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LIDAM Discussion Papers ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
11
Impact Factor (IF)
0.3
5 Years IF
0.17
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2010 0 0.51 0.14 0 51 51 140 7 7 0 0 0 7 0.14 0.29
2011 0.22 0.6 0.32 0.22 45 96 59 31 38 51 11 51 11 6 19.4 19 0.42 0.35
2012 0.33 0.65 0.28 0.33 41 137 53 38 76 96 32 96 32 12 31.6 4 0.1 0.34
2013 0.22 0.64 0.37 0.32 61 198 56 73 150 86 19 137 44 17 23.3 24 0.39 0.34
2014 0.26 0.65 0.21 0.22 56 254 54 54 204 102 27 198 43 6 11.1 6 0.11 0.34
2015 0.09 0.63 0.12 0.1 28 282 33 33 237 117 10 254 25 2 6.1 3 0.11 0.35
2016 0.21 0.63 0.14 0.14 50 332 26 48 285 84 18 231 33 5 10.4 2 0.04 0.34
2017 0.22 0.62 0.13 0.12 32 364 37 47 332 78 17 236 28 10 21.3 7 0.22 0.34
2018 0.13 0.62 0.11 0.1 35 399 37 42 374 82 11 227 22 7 16.7 5 0.14 0.35
2019 0.16 0.62 0.11 0.1 28 427 48 45 419 67 11 201 21 9 20 3 0.11 0.37
2020 0.56 0.7 0.18 0.28 33 460 9 83 502 63 35 173 48 22 26.5 7 0.21 0.72
2021 0.3 1.01 0.13 0.17 37 497 13 64 566 61 18 178 30 15 23.4 7 0.19 0.42
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12010Stronger measures of higher-order risk attitudes. (2010). Eeckhoudt, Louis ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010010.

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31
22010Testing whether two-stage estimation is meaningful in non-parametric models of production. (2010). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010031.

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24
32019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019010.

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21
42012MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES. (2012). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012011.

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19
52015Testing the Separability Condition in Two-Stage Nonparametric Models of Production. (2015). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2015018.

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19
62014Individual loss reserving using paid-incurred data. (2014). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014014.

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18
72010A general index of absolute risk attitude. (2010). , Eeckhoudt ; Denuit, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010013.

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17
82011Large-sample tests of extreme-value dependence for multivariate copulas. (2011). Segers, Johan ; Kojadinovic, Jean D ; Yan, Yun. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011012.

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15
92010Generalized increasing convex and directionally convex orders. (2010). Mesfioui, Mhamed ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010012.

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13
102019Model selection based on Lorenz and concentration curves, Gini indices and convex order. (2019). Sznajder, Dominik ; Denuit, Michel ; Trufin, Julien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019006.

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12
112011Multivariate volatility modeling of electricity futures. (2011). Hafner, Christian ; Bauwens, L ; Pierret, D. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011013.

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12
122018Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices. (2018). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018010.

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11
132011Econometric analysis of volatile art markets. (2011). Hafner, Christian ; Bocart, F. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011029.

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11
142017Weak convergence of the weighted empirical beta copula process. (2017). Segers, Johan ; Berghaus, Betina. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017015.

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11
152013The systemic risk of energy markets. (2013). Pierret, D. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013061.

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11
162010Positive dependence of signals. (2010). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010025.

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11
172014Nonparametric Least Squares Methods for Stochastic Frontier Models. (2014). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014012.

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8
182011Semi Markov regime switching interest rate models and minimal entropy measure. (2011). Devolder, Pierre ; Hunt, Julien . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011010.

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8
192010On the estimation of dynamic conditional correlation models. (2010). Hafner, Christian ; Reznikova, O. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010006.

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8
202012Variable Selection of Varying Coefficient Models in Quantile Regression. (2012). Chung, Kwanghun ; Noh, Hohsuk ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012020.

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7
212013An Almost Closed Form Estimator for the EGARCH. (2013). Hafner, Christian ; Linton, O. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013010.

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7
222013Fair re-valuation of wine as an investment. (2013). Hafner, Christian ; Bocart, F. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013003.

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7
232012parfm: Parametric Frailty Models in R. (2012). Rotolo, Federico ; Munda, Marco ; Legrand, Catherine. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012005.

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7
242010Stronger measures of higher-order risk attitudes : an extension. (2010). Eeckhoudt, Louis ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010047.

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6
252017Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views. (2017). Borel-Mathurin, Fabrice ; Segers, Johan ; Loisel, Stephane. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017006.

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5
262010Regularly varying time series in Banach spaces. (2010). Segers, Johan ; Meinguet, Thomas. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010002.

