Wivine; Marchant, Arnaud; Herv茅, Caroline; Callegaro, Andrea; Caubet, Magalie; Fissette, Laurence; Gheyle, Lien; Legrand, Catherine; Ndour, Cheikh; Tavares Da Silva, Fernanda; van der Most, Robbert; Willems, Fabienne; Didierlaurent, Arnaud M.; Yarzabal, Juan. Inflammatory parameters associated with systemic reactogenicity following vaccination with adjuvanted hepatitis B vaccines in humans. In: Vaccine, Vol. 37, no.14, p. 2004-2015 (2019). doi:10.1016/j.vaccine.2019.02.015.

251. Hainaut, Donatien; Deelstra, Griselda. A Self-Exciting Switching Jump Diffusion: properties, calibration and hitting time.. In: Quantitative Finance, Vol. 19, no. 3, p. 407-426 (2019). doi:10.1080/14697688.2018.1501511.

252. Callegaro, Andrea; Ndour, Cheikh; Aris, Emmanuel; Legrand, Catherine. A note on tests for relevant differences with extremely large sample sizes. In: Biometrical Journal, Vol. 61, no.1, p. 162-165 (2019). doi:10.1002/bimj.201800195.

253. Nicolaie, Mioara Alina; Taylor, Jeremy M. G.; Legrand, Catherine. Vertical modeling: analysis of competing risks data with a cure fraction. In: Lifetime Data Analysis, Vol. 25, no.1, p. 1-25 (2019). doi:10.1007/s10985-018-9417-8.

254. Denuit, Michel; Trufin, Julien. Des tables de mortalit茅, esp茅rances de vie, dur茅es de vie moyennes et probables et de leur bon usage dans l鈥櫭﹙aluation des droits viagers. In: Revue du Notariat Belge, Vol. 3142, p. 574-608 (2019).

255. Denuit, Michel; Sznajder, Dominik; Trufin, Julien. Model selection based on Lorenz and concentration curves, Gini indices and convex order. In: Insurance: Mathematics and Economics, Vol. 89, p. 128-139 (2019). doi:10.1016/j.insmatheco.2019.09.001.

256. Devolder, Pierre; Hindriks, Jean. R茅forme des pensions, une urgence absolue. In: Pyramides : revue du Centre d'Etudes et de Recherches en Administration Publique, Vol. 31/32, p. 233-260 (2019).

257. Amico, Ma茂lis; Van Keilegom, Ingrid; Legrand, Catherine. The Single-Index/Cox Mixture Cure Model. In: Biometrics, Vol. 75, p. 452-462 (2019). doi:10.1111/biom.12999.

258. Hainaut, Donatien. A self-organizing predictive map for non-life insurance. In: European Actuarial Journal, Vol. 9, p. 173-207 (2019).

259. Escobar-Bach, Mikael; Van Keilegom, Ingrid. Non-parametric cure rate estimation under insufficient follow-up by using extremes. In: Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol. 81, no. 5, p. 861-880 (2019). doi:10.1111/rssb.12334.

260. Gao, Zhengyuan; Hafner, Christian. Looking Backward and Looking Forward. In: Econometrics, Vol. 7, no.2, p. article 27 (2019). doi:10.3390/econometrics7020027.

261. Colling, Benjamin; Van Keilegom, Ingrid. Estimation of fully nonparametric transformation models. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 25, no. 4B, p. 3762-3795 (2019).

262. Vettori, Sabrina; Huser, Rapha毛l; Segers, Johan; Genton, Marc G. Bayesian model averaging over tree-based dependence structures for multivariate extremes. In: Journal of Computational and Graphical Statistics, Vol. 29, no. 1, p. 174-190 (2020). doi:10.1080/10618600.2019.1647847.

263. Najafi, Nadia; Veyckemans, Francis; Vanhonacker, Domien; Legrand, Catherine; Van de Velde, Anne; Vandenplas, Yvan; Poelaert, Jan. Incidence and risk factors for adverse events during monitored anaesthesia care for gastrointestinal endoscopy in children: A prospective observational study.. In: European journal of anaesthesiology, Vol. 36, no.6, p. 390-399 (2019). doi:10.1097/EJA.0000000000000995.

264. Narasimhaiah, Deepti; Legrand, Catherine; Damotte, Diane; Remark, Romain; Munda, Marco; De Potter, Patrick; Coulie, Pierre G.; Vikkula, Miikka; Godfraind, Catherine. DNA alteration-based classification of uveal melanoma gives better prognostic stratification than immune infiltration, which has a neutral effect in high-risk group.. In: Cancer medicine, Vol. 8, no. 6, p. 3036-3046 (2019). doi:10.1002/cam4.2122.

265. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach. In: STAtOR, Vol. 3, no.September, p. 18-22 (2019).

266. Denuit, Michel; Mesfioui, Mhamed; Trufin, Julien. Concordance-based predictive measures in regression models for discrete responses. In: Scandinavian Actuarial Journal, Vol. 2019, no.10, p. 824-836 (2019). doi:10.1080/03461238.2019.1624274.

267. Kiriliouk, Anna; Rootz茅n, Holger; Segers, Johan; Wadsworth, Jennifer L. Peaks over thresholds modelling with multivariate generalized Pareto distributions. In: Technometrics, Vol. 61, no. 1, p. 123-135 (2019). doi:10.1080/00401706.2018.1462738.

268. Denuit, Michel; Guillen, Montserrat; Trufin, Julien. Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. In: Annals of Actuarial Science, Vol. 13, no.2, p. 378-399 (2019). doi:10.1017/s1748499518000349.

269. Zeddouk, Fadoua; Devolder, Pierre. Pricing of Longevity Derivatives and Cost of Capital. In: Risks, Vol. 7(2), no. 41, p. 1-29 (2019). doi:10.3390/risks7020041.

270. Pechon, Florian; Denuit, Michel; Trufin, Julien. Multivariate modelling of multiple guarantees in motor insurance of a household. In: European Actuarial Journal, Vol. 9, p. 575-602 (2019). doi:10.1007/s13385-019-00201-5.

271. Racine, Jeffrey S.; Van Keilegom, Ingrid. A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test. In: Journal of Business & Economic Statistics, , p. 1-12 (2019). doi:10.1080/07350015.2019.1574227.

272. Barbieri, Antoine; Legrand, Catherine. Joint longitudinal and time-to-event cure models for the assessment of being cured.. In: Statistical methods in medical research, Vol. 29, no. 4, p. 1256-1270 (2020). doi:10.1177/0962280219853599.

273. Alonso-Garc铆a, Jennifer; Devolder, Pierre. Continuous time model for notional defined contribution pension schemes: Liquidity and solvency. In: Insurance: Mathematics and Economics, Vol. 88, p. 57-76 (2019). doi:10.1016/j.insmatheco.2019.06.001.

274. Feraud, Baptiste; Leenders, Justine; Martineau, Estelle; Giraudeau, Patrick; Govaerts, Bernadette; de Tullio, Pascal. Two data pre-processing workflows to facilitate the discovery of biomarkers by 2D NMR metabolomics. In: Metabolomics, Vol. 15, no. 63 (2019). doi:10.1007/s11306-019-1524-3.

275. Mastromarco, Camilla; Simar, L茅opold. Globalization and productivity: A robust nonparametric world frontier analysis. In: Economic Modelling, Vol. 69, p. 134鈥�149 (2018). doi:10.1016/j.econmod.2017.09.015.

276. Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan. A continuous updating weighted least squares estimator of tail dependence in high dimensions. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 21, no. 2, p. 205-233 (2018). doi:10.1007/s10687-017-0303-7.

277. Steland, Ansgar; von Sachs, Rainer. Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage. In: Stochastic Processes and their Applications, Vol. 128, no. 8, p. 2816-2855 (2018). doi:10.1016/j.spa.2017.10.007.

278. Gressani, Oswaldo; Lambert, Philippe. Fast Bayesian inference using Laplace approximations in a flexible promotion time cure model based on P-splines. In: Computational Statistics & Data Analysis, Vol. 124, no.August 2018, p. 151-167 (2018). doi:10.1016/j.csda.2018.02.007.

279. Dominguez Fabian, Immaculada; Devolder, Pierre; del Olmo Garc铆a, Fransisco; Herce, Jos茅 A. A Two-Step Mixed Pension System or How to Reinvent Social Security with the Help of Notional Accounts and Term Annuities. In: Retirement Management Journal, Vol. 7, no.1, p. 42-51 (2018).

280. Chau, Van Vinh; Ombao, Hernando; von Sachs, Rainer. Intrinsic data depth for Hermitian positive definite matrices. In: Journal of Computational and Graphical Statistics, Vol. 28, no. 2, p. 427-439 (2019). doi:10.1080/10618600.2018.1537926.

281. Beretta, Alessandro; Heuchenne, C茅dric. Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures. In: Journal of Applied Statistics, Vol. 46, no. 9, p. 1529-1549 (2019). doi:10.1080/02664763.2018.1554627 (Accept茅/Sous presse).

282. Christiansen, Marcus; Denuit, Michel; Lucas, Nathalie; Schmidt, Jan-Philipp. Projection models for health expenses. In: Annals of Actuarial Science, Vol. 12, no.1, p. 185-203 (2018). doi:10.1017/s1748499517000240.

283. B眉cher, Axel; Segers, Johan. Inference for heavy tailed stationary time series based on sliding blocks. In: Electronic Journal of Statistics, Vol. 12, no.1, p. 1098-1125 (2018). doi:10.1214/18-ejs1415.

284. Bernard, Carole; Denuit, Michel; Vanduffel, Steven. Measuring Portfolio Risk Under Partial Dependence Information. In: Journal of Risk and Insurance, Vol. 85, no. 3, p. 843-863 (2018). doi:10.1111/jori.12165.

285. Rootz茅n, Holger; Segers, Johan; Wadsworth, Jennifer L. Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. In: Journal of Multivariate Analysis, Vol. 165, p. 117-131 (2018). doi:10.1016/j.jmva.2017.12.003.

286. Pechon, Florian; Trufin, Julien; Denuit, Michel. Multivariate modelling of household claim frequencies in motor third-party liability insurance. In: ASTIN Bulletin, Vol. 48, no.3, p. 969-993 (2018). doi:10.1017/asb.2018.21.

287. Daraio, Cinzia; Simar, L茅opold; Wilson, Paul. Central limit theorems for conditional efficiency measures and tests of the 鈥榮eparability鈥� condition in non-parametric, two-stage models of production. In: The Econometrics Journal, Vol. 21, no.2, p. 170-191 (2018). doi:10.1111/ectj.12103.

288. Berghaus, Betina; Segers, Johan. Weak convergence of the weighted empirical beta copula process. In: Journal of Multivariate Analysis, Vol. 166, no. July 2018, p. 266-281 (2018). doi:10.1016/j.jmva.2018.03.009.

289. Portier, Fran莽ois; Segers, Johan. On the weak convergence of the empirical conditional copula under a simplifying assumption. In: Journal of Multivariate Analysis, Vol. 166, p. 160 - 181 (2018). doi:10.1016/j.jmva.2018.03.002.

290. Martin, Manon; Legat, Beno卯t; Leenders, Justine; Vanwinsberghe, Julien; Rousseau, R茅jane; Boulanger, Bruno; Eilers, Paul H.C.; De Tullio, Pascal; Govaerts, Bernadette. PepsNMR for 1 H NMR metabolomic data pre-processing. In: Analytica Chimica Acta, Vol. 1019, p. 1-13 (2018). doi:10.1016/j.aca.2018.02.067.

291. Denuit, Michel. Risk apportionment and multiply monotone targets. In: Mathematical Social Sciences, Vol. 92, p. 74-77 (2018). doi:10.1016/j.mathsocsci.2017.09.008.

292. Hainaut, Donatien. Calendar spread exchange options pricing with Gaussian random fields. In: Risks, Vol. 6, no. 3, p. 77 (2018). doi:10.3390/risks6030077.

293. Denuit, Michel; Trufin, Julien. Collective loss reserving with two types of claims in motor third party liability insurance. In: Journal of Computational and Applied Mathematics, Vol. 335, p. 168-184 (2018). doi:10.1016/j.cam.2017.11.044.

294. Barbieri, Antoine; Tami, Myriam; Bry, Xavier; Azria, David; Gourgou, Sophie; Bascoul-Mollevi, Caroline; Lavergne, Christian. EM algorithm estimation of a structural equation model for the longitudinal study of the quality of life. In: Statistics in Medicine, Vol. 37, no. 6, p. 1031-1046 (2018). doi:10.1002/sim.7557 (Accept茅/Sous presse).

295. Hainaut, Donatien; Deelstra, Griselda. A Bivariate Mutually-Excited Switching Jump Diffusion (BMESJD) for Asset Prices. In: Methodology and Computing in Applied Probability, Vol. 21, no. 4, p. 1337-1375 (2019). doi:10.1007/s11009-018-9678-4.

296. Simar, L茅opold; Zelenyuk, Valentin. Central Limit Theorems for Aggregate Efficiency. In: Operations Research, Vol. 66, no. 1, p. 137-149 (2018). doi:10.1287/opre.2017.1655.

297. Hainaut, Donatien; Moraux, Franck. Hedging of options in presence of jump clustering. In: The Journal of Computational Finance, Vol. 22, no. 3, p. 1-35 (2018). ISBA Discussion Paper 2017/12.

298. Haedo, Christian; Mouchart, Michel. A stochastic independence approach for measuring regional specialization and concentration. In: Papers in Regional Science, Vol. 97, no. 4, p. 1151-1168 (2018). doi:10.1111/pirs.12294.

299. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Causal attribution in block-recursive social systems: A structural modeling perspective. In: Methodological Innovations, Vol. 11, no. 1, p. 1-11 (2018). doi:10.1177/2059799118768415.

300. Rootz茅n, Holger; Segers, Johan; Wadsworth, Jennifer. Multivariate peaks over thresholds models. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 21, no. 1, p. 115-145 (2018). doi:10.1007/s10687-017-0294-4.

301. van Loenhout, Joris; Delbiso,Tefera; Kiriliouk, Anna; Rodriguez-Llanes, Jose Manuel; Segers, Johan; Guha-Sapir, Debarati. Heat and emergency room admissions in the Netherlands. In: BMC Public Health, Vol. 18, p. 9 (2018). doi:10.1186/s12889-017-5021-1.

302. Escanciano, Juan Carlos; Pardo-Fernandez, Juan Carlos; Van Keilegom, Ingrid. Asymptotic distribution-free tests for semiparametric regressions with dependent data. In: Annals of Statistics, Vol. 46, no. 3, p. 1167-1196 (2018). doi:10.1214/17-AOS1581.

303. F猫ve, Fr茅d茅rique; Florens, Jean-Pierre; Van Keilegom, Ingrid. Estimation of Conditional Ranks and Tests of Exogeneity in Nonparametric Nonseparable Models. In: Journal of Business and Economic Statistics, Vol. 36, no. 2, p. 334-345 (2018). doi:10.1080/07350015.2016.1166120.

304. Wang, Cindy Shin-Huei; Hafner, Christian. A simple solution of the spurious regression problem. In: Studies in Nonlinear Dynamics & Econometrics, Vol. 22, no. 3, p. 1-14 (2018). doi:10.1515/snde-2015-0040.

305. Scolas, Sylvie; Legrand, Catherine; Oulhaj, Abderrahim; El Ghouch, Anouar. Diagnostic checks in mixture cure models with interval-censoring. In: Statistical Methods in Medical Research, Vol. 27, no. 7, p. 2114-2131 (2018). doi:10.1177/0962280216676502.

306. Daraio, Cinzia; Simar, L茅opold; Wilson, Paul W. Fast and efficient computation of directional distance estimators. In: Annals of Operations Research, Vol. https://doi.org/10.1007/s10479-019-03163-9 (2019). doi:10.1007/s10479-019-03163-9.

307. Faraz, Alireza; Heuchenne, C茅dric; Saniga, Erwin. An exact method for designing Shewhart and S2 control charts to guarantee in-control performance. In: International Journal of Production Research, Vol. 56, no.7, p. 2570-2584 (2018). doi:10.1080/00207543.2017.1384580.

308. de Valk, Cees Fouad; Cai, Juan-Juan. A high quantile estimator based on the log-generalized Weibull tail limit. In: Econometrics and Statistics, Vol. 6, p. 107-128 (2018). doi:10.1016/j.ecosta.2017.03.001.

309. Uyttendaele, Nathan. On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison. In: Computational Statistics, Vol. 33, no. 2, p. 1047-1070 (2018). doi:10.1007/s00180-017-0743-1.

310. Hafner, Christian; Manner, Hans; Simar, L茅opold. The 鈥渨rong skewness鈥� problem in stochastic frontier models: A new approach. In: Econometric Reviews, Vol. 37, no. 4, p. 380-400 (2018). doi:10.1080/07474938.2016.1140284.

311. Roueff, Fran莽ois; von Sachs, Rainer. Time-frequency analysis of locally stationary Hawkes processes. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 25, no. 2, p. 1355-1385 (2019).

312. Davis, Richard A.; Drees, Holger; Segers, Johan; Warcho艂, Micha艂. Inference on the tail process with application to financial time series modelling. In: Journal of Econometrics, Vol. 205, no. 2, p. 508-525 (2018). doi:10.1016/j.jeconom.2018.01.009.

313. Segers, Johan. Comments on 鈥淗uman life is unlimited 鈥� but short鈥� by H. Rootz茅n and D. Zholud. In: Extremes, Vol. 21, no. 3, p. 387鈥�390 (2018). doi:10.1007/s10687-018-0317-9.

314. Hainaut, Donatien; Devolder, Pierre; Pelsser, Antoon. Robust evaluation of SCR for participating life insurances under Solvency II. In: Insurance: Mathematics and Economics, Vol. 79, p. 107-123 (2018). doi:10.1016/j.insmatheco.2017.11.009.

315. Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh. An estimator of the stable tail dependence function based on the empirical beta copula. In: Extremes, Vol. 21, no. 4, p. 581-600 (2018). doi:10.1007/s10687-018-0315-y.

316. Denuit, Michel; Vernic, Raluca. Bivariate Bernoulli Weighted Sums and Distribution of Single-Period Tontine Benefits. In: Methodology and Computing in Applied Probability, Vol. 20, no.4, p. 1403-1416 (2018). doi:10.1007/s11009-018-9625-4.

317. Hainaut, Donatien. A Neural-Network Analyzer for Mortality Forecast. In: ASTIN Bulletin, Vol. 48, no. 2, p. 481-508 (2018). doi:10.1017/asb.2017.45.

318. Devolder, Pierre; Hindriks, Jean. La pension 脿 points : 5 principes pour plus d'茅quit茅 dans les r茅gimes de pension en Belgique. In: Regards Economiques, Vol. 139, p. 1-7 (2018).

319. Denuit, Michel; Legrand, Catherine. Risk classification in life and health insurance: extension to continuous covariates. In: European Actuarial Journal, Vol. 8, no.1, p. 245-255 (2018). doi:10.1007/s13385-018-0171-9.

320. B眉cher, Axel; Segers, Johan. Maximum likelihood estimation for the Fr茅chet distribution based on block maxima extracted from a time series. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 24, no. 2, p. 1427-1462 (2018). doi:10.3150/16-BEJ903.

321. Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, Michel; Hanbali, Hamza. Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation. In: ASTIN Bulletin, Vol. 47, p. 803-836 (2017). doi:10.1017/asb.2017.13.

322. Hainaut, Donatien. Continuous Mixed-Laplace Jump Diffusion Models for Stocks and Commodities. In: Quantitative Finance and Economics, Vol. 1, no. 2, p. 145-173 (2017). doi:10.3934/QFE.2017.2.145.

323. Gbari, Kock Yed Ake Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel. Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death. In: North American Actuarial Journal, Vol. 21, no. 3, p. 397-416 (2017). doi:10.1080/10920277.2017.1301260.

324. Hafner, Christian; Preminger, Arie. On Asymptotic Theory for ARCH (鈭�) Models. In: Journal of Time Series Analysis, Vol. 38, p. 865-879 (2017). doi:10.1111/jtsa.12239.

325. Denuit, Michel; Trufin, Julien. Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development. In: North American Actuarial Journal, Vol. 21, p. 611-619 (2017). doi:10.1080/10920277.2017.1353428.

326. Desmet, Lieven; Venet, David; Doffagne, Erik; Timmermans, Catherine; Legrand, Catherine; Burzykowski, Tomasz; Buyse, Marc. Use of the beta-binomial model for central statistical monitoring of multicenter clinical trials. In: Statistics in Biopharmaceutical Research, Vol. 9, no. 1, p. 1-11 (2017). doi:10.1080/19466315.2016.1164751.

327. Nalpas, Nicolas; Simar, L茅opold; Vanhems, Anne. Portfolio selection in a multi-moment setting: A simple Monte-Carlo-FDH algorithm. In: European Journal of Operational Research, Vol. 263, no.1, p. 308-320 (2017). doi:10.1016/j.ejor.2017.05.024.

328. Portier, Fran莽ois; El Ghouch, Anouar; Van Keilegom, Ingrid. Efficiency and bootstrap in the promotion time cure model. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 23, no.4B, p. 3437-3468 (2017). doi:10.3150/16-BEJ852.

329. Hainaut, Donatien. Contagion modeling between the financial and insurance markets with time changed processes. In: Insurance: Mathematics and Economics, Vol. 74, p. 63-77 (2017). doi:10.1016/j.insmatheco.2017.02.011.

330. Denuit, Michel; Dhaene, Jan; Hanbali, Hamza; Lucas, Nathalie; Trufin, Julien. Updating mechanism for lifelong insurance contracts subject to medical inflation. In: European Actuarial Journal, Vol. 7, no.1, p. 133-163 (2017). doi:10.1007/s13385-016-0142-y.

331. Bertrand, Aur茅lie; Legrand, Catherine; L茅onard, Daniel; Van Keilegom, Ingrid. Robustness of estimation methods in a survival cure model with mismeasured covariates. In: Computational Statistics & Data Analysis, Vol. 113, p. 3-18 (2017). doi:10.1016/j.csda.2016.11.013.

332. Talamakrouni, Majda; El Ghouch, Anouar; Van Keilegom, Ingrid. Parametrically guided local quasi-likelihood with censored data. In: Electronic Journal of Statistics, Vol. 11, no.2, p. 2773-2799 (2017). doi:10.1214/17-EJS1293.

333. Hainaut, Donatien. Clustered L茅vy processes and their financial applications. In: Journal of Computational and Applied Mathematics, Vol. 319, p. 117-140 (2017). doi:10.1016/j.cam.2016.12.040.

334. Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan. Tail mutual exclusivity and Tail-VaR lower bounds. In: Scandinavian Actuarial Journal, Vol. 2017, no.1, p. 88-104 (2017). doi:10.1080/03461238.2015.1084945.

335. L贸pez-Cheda, Ana; Cao, Ricardo; Jacome, Amalia; Van Keilegom, Ingrid. Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models. In: Computational Statistics & Data Analysis, Vol. 105, no.(n/a, Available online 10 August 2016), p. 144-165 (2017). doi:10.1016/j.csda.2016.08.002.

336. Hafner, Christian; Walders, Fabian. Heterogeneous Liquidity Effects in Corporate Bond Spreads. In: The Journal of Fixed Income, Vol. 26, p. 73-91 (2017). doi:10.3905/jfi.2017.26.4.073.

337. Faraz, Alireza; Heuchenne, C茅dric; Saniga, Erwin. The np Chart with Guaranteed In-control Average Run Lengths. In: Quality and Reliability Engineering International, Vol. 33, no.5, p. 1057-1066 (2017). doi:10.1002/qre.2091.

338. Fiecas, Marc; Franke, J眉rgen; von Sachs, Rainer; Tadjuidje, Joseph. Shrinkage Estimation for Multivariate Hidden Markov Mixture Models. In: Journal of the American Statistical Association, Vol. 112, no. 517, p. 424-435 (2017). doi:10.1080/01621459.2016.1148608.

339. Devolder, Pierre; Leb猫gue, Adrien. Iterated VaR or CTE measures: A false good idea?. In: Scandinavian Actuarial Journal, Vol. 2017, no. 4, p. 287-318 (2017). doi:10.1080/03461238.2015.1126343.

340. Denuit, Michel; Mesfioui, Mhamed. Bounds on Kendall鈥檚 tau for zero-inflated continuous variables. In: Statistics & Probability Letters, Vol. 126, p. 173-178 (2017). doi:10.1016/j.spl.2017.03.005.

341. Thiel, Michel; Feraud, Baptiste; Govaerts, Bernadette. ASCA+ and APCA+: Extensions of ASCA and APCA in the analysis of unbalanced multifactorial designs. In: Journal of Chemometrics, Vol. 31, no. 6, p. 13 (2017). doi:10.1002/cem.2895.

342. Marcon, Giulia; Padoan, Simone; Naveau, Philippe; Muliere, Pietro; Segers, Johan. Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials. In: Journal of Statistical Planning and Inference, Vol. 183, no.(Available online 3 November 2016), p. 1-17 (2017). doi:10.1016/j.jspi.2016.10.004.

343. Simar, L茅opold; Van Keilegom, Ingrid; Zelenyuk, Valentin. Nonparametric Least Squares Methods for Stochastic Frontier Models. In: Journal of Productivity Analysis, Vol. 47, no. 3, p. 189-204 (2017). doi:10.1007/s11123-016-0474-2.

344. Daouia, Abdelaati; Simar, L茅opold; Wilson, Paul. Measuring Firm Performance Using Nonparametric Quantile-type Distances. In: Econometric Reviews, Vol. 36, no. 1-3, p. 156-181 (2017). doi:10.1080/07474938.2015.1114289.

345. Schokkaert, Erik; Devolder, Pierre; Hindriks, Jean; Vandenbroucke, Frank. Naar een nieuw sociaal contract - Het pensioen of punten. In: Leuvense Economische Standpunten, Vol. 162 (2017).

346. Hambuckers, Julien; Heuchenne, C茅dric. A robust statistical approach to select adequate error distributions for financial returns. In: Journal of Applied Statistics, Vol. 44, no. 1, p. 137-161 (2017). doi:10.1080/02664763.2016.1165803.

347. Hafner, Christian; Lauwers, Alexandre. An augmented Taylor rule for the Federal Reserve's response to asset prices. In: International Journal of Computational Economics and Econometrics, Vol. 7, no. 1/2, p. 115-151 (2017). doi:10.1504/IJCEE.2017.10000628.

348. Henderson, Daniel; Simar, L茅opold; Wang, Le. The Three Is of Public Schools: Irrelevant Inputs, Insufficient Resources and Inefficiency. In: Applied Economics, Vol. 49, no. 12, p. 1164-1184 (2017). doi:10.1080/00036846.2016.1213363.

349. Colling, Benjamin; Van Keilegom, Ingrid. Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. In: Journal of Multivariate Analysis, Vol. 160, p. 10-30 (2017). doi:10.1016/j.jmva.2017.05.006.

350. Devolder, Pierre; de Valeriola, S茅bastien. Minimum Protection in DC Funding Pension Plans and Margrabe Options. In: Risks, Vol. 5, no. 5, p. 1-14 (2017). doi:10.3390/risks5010005.

351. Segers, Johan; Zhao, Yuwei; Meinguet, Thomas. Polar decomposition of regularly varying time series in star-shaped metric spaces. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 20, no. 3, p. 539-566 (2017). doi:10.1007/s10687-017-0287-3.

352. Mazo, Gildas. A Semiparametric and Location-Shift Copula-Based Mixture Model. In: Journal of Classification, Vol. 34, no. 3, p. 444-464 (2017). doi:10.1007/s00357-017-9243-9.

353. De Backer, Micka毛l; El Ghouch, Anouar; Van Keilegom, Ingrid. Semiparametric copula quantile regression for complete or censored data. In: Electronic Journal of Statistics, Vol. 11, no.1, p. 1660-1698 (2017). doi:10.1214/17-EJS1273.

354. Pircalabelu, Eugen; Claeskens, Gerda; Gijbels, Ir猫ne. Copula directed acyclic graphs. In: Statistics and Computing, Vol. 27, no. 1, p. 55-78 (2015). doi:10.1007/s11222-015-9599-9.

355. Steland, Ansgar; von Sachs, Rainer. Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 23, no. 4A, p. 2299-2329 (2017). doi:10.3150/16-BEJ811.

356. Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu. The empirical beta copula. In: Journal of Multivariate Analysis, Vol. 155, no.(n/a, Available online 1 December 2016), p. 35-51 (2017). doi:10.1016/j.jmva.2016.11.010.

357. Heuchenne, C茅dric; Laurent, G茅raldine. Parametric conditional variance estimation in location-scale models with censored data. In: Electronic Journal of Statistics, Vol. 11, no.1, p. 148-176 (2017). doi:10.1214/16-EJS1139.

358. Bertrand, Aur茅lie; Legrand, Catherine; Carroll, Raymond J.; de Meester de Ravenstein, Christophe; Van Keilegom, Ingrid. Inference in a survival cure model with mismeasured covariates using a simulation-extrapolation approach. In: Biometrika, Vol. 104, no. 1, p. 31-50 (2017). doi:10.1093/biomet/asw054.

359. Park, Byeong U.; Simar, L茅opold; Zelenyuk, Valentin. Nonparametric estimation of dynamic discrete choice models for time series data. In: Computational Statistics & Data Analysis, Vol. 108, p. 97-120 (2017). doi:10.1016/j.csda.2016.10.024.

360. Sabourin, Anne; Segers, Johan. Marginal standardization of upper semicontinuous processes with application to max-stable processes. In: Journal of Applied Probability, Vol. 54, no. 3, p. 773-796 (2017). doi:10.1017/jpr.2017.34.

361. Denuit, Michel; Mesfioui, Mhamed. Preserving the Rothschild鈥揝tiglitz type increase in risk with background risk: A characterization. In: Insurance: Mathematics and Economics, Vol. 72, p. 1-5 (2017). doi:10.1016/j.insmatheco.2016.10.012 (Accept茅/Sous presse).

362. Escanciano, Juan Carlos; Pardo-Fern谩ndez, Juan Carlos; Van Keilegom, Ingrid. Semiparametric Estimation of Risk-return Relationships. In: Journal of Business and Economic Statistics, Vol. 35, no. 1, p. 40-52 (2017). doi:10.1080/07350015.2015.1052879.

363. Hafner, Christian; Linton, Oliver. An Almost Closed Form Estimator For The EGARCH Model. In: Econometric Theory, Vol. 33, no. 4, p. 1013-1038 (2017). doi:10.1017/S0266466616000256.

364. B眉cher, Axel; Segers, Johan. On the maximum likelihood estimator for the Generalized Extreme-Value distribution. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 20, p. 839-872 (2017). doi:10.1007/s10687-017-0292-6.

365. Hafner, Christian; Laurent, Sebastien; Violante, Francesco. Weak Diffusion Limits of Dynamic Conditional Correlation Models. In: Econometric Theory, Vol. 33, p. 691-716 (2017). doi:10.1017/S0266466616000128.

366. Pircalabelu, Eugen; Claeskens, Gerda. Focused model selection for social networks. In: Social Networks, Vol. 46, p. 76-86 (2016). doi:10.1016/j.socnet.2016.03.002.

367. Breunig, Christoph; Johannes, Jan. Adaptive estimation of functionals in nonparametric instrumental regression. In: Econometric Theory, Vol. 32, no. 3, p. 612-654 (2016). doi:10.1017/S0266466614000966.

368. Simar, L茅opold; Vanhems, Anne; Van Keilegom, Ingrid. Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. In: Journal of Econometrics, Vol. 190, p. 360-373 (2016). doi:10.1016/j.jeconom.2015.06.015.

369. Denuit, Michel; Eeckhoudt, Louis. Risk aversion, prudence, and asset allocation : a review and some new developments. In: Theory and Decision : an international journal for multidisciplinary advances in decision sciences, Vol. 80, no. 2, p. 227-243 (2016). doi:10.1007/s11238-015-9503-2.

370. Hambuckers, J.; Heuchenne, C茅dric. Estimating the out-of-sample predictive ability of trading rules: a robust bootstrap approach. In: Journal of Forecasting, Vol. 35, no. 4, p. 347-372 (2016). doi:10.1002/for.2380.

371. Gonzales-Manteiga, Wenceslao; Martinez-Miranda, Maria Dolores; Van Keilegom, Ingrid. Goodness-of-fit test in parametric mixed effects models based on estimation of the error distribution. In: Biometrika, Vol. 103, no. 1, p. 133-146 (2016). doi:10.1093/biomet/asv061.

372. Daraio, Cinzia; Simar, L茅opold. Efficiency and benchmarking with directional distances: a data-driven approach. In: The journal of the Operational Research Society, Vol. 67, p. 928-944 (2016). doi:10.1057/jors.2015.111.

373. Bremhorst, Vincent; Kreyenfeld, Michaela; Lambert, Philippe. Fertility progression in Germany: An analysis using flexible nonparametric cure survival models. In: Demographic Research, Vol. 35, p. 505-534 (2016). doi:10.4054/DemRes.2016.35.18.

374. Jaspers, Stijn; Lambert, Philippe; Aerts, Marc. A Bayesian approach to the semiparametric estimation of a minimum inhibitory concentration distribution. In: Annals of Applied Statistics, Vol. 10, no.2, p. 906-924 (2016). doi:10.1214/16-AOAS918.

375. Tromme, Isabelle; Legrand, Catherine; Devleesschauwer, Brecht; Leiter, Ulrike; Suciu, Stefan; Eggermont, Alexander; Sacr茅, Laurine; Baurain, Jean-Fran莽ois; Thomas, Luc; Beutels, Philippe; Speybroeck, Niko. Cost-effectiveness analysis in melanoma detection: A transition model applied to dermoscopy. In: European Journal of Cancer, Vol. 67, p. 38-45 (2016). doi:10.1016/j.ejca.2016.07.020.

376. Alonso-Garc铆a, Jennifer; Devolder, Pierre. Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. In: Insurance: Mathematics and Economics, Vol. 70, p. 224-236 (2016). doi:10.1016/j.insmatheco.2016.06.011.

377. Schinzinger, Edo; Denuit, Michel; Christiansen, Marcus. A multivariate evolutionary credibility model for mortality improvement rates. In: Insurance: Mathematics and Economics, Vol. 69, p. 70-81 (2016). doi:10.1016/j.insmatheco.2016.04.004.

378. Seif, Asghar; Faraz, Alireza; Heuchenne, C茅dric; Saniga, Erwin. A Statistically adaptive sampling policy to the Hotelling's T^{2} Control Chart: Markov Chain Approach. In: Communications in Statistics: Theory and Methods, Vol. 45, no. 13, p. 3919-3929 (2016). doi:10.1080/03610926.2014.911910.

379. Frasso, Gianluca; Lambert, Philippe. Bayesian inference in an extended SEIR model with nonparametric disease transmission rate: an application to the Ebola epidemic in Sierra Leone. In: Biostatistics, Vol. 17, no.4, p. 779-792 (2016). doi:10.1093/biostatistics/kxw027.

380. Cazals, Catherine; F猫ve, Fr茅d茅rique; Florens, Jean-Pierre; Simar, L茅opold. Non Parametric Instrumental Variables Estimation for Efficiency Frontier. In: Journal of Econometrics, Vol. 190, p. 349-359 (2016). doi:10.1016/j.jeconom.2015.06.010.

381. Denuit, Michel; Eeckhoudt, Louis; Liu, Liqun; Meyer, Jack. Tradeoffs for Downside Risk-Averse Decision-Makers and the Self-Protection Decision. In: The Geneva Risk and Insurance Review, Vol. 41, no.1, p. 19-47 (2016). doi:10.1057/grir.2015.3.

382. Kneip, Alois; Simar, L茅opold; Wilson, Paul. Testing Hypotheses in Nonparametric Models of Production. In: Journal of Business and Economic Statistics, Vol. 34, no. 3, p. 435-456 (2016). doi:10.1080/07350015.2015.1049747.

383. Mouchart, Michel; Orsi, Renzo. Building a Structural Model: Parameterization and Structurality. In: Econometrics, Vol. 4, no.2, p. 23 (2016). doi:10.3390/econometrics4020023.

384. Einmahl, John; Kiriliouk, Anna; Krajina, Andrea; Segers, Johan. An M-estimator of spatial tail dependence. In: Journal of the Royal Statistical Society. Series B, Statistical methodology, Vol. 78, no. 1, p. 275-298 (2016).

385. Garcia Portugues, Eduardo; Van Keilegom, Ingrid; Crujeiras and, Rosa M.; Gonzalez-Manteiga, Wenceslao. Testing parametric models in linear-directional regression. In: Scandinavian Journal of Statistics : theory and applications, Vol. 43, no.4, p. 1178-1191 (2016). doi:10.1111/sjos.12236.

386. Francq, Bernard G.; Govaerts, Bernadette. How to regress and predict in a Bland-Altman plot? Review and contribution based on tolerance intervals and correlated-errors-in-variables models. In: Statistics in Medicine, Vol. 35, no. 14, p. 2328-2358 (2016). doi:10.1002/sim.6872.

387. Chau, Van Vinh; von Sachs, Rainer. Functional mixed effects wavelet estimation for spectra of replicated time series. In: Electronic Journal of Statistics, Vol. 10, no.2, p. 2461-2510 (2016). doi:10.1214/16-EJS1181.

388. Denuit, Michel; Mesfioui, Mhamed. Multivariate Higher-Degree Stochastic Increasing Convexity. In: Journal of Theoretical Probability, Vol. 29, no.4, p. 1599-1623 (2016). doi:10.1007/s10959-015-0628-6.

389. Tromme, Isabelle; Legrand, Catherine; Devleesschauwer, Brecht; Leiter, Ulrike; Suciu, Stefan; Eggermont, Alexander; Francart, Julie; Calay, Frederic; Haagsma, Juanita A.; Baurain, Jean-Fran莽ois; Thomas, Luc; Beutels, Philippe; Speybroeck, Niko. Melanoma burden by melanoma stage: Assessment through a disease transition model. In: European Journal of Cancer, Vol. 53, p. 33-41 (2016). doi:10.1016/j.ejca.2015.09.016.

390. Frasso, Gianluca; Jaeger, Jonathan; Lambert, Philippe. Parameter estimation and inference in dynamic systems described by linear partial differential equations. In: A St A - Advances in Statistical Analysis, Vol. 100, no. 3, p. 259-287 (2016). doi:10.1007/s10182-015-0257-5.

391. Cadena, Meitner; Denuit, Michel. Semi-parametric accelerated hazard relational models with applications to mortality projections. In: Insurance: Mathematics and Economics, Vol. 68, no. May 2016, p. 1-16 (2016). doi:10.1016/j.insmatheco.2016.02.003.

392. Daouia, Abdelaati; Noh, Hohsuk; Park, Byeong U. Data envelope fitting with constrained polynomial splines. In: Journal of the Royal Statistical Society. Series B, Statistical methodology, Vol. 78, no.1, p. 3-30 (2016).

393. Cetiny眉rek, Aysun; Lambert, Philippe. Semi-parametric frailty model for clustered interval-censored data. In: Statistical Modelling : an international journal, Vol. 16, no.5, p. 360-391 (2016). doi:10.1177/1471082X16655631.

394. Breitung, J枚rg; Hafner, Christian. A simple model for now-casting volatility series. In: International Journal of Forecasting, Vol. 32, no.4, p. 1247-1255 (2016). doi:10.1016/j.ijforecast.2016.04.007.

395. Roueff, Fran莽ois; von Sachs, Rainer; Sansonnet, Laure. Locally stationary Hawkes processes. In: Stochastic Processes and Their Applications, Vol. 126, no. 6, p. 1710-1743 (2016). doi:10.1016/j.spa.2015.12.003.

396. Bremhorst, Vincent; Lambert, Philippe. Flexible estimation in cure survival models using Bayesian P-splines. In: Computational Statistics & Data Analysis, Vol. 93, p. 270-284 (2016). doi:10.1016/j.csda.2014.05.009.

397. Gbari, Kock Yed Ake Samuel; Denuit, Michel. Stochastic approximations in CBD mortality projection models. In: Journal of Computational and Applied Mathematics, Vol. 296, p. 102-115 (2016). doi:10.1016/j.cam.2015.09.020.

398. Pereira, Beno卯t; Vandeuren, Aubry; Govaerts, Bernadette; Sonnet, Philippe. Assessing dataset equivalence and leveling data in geochemical mapping. In: Journal of Geochemical Exploration, Vol. 168, no. 168, p. 36-48 (2016). doi:10.1016/j.gexplo.2016.05.012.

399. Denuit, Michel; Trufin, Julien. From regulatory life tables to stochastic mortality projections: The exponential decline model. In: Insurance: Mathematics and Economics, Vol. 71, p. 295-303 (2016). doi:10.1016/j.insmatheco.2016.09.015.

400. Timmermans, Catherine; Doffagne, Erik; Venet, David; Desmet, Lieven; Legrand, Catherine; Burzykowski, Tomasz; Buyse, Marc. Statistical monitoring of data quality and consistency in the Stomach Cancer Adjuvant Multi-institutional Trial Group Trial. In: Gastric Cancer, Vol. 19, no. 1, p. 24-30 (2016). doi:10.1007/s10120-015-0533-9.

401. Hafner, Christian; Premiger, Arie. The effect of additive outliers on a fractional unit root test. In: A St A - Advances in Statistical Analysis, Vol. 100, no. 4, p. 401-420 (2016). doi:10.1007/s10182-015-0265-5.

402. Frasso, Gianluca; Jaeger, Jonathan; Lambert, Philippe. Inference in dynamic systems using B-splines and quasilinearized ODE penalties. In: Biometrical Journal : journal of mathematical methods in biosciences, Vol. 58, no. 3, p. 691-714 (2016). doi:10.1002/bimj.201500082.

403. Faraz, Alireza; Chalaki, Kamyar; Saniga, Erwin; Heuchenne, C茅dric. The Robust Economic Statistical Design of the Hotelling鈥檚 T^2 Chart. In: Communications in Statistics: Theory and Methods, Vol. 45, no. 23, p. 6989-7001 (2016). doi:10.1080/03610926.2014.972574 (Accept茅/Sous presse).

404. Li, Degui; Simar, L茅opold; Zelenyuk, Valentin. Generalized nonparametric smoothing with mixed discrete and continuous data. In: Computational Statistics & Data Analysis, Vol. 100, p. 422-444 (2016). doi:10.1016/j.csda.2014.06.003.

405. Timmermans, Catherine; Venet, David; Burzykowski, Tomasz. Data-driven risk identification in phase III clinical trials using central statistical monitoring. In: International Journal of Clinical Oncology, Vol. 21, p. 38-45 (2016). doi:10.1007/s10147-015-0877-5.

406. Scolas, Sylvie; El Ghouch, Anouar; Legrand, Catherine; Oulhaj, Abderrahim. Variable selection in a flexible parametric mixture cure model with interval-censored data. In: Statistics in Medicine, Vol. 35, no.7, p. 1210-1225 (2016). doi:10.1002/sim.6767.

407. Mouchart, Michel; Wunsch, Guillaume; Russo, Federica. Controlling Variables in Social Systems - A Structural Modelling Approach. In: Bulletin de m茅thodologie sociologique, Vol. 132, p. 5-25 (2016). doi:10.1177/0759106316662811.

408. Fryzlewicz, Piotr; Timmermans, Catherine. SHAH: SHape-Adaptive Haar wavelets for image processing. In: Journal of Computational and Graphical Statistics, Vol. 25, no. 3, p. 879-898 (2016). doi:10.1080/10618600.2015.1048345.

409. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J. Mixed scale joint graphical lasso. In: Biostatistics, Vol. 17, no.4, p. 793-806 (2016). doi:10.1093/biostatistics/kxw025.

410. Rotolo, Federico; Rondeau, Virginie; Legrand, Catherine. Incorporation of nested frailties into semiparametric multi-state models. In: Statistics in Medicine, Vol. 35, no.4, p. 609-621 (2016). doi:10.1002/sim.6734.

411. Hainaut, Donatien. Impact of volatility clustering on equity indexed annuities. In: Insurance: Mathematics and Economics, Vol. 71, no.0, p. 367-381 (2016). doi:10.1016/j.insmatheco.2016.10.009.

412. Colling, Benjamin; Van Keilegom, Ingrid. Goodness-of-fit tests in semiparametric transformation models. In: Test, Vol. 25, p. 297-308 (2016). doi:10.1007/s11749-015-0448-0.

413. Talamakrouni, Majda; Van Keilegom, Ingrid; El Ghouch, Anouar. Parametrically guided nonparametric density and hazard estimation with censored data. In: Computational Statistics & Data Analysis, Vol. 93, p. 308-323 (2016). doi:10.1016/j.csda.2015.01.009.

414. Drees, Holger; Segers, Johan; Warchol, Michal. Statistics for Tail Processes of Markov Chains. In: Extremes : statistical theory and applications in science, engineering and economics, Vol. 18, no. 3, p. 369-402 (2015). doi:10.1007/s10687-015-0217-1.

415. Boscolo, Elisa; Limaye, Nisha; Huang, Lan; Kang, Kyu-Tae; Soblet, Julie; Uebelhoer, M茅lanie; Mendola, Antonella; Natynki, Marjut; Seront, Emmanuel; Dupont, Sophie; Hammer, Jennifer; Legrand, Catherine; Brugnara, Carlo; Eklund, Lauri; Vikkula, Miikka; Bischoff, Joyce; Boon, Laurence M. Rapamycin improves TIE2-mutated venous malformation in murine model and human subjects. In: Journal of Clinical Investigation, Vol. 125, no. 9, p. 3491-3504 (2015). doi:10.1172/JCI76004.

