Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

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

Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
12
Impact Factor (IF)
0.2
5 Years IF
0.15
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 0.53 0.14 0 51 51 152 7 7 0 0 0 7 0.14 0.3
2011 0.24 0.61 0.35 0.24 45 96 69 34 41 51 12 51 12 7 20.6 20 0.44 0.37
2012 0.35 0.68 0.31 0.35 41 137 59 42 83 96 34 96 34 13 31 5 0.12 0.36
2013 0.21 0.67 0.38 0.32 61 198 67 75 159 86 18 137 44 17 22.7 26 0.43 0.35
2014 0.31 0.67 0.24 0.25 56 254 62 61 220 102 32 198 49 7 11.5 7 0.13 0.34
2015 0.1 0.66 0.13 0.11 28 282 34 37 257 117 12 254 29 2 5.4 3 0.11 0.36
2016 0.23 0.65 0.15 0.15 50 332 30 51 308 84 19 231 34 6 11.8 2 0.04 0.35
2017 0.23 0.62 0.14 0.13 32 364 43 52 360 78 18 236 31 12 23.1 8 0.25 0.35
2018 0.13 0.61 0.11 0.1 35 399 41 43 403 82 11 227 23 7 16.3 5 0.14 0.35
2019 0.18 0.63 0.11 0.11 28 427 61 47 450 67 12 201 23 10 21.3 3 0.11 0.36
2020 0.56 0.71 0.18 0.28 33 460 11 85 535 63 35 173 49 22 25.9 7 0.21 0.76
2021 0.31 0.98 0.13 0.17 37 497 31 65 600 61 19 178 31 16 24.6 7 0.19 0.4
2022 0.2 0.76 0.14 0.22 42 539 7 75 675 70 14 165 36 26 34.7 4 0.1 0.24
2023 0.2 0.61 0.1 0.15 37 576 3 58 733 79 16 175 27 10 17.2 3 0.08 0.22
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.

Full description at Econpapers || Download paper

34
22019Size-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

29
32010Testing 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.

Full description at Econpapers || Download paper

26
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

18
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.

Full description at Econpapers || Download paper

16
92019Model 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

15
102017Weak 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

14
112010Positive 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

13
122010Generalized 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.

Full description at Econpapers || Download paper

13
132011Multivariate 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.

Full description at Econpapers || Download paper

12
142011Econometric 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.

Full description at Econpapers || Download paper

11
152018Inference 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.

Full description at Econpapers || Download paper

11
162013The systemic risk of energy markets. (2013). Pierret, D. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013061.

Full description at Econpapers || Download paper

11
172010Stronger 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

9
182012parfm: 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.

Full description at Econpapers || Download paper

9
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.

Full description at Econpapers || Download paper

8
202014Nonparametric 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.

Full description at Econpapers || Download paper

8
212011Semi 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.

Full description at Econpapers || Download paper

8
222021Autocalibration 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.

Full description at Econpapers || Download paper

8
232012Variable 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.

Full description at Econpapers || Download paper

8
242014Evaluation 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.

Full description at Econpapers || Download paper

7
252013Fair 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.

Full description at Econpapers || Download paper

7
262013An 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.

Full description at Econpapers || Download paper

7
272021Nonparametric, 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

6
282018Inference 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.

Full description at Econpapers || Download paper

6
292010Regularly 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.

Full description at Econpapers || Download paper

6
302021Moment generating function of non-Markov self-excited claims processes. (2021). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021028.

Full description at Econpapers || Download paper

6
312014On 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.

Full description at Econpapers || Download paper

6
322018An 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.

Full description at Econpapers || Download paper

6
332013Semiparametric transformation model with endogeneity: a control function approach. (2013). VanKeilegom, Ingrid ; Vanhems, Anne ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013018.

Full description at Econpapers || Download paper

6
342010Adaptive 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.

Full description at Econpapers || Download paper

6
352013Adaptive 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.

Full description at Econpapers || Download paper

5
362017Cross-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.

Full description at Econpapers || Download paper

5
372016Functional 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.

Full description at Econpapers || Download paper

5
382016A 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.

Full description at Econpapers || Download paper

5
392013Expansion for Moments of Regression Quantiles with Applications to Nonparametric Testing. (2013). VanKeilegom, Ingrid ; Mammen, Enno ; Yu, Kyusang ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013027.

Full description at Econpapers || Download paper

5
402013Measuring 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.

Full description at Econpapers || Download paper

5
412017Reevaluation 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.

Full description at Econpapers || Download paper

5
422010Somes 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.

Full description at Econpapers || Download paper

5
432021Portfolio insurance under rough volatility and Volterra processes. (2021). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021026.

Full description at Econpapers || Download paper

5
442013A 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.

Full description at Econpapers || Download paper

5
452011Ideal 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.

Full description at Econpapers || Download paper

4
462017A general approach for cure models in survival analysis. (2017). VanKeilegom, Ingrid ; Patilea, Valentin ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017008.

Full description at Econpapers || Download paper

4
472014Reserve-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.

Full description at Econpapers || Download paper

4
482021Risk 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.

Full description at Econpapers || Download paper

4
492011Semiparametric transformation model with endogeneity: a control function approach. (2011). VanKeilegom, Ingrid ; Vanhems, Anne ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011011.

Full description at Econpapers || Download paper

4
502014Efficiency and economies of scale and scope in European universities: a directional distance approach. (2014). Simar, Leopold ; Bonaccorsi, Andrea ; Daraio, Cinzia. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014020.

Full description at Econpapers || Download paper

4
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

14
22021Autocalibration 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.

Full description at Econpapers || Download paper

7
32021Moment generating function of non-Markov self-excited claims processes. (2021). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021028.