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5
272013A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. (2013). Kojadinovic, Ivan ; Bucher, Axel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013029.

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5
282018An estimator of the stable tail dependence function based on the empirical beta copula. (2018). Segers, Johan ; Kiriliouk, Anna ; Tafakori, Laleh. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018029.

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5
292010Adaptive nonparametric instrumental regression by model selection. (2010). SCHWARZ, Maik ; Johannes, Jan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010026.

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5
302014On the asymptotic distribution of the mean absolute deviation about the mean. (2014). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014026.

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5
312013Measuring Firm Performance using Nonparametric Quantile-type Distances. (2013). Simar, Leopold ; Daouia, Abdelaati ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013014.

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5
322015Wilks Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference. (2015). Escanciano, Juan Carlos ; Bravo, Francesco ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2015016.

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4
332014Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts. (2014). Denuit, Michel ; Christiansen, Marcus C ; Dhaene, Jan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014004.

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4
342018Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. (2018). del Carmen, Maria ; Alonso-Garcia, Jennifer ; Devolder, Pierre. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018022.

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4
352010Somes consequences of correlation aversion in decision science. (2010). Eeckhoudt, Louis ; Denuit, Michel ; Rey, B. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010017.

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4
362010Nonparametric frontier estimation from noisy data. (2010). van Bellegem, S ; Schwarz, M ; Florens, JP. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010028.

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4
372014Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models. (2014). de Frahan, Bruno Henry ; Pigeon, Mathieu ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014003.

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4
382017Testing for stationarity of functional time series in the frequency domain. (2017). van Delft, Anne ; Aue, Alexander. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017001.

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4
392021Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. (2021). Simar, Leopold ; Wilson, Paul. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021003.

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4
402011Ideal denoising within a family of tree-structured wavelet estimators. (2011). Freyermuth, Jean-Marc ; Autin, F ; von Sachs, Rainer. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011002.

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4
412017Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance. (2017). Simar, Leopold ; Mastromarco, Camilla. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017030.

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4
422013Adaptive estimation of functionals in nonparametric instrumental regression. (2013). Johannes, Jan ; Breunig, Christoph. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013058.

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4
432016Functional mixed effects wavelet estimation for spectra of replicated time series. (2016). von Sachs, Rainer ; Chau, Van Vinh. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016013.

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4
442010Comonotonic Approximations To Quantiles of Life Annuity Conditional Expected Present Values: Extensions To General ARIMA Models and Comparison With the Bootstrap. (2010). Haberman, S ; Denuit, Michel ; Renshaw, A E. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010011.

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4
452018A switching self-exciting jump diffusion process for stock prices. (2018). Moraux, Franck ; Hainaut, Donatien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018013.

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3
462016Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2016). VanKeilegom, Ingrid ; Colling, Benjamin ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016031.

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3
472013When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2013). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013012.

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3
482015On the weak convergence of the empirical conditional copula under a simplifying assumption. (2015). Segers, Johan ; Portier, Francois. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2015024.

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3
492018Inference on the tail process with application to financial time series modelling. (2018). Drees, Holger ; Davis, Richard ; Warchol, Michal ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018002.

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3
502020Risk reduction by conditional mean risk sharing with application to collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020024.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019010.

Full description at Econpapers || Download paper

20
22019Model selection based on Lorenz and concentration curves, Gini indices and convex order. (2019). Sznajder, Dominik ; Denuit, Michel ; Trufin, Julien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019006.

Full description at Econpapers || Download paper

12
32014Individual loss reserving using paid-incurred data. (2014). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014014.

Full description at Econpapers || Download paper

9
42017Weak convergence of the weighted empirical beta copula process. (2017). Segers, Johan ; Berghaus, Betina. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017015.

Full description at Econpapers || Download paper

9
52018Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices. (2018). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018010.

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7
62015Testing the Separability Condition in Two-Stage Nonparametric Models of Production. (2015). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2015018.

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6
72010Positive dependence of signals. (2010). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010025.

Full description at Econpapers || Download paper

6
82018An estimator of the stable tail dependence function based on the empirical beta copula. (2018). Segers, Johan ; Kiriliouk, Anna ; Tafakori, Laleh. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018029.

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5
92010Stronger measures of higher-order risk attitudes : an extension. (2010). Eeckhoudt, Louis ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010047.

Full description at Econpapers || Download paper

5
102010Stronger measures of higher-order risk attitudes. (2010). Eeckhoudt, Louis ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010010.

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5
112012MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES. (2012). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012011.

Full description at Econpapers || Download paper

4
122021Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. (2021). Simar, Leopold ; Wilson, Paul. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021003.

Full description at Econpapers || Download paper

4
132013The systemic risk of energy markets. (2013). Pierret, D. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013061.

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4
142021Impact of rough stochastic volatility models on long-term life insurance pricing. (2021). Hainaut, Donatien ; Barbarin, Jerome ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021017.

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3
152021Portfolio insurance under rough volatility and Volterra processes. (2021). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021026.

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3
162020Risk reduction by conditional mean risk sharing with application to collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020024.

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3
172014Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts. (2014). Denuit, Michel ; Christiansen, Marcus C ; Dhaene, Jan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014004.

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3
182019Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach. (2019). Mouchart, Michel ; Wunsch, Guillaume ; Russo, Federica . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019002.

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3
192016Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2016). VanKeilegom, Ingrid ; Colling, Benjamin ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016031.

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3
202014Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models. (2014). de Frahan, Bruno Henry ; Pigeon, Mathieu ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014003.

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3
212018Fast and Efficient Computation of Directional Distance Estimators. (2018). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018017.

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3
222021Moment generating function of non-Markov self-excited claims processes. (2021). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021028.

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3
232018Stability and tail limits of transport-based quantile contours. (2018). Segers, Johan ; de Valk, Cees Fouad. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018031.

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3
242012Variable Selection of Varying Coefficient Models in Quantile Regression. (2012). Chung, Kwanghun ; Noh, Hohsuk ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012020.

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2
252018Forecasting of Recessions via Dynamic Probit for Time Series: Replication and Extension of Kauppi and Saikkonen (2008). (2018). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018004.

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2
262017Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance. (2017). Simar, Leopold ; Mastromarco, Camilla. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017030.

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2
272018Inference on the tail process with application to financial time series modelling. (2018). Drees, Holger ; Davis, Richard ; Warchol, Michal ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018002.

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2
282019One- versus multi-component regular variation and extremes of Markov trees. (2019). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019001.

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2
292019Quality and its impact on efficiency. (2019). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019004.

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2
302015Guaranteed conditional performance of the S^2 control chart with estimated parameters. (2015). Woodall, William ; Faraz, Alireza ; Heuchenne, Cedric. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2015004.

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2
312016A simple model for now-casting volatility series. (2016). Hafner, Christian ; Breitung, J. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016035.

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322019Home and Motor insurance joined at a household level using multivariate credibility. (2019). Denuit, Michel ; Pechon, Florian ; Trufin, Julien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019013.

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332020Credit risk modelling with fractional self-excited processes. (2020). Hainaut, Donatien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020002.

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342010Somes consequences of correlation aversion in decision science. (2010). Eeckhoudt, Louis ; Denuit, Michel ; Rey, B. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010017.

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352010A general index of absolute risk attitude. (2010). , Eeckhoudt ; Denuit, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010013.

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362011Large-sample tests of extreme-value dependence for multivariate copulas. (2011). Segers, Johan ; Kojadinovic, Jean D ; Yan, Yun. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011012.

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372020From risk sharing to pure premium for a large number of heterogeneous losses. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020015.

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382021Risk sharing under the dominant peer-to-peer property and casualty insurance business models. (2021). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021001.

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392017Testing for stationarity of functional time series in the frequency domain. (2017). van Delft, Anne ; Aue, Alexander. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017001.

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402018A switching self-exciting jump diffusion process for stock prices. (2018). Moraux, Franck ; Hainaut, Donatien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018013.

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412018Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. (2018). del Carmen, Maria ; Alonso-Garcia, Jennifer ; Devolder, Pierre. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018022.

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422017Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views. (2017). Borel-Mathurin, Fabrice ; Segers, Johan ; Loisel, Stephane. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017006.

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432020Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. (2020). Hallin, Marc ; Mordant, Gilles ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020006.

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442010Testing whether two-stage estimation is meaningful in non-parametric models of production. (2010). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010031.

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452019Fractional Hawkes processes. (2019). Hainaut, Donatien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019016.

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Citing documents used to compute impact factor: 18
YearTitle
2021Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Trufin, Julien ; Charpentier, Arthur ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021013.

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2021Risk sharing under the dominant peer-to-peer property and casualty insurance business models. (2021). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021001.

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2021Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning. (2021). Trufin, Julien ; Charpentier, Arthur ; Denuit, Michel. In: Papers. RePEc:arx:papers:2103.03635.

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2021Testing for more positive expectation dependence with application to model comparison. (2021). Verdebout, Thomas ; Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021021.

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2021Concave/convex weighting and utility functions for risk: A new light on classical theorems. (2021). Yang, Jingni ; Wakker, Peter P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:429-435.

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2021Concordance Probability for Insurance Pricing Models. (2021). Verdonck, Tim ; van Oirbeek, Robin ; Ponnet, Jolien. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:178-:d:651452.

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2021Lorenz curve, Gini coefficient, and Tweedie dominance for autocalibrated predictors. (2021). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021036.

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2021Testing for more positive expectation dependence with application to model comparison. (2021). Verdebout, Thomas ; Trufin, Julien ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:163-172.

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2021Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Trufin, Julien ; Charpentier, Arthur ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:485-497.

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2021Risk sharing under the dominant peer?to?peer property and casualty insurance business models. (2021). Robert, Christian Y ; Denuit, Michel. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:2:p:181-205.

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2021Assessing the Performance of Random Forests for Modeling Claim Severity in Collision Car Insurance. (2021). Wagner, Joel ; Staudt, Yves. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:3:p:53-:d:517868.

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2021Wishart?gamma random effects models with applications to nonlife insurance. (2021). Lu, Yang ; Denuit, Michel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:2:p:443-481.

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2021Nonparametric monitoring of sunspot number observations: a case study. (2021). Clette, Frederic ; Ritter, Christian ; Delouille, Veronique ; von Sachs, Rainer ; Lefevre, Laure ; Mathieu, Sophie. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021014.

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2021Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses. (2021). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021016.

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2021From risk sharing to pure premium for a large number of heterogeneous losses. (2021). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:116-126.

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2021Stop-loss protection for a large P2P insurance pool. (2021). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:210-233.

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2021Risk-sharing rules and their properties, with applications to peer-to-peer insurance. (2021). Robert, Christian Y ; Dhaene, Jan ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021037.

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2021Estimating an extreme Bayesian network via scalings. (2021). Krali, Mario ; Kluppelberg, Claudia. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x20302530.

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Recent citations
Recent citations received in 2021
YearCiting document
2021Testing for more positive expectation dependence with application to model comparison. (2021). Verdebout, Thomas ; Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021021.

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2021Portfolio insurance under rough volatility and Volterra processes. (2021). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021026.

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2021Inference in the Nonparametric Stochastic Frontier Model. (2021). Zelenyuk, Valentin ; VanKeilegom, Ingrid ; van Keilegom, Ingrid ; Simar, Leopold ; Parmeter, Christopher F. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021029.

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2021Risk-sharing rules and their properties, with applications to peer-to-peer insurance. (2021). Robert, Christian Y ; Dhaene, Jan ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021037.

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2021Mortality credits within large survivor funds. (2021). Robert, Christian Y ; Hieber, Peter ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021038.

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2021Bridging the Divide? Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2021). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:162.

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2021Inference in the Nonparametric Stochastic Frontier Model. (2021). Zelenyuk, Valentin ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Simar, Leopold ; Parameter, Christopher F. In: CEPA Working Papers Series. RePEc:qld:uqcepa:167.

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Recent citations received in 2020
YearCiting document
2020Option pricing in illiquid markets: a fractional jump-diffusion approach. (2020). Leonenko, Nikolai ; Hainaut, Donatien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020003.

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2020Efron’s asymptotic monotonicityproperty in the gaussian stable domain of attraction. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020023.

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2020Life-Care Tontines. (2020). Lucas, Nathalie ; Hieber, Peter. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020026.

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2020Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market. (2020). Mildenhall, Stephen J ; Major, John A. In: Papers. RePEc:arx:papers:2008.12427.

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2020Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. (2020). Hallin, Marc ; Mordant, Gilles ; Segers, Johan. In: Working Papers ECARES. RePEc:eca:wpaper:2013/303372.

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2020Rate-Optimality of Consistent Distribution-Free Tests of Independence Based on Center-Outward Ranks and Signs. (2020). Hallin, Marc ; Shi, Hongjian ; Han, Fang ; Drton, Mathias. In: Working Papers ECARES. RePEc:eca:wpaper:2013/309233.

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2020Fractional Hawkes processes. (2020). Hainaut, Donatien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301096.

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Recent citations received in 2019
YearCiting document
2019Credit risk modelling with fractional self-excited processes. (2019). Hainaut, Donatien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019027.

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2019Investing in your own and peers risks: The simple analytics of p2p insurance. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019028.

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Recent citations received in 2018
YearCiting document
2018Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018020.

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2018Testing productivity change, frontier shift, and efficiency change. (2018). Ronn-Nielsen, Anders ; Kronborg, Dorte ; Asmild, Mette. In: IFRO Working Paper. RePEc:foi:wpaper:2018_07.

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2018Improving Finite Sample Approximation by Central Limit Theorems for DEA and FDH efficiency scores.. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: CEPA Working Papers Series. RePEc:qld:uqcepa:128.

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