416. Denuit, Michel; Kiriliouk, Anna; Segers, Johan. Max-factor individual risk models with application to credit portfolios. In: Insurance: Mathematics and Economics, Vol. 62, p. 162-172 (2015). doi:10.1016/j.insmatheco.2015.03.006.

417. Mesfioui, Mhamed; Denuit, Michel. Comonotonicity, orthant convex order and sums of random variables. In: Statistics & Probability Letters, Vol. 96, p. 356-364 (2015). doi:10.1016/j.spl.2014.10.004.

418. Noh, Hohsuk; El Ghouch, Anouar; Van Keilegom, Ingrid. Semiparametric Conditional Quantile Estimation Through Copula-Based Multivariate Models. In: Journal of Business and Economic Statistics, Vol. 33, no.2, p. 167-178 (2015). doi:10.1080/07350015.2014.926171.

419. Segers, Johan. Hybrid copula estimators. In: Journal of Statistical Planning and Inference, Vol. 160, p. 23-34 (2015). doi:10.1016/j.jspi.2014.11.006.

420. Hob忙k Haff, Ingrid; Segers, Johan. Nonparametric estimation of pair-copula constructions with the empirical pair-copula. In: Computational Statistics & Data Analysis, Vol. 84, p. 1-13 (2015). doi:10.1016/j.csda.2014.10.020.

421. Pardo-Fern谩ndez, Juan Carlos; Jim茅nez-Gamero, Mar铆a Dolores; El Ghouch, Anouar. Tests for the equality of conditional variance functions in nonparametric regression. In: Electronic Journal of Statistics, Vol. 9, no.2, p. 1826-1851 (2015). doi:10.1214/15-EJS1058.

422. Colling, Benjamin; Heuchenne, C茅dric; Samb, Rawane; Van Keilegom, Ingrid. Estimation of the Error Density in a Semiparametric Transformation Model. In: Annals of the Institute of Statistical Mathematics, Vol. 67, p. 1-18 (2015). doi:10.1007/s10463-013-0441-x.

423. Denuit, Michel; Huang, Rachel; Tzeng, Larry. Almost expectation and excess dependence notions. In: Theory and Decision : an international journal for multidisciplinary advances in decision sciences, Vol. 79, no. 3, p. 375-401 (2015). doi:10.1007/s11238-014-9476-6.

424. Pircalabelu, Eugen; Claeskens, Gerda; Jahfari, Sara; Waldorp, Lourens J. A focused information criterion for graphical models in fMRI connectivity with high-dimensional data. In: The Annals of Applied Statistics, Vol. 9, no.4, p. 2179-2214 (2015). doi:10.1214/15-aoas882.

425. Faraz, Alireza; Woodall, William H.; Heuchenne, C茅dric. Guaranteed conditional performance of the S^2 control chart with estimated parameters. In: International Journal of Production Research, Vol. 53, no.14, p. 4405-4413 (2015). doi:10.1080/00207543.2015.1008112.

426. Feraud, Baptiste; Govaerts, Bernadette; Verleysen, Michel; de Tullio, Pascal. Statistical treatment of 2D NMR COSY spectra in metabolomics: data preparation, clustering-based evaluation of the Metabolomic Informative Content and comparison with 1H-NMR. In: Metabolomics, Vol. 11, no. 6, p. 1756-1768 (2015). doi:10.1007/s11306-015-0830-7.

427. Denuit, Michel. M茅canisme de conversion de l'usufruit: le point de vue d'un actuaire. In: Revue du Notariat Belge, Vol. 3097, p. 368-374 (2015).

428. Denuit, Michel; Trufin, Julien. Model points and Tail-VaR in life insurance. In: Insurance: Mathematics and Economics, Vol. 64, p. 268-272 (2015). doi:10.1016/j.insmatheco.2015.06.002.

429. Heuchenne, C茅dric; Samb, Rawane; Van Keilegom, Ingrid. Estimating the error distribution in semiparametric transformation models. In: Electronic Journal of Statistics, Vol. 9, no.2, p. 2391-2419 (2015). doi:10.1214/15-EJS1057.

430. Faraz, Alireza; Saniga, Erwin; Heuchenne, C茅dric. Shewhart Control Charts for Monitoring Reliability with Weibull Lifetimes. In: Quality and Reliability Engineering International, Vol. 31, no. 8, p. 1565-1575 (2015). doi:10.1002/qre.1692.

431. Denuit, Michel; Trufin, Julien. Des cadences collectives de r猫glement au provisionnement individuel. In: L'Actuariel, Vol. 18, p. 42-44 (2015).

432. Devolder, Pierre; Melis, Roberta. Optimal mix between pay as you go and funding for pension liabilities in a stochastic framework. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 45, no.3, p. 551-575 (2015). doi:10.1017/asb.2015.14.

433. Denuit, Michel; Haberman, Steven; Renshaw, Arthur E. Longevity-contingent deferred life annuities. In: Journal of Pension Economics and Finance, Vol. 14, no.03, p. 315-327 (2015). doi:10.1017/S147474721400050X.

434. Dhaene, Jan; Stassen, Ben; Devolder, Pierre; Vellekoop, Michel. The minimal entropy martingale measure in a market of traded financial and actuarial risks. In: Journal of Computational and Applied Mathematics, Vol. 282, p. 111-133 (2015). doi:10.1016/j.cam.2014.12.004.

435. Talamakrouni, Majda; El Ghouch, Anouar; Van Keilegom, Ingrid. Guided Censored Regression. In: Scandinavian Journal of Statistics : theory and applications, Vol. 42, p. 214-233 (2015). doi:10.1111/sjos.12103.

436. Pardo-Fern谩ndez, Juan Carlos; Jim茅nez-Gamero, Mar铆a Dolores; El Ghouch, Anouar. A Non-parametric ANOVA-type Test for Regression Curves Based on Characteristic Functions. In: Scandinavian Journal of Statistics : theory and applications, Vol. 42, no. 1, p. 197-213 (2015). doi:10.1111/sjos.12102.

437. Gillet, Philippe; Rapaille, A.; Beno卯t, Anne; Ceinos, Manon; Bertrand, O.; de Bouyalsky, I.; Govaerts, Bernadette; Lambermont, M. First-time whole blood donation: A critical step for donor safety and retention on first three donations. In: Transfusion Clinique et Biologique, Vol. 22, no.5-6, p. 312-317 (2015). doi:10.1016/j.tracli.2015.09.002.

438. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J. A focused information criterion for graphical models. In: Statistics and Computing, Vol. 25, no. 6, p. 1071-1092 (2015). doi:10.1007/s11222-014-9504-y.

439. Charpentier, Arthur; Denuit, Michel; Elie, Romuald. Segmentation et mutualisation, les deux faces d'une m锚me pi猫ce?. In: Risques, Vol. 103, p. 57-61 (2015).

Conference Papers

1. Kaczynska, Sara; Marion, Rebecca; von Sachs, Rainer. Comparison of Cluster Validity Indices and Decision Rules for Different Degrees of Cluster Separation. Discussion Paper 2020/09.

2. Haine, Thomas; Segers, Johan; Flandre, Denis; Bol, David. Gradient Importance Sampling: an Efficient Statistical Extraction methodology of High-Sigma SRAM Dynamic Characteristics. In: 2018 Design, Automation Test in Europe Conference Exhibition (PROCEEDINGS), 2018, 195-200 xxx. doi:10.23919/DATE.2018.8342002.

Book Chapters

1. Simar, L茅opold; Wilson, Paul W.. Inference in Dynamic, Nonparametric Models of Production for General Technologies. In: Advances in the Theory and Applications of Performance Measurement and Management (Lecture Notes in Operations Research; xxx), Springer, 2024, p. 9-20. 978-3-031-61596-2; 978-3-031-61599-3. xxx xxx. doi:10.1007/978-3-031-61597-9.

2. Lhaut, St茅phane; Segers, Johan. An asymptotic expansion of the empirical angular measure for bivariate extremal dependence. In: Recent Advances in Econometrics and Statistics , Springer, 2024, p. 187-208. 978-3-031-61855-0. xxx xxx. doi:10.1007/978-3-031-61853-6_10.

3. Leluc, R茅mi; Portier, Fran莽ois; Segers, Johan; Zhuman, Aigerim. A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. In: Advances in Neural Information Processing Systems 35 (36th Conference on Neural Information Processing Systems - NeurIPS 2022) , NeurIPS, 2023, p. 11842-11853. 9781713871088. xxx xxx.

4. O鈥橪oughlin, Caitlin; Simar, L茅opold; Wilson, Paul W.. Methodologies for assessing government efficiency. In: Handbook on Public Sector Efficiency , E. Elgar, 2023, p. 72-101 (chap. 4). 9781839109157. xxx xxx. doi:10.4337/9781839109164.00010.

5. B眉cher, Axel; El Ghouch, Anouar; Van Keilegom, Ingrid. Single-Index Quantile Regression Models for Censored Data. In: Advances in Contemporary Statistics and Econometrics , Springer, 2021, p. 177-196. 978-3-030-73248-6. xxx xxx. doi:10.1007/978-3-030-73249-3_10.

6. Jacquemain, Alexandre; Heuchenne, C茅dric; Pircalabelu, Eugen. A lasso-type estimation for the Lorenz regression. In: Proceedings of the 22nd European Young Statistician Meeting , Panteion University of Social and Political Sciences: Athens, Greece, 2021, p. 41-45. 978-960-7943-22-4. xxx xxx.

7. Kiriliouk, Anna; Segers, Johan; Tsukahara, Hideatsu. Resampling Procedures with Empirical Beta Copulas. In: Pioneering Works on Extreme Value Theory : SpringerBriefs in Statistics (SpringerBriefs in Statistics; xxx), Springer: (Singapore) Singapore, 2021, p. 27-53. 9789811607677. xxx xxx. doi:10.1007/978-981-16-0768-4_2.

8. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. La mod茅lisation en sciences sociales : incertitudes et d茅fis. In: Mod猫les : pr茅voir, comprendre, expliquer, interpr茅ter, reproduire, trahir (M茅moires; xxx), Acad茅mie Royale de Belgique: Bruxelles, 2020, p. 165-183. 978-2-8031-0718-6. xxx xxx.

9. Mastromarco, Camilla; Simar, L茅opold; Wilson, Paul. Nonparametric Statistical Analysis of Production. In: The Palgrave Handbook of Economic Performance Analysis , Springer International Publishing, 2020, p. 301-381. 978-3-030-23726-4. xxx xxx. doi:10.1007/978-3-030-23727-1.

10. Govaerts, Bernadette; Francq, Bernard G.; Marion, Rebecca; Martin, Manon; Thiel, Michel. The Essentials on Linear Regression, ANOVA, General Linear and Linear Mixed Models for the Chemist. In: Comprehensive Chemometrics, Chemical and Biochemical Data Analysis , Elsevier, 2020, p. 431-463. 9780444641663. xxx xxx. doi:10.1016/b978-0-12-409547-2.14579-2.

11. Denuit, Michel; Lucas, Nathalie; Pitacco, Ermanno. Pricing and Reserving in LTC Insurance. In: Actuarial Aspects of Long Term Care (Springer Actuarial book series (SPACT); xxx), Springer Nature Switzerland AG: (Switzerland) Basel, 2019, p. 129-158. 9783030056599. xxx xxx. doi:10.1007/978-3-030-05660-5_5.

12. Legrand, Catherine; Bertrand, Aur茅lie. Cure models in oncology clinical trials. In: Textbook of Clinical Trials in Oncology : A Statistical Perspective (1st Edition) , Chapman & Hall/CRC Press I Taylor & Francis Group, 2019, 465-492. 9781138083776. xxx xxx.

13. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J.. Top-down joint graphical lasso. In: Proceedings of the 32nd International Workshop on Statistical Modelling , xxx, 2017, p. 47-50. xxx xxx.

14. Kiriliouk, Anna; Segers, Johan; Warchol, Michal. Nonparametric Estimation of Extremal Dependence. In: Extreme Value Modeling and Risk Analysis: Methods and Applications (CRC Press; xxx), Taylor & Francis Group, 2016, p. 353-369. 9781498701297. xxx xxx.

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Working Papers

1. Hainaut, Donatien; Casas, Alex. Option pricing in the Heston model with Physics inspired neural networks. 2024. 18 p. LIDAM Discussion Paper ISBA 2024/02.

2. Denuit, Michel; Ortega Jim茅nez, Patricia; Robert, Christian Y.. Conditional expectations given the sum of independent random variables with regularly varying densities. 2024. 42 p. LIDAM Discussion Paper ISBA 2024/06.

3. Leunga Njike, Charles Guy; Hainaut, Donatien. Affine Heston model style with self-exciting jumps and long memory. 2024. 33 p. LIDAM Discussion Paper ISBA 2024/01.

4. Simar, L茅opold; Zelenyuk, Valentin; Zhao, Shirong. Central Limit Theorems for Directional Distance Functions with and without Undesirable Outputs. 2024. 41 p. LIDAM Discussion Paper ISBA 2024/10.

5. Leluc, R茅mi; Dieuleveut, Aymeric; Portier, Fran莽ois; Segers, Johan; Zhuman, Aigerim. Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates. 2024. 23 p. LIDAM Discussion Paper ISBA 2024/03.

6. Jamotton, Charlotte; Hainaut, Donatien. Latent Dirichlet Allocation for structured insurance data. 2024. 27 p. LIDAM Discussion Paper ISBA 2024/08.

7. Jacquemain, Alexandre; Heuchenne, C茅dric; Pircalabelu, Eugen. A penalised bootstrap estimation procedure for the explained Gini coefficient. 2024. 54 p. LIDAM Discussion Paper ISBA 2024/05.

8. Morsomme, H茅l猫ne; Alonso-Garcia, Jennifer; Devolder, Pierre. Intergenerational risk sharing in pay-as-you-go pension schemes. 2024. 32 p. LIDAM Discussion Paper ISBA 2024/11.

9. Hafner, Christian; Linton, Oliver; Wang, Linqi. The effect of stock splits on liquidity in a dynamic model. 2024. 50 p. LIDAM Discussion Paper ISBA 2024/07.

10. Simar, L茅opold; Wilson, Paul. A Fast Method for Implementing Hypothesis Tests with Multiple Sample Splits in Nonparametric Models of Production. 2024. 78 p. LIDAM Discussion Paper ISBA 2024/12.

11. Motte, Edouard; Hainaut, Donatien. Efficient hedging of life insurance portfolio for loss-averse insurers. 2024. 35 p. LIDAM Discussion Paper ISBA 2024/13.

12. Daraio, Cinzia; Di Leo, Simone; Simar, L茅opold. Conical FDH Estimators of Directional Distances and Luenberger Productivity Indices for General Technologies. 2024. 26 p. LIDAM Discussion Paper 2024/09.

13. Hainaut, Donatien; Devineau, Laurent. Participating life insurances in an equity-Libor Market Model. 2024. 28 p. LIDAM Discussion Paper ISBA 2024/15.

14. Fall, Fran莽ois Seck; Tchakoute Tchuigoua, Hubert; Vanhems, Anne; Simar, L茅opold. A panel analysis of microfinance efficiency measures: Evidence on the effects of unobserved managerial ability. 2024. 22 p. LIDAM Discussion Paper ISBA 2024/20.

15. Bauwens, Luc; Dzuverovic, Emilija; Hafner, Christian. Asymmetric Models for Realized Covariances. 2024. 57 p. LIDAM Discussion Paper CORE; LIDAM Discussion Paper ISBA 2024/24; 2024/22.

16. Arriaza, Antonio; Navarro, Jorge; Ortega Jim茅nez, Patricia. Risk times in mission-oriented systems. 2024. 25 p. LIDAM Discussion Paper ISBA 2024/17.

17. Denuit, Michel; Ortega Jim茅nez, Patricia; Robert, Christian Y.. No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses. 2024. 26 p. LIDAM Discussion Paper ISBA 2024/19.

18. Dupret, Jean-Loup; Hainaut, Donatien. Deep learning for high-dimensional continuous-time stochastic optimal control without explicit solution. 2024. 31 p. LIDAM Discussion Paper ISBA 2024/16.

19. Goes, Julius; Barigou, Karim; Leucht, Anne. Bayesian mortality modelling with pandemics: a vanishing jump approach. 2024. 40 p. LIDAM Discussion Paper ISBA 2024/24.

20. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Health indices for disease incidence risk and duration in the Semi-Markov setting. 2024. 26 p. LIDAM Discussion Paper ISBA 2023/13.

21. Allen, Sam; Koh, Jonathan; Segers, Johan; Ziegel, Johanna. Tail calibration of probabilistic forecasts. 2024. 40 p. LIDAM Discussion Paper ISBA 2024/18.

22. Li, Mengxue; von Sachs, Rainer; Pircalabelu, Eugen. Time-varying degree-corrected stochastic block models. 2024. 44 p. LIDAM Discussion Paper ISBA 2024/14.

23. Hainaut, Donatien; Vrins, Fr茅d茅ric. European option pricing with model constrained Gaussian process regressions. 2024. 27 p. LIDAM Discussion Paper ISBA; LIDAM Discussion Paper LFIN 2024/21; 2024/05.

24. Hainaut, Donatien. American option pricing with model constrained Gaussian process regressions. 2024. 23 p. LIDAM Discussion Paper ISBA 2024/23.

25. Bailly, Gabriel; von Sachs, Rainer. Nonlinear wavelet threshold estimation of time-varying covariance matrices in a log-Euclidean manifold. 2024. LIDAM Discussion Paper ISBA 2024/04.

26. Bri猫re, Marie; Simar, L茅opold; Szafarz, Ariane; Vanhems, Anne. Sensitivity to measurement errors of the distance to the efficient frontier. 2023. 17 p. LIDAM Discussion Paper ISBA 2023/17.

27. Belhouari, Oussama; Deelstra, Griselda; Devolder, Pierre. Hybrid life insurance valuation based on a new standard deviation premium principle in a stochastic interest rate framework. 2023. 30 p. LIDAM Discussion Paper ISBA 2023/23.

28. Hainaut, Donatien. A mutually exciting rough jump diffusion for financial modelling. 2023. 29 p. LIDAM Discussion Paper ISBA 2023/11.

29. Denuit, Michel; Robert, Christian Y.. Conditional mean risk sharing of independent discrete losses in large pools. 2023. 22 p. LIDAM Discussion Paper ISBA 2023/10.

30. Hainaut, Donatien; Chen, Maggie; Scalas, Enrico. The rough Hawkes process. 2023. 25 p. LIDAM Discussion Paper ISBA 2023/07.

31. Simar, L茅opold; Zelenyuk, Valentin; Zhao, Shirong. Statistical Inference for Hicks鈥揗oorsteen Productivity Indices. 2023. 87 p. LIDAM Discussion Paper ISBA 2023/32.

32. Motte, Edouard; Hainaut, Donatien. Partial hedging in rough volatility models. 2023. 39 p. LIDAM Discussion Paper ISBA 2023/26.

33. Dupret, Jean-Loup; Hainaut, Donatien. Optimal liquidation under indirect price impact with propagator. 2023. 36 p. LIDAM Discussion Paper ISBA 2023/12.

34. Dupret, Jean-Loup; Hainaut, Donatien. A fractional Hawkes process for illiquidity modeling. 2023. 40 p. LIDAM Discussion Paper ISBA 2023/01.

35. Simon, Pierre-Alexandre; Trufin, Julien; Denuit, Michel. Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events. 2023. 29 p. LIDAM Discussion Paper ISBA 2023/14.

36. Daraio, Cinzia; Di Leo, Simone; Simar, L茅opold. Efficiency of Italian Municipalities and Waste Regulatory Target. 2023. 25 p. LIDAM Discussion Paper ISBA 2023/18.

37. Jacquemain, Alexandre; Heuchenne, C茅dric. Lorenz Regression: an implementation of the Lorenz and penalized Lorenz regressions in R. 2023. 23 p. LIDAM Discussion Paper ISBA 2023/27.

38. Hafner, Christian; Herwartz, Helmut; Wang, Shu. Causal inference with (partially) independent shocks and structural signals on the global crude oil market. 2023. 48 p. LIDAM Discussion Paper ISBA 2023/04.

39. Mourahib, Anas; Kiriliouk, Anna; Segers, Johan. Multivariate generalized Pareto distributions along extreme directions. 2023. 32 p. LIDAM Discussion Paper ISBA 2023/34.

40. Lambert, Philippe; Kreyenfeld, Michaela. Exogenous time-varying covariates in double additive cure survival model with application to fertility. 2023. 24 p. LIDAM Discussion Paper ISBA 2023/06.

41. Dhaene, Jan; Robert, Christian Y.; Cheung, Ka Chun; Denuit, Michel. An axiomatic theory for comonotonicity-based risk sharing. 2023. 21 p. LIDAM Discussion Paper ISBA 2023/28.

42. Teng, Huei-Wen; H盲rdle, Wolfgang Karl; Hafner, Christian. Mitigating Digital Asset Risks. 2023. 58 p. LIDAM Discussion Paper ISBA 2023/30.

43. Jamotton, Charlotte; Hainaut, Donatien; Hames, Thomas. Insurance analytics with clustering techniques. 2023. 27 p. LIDAM Discussion Paper ISBA 2023/02.

44. Diakite, Keivan; Devolder, Pierre. Automatic Adjustment Mechanisms in Public Pension Schemes to Address Population Ageing and Socioeconomic Disparities in Longevity. 2023. 41 p. LIDAM Discussion Paper ISBA 2023/22.

45. Jamotton, Charlotte; Hainaut, Donatien. Variational autoencoder for synthetic insurance data. 2023. 36 p. LIDAM Discussion Paper ISBA 2023/25.

46. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal. 2023. 28 p. LIDAM Discussion Paper ISBA 2023/35.

47. Hainaut, Donatien; Akbaraly, Adnane. Risk management with Local Least Squares Monte-Carlo. 2023. 34 p. LIDAM Discussion Paper ISBA 2023/03.

48. Chakraborty, Somnath; Lederer, Johannes; von Sachs, Rainer. Estimation of stable parameters for multiple autoregressive processes via convex programming. 2023. 37 p. LIDAM Discussion Paper ISBA 2023/37.

49. Guisset, S茅verine; Salembier, Chlo茅; Van Moeseke, Geoffrey; Wagener, Martin. R茅alisation d鈥檜ne 茅tude pr茅paratoire en vue d鈥檜ne recherche sur la pr茅carit茅茅nerg茅tique et hydrique des femmes en r茅gion Bruxelloise 鈥� Memorandum of understanding. 2023. 18 p. LIDAM Discussion Paper SMCS 2023/01.

50. Denuit, Michel; Dhaene, Jan; Ghossoub, Mario; Robert, Christian Y.. Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance. 2023. 41 p. LIDAM Discussion Paper ISBA 2023/05.

51. Kiriliouk, Anna; Lee, Jeongjin; Segers, Johan. X-Vine Models for Multivariate Extremes. 2023. 43 p. LIDAM Discussion Paper ISBA 2023/38.

52. Leluc, R茅mi; Portier, Fran莽ois; Zhuman, Aigerim; Segers, Johan. Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence. 2023. 33 p. LIDAM Discussion Paper ISBA 2023/19.

53. Simar, L茅opold; Wilson, Paul. Inference in Dynamic, Nonparametric Models of Production for General Technologies. 2023. 12 p. LIDAM Discussion Paper ISBA 2023/31.

54. Hainaut, Donatien. Valuation of guaranteed minimum accumulation benefits (GMAB) with physics inspired neural networks. 2023. 29 p. LIDAM Discussion Paper ISBA 2023/29.

55. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting. 2023. 62 p. LIDAM Discussion Paper ISBA 2023/21.

56. Lhaut, St茅phane; Segers, Johan. An asymptotic expansion of the empirical angular measure for bivariate extremal dependence. 2023. 24 p. LIDAM Discussion Paper ISBA 2023/20.

57. Willame, Gireg; Trufin, Julien; Denuit, Michel. Boosted Poisson regression trees: A guide to the BT package in R. 2023. 26 p. LIDAM Discussion Paper ISBA 2023/08.

58. Al-Hassan, Hassana; Devolder, Pierre; Nayrko, Christiana; Nokoh, K. Sagary. A Simple Two Period Overlapping Generation (OLG) Model For Public Pension Scheme (PAYG). 2023. 25 p. LIDAM Discussion Paper ISBA 2023/33.

59. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Directional false discovery rate control via debiased and distributed procedures in Gaussian graphical models. 2023. 34 p. LIDAM Discussion Paper ISBA 2023/24.

60. Denuit, Michel; Robert, Christian Y.. Endowment contingency funds for mutual aid and public financing. 2023. 50 p. LIDAM Discussion Paper ISBA 2023/09.

61. Delhelle, Morine; Van Keilegom, Ingrid. Copula based dependent censoring in cure models. 2023. 91 p. LIDAM Discussion Paper ISBA 2023/36.

62. Simar, L茅opold; Zelenyuk, Valentin; Zhao, Shirong. Inference for Aggregate Efficiency: Theory and Guidelines for Practitioners. 2023. 92 p. LIDAM Discussion Paper ISBA 2023/16.

63. Simar, L茅opold; Zelenyuk, Valentin; Zhao, Shirong. Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators. 2023. 58 p. LIDAM Discussion Paper ISBA 2023/15.

64. Pircalabelu, Eugen; Bing, Xin. Overlapping clustering of time dependent variables for fMRI data. 2022. 20 p. LIDAM Discussion Paper ISBA 2022/08.

65. Denuit, Michel; Trufin, Julien; Verdebout, Thomas. Boosting on the responses with Tweedie loss functions. 2022. 5 p. LIDAM Discussion Paper ISBA 2022/39.

66. Kreyenfeld, Michaela; Konietzka, Dirk; Lambert, Philippe; Ramos, Vincent Jerald. Second birth fertility in Germany: social class, gender, and the role of economic uncertainty. 2022. 31 p. LIDAM Discussion Paper ISBA 2022/23.

67. Hainaut, Donatien. A calendar year mortality model in continuous time. 2022. 28 p. LIDAM Discussion Paper ISBA 2022/19.

68. Asenova, Stefka; Segers, Johan. Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. 2022. 36 p. LIDAM Discussion Paper ISBA 2022/31.

69. Segers, Johan. Graphical and uniform consistency of estimated optimal transport plans. 2022. 27 p. LIDAM Discussion Paper ISBA 2022/22.

70. Hafner, Christian; Herwartz, Helmut. Asymmetric volatility impulse response functions. 2022. 16 p. LIDAM Discussion Paper ISBA 2022/37.

71. Denuit, Michel; Trufin, Julien. Model selection with Pearson鈥檚 correlation, concentration and Lorenz curves under autocalibration. 2022. 8 p. LIDAM Discussion Paper ISBA 2022/33.

72. Ketelbuters, John John; Hainaut, Donatien. Option pricing and hedging in illiquid markets in presence of jump clustering. 2022. 56 p. LIDAM Discussion Paper ISBA 2022/25.

73. Mastromarco, Camilla; Simar, L茅opold; Van Keilegom, Ingrid. Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach. 2022. 42 p. LIDAM Discussion Paper ISBA 2022/35.

74. Hentschel, Manuel; Engelke, Sebastian; Segers, Johan. Statistical Inference for H眉sler鈥揜eiss Graphical Models Through Matrix Completions. 2022. 65 p. LIDAM Discussion Paper ISBA 2022/32.

75. Lambert, Philippe; Gressani, Oswaldo. Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models. 2022. 15 p. LIDAM Discussion Paper ISBA 2022/30.

76. Hainaut, Donatien. Pricing of spread and exchange options in a rough jump-diffusion market. 2022. 32 p. LIDAM Discussion Paper ISBA 2022/12.

77. Lanotte, Myriam; Devolder, Pierre. Communication relative aux pensions : digitalisation et d茅fis pour l'avenir. 2022. 27 p. LIDAM Discussion Paper ISBA 2022/15.

78. Pircalabelu, Eugen. WB-graphs: a within versus between group similarity interplay. 2022. 17 p. LIDAM Discussion Paper ISBA 2022/07.

79. Denuit, Michel; Trufin, Julien. Autocalibration by balance correction in nonlife insurance pricing. 2022. 17 p. LIDAM Discussion Paper ISBA 2022/41.

80. Leluc, R茅mi; Portier, Fran莽ois; Segers, Johan; Zhuman, Aigerim. A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. 2022. 23 p. LIDAM Discussion Paper ISBA 2022/18.

81. Asenova, Stefka; Segers, Johan. Extremes of Markov random fields on block graphs. 2022. 27 p. LIDAM Discussion Paper ISBA 2022/13.

82. Fall, Fran莽ois Seck; Tchakoute Tchuigoua, Hubert; Vanhems, Anne; Simar, L茅opold. Investigating the unobserved heterogeneity effect on microfinance social efficiency. 2022. 28 p. LIDAM Discussion Paper ISBA 2022/10.

83. F猫ve, Fr茅d茅rique; Florens, Jean-Pierre; Simar, L茅opold. Proportional Incremental Cost Probability Functions and their Frontiers. 2022. 35 p. LIDAM Discussion Paper ISBA 2022/16.

84. Dupret, Jean-Loup; Hainaut, Donatien. A subdiffusive stochastic volatility jump model. 2022. 35 p. LIDAM Discussion Paper ISBA 2022/01.

85. Ketelbuters, John John; Hainaut, Donatien. A recursive method for computing moments of Hawkes intensities: application to the potential approach of credit risk. 2022. 21 p. LIDAM Discussion Paper ISBA 2022/26.

86. Hainaut, Donatien. Multivariate rough claim processes: properties and estimation. 2022. 27 p. LIDAM Discussion Paper ISBA 2022/02.

87. Pham, Manh D.; Simar, L茅opold; Zelenyuk, Valentin. Statistical Inference for Aggregation of Malmquist Productivity Indices. 2022. 58 p. LIDAM Discussion Paper ISBA 2022/05.

88. Simar, L茅opold; Wilson, Paul. Modern Tools for Evaluating the Performance of Health-Care Providers. 2022. 59 p. LIDAM Discussion Paper ISBA 2022/06.

89. Njike Leunga, Charles Guy; Hainaut, Donatien. Long memory self-exciting jump diffusion for asset prices modeling. 2022. 28 p. LIDAM Discussion Paper ISBA 2022/03.

90. Hu, Shuang; Peng, Zuoxiang; Segers, Johan. Modelling multivariate extreme value distributions via Markov trees. 2022. 37 p. LIDAM Discussion Paper ISBA 2022/21.

91. Lin, Min-Bin; Wang, Bingling; Bocart, Fabian Y.R.P.; Hafner, Christian; H盲rdle, Wolfgang K.. DAI Digital Art Index : a robust price index for heterogeneous digital assets. 2022. 58 p. LIDAM Discussion Paper ISBA 2022/36.

92. Hafner, Christian; Linton, Oliver; Wang, Linqi. Dynamic Autoregressive Liquidity (DArLiQ). 2022. 80 p. LIDAM Discussion Paper ISBA; LIDAM Discussion Paper LFIN 2022/09; 2022/02.

93. Denuit, Michel; Robert, Christian Y.. Allocation of benefits in mutual aid and survivor funds. 2022. 32 p. LIDAM Discussion Paper ISBA 2022/29.

94. Hohage, Thorsten; Mar茅chal, Pierre; Simar, L茅opold; Vanhems, Anne. A mollifier approach to the deconvolution of probability densities. 2022. 38 p. LIDAM Discussion Paper ISBA 2022/11.

95. Oorschot, Jochem; Segers, Johan; Zhou, Chen. Tail inference using extreme U-statistics. 2022. 49 p. LIDAM Discussion Paper ISBA 2022/14.

96. Janssen, Anja; Segers, Johan. Invariance properties of limiting point processes and applications to clusters of extremes. 2022. 13 p. LIDAM Discussion Paper ISBA 2022/20.

97. Simar, L茅opold; Wilson, Paul. Another Look at Productivity Growth in Industrialized Countries. 2022. 36 p. LIDAM Discussion Paper ISBA 2022/28.

98. Kneip, Alois; Simar, L茅opold; Wilson, Paul W.. Conical FDH Estimators of General Technologies, with Applications to Returns to Scale and Malmquist Productivity Indices. 2022. 63 p. LIDAM Discussion Paper ISBA 2022/24.

99. Daraio, Cinzia; Simar, L茅opold. Approximations and Inference for Nonparametric Production Frontiers. 2022. 45 p. LIDAM Discussion Paper ISBA 2022/17.

100. Denuit, Michel; Robert, Christian Y.. Dynamic conditional mean risk sharing in the compound Poisson surplus model. 2022. 19 p. LIDAM Discussion Paper ISBA 2022/34.

101. Rademacher, Daniel; Krebs, Johannes; von Sachs, Rainer. Statistical inference for wavelet curve estimators of symmetric positive definite matrices. 2022. 57 p. LIDAM Discussion Paper ISBA 2022/04.

102. Zeddouk, Fadoua; Devolder, Pierre. Pricing and hedging of longevity basis risk through securitization. 2022. 33 p. LIDAM Discussion Paper ISBA 2022/38.

103. AL-Hassan, Hassana; Devolder, Pierre. Stochastic Modellization of Hybrid Public Pension Plans (PAYG) under Demographic Risks with Application to the Belgian Case. 2022. 34 p. LIDAM Discussion Paper ISBA 2022/42.

104. Denuit, Michel; Trufin, Julien. Tweedie dominance for autocalibrated predictors and Laplace transform order. 2022. 8 p. LIDAM Discussion Paper ISBA 2022/40.

105. Xu, Haotian; Wang, Daren; Zhao, Zifeng; Yu, Yi. Change point inference in high-dimensional regression models under temporal dependence. 2022. 107 p. LIDAM Discussion Paper ISBA 2022/27.

106. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Unbalanced distributed estimation and inference for precision matrices. 2021. 20 p. LIDAM Discussion Paper ISBA 2021/31.

107. Parmeter, Christopher F.; Simar, L茅opold; Van Keilegom, Ingrid; Zelenyuk, Valentin. Inference in the Nonparametric Stochastic Frontier Model. 2021. 34 p. LIDAM Discussion Paper ISBA 2021/29.

108. Denuit, Michel; Hieber, Peter; Robert, Christian Y.. Mortality credits within large survivor funds. 2021. 33 p. LIDAM Discussion Paper ISBA 2021/38.

109. Denuit, Michel; Robert, Christian Y.. Risk sharing under the dominant peer-to-peer property and casualty insurance business models. 2021. 28 p. LIDAM Discussion Paper ISBA 2021/01.

110. Nguyen, Bao Hoang; Simar, L茅opold; Zelenyuk, Valentin. Data sharpening for improving CLT approximations for DEA-type efficiency estimators. 2021. 27 p. LIDAM Discussion Paper ISBA 2021/33.

111. Dupret, Jean-Loup; Barbarin, J茅r么me; Hainaut, Donatien. Impact of rough stochastic volatility models on long-term life insurance pricing. 2021. 30 p. LIDAM Discussion Paper ISBA 2021/17.

112. Ketelbuters, John John; Hainaut, Donatien. CDS Pricing with Fractional Hawkes Processes. 2021. 29 p. LIDAM Discussion Paper ISBA 2021/18.

113. Cadena, Meitner; Denuit, Michel. A new measure of mortality differentials based on precedence probability. 2021. 5 p. LIDAM Discussion Paper ISBA 2021/11.

114. Seck, Ndeye Arame; Denuit, Michel. Adaptive splines for continuous features in risk assessment. 2021. 8 p. LIDAM Discussion Paper ISBA 2021/35.

115. Lambert, Philippe. Moment-based density and risk estimation from grouped summary statistics. 2021. 19 p. LIDAM Discussion Paper ISBA 2021/39.

116. O鈥橪oughlin, Caitlin; Simar, L茅opold; Wilson, Paul. Methodologies for assessing government efficiency. 2021. 45 p. LIDAM Discussion Paper ISBA 2021/02.

117. Hanna, Vanessa; Hieber, Peter; Devolder, Pierre. Mixed participating and unit-linked life insurance contracts: design, pricing and optimal strategy. 2021. 29 p. LIDAM Discussion Paper ISBA 2021/10.

118. Denuit, Michel; Charpentier, Arthur; Trufin, Julien. Autocalibration and Tweedie-dominance for insurance pricing with machine learning. 2021. 41 p. LIDAM Discussion Paper ISBA 2021/13.

119. Lhaut, St茅phane; Sabourin, Anne; Segers, Johan. Uniform concentration bounds for frequencies of rare events. 2021. 11 p. LIDAM Discussion Paper ISBA 2021/34.

120. Njike Leunga, Charles Guy; Hainaut, Donatien. Valuation of Annuity Guarantees under a Self-Exciting Switching Jump Model. 2021. 30 p. LIDAM Discussion Paper ISBA 2021/25.

121. Pircalabelu, Eugen; Claeskens, Gerda. Linear manifold modeling and graph estimation based on multivariate functional data with different coarseness scales. 2021. 24 p. LIDAM Discussion Paper ISBA 2021/32.

122. Marion, Rebecca; Lederer, Johannes; Govaerts, Bernadette; von Sachs, Rainer. VC-PCR: A Prediction Method based on Supervised Variable Selection and Clustering. 2021. 37 p. LIDAM Discussion Paper ISBA 2021/40.

123. Ketelbuters, John John; Hainaut, Donatien. Time-Consistent Evaluation of Credit Risk with Contagion. 2021. 22 p. LIDAM Discussion Paper ISBA 2021/04.

124. Hainaut, Donatien; Trufin, Julien; Denuit, Michel. Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link. 2021. 26 p. LIDAM Discussion Paper ISBA 2021/12.

125. Mordant, Gilles; Segers, Johan. Maxima and near-maxima of a Gaussian random assignment field. 2021. 9 p. LIDAM Discussion Paper ISBA 2021/08.

126. Denuit, Michel; Trufin, Julien. Lorenz curve, Gini coefficient, and Tweedie dominance for autocalibrated predictors. 2021. 10 p. LIDAM Discussion Paper ISBA 2021/36.

127. Thiel, Michel; Sauwen, Nicolas; Khamiakova, Tastiana; Maes, Tor; Govaerts, Bernadette. Comparison of chemometrics strategies for the spectroscopic monitoring of active pharmaceutical ingredients in chemical reactions. 2021. 40 p. LIDAM Discussion Paper ISBA 2021/09.

128. Pircalabelu, Eugen. A spline-based time-varying reproduction number for modelling epidemiological outbreaks. 2021. 12 p. LIDAM Discussion Paper ISBA 2021/30.

129. Mordant, Gilles; Segers, Johan. Measuring dependence between random vectors via optimal transport. 2021. 44 p. LIDAM Discussion Paper ISBA 2021/24.

130. Hainaut, Donatien. L茅vy interest rate models with a long memory. 2021. 29 p. LIDAM Discussion Paper ISBA 2021/20.

131. Denuit, Michel; Dhaene, Jan; Robert, Christian Y.. Risk-sharing rules and their properties, with applications to peer-to-peer insurance. 2021. 44 p. LIDAM Discussion Paper ISBA 2021/37.

132. Hainaut, Donatien. Moment generating function of non-Markov self-excited claims processes. 2021. 28 p. LIDAM Discussion Paper ISBA 2021/28.

133. Trufin, Julien; Denuit, Michel. Boosting cost-complexity pruned trees On Tweedie responses: the ABT machine. 2021. 17 p. LIDAM Discussion Paper ISBA 2021/15.

134. Denuit, Michel; Robert, Christian Y.. From risk reduction to risk elimination by conditional mean risk sharing of independent losses. 2021. 19 p. LIDAM Discussion Paper ISBA 2021/22.

135. Denuit, Michel; Trufin, Julien; Verdebout, Thomas. Testing for more positive expectation dependence with application to model comparison. 2021. 18 p. LIDAM Discussion Paper ISBA 2021/21.

136. Denuit, Michel; Robert, Christian Y.. Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses. 2021. 19 p. LIDAM Discussion Paper ISBA 2021/16.

137. Simar, L茅opold; Wilson, Paul. Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. 2021. 76 p. LIDAM Discussion Paper ISBA 2021/03.

138. Mathieu, Sophie; Lef猫vre, Laure; von Sachs, Rainer; Delouille, V茅ronique; Ritter, Christian; Clette, Fr茅d茅ric. Nonparametric monitoring of sunspot number observations: a case study. 2021. 57 p. LIDAM Discussion Paper ISBA 2021/14.

139. Heuchenne, C茅dric; Jacquemain, Alexandre. Inference for monotone single-index conditional means: a Lorenz regression approach. 2021. 34 p. LIDAM Discussion Paper ISBA 2021/42.

140. Jacquemain, Alexandre; Heuchenne, C茅dric; Pircalabelu, Eugen. A lasso-type estimation for the Lorenz regression. 2021. 6 p. LIDAM Discussion Paper ISBA 2021/41.

141. Hainaut, Donatien. A fractional multi-states model for insurance. 2021. 25 p. LIDAM Discussion Paper ISBA 2021/19.

142. Hafner, Christian. Teaching statistical inference without normality. 2021. 22 p. LIDAM Discussion Paper ISBA 2021/27.

143. Dupret, Jean-Loup; Hainaut, Donatien. Portfolio insurance under rough volatility and Volterra processes. 2021. 40 p. LIDAM Discussion Paper ISBA 2021/26.

144. Einmahl, John; Segers, Johan. Empirical tail copulas for functional data. 2020. 31 p. ISBA Discussion Paper 2020/04.

145. Denuit, Michel; Robert, Christian Y.. Stop-loss protection for a large P2P insurance pool. 2020. 19 p. ISBA Discussion Paper 2020/28.

146. Denuit, Michel; Robert, Christian Y.. Conditional mean risk sharing for dependent risks using graphical models. 2020. 22 p. ISBA Discussion Paper 2020/29.

147. Hainaut, Donatien. Credit risk modelling with fractional self-excited processes. 2020. 23 p. ISBA Discussion Paper 2019/27.

148. Lucas, Nathalie; Avalosse, Herv茅; Denuit, Michel. Hospital inpatients costs dynamics at older ages: A frequency-severity approach. 2020. 24 p. ISBA Discussion Paper 2020/27.

149. Asenova, Stefka Kirilova; Mazo, Gildas; Segers, Johan. Inference on extremal dependence in a latent Markov tree model attracted to a H眉sler-Reiss distribution. 2020. 28 p. ISBA Discussion Paper 2020/05.

150. Denuit, Michel; Robert, Christian Y.. Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities. 2020. 28 p. Discussion Paper 2020/14.

151. Plassier, Vincent; Portier, Fran莽ois; Segers, Johan. Risk bounds when learning infinitely many response functions by ordinary linear regression. 2020. 19 p. Discussion Paper 2020/19.

152. Denuit, Michel; Robert, Christian Y.. From risk sharing to risk transfer: the analytics of collaborative insurance. 2020. 22 p. Discussion Paper 2020/17.

153. Gressani, Oswaldo; Lambert, Philippe. The Laplace-P-spline methodology for fast approximate Bayesian inference in additive partial linear models. 2020. 34 p. Discussion Paper 2020/20.

154. Denuit, Michel; Robert, Christian Y.. From risk sharing to pure premium for a large number of heterogeneous losses. 2020. 18 p. Discussion Paper 2020/15.

155. Denuit, Michel; Robert, Christian Y.. Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent risks. 2020. 23 p. Discussion Paper 2020/18.

156. Denuit, Michel; Lu, Yang. Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving. 2020. 42 p. Discussion Paper 2020/16.

157. Gressani, Oswaldo; Lambert, Philippe. Laplace approximation for fast Bayesian inference in generalized additive models based on penalized regression splines. 2020. 39 p. Discussion Paper 2020/13.

158. Hafner, Christian; Herwartz, Helmut. Dynamic score driven independent component analysis. 2020. 48 p. ISBA Discussion Paper 2020/31.

159. Pircalabelu, Eugen; Andreas Artemiou. Graph informed sufficient dimension reduction. 2020. 18 p. ISBA Discussion Paper 2020/07.

160. Denuit, Michel; Robert, Christian Y.. Efron鈥檚 asymptotic monotonicityproperty in the gaussian stable domain of attraction. 2020. 17 p. ISBA Discussion Paper 2020/23.

161. Hainaut, Donatien. An actuarial approach for modeling pandemic risk. 2020. 25 p. ISBA Discussion Paper 2020/25.

162. Hallin, Marc; Mordant, Gilles; Segers, Johan. Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. 2020. 37 p. ISBA Discussion Paper 2020/06.

163. Hieber, Peter; Lucas, Nathalie. Life-Care Tontines. 2020. 31 p. ISBA Discussion Paper 2020/26.

164. Fall, Fran莽ois Seck; Tchuigoua, Hubert Tchakoute; Vanhems, Anne; Simar, L茅opold. Gender effect on microfinance social efficiency: A robust nonparametric approach. 2020. 34 p. ISBA Discussion Paper 2020/33.

165. Wunsch, Guillaume; Russo, Federica; Mouchart, Michel; Orsi, Renzo. Time and Causality in the Social Sciences. 2020. 31 p. ISBA Discussion Paper 2020/22.

166. Denuit, Michel; Robert, Christian Y.. Risk reduction by conditional mean risk sharing with application to collaborative insurance. 2020. 12 p. ISBA Discussion Paper 2020/24.

167. Hafner, Christian; Wang, Linqi. Dynamic portfolio selection with sector-specific regularization. 2020. 33 p. ISBA Discussion Paper 2020/32.

168. Pircalabelu, Eugen; Artemiou, Andreas. High-dimensional Sufficient Dimension Reduction through principal projections. 2020. 30 p. LIDAM Discussion Paper ISBA 2020/08.

169. Govaerts, Bernadette; Francq, Bernard G.; Marion, Rebecca; Martin, Manon; Thiel, Michel. The essentials on linear regression, ANOVA, general linear and linear mixed models for the chemist. 2020. 42 p. Discussion Paper 2020/12.

170. Mordant, Gilles. A Random Assignment Problem: Size of Near Maximal Sets and Correct Order Expectation Bounds. 2020. 8 p. Discussion Paper 2020/10.

171. Mouchart, Michel; Orsi, Renzo; Wunsch, Guillaume. Causality in econometric modeling. From theory to structural causal modeling. 2020. 38 p. CORE Discussion Papers; ISBA Discussion Paper 2020/03; 2020/21.

172. Denuit, Michel. Investing in your own and peers' risks: The simple analytics of p2p insurance. 2019. 14 p. ISBA Discussion Paper 2019/28.

173. Pechon, Florian; Denuit, Michel; Trufin, Julien. Home and Motor insurance joined at a household level using multivariate credibility. 2019. 28 p. ISBA Discussion Paper 2019/13.

174. Haedo, Christian; Mouchart, Michel. Two-mode clustering through profiles of regions and sectors. 2019. 19 p. ISBA Discussion Paper 2019/14.

175. Simar, L茅opold; Wilson, Paul. Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. 2019. 36 p. ISBA Discussion Paper 2019/19.

176. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach. 2019. 7 p. ISBA Discussion Paper 2019/02.

177. Hanbali, Hamza; Claassens, Hubert; Denuit, Michel; Dhaene, Jan; Trufin, Julien. Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system. 2019. 11 p. ISBA Discussion Paper 2019/07.

178. Denuit, Michel; Mesfoui, Mhamed; Trufin, Julien. Concordance-based predictive measures in regression models for discrete responses. 2019. 13 p. ISBA Discussion Paper 2019/05.

179. Devolder, Pierre. Une alternative 脿 la pension 脿 points : le compte individuel pension en euros. 2019. 12 p. ISBA Discussion Paper 2019/11.

180. Kiriliouk, Anna; Segers, Johan; Tsukahara, Hideatsu. On Some Resampling Procedures with the Empirical Beta Copula. 2019. 21 p. ISBA Discussion Paper 2019/12.

181. Daraio, Cinzia; Simar, L茅opold; Wilson, Paul. Quality and its impact on efficiency. 2019. 37 p. ISBA Discussion Paper 2019/04.

182. Segers, Johan. One- versus multi-component regular variation and extremes of Markov trees. 2019. 21 p. ISBA Discussion Paper 2019/01.

183. Denuit, Michel; Sznajder, Dominik; Trufin, Julien. Model selection based on Lorenz and concentration curves, Gini indices and convex order. 2019. 25 p. ISBA Discussion Paper 2019/06.

184. Njike Leunga, Charles Guy; Hainaut, Donatien. Interbank Credit Risk Modelling with Self-Exciting Jump Processes. 2019. 27 p. ISBA Discussion Paper 2019/17.

185. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. La mod茅lisation en sciences sociales: Incertitudes et d茅fis. 2019. 17 p. ISBA Discussion Paper 2019/03.

186. Leluc, R茅mi; Portier, Fran莽ois; Segers, Johan. Control variate selection for Monte Carlo integration. 2019. 23 p. ISBA Discussion Paper 2019/15.

187. Denuit, Michel. Size-biased risk measures of compound sums. 2019. 23 p. ISBA Discussion Paper 2019/09.

188. Denuit, Michel. Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. 2019. 24 p. ISBA Discussion Paper 2019/10.

189. Zeddouk, Fadoua; Devolder, Pierre. Mean reversion in stochastic mortality : why and how?. 2019. 35 p. ISBA Discussion Paper 2019/18.

190. Martin, Manon; Govaerts, Bernadette. Feature Selection in metabolomics with PLS-derived methods. 2019. 56 p. ISBA Discussion Paper 2019/20.

191. Martin, Manon; Govaerts, Bernadette. LiMM-PCA : combining ASCA+ and linear mixed models to analyse high dimensional designed data. 2019. 33 p. ISBA Discussion Paper 2019/21.

192. Mastromarco, Camilla; Simar, L茅opold; Wilson, Paul. Predicting Recessions: A New Measure of Output Gap as Predictor. 2019. ISBA Discussion Paper 2019/23.

193. Pechon, Florian; Denuit, Michel; Trufin, Julien. Multivariate Modelling of Multiple Guarantees in Motor Insurance of a Household. 2018. 19 p. ISBA Discussion Paper 2018/19.

194. Simar, L茅opold; Zelenyuk, Valentin. Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores. 2018. 21 p. ISBA Discussion Paper 2018/20.

195. Guillote, Simon; Perron, Fran莽ois; Segers, Johan. Bayesian Inference For Bivariate Ranks. 2018. 21 p. ISBA Discussion Paper 2018/05.

196. Badin, Luiza; Daraio, Cinzia; Simar, L茅opold. A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. 2018. 31 p. ISBA Discussion Paper 2018/07.

197. Chau, Van Vinh; von Sachs, Rainer. Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices. 2018. 51 p. ISBA Discussion Paper 2018/25.

198. Chiapino, Ma毛l; Sabourin, Anne; Segers, Johan. Identifying groups of variables with the potential of being large simultaneously. 2018. 23 p. ISBA Discussion Paper 2018/06.

199. Park, Byeong U.; Simar, L茅opold; Zelenyuk, Valentin. Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008). 2018. 15 p. ISBA Discussion Paper 2018/04.

200. Tran, Kim Phuc; Heuchenne, C茅dric; Balakrishnan, Narayanaswamy. On the Performance of Coefficient of Variation Charts in the Presence of Measurement Errors. 2018. 35 p. ISBA Discussion Paper 2018/35.

201. Feraud, Baptiste; Leenders, Justine; Martineau, Estelle; Giraudeau, Patrick; Govaerts, Bernadette; de Tullio, Pascal. Two data pre-processing workflows to facilitate the discovery of biomarkers by 2D NMR metabolomics. 2018. 22 p. ISBA DIscussion Paper 2018/16.

202. Martin, Manon; Legat, Beno卯t; Leenders, Justine; Vanwinsberghe, Julien; Rousseau, R茅jane; Boulanger, Bruno; Eilers, Paul; De Tullio, Pascal; Govaerts, Bernadette. PepsNMR for 1H-NMR metabolomic data pre-processing. 2018. 37 p. ISBA Discussion Paper 2018/09.

203. Denuit, Michel; Guillen, Montserrat; Trufin, Julien. Multivariate credibility modeling for usage-based motor insurance pricing with behavioral data. 2018. 26 p. ISBA Discussion Paper 2018/32.

204. Ngugnie Diffouo, Pauline; Devolder, Pierre. Static risk measurement of life annuity products: the longevity model. 2018. 26 p. ISBA Discussion Paper 2018/24.

205. Haedo, Christian; Mouchart, Michel. Automatic biclustering of regions and sectors. 2018. 25 p. ISBA Discussion Paper 2018/26.

206. Davis, Richard; Drees, Holger; Segers, Johan; Warchol, Michal. Inference on the tail process with application to financial time series modelling. 2018. 22 p. ISBA Discussion Paper 2018/02.

207. Beretta, Alessandro; Heuchenne, C茅dric. Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures. 2018. 20 p. ISBA Discussion Paper 2018/33.

208. Daraio, Cinzia; Simar, L茅opold; Wilson, Paul. Fast and Efficient Computation of Directional Distance Estimators. 2018. 30 p. ISBA Discussion Paper 2018/17.

209. Nguyen, Huu Du; Tran, Kim Phuc; Heuchenne, C茅dric. Monitoring the ratio of two normal variables using variable sampling interval exponentially weighted moving average control charts. 2018. 29 p. ISBA Discussion Paper 2018/34.

210. Simar, L茅opold; Wilson, Paul. Technical, Allocative and Overall Efficiency: Inference and Hypothesis Testing. 2018. 43 p. ISBA Discussion Paper 2018/18.

211. Florens, Jean-Pierre; Simar, L茅opold; Van Keilegom, Ingrid. Estimation of the Boundary of a Variable observed with Symmetric Error. 2018. 36 p. ISBA Discussion Paper 2018/08.

212. Kneip, Alois; Simar, L茅opold; Wilson, Paul. Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices. 2018. 57 p. ISBA Discussion Paper 2018/10.

213. Guisset, S茅verine; Martin, Manon; Govaerts, Bernadette. Comparison of PARAFASCA, AComDim, and AMOPLS approaches in the multivariate GLM modelling of multi-factorial designs. 2018. 33 p. ISBA Discussion Paper 2018/30.

214. Daouia, Abdelaati; Florens, Jean-Pierre; Simar, L茅opold. Robustified expected maximum production frontiers. 2018. 30 p. ISBA Discussion Paper 2018/03.

215. Portier, Fran莽ois; Segers, Johan. Monte Carlo integration with a growing number of control variates. 2018. 33 p. ISBA Discussion Paper 2018/01.

216. de Valk, Cees Fouad; Segers, Johan. Stability and tail limits of transport-based quantile contours. 2018. 40 p. ISBA Discussion Paper 2018/31.

217. Alonso-Garc铆a, Jennifer; Boado-Penas, Maria Del Carmen; Devolder, Pierre. Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. 2018. 33 p. xxx xxx.

218. Devolder, Pierre; Ngugnie Diffouo, Pauline. Valuation of insurer's solvency for a life annuity within the equity-longevity model. 2018. 44 p. ISBA Discussion Paper 2018/23.

219. Mar茅chal, Pierre; Simar, L茅opold; Vanhems, Anne. A mollifier approach to the deconvolution of probability densities. 2018. 31 p. ISBA Discussion Paper 2018/28.

220. Hainaut, Donatien; Moraux, Franck. A switching self-exciting jump diffusion process for stock prices. 2018. 36 p. ISBA Discussion Paper 2018/13.

221. Hainaut, Donatien. A self-organizing predictive map for non-life insurance. 2018. 32 p. ISBA Discussion Paper 2018/15.

222. Russo, Federica; Wunsch, Guillaume; Mouchart, Michel. Causality in the Social Sciences: A structural modelling framework. 2018. 16 p. ISBA Discussion Paper 2018/27.

223. Hainaut, Donatien; Goutte, St茅phane. A switching microstructure model for stock prices. 2018. 34 p. ISBA Discussion Paper 2018/14.

224. Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh. An estimator of the stable tail dependence function based on the empirical beta copula. 2018. 19 p. ISBA Discussion Paper 2018/29.

225. Bremhorst, Vincent; Lambert, Philippe. Inclusion of time-varying covariates in cure survival models with an application in fertility studies. 2017. 24 p. ISBA Discussion Paper 2017/13.

226. Vettori, Sabrina; Huser, Rapha毛l; Segers, Johan; Genton, Marc. Bayesian Clustering and Dimension Reduction in Multivariate Extremes. 2017. 31 p. ISBA Discussion Paper 2017/17.

227. Mastromarco, Camilla; Simar, L茅opold. Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance. 2017. 36 p. ISBA Discussion Paper 2017/30.

228. Faraz, Alireza; Heuchenne, C茅dric; Saniga, Erwin. An Exact Method for Designing Shewhart X and S2 Control Charts to Guarantee In-Control Performance. 2017. 30 p. ISBA Discussion Paper 2017/31.

229. B眉cher, Axel; Segers, Johan. Inference for heavy tailed stationary time series based on sliding blocks. 2017. 24 p. ISBA Discussion Paper 2017/18.

230. Berghaus, Betina; Segers, Johan. Weak convergence of the weighted empirical beta copula process. 2017. 23 p. ISBA Discussion Paper 2017/15.

231. Racine, Jeffrey S.; Van Keilegom, Ingrid. A Smooth Nonparametric, Multivariate, Mixed-Data Location-Scale Test. 2017. 34 p. ISBA Discussion Paper 2017/24.

232. Asmussen, Soren; Ivanovs, Jevgenijs; Segers, Johan. On the longest gap between power-rate arrivals. 2017. 18 p. Discussion Paper 2017/14.

233. Faraz, Alireza; Heuchenne, C茅dric; Saniga, Erwin. The np Chart With Guaranteed In-control Average Run Lengths. 2017. 17 p. ISBA Discussion Paper 2017/32.

234. Hjort, Nils Lid; McKeague, Ian W.; Van Keilegom, Ingrid. Hybrid combinations of parametric and empirical likelihoods. 2017. 26 p. ISBA Discussion Paper 2017/21.

235. Bertrand, Aur茅lie; Van Keilegom, Ingrid; Legrand, Catherine. Flexible parametric approach to classical measurement error variance estimation without auxiliary data. 2017. 28 p. ISBA Discussion Paper 2017/25.

236. Martin, Manon; Legat, Beno卯t; Leenders, Justine; Vanwinsberghe, Julien; Rousseau, R茅jane; Boulanger, Bruno; Eilers, Paul H.C.; De Tullio, Pascal; Govaerts, Bernadette. PepsNMR for the 1H-NMR metabolomic data pre-processing. 2017. 12 p. ISBA Discussion Paper 2017/22.

237. Patilea, Valentin; Van Keilegom, Ingrid. A general approach for cure models in survival analysis. 2017. 29 p. ISBA Discussion Paper 2017/08.

238. Aue, Alexander; Van Delft, Anne. Testing for stationarity of functional time series in the frequency domain. 2017. 56 p. ISBA Discussion Paper 2017/01.

239. Hafner, Christian; Preminger, Arie. On asymptotic theory for ARCH(鈭�) models. 2017. 22 p. ISBA Discussion Paper 2017/09.

240. Rootz茅n, Holger; Segers, Johan; Wadsworth, Jennifer. Multivariate generalized Pareto distributions: parametrizations, representations, and properties. 2017. 20 p. ISBA Discussion Paper 2017/16.

241. Bremhorst, Vincent; Kreyenfeld, Michaela; Lambert, Philippe. Nonparametric double additive cure survival models: an application to the estimation of the nonlinear effect of age at first parenthood on fertility progression. 2017. 38 p. ISBA Discussion Paper 2017/04.

242. De Backer, Micka毛l; El Ghouch, Anouar; Van Keilegom, Ingrid. An Adapted Loss Function for Censored Quantile Regression. 2017. 23 p. ISBA Discussion Paper 2017/03.

243. Wunsch, Guillaume; Mouchart, Michel; Russo, Federica. Causal attribution in block-recursive social sytems. A structural modeling perspective. 2017. 20 p. CORE Discussion Paper; ISBA Discussion Paper 2017/28; 2017/29.

244. Kiriliouk, Anna. Hypothesis testing for tail dependence parameters on the boundary of the parameter space with application to generalized max-linear models. 2017. 18 p. ISBA Discussion Paper 2017/27.

245. Lambert, Philippe; Bremhorst, Vincent. Estimation and identication issues in the promotion time cure model when the same covariates enter the cure probability and time-to-event model components. 2017. 20 p. ISBA Discussion Paper 2017/26.

246. Feraud, Baptiste; Munaut, Carine; Martin, Manon; Verleysen, Michel; Govaerts, Bernadette. Combining strong sparsity and competitive predictive power with the L-sOPLS approach for biomarker discovery in metabolomics. 2017. 21 p. ISBA Discussion Paper 2017/20.

247. van Delft, Anne; Eichler, Michael. Locally Stationary Functional Time Series. 2017. 57 p. ISBA Discussion Paper 2017/23.