Full description at Econpapers || Download paper

6
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

5
52021Portfolio insurance under rough volatility and Volterra processes. (2021). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021026.

Full description at Econpapers || Download paper

5
62021Nonparametric, 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
72019Model 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

4
82010Testing 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.

Full description at Econpapers || Download paper

3
92010Stronger 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.

Full description at Econpapers || Download paper

3
102021Risk 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.

Full description at Econpapers || Download paper

3
112012parfm: 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.

Full description at Econpapers || Download paper

3
122022Modelling multivariate extreme value distributions via Markov trees. (2022). Segers, Johan ; Peng, Zuoxiang ; Hu, Shuang. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022021.

Full description at Econpapers || Download paper

3
132018Inference 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.

Full description at Econpapers || Download paper

3
142010Stronger 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

3
152014Individual 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

2
162021Inference 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.

Full description at Econpapers || Download paper

2
172017Cross-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.

Full description at Econpapers || Download paper

2
182014Evaluation 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.

Full description at Econpapers || Download paper

2
192016Functional 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.

Full description at Econpapers || Download paper

2
202010Somes 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.

Full description at Econpapers || Download paper

2
212015Testing 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.

Full description at Econpapers || Download paper

2
222023Exogenous time-varying covariates in double additive cure survival model with application to fertility. (2023). Kreyenfeld, Michaela ; Lambert, Philippe. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023006.

Full description at Econpapers || Download paper

2
232012Variable 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.

Full description at Econpapers || Download paper

2
242021Impact 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.

Full description at Econpapers || Download paper

2
252021A fractional multi-states model for insurance. (2021). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021019.

Full description at Econpapers || Download paper

2
262018An 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.

Full description at Econpapers || Download paper

2
272018A 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.

Full description at Econpapers || Download paper

2
282021Lorenz curve, Gini coefficient, and Tweedie dominance for autocalibrated predictors. (2021). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021036.

Full description at Econpapers || Download paper

2
292010Positive 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

2
302013The systemic risk of energy markets. (2013). Pierret, D. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013061.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 16
YearTitle
2023Isotonic Recalibration under a Low Signal-to-Noise Ratio. (2023). Ziegel, Johanna ; Wuthrich, Mario V. In: Papers. RePEc:arx:papers:2301.02692.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Bayesian CART models for insurance claims frequency. (2023). Taylor, Charles ; Aivaliotis, Georgios ; Ji, Lanpeng ; Zhang, Yao Jun. In: Papers. RePEc:arx:papers:2303.01923.

Full description at Econpapers || Download paper

2023Deep quantile and deep composite triplet regression. (2023). Wuthrich, Mario V ; Merz, Michael ; Fissler, Tobias. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:109:y:2023:i:c:p:94-112.

Full description at Econpapers || Download paper

2023A fractional Hawkes process for illiquidity modeling. (2023). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023001.

Full description at Econpapers || Download paper

2023The rough Hawkes process. (2023). Scalas, Enrico ; Chen, Maggie ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023007.

Full description at Econpapers || Download paper

2023A mutually exciting rough jump diffusion for financial modelling. (2023). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023011.

Full description at Econpapers || Download paper

2023Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:183.

Full description at Econpapers || Download paper

2023Bayesian Artificial Neural Networks for frontier efficiency analysis. (2023). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623002075.

Full description at Econpapers || Download paper

2023The Effects of the LIBOR Scandal on Volatility and Liquidity in LIBOR Futures Markets. (2023). Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2303.

Full description at Econpapers || Download paper

2023Efficiency of Italian Municipalities and Waste Regulatory Target. (2023). Simar, Leopold ; di Leo, Simone ; Daraio, Cinzia. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023018.

Full description at Econpapers || Download paper

2023Further Improvements of Finite Sample Approximation of Central Limit Theorems for Weighted and Unweighted Malmquist Productivity Indices. (2023). Zelenyuk, Valentin ; Zhao, Shirong. In: CEPA Working Papers Series. RePEc:qld:uqcepa:186.

Full description at Econpapers || Download paper

2023Comparative performance analysis of frontier-based efficiency measurement methods – A Monte Carlo simulation. (2023). Langner, Julia ; Clermont, Marcel ; Ahn, Heinz. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:294-312.

Full description at Econpapers || Download paper

2023From risk reduction to risk elimination by conditional mean risk sharing of independent losses. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:46-59.

Full description at Econpapers || Download paper

2023Endowment contingency funds for mutual aid and public financing. (2023). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023009.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2023
YearCiting document
2023Conditional mean risk sharing of independent discrete losses in large pools. (2023). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023010.

Full description at Econpapers || Download paper

2023Second Birth Fertility in Germany: Social Class, Gender, and the Role of Economic Uncertainty. (2023). Ramos, Vincent Jerald ; Lambert, Philippe ; Konietzka, Dirk ; Kreyenfeld, Michaela. In: European Journal of Population. RePEc:spr:eurpop:v:39:y:2023:i:1:d:10.1007_s10680-023-09656-5.

Full description at Econpapers || Download paper

2023Comments on: Nonparametric estimation in mixture cure models with covariates. (2023). Lambert, Philippe. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:2:d:10.1007_s11749-023-00860-3.

Full description at Econpapers || Download paper

Recent citations received in 2022
YearCiting document
2022Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. (2022). Segers, Johan ; Asenova, Stefka. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022031.

Full description at Econpapers || Download paper

2022Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions. (2022). Segers, Johan ; Engelke, Sebastian ; Hentschel, Manuel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022032.

Full description at Econpapers || Download paper

2022Autocalibration by balance correction in nonlife insurance pricing. (2022). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022041.

Full description at Econpapers || Download paper

2022Structure learning for extremal tree models. (2022). Volgushev, Stanislav ; Engelke, Sebastian. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:5:p:2055-2087.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper