LIDAM Reprints 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
32
Impact Factor (IF)
0.47
5 Years IF
0.46
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]
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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 | 0.4 | 0 | 40 | 40 | 473 | 16 | 16 | 0 | 0 | 0 | 16 | 0.4 | 0.3 | |||
| 2011 | 0.7 | 0.61 | 0.5 | 0.7 | 63 | 103 | 750 | 51 | 67 | 40 | 28 | 40 | 28 | 0 | 21 | 0.33 | 0.37 | |
| 2012 | 0.54 | 0.68 | 0.61 | 0.54 | 36 | 139 | 496 | 85 | 152 | 103 | 56 | 103 | 56 | 0 | 10 | 0.28 | 0.36 | |
| 2013 | 1.02 | 0.67 | 1.02 | 0.96 | 50 | 189 | 258 | 191 | 344 | 99 | 101 | 139 | 134 | 0 | 20 | 0.4 | 0.35 | |
| 2014 | 0.64 | 0.67 | 0.85 | 0.7 | 54 | 243 | 540 | 205 | 551 | 86 | 55 | 189 | 132 | 0 | 34 | 0.63 | 0.34 | |
| 2015 | 0.67 | 0.66 | 0.82 | 0.74 | 45 | 288 | 366 | 235 | 787 | 104 | 70 | 243 | 180 | 0 | 13 | 0.29 | 0.36 | |
| 2016 | 1.03 | 0.65 | 0.96 | 0.83 | 49 | 337 | 266 | 325 | 1112 | 99 | 102 | 248 | 207 | 0 | 12 | 0.24 | 0.35 | |
| 2017 | 0.79 | 0.62 | 0.88 | 0.79 | 47 | 384 | 218 | 337 | 1449 | 94 | 74 | 234 | 185 | 0 | 13 | 0.28 | 0.35 | |
| 2018 | 0.58 | 0.61 | 0.97 | 0.61 | 45 | 429 | 279 | 414 | 1863 | 96 | 56 | 245 | 150 | 0 | 31 | 0.69 | 0.35 | |
| 2019 | 0.66 | 0.63 | 0.81 | 0.59 | 61 | 490 | 195 | 397 | 2261 | 92 | 61 | 240 | 141 | 0 | 15 | 0.25 | 0.36 | |
| 2020 | 0.89 | 0.71 | 1.06 | 0.73 | 49 | 539 | 161 | 570 | 2831 | 106 | 94 | 247 | 181 | 0 | 20 | 0.41 | 0.76 | |
| 2021 | 0.76 | 0.98 | 0.95 | 0.73 | 59 | 598 | 85 | 569 | 3400 | 110 | 84 | 251 | 183 | 0 | 15 | 0.25 | 0.4 | |
| 2022 | 0.71 | 0.76 | 0.8 | 0.59 | 39 | 637 | 24 | 510 | 3910 | 108 | 77 | 261 | 155 | 0 | 5 | 0.13 | 0.24 | |
| 2023 | 0.47 | 0.61 | 0.72 | 0.46 | 29 | 666 | 5 | 477 | 4387 | 98 | 46 | 253 | 116 | 0 | 6 | 0.21 | 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | Two-Stage DEA: Caveat Emptor. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011031. Full description at Econpapers || Download paper | 291 |
| 2 | 2014 | Testing macroprudential stress tests: The risk of regulatory risk weights. (2014). Engle, Robert ; Acharya, Viral ; Pierret, Diane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014022. Full description at Econpapers || Download paper | 144 |
| 3 | 2010 | Nonparametric conditional efficiency measures: asymptotic properties. (2010). Simar, Leopold ; Jeong, Seok-Oh ; Park, Byeong U. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010004. Full description at Econpapers || Download paper | 109 |
| 4 | 2014 | A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014030. Full description at Econpapers || Download paper | 82 |
| 5 | 2012 | Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. (2012). Segers, Johan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012009. Full description at Econpapers || Download paper | 82 |
| 6 | 2014 | Directional distances and their robust versions: Computational and testing issues. (2014). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014012. Full description at Econpapers || Download paper | 77 |
| 7 | 2015 | Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis. (2015). Simar, Leopold ; Mastromarco, Camilla. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015034. Full description at Econpapers || Download paper | 76 |
| 8 | 2012 | Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012022. Full description at Econpapers || Download paper | 73 |
| 9 | 2010 | Optimal bandwidth selection for conditional efficiency measures: A data-driven approach. (2010). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010003. Full description at Econpapers || Download paper | 73 |
| 10 | 2015 | When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2015). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015008. Full description at Econpapers || Download paper | 67 |
| 11 | 2011 | Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011027. Full description at Econpapers || Download paper | 67 |
| 12 | 2016 | Testing Hypotheses in Nonparametric Models of Production. (2016). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016044. Full description at Econpapers || Download paper | 65 |
| 13 | 2015 | Statistical Approaches for Nonparametric Frontier Models: A Guided Tour. (2015). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015022. Full description at Econpapers || Download paper | 63 |
| 14 | 2011 | Locally stationary long memory estimation. (2011). von Sachs, Rainer ; ROUEFF, FRANCOIS . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011009. Full description at Econpapers || Download paper | 60 |