248. Daniel, Betty; Hafner, Christian; Manner, Hans; Simar, L茅opold. Asymmetries in Business Cycles and the Role of Oil Prices. 2017. 32 p. ISBA Discussion Paper 2017/10.

249. Amico, Ma茂lis; Van Keilegom, Ingrid. Cure models in survival analysis. 2017. 36 p. ISBA Discussion Paper 2017/07.

250. Kiriliouk, Anna; Segers, Johan; Tafakori, Laleh. An estimator of the stable tail dependence function based on the empirical beta copula. 2017. ISBA Discussion Paper 2017/28.

251. Borel-Mathurin, Fabrice; Loisel, St茅phane; Segers, Johan. Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views. 2017. 25 p. ISBA Discussion Paper 2017/06.

252. Sabourin, Anne; Segers, Johan. Marginal standardization of upper semicontinuous processes with application to max-stable processes. 2016. 26 p. ISBA Discussion Paper 2016/19.

253. Mouchart, Michel; Bouckaert, Andr茅; Wunsch, Guillaume. Assessing causality in clinical trials, A Sure Outcome of Random Events (SORE) Model. 2016. ISBA Discussion Paper 2016/01.

254. Segers, Johan; Zhao, Yuwei; Meinguet, Thomas. Radial-angular decomposition of regularly varying time series in star-shaped metric spaces. 2016. 28 p. ISBA Discussion Paper 2016/17.

255. Colling, Benjamin; Van Keilegom, Ingrid. Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. 2016. 42 p. ISBA Discussion Paper 2016/31.

256. Segers, Johan; Sibuya, Masaaki; Tsukahara, Hideatsu. The Empirical Beta Copula. 2016. 21 p. ISBA Discussion Paper 2016/32.

257. Uyttendaele, Nathan. On the estimation of nested Archimedean copulas: A theoretical and an experimental comparison. 2016. 27 p. ISBA Discussion Paper 2016/05.

258. B眉cher, Axel; Segers, Johan. On the Maximum Likelihood Estimator for the Generalized Extreme-Value Distribution. 2016. 29 p. ISBA Discussion Paper 2016/03.

259. Bertrand, Aur茅lie; Legrand, Catherine; L茅onard, Daniel; Van Keilegom, Ingrid. Robustness of estimation methods in a survival cure model with mismeasured covariates. 2016. 31 p. ISBA Discussion Paper 2016/06.

260. Breitung, J枚rg; Hafner, Christian. A simple model for now-casting volatility series. 2016. 22 p. ISBA Discussion Paper 2016/35.

261. Devolder, Pierre; Leb猫gue, Adrien. Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances. 2016. 33 p. ISBA Discussion Paper 2016/23.

262. Scolas, Sylvie; Legrand, Catherine; Oulhaj, Abderrahim; El Ghouch, Anouar. Diagnostic checks in mixture cure models with interval-censoring. 2016. 27 p. ISBA Discussion Paper 2016/14.

263. Gbari, Kock Yed Ake Samuel; Poulain, Michel; Dal, Luc; Denuit, Michel. Extreme value analysis of mortality at the oldest ages: a case study based on individual ages at death. 2016. 25 p. IBSA Discussion Paper 2016/12.

264. Mazo, Gildas; Uyttendaele, Nathan. Building conditionally dependent parametric one-factor copulas. 2016. 25 p. ISBA Discussion Paper 2016/04.

265. Marcon, Giulia; Padoan, Simone; Naveau, Philippe; Muliere, Pietro; Segers, Johan. Multivariate Nonparametric Estimation of the Pickands Dependence Function using Bernstein Polynomials. 2016. 27 p. ISBA Discussion Paper 2016/20.

266. Hafner, Christian; Linton, Olivier. An Almost Closed Form Estimator for the EGARCH model. 2016. 29 p. ISBA Discussion Paper 2016/36.

267. Asin, Nicolas; Johannes, Jan. Adaptive non-parametric estimation in the presence of dependence. 2016. 39 p. ISBA Discussion Paper 2016/07.

268. Denuit, Michel; Trufin, Julien. Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development. 2016. 9 p. ISBA Discussion Paper 2016/30.

269. Chau, Van Vinh; von Sachs, Rainer. Functional mixed effects wavelet estimation for spectra of replicated time series. 2016. 45 p. ISBA Discussion Paper 2016/13.

270. Hafner, Christian; Laurent, S茅bastien; Violante, Francesco. Weak Diffusion Limits of Dynamic Conditional Correlation Models. 2016. 34 p. CORE Discussion paper; ISBA Discussion Paper 2016/09; 2016/34.

271. Denuit, Michel; Trufin, Julien. Collective Loss Reserving with Two Types of Claims in Motor Third Party Liability Insurance. 2016. 24 p. ISBA Discussion Paper 2016/29.

272. Rootz茅n, Holger; Segers, Johan; Wadsworth, Jenny. Multivariate peaks over thresholds models. 2016. 32 p. ISBA Discussion Paper 2016/18.

273. Mazo, Gildas. A semiparametric and location-shift copula-based mixture model. 2016. 17 p. ISBA Discussion Paper 2016/26.

274. Thiel, Michel; Feraud, Baptiste; Govaerts, Bernadette. ASCA+ and APCA+: extensions of ASCA and APCA in the analysis of unbalanced multifactorial designs. 2016. 16 p. ISBA Discussion Paper 2016/33.

275. Gressani, Oswaldo; Lambert, Philippe. Fast Bayesian inference in semi-parametric P-spline cure survival models using Laplace approximations. 2016. 21 p. ISBA Discussion Paper 2016/41.

276. Oulhaj, Abderrahim; El Ghouch, Anouar; Holman, Rury. Testing for qualitative heterogeneity: An application to composite endpoints in survival analysis. 2016. 24 p. ISBA Discussion Paper 2016/48.

277. Nalpas, Nicolas; Simar, L茅opold; Vanhems, Anne. Portfolio Selection in a Multi-Input Multi-Output Setting:a Simple Monte-Carlo-FDH Algorithm. 2016. 29 p. ISBA Discussion Paper 2016/22.

278. Devolder, Pierre; Tassa, Habiba. Solvency measurement for defined benefits pension schemes. 2016. 15 p. ISBA Discussion Paper 2016/25.

279. Denuit, Michel; Trufin, Julien. Hybrid Loss Development Modelling in P&C Insurance with an Application to Motor Third Party Liability. 2016. 25 p. ISBA Discussion Paper 2016/08.

280. Daouia, Abdelaati; Florens, Jean-Pierre; Simar, L茅opold. Robust frontier estimation from noisy data: a Tikhonov regularization approach. 2016. 43 p. ISBA Discussion Paper 2016/28.

281. Talamakrouni, Majda; El Ghouch, Anouar; Van Keilegom, Ingrid. Parametrically guided local quasi-likelihood with censored data. 2016. 31 p. ISBA Discussion Paper 2016/11.

282. Steland, Ansgar; von Sachs, Rainer. Asymptotics for High鈥揇imensional Covariance Matrices and Quadratic Forms with Applications to the Trace Functional and Shrinkage. 2016. 40 p. ISBA Discussion Paper 2016/38.

283. Lebigre, Christophe; Timmermans, Catherine; Soulsbury, Carl. Black grouse males do not modulate their lekking behaviour according to their neighbour鈥檚 kinship. 2016. 32 p. ISBA Discussion Paper 2016/10.

284. Zhao, Yuwei. Point processes in a metric space. 2016. 16 p. ISBA Discussion Paper 2016/39.

285. Florens, Jean-Pierre; Horowitz, Joel; Van Keilegom, Ingrid. Bias-corrected condence intervals in a class of linear inverse problems. 2016. 17 p. ISBA Discussion Paper 2016/21.

286. Denuit, Michel; Legrand, Catherine. Risk Classification in Life Insurance: Extension to Continuous Covariates. 2016. 6 p. ISBA Discussion Paper 2016/45.

287. Hafner, Christian; Walders, Fabian. Heterogeneous Liquidity Effects in Corporate Bond Spreads. 2016. 29 p. ISBA Discussion Paper 2016/50.

288. M眉ller, Ursula; Van Keilegom, Ingrid. Goodness-of-t tests for the cure rate in a mixture cure model. 2016. 18 p. ISBA Discussion Paper 2016/37.

289. De Backer, Micka毛l; El Ghouch, Anouar; Van Keilegom, Ingrid. Semiparametric Copula Quantile Regression for Complete or Censored Data. 2016. 28 p. ISBA Discussion Paper 2016/09.

290. Einmahl, John; Kiriliouk, Anna; Segers, Johan. A continuous updating weighted least squares estimator of tail dependence in high dimensions. 2016. 23 p. ISBA Discussion Paper 2016/02.

291. Davis, Richard; Holger, Drees; Segers, Johan; Warchol, Michal. Modeling serial extremal dependence. 2016. 20 p. ISBA Discussion Paper 2016/16.

292. Denuit, Michel; Mesfioui, Mhamet; Trufin, Julien. Bounds on Concordance-Based Validation Statistics in Regression Models for Binary Responses. 2016. 16 p. ISBA Discussion Paper 2016/46.

293. Haedo, Christian; Mouchart, Michel. Automatic biclustering of regions and sectors. 2016. 32 p. ISBA Discussion Paper 2016/42.

294. Kiriliouk, Anna; Rootz茅n, Holger; Segers, Johan; Wadsworth, Jennifer. Peaks over thresholds modelling with multivariate generalized Pareto distributions. 2016. 31 p. IBSA Discussion Paper 2016/40.

295. Scolas, Sylvie; El Ghouch, Anouar; Legrand, Catherine. The SNP representation in mixture cure models with interval-censoring: estimation and goodness-of-fit testing. 2016. 23 p. ISBA Discussion Paper 2016/49.

296. Bouezmarni, Taoufik; Camirand, F茅lix; El Ghouch, Anouar. Estimation of a bivariate conditional copula when a variable is subject to random right censoring. 2016. 43 p. ISBA Discussion Paper 2016/47.

297. Denuit, Michel; Mesfioui, Mhamed. Bounds on Kendall鈥檚 Tau for Zero-Inflated Continuous Variables. 2016. 7 p. ISBA Discussion Paper 2016/43.

298. Denuit, Michel. Risk Apportionment and Multiply Monotone Targets. 2016. 5 p. ISBA Discussion Paper 2016/44.

299. Simar, L茅opold; Zelenyuk, Valentin. Asymptotic Theory for Aggregate Efficiency. 2016. 21 p. ISBA Discussion Paper 2016/24.

300. Asin, Nicolas; Johannes, Jan. Adaptive non-parametric instrumental regression in the presence of dependence. 2016. 53 p. ISBA Discussion Paper 2016/15.

301. Daraio, Cinzia; Simar, L茅opold; Wilson, Paul. Nonparametric Estimation of Efficiency in the Presence of Environmental Variables. 2016. 44 p. ISBA Discussion Paper 2016/27.

302. Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, Michel. On the transferability of reserves in lifelong health insurance contracts. 2015. 32 p. ISBA Discussion Paper 2015/08.

303. Cheung, Ka Chung; Denuit, Michel; Dhaene, Jan. Tail mutual exclusivity and Tail-VaR lower bounds. 2015. 18 p. ISBA Discussion Paper 2015/02.

304. Faraz, Alireza; Woodall, William; Heuchenne, C茅dric. Guaranteed conditional performance of the S^2 control chart with estimated parameters. 2015. ISBA Discussion Paper 2015/04.

305. Portier, Fran莽ois; El Ghouch, Anouar; Van Keilegom, Ingrid. Efficiency and Bootstrap in the Promotion Time Cure Model. 2015. 35 p. ISBA Discussion Paper 2015/12.

306. Alonso Garcia, Jennifer; Devolder, Pierre. Optimal mix between pay-as-you-go and funding in a multi-generational Overlapping Generations model. 2015. 22 p. ISBA Discussion Paper 2015/10.

307. Alonso Garcia, Jennifer; Devolder, Pierre. Guarantee valuation in Notional Defined Contribution pension systems. 2015. 27 p. ISBA Discussion Paper 2015/09.

308. Francq, Bernard G.; Govaerts, Bernadette. How to regress and predict in a Bland and Altman plot? Review and contribution based on tolerance intervals andcorrelated errors in variables models. 2015. 38 p. ISBA Discussion Paper 2015/15.

309. Portier, Fran莽ois; Segers, Johan. On the weak convergence of the empirical conditional copula under a simplifying assumption. 2015. 36 p. ISBA Discussion Paper 2015/24.

310. Denuit, Michel; Trufin, Julien. From Regulatory Life Tables to Stochastic Mortality Projections: The Exponential Decline Model. 2015. 21 p. ISBA Discussion Paper 2015/26.

311. Devolder, Pierre; Leb猫gue, Adrien. Compositions of Conditional Risk Measures and Solvency Capital. 2015. 21 p. ISBA Discussion Paper 2015/20.

312. B眉cher, Axel; Segers, Johan. Maximum likelihood estimation for the Fr茅chet distribution based on block maxima extracted from a time series. 2015. 40 p. ISBA Discussion Paper 2015/23.

313. Cadena, Meitner; Denuit, Michel. Semi-parametric accelerated hazard Relational models with applications to Mortality projections. 2015. 28 p. ISBA Discussion Paper 2015/13.

314. Devolder, Pierre; Leb猫gue, Adrien. Time Horizon and Solvency Capital within a Brownian Framework Partially Modulated by a Continuous-Time Markov Chain. 2014. 39 p. ISBA Discussion Paper 2014/27.

Books

1. Hainaut, Donatien. Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics. Springer, 2022. 978-3-031-06360-2. 345 pages.

2. Legrand, Catherine. Advanced Survival Models. Chapman and Hall/CRC Press, 2021. 9780429054167. 360 pages.

3. Denuit, Michel; Hainaut, Donatien; Trufin, Julien. Effective Statistical Learning Methods for Actuaries II : Tree-Based Methods and Extensions. Springer Nature Switzerland AG: Cham, Switzerland, 2020. 9783030575557. 228 pages.

4. Denuit, Michel; Hainaut, Donatien; Trufin, Julien. Effective Statistical Learning Methods for Actuaries I : GLMs and Extensions. Springer: Springer Nature Switzerland AG 2019, 2019. 9783030258191; 9783030258207. 441 pages.

5. Denuit, Michel; Hainaut, Donatien; Trufin, Julien. Effective Statistical Learning Methods for Actuaries III : Neural Networks and Extensions. Springer: Springer Nature Switzerland AG 2019, 2019. 9783030258276; 9783030258269. 250 pages.

6. Boulet, Jacques; Cantillon, B茅a; Devolder, Pierre; Hindriks, Jean; Janvier, Ria; Masai, Fran莽oise; Perl, Gabriel; Schokkaert, Erik; Stevens, Yves; Vandenbroucke, Frank. M茅tiers p茅nibles, pensions 脿 temps partiel et flexibilit茅茅quitable dans le syst猫me de pension. Avis compl茅mentaire de la Commission de r茅forme des pensions 2020-2040. SPF S茅curit茅 Sociale: Bruxelles, 2015. 44 pages.

7. Hindriks, Jean; Devolder, Pierre. Quel avenir pour nos pensions ? Les grands d茅fis de la r茅forme des pensions. De Boeck: Bruxelles, 2015. 9782804190415. 198 pages.

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