| 15 | 2012 | Statistical inference for DEA estimators of directional distances. (2012). Simar, Leopold ; Vanhems, Anne ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012018. Full description at Econpapers || Download paper | 58 |
| 16 | 2013 | Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013023. Full description at Econpapers || Download paper | 57 |
| 17 | 2018 | Central limit theorems for conditional efficiency measures and tests of the âââ¬ÃÅseparabilityâââ‰â¢ condition in non-parametric, two-stage models of production. (2018). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018023. Full description at Econpapers || Download paper | 50 |
| 18 | 2012 | Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012016. Full description at Econpapers || Download paper | 47 |
| 19 | 2018 | Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. (2018). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018045. Full description at Econpapers || Download paper | 47 |
| 20 | 2017 | Nonparametric Least Squares Methods for Stochastic Frontier Models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017026. Full description at Econpapers || Download paper | 46 |
| 21 | 2014 | Explaining inefficiency in nonparametric production models: the state of the art. (2014). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014005. Full description at Econpapers || Download paper | 45 |
| 22 | 2010 | Asymptotic distribution of conical-hull estimators of directional edges. (2010). Simar, Leopold ; Park, B U ; Jeong, S.-O., . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010025. Full description at Econpapers || Download paper | 43 |
| 23 | 2015 | Rankings and university performance: A conditional multidimensional approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015009. Full description at Econpapers || Download paper | 42 |
| 24 | 2012 | On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, O. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012021. Full description at Econpapers || Download paper | 40 |
| 25 | 2010 | Inferences From Cross-sectional, Stochastic Frontier Models. (2010). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010005. Full description at Econpapers || Download paper | 38 |
| 26 | 2011 | Computational Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Simar, Leopold ; Kneip, Alois ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011030. Full description at Econpapers || Download paper | 37 |
| 27 | 2018 | Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018010. Full description at Econpapers || Download paper | 36 |
| 28 | 2013 | On kernel smoothing for extremal quantile regression. (2013). Gardes, Laurent ; Daouia, Abdelaati ; Girard, Stephane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013038. Full description at Econpapers || Download paper | 35 |
| 29 | 2011 | Correlated risks, bivariate utility and optimal choices. (2011). Eeckhoudt, Louis ; Denuit, Michel ; Menegatti, Mario. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011043. Full description at Econpapers || Download paper | 35 |
| 30 | 2016 | Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; Vanhems, Anne ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016007. Full description at Econpapers || Download paper | 35 |
| 31 | 2012 | An M-estimator for tail dependence in arbitrary dimensions. (2012). , John ; John , ; Segers, Johan ; Krajina, Andrea . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012035. Full description at Econpapers || Download paper | 34 |
| 32 | 2011 | The European university landscape: A micro characterization based on evidence from the Aquameth project. (2011). Simar, Leopold ; Geuna, Aldo ; Eeckaut, Philippe Vanden ; VANDENEECKAUT, Philippe ; van den Eeckaut, Philippe ; Bach, Laurent ; Lepori, Benedetto ; Bonaccorsi, Andrea ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011041. Full description at Econpapers || Download paper | 34 |
| 33 | 2010 | Estimating the error distribution in nonparametric multiple regression with applications to model testing. (2010). van Keilegom, I ; Neumeyer, N. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010006. Full description at Econpapers || Download paper | 32 |
| 34 | 2015 | Frontier estimation in the presence of measurement error with unknown variance. (2015). Simar, Leopold ; Kneip, Alois ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015004. Full description at Econpapers || Download paper | 31 |
| 35 | 2011 | Identification and estimation by penalization in Nonparametric Instrumental Regression. (2011). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011046. Full description at Econpapers || Download paper | 31 |
| 36 | 2019 | Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019038. Full description at Econpapers || Download paper | 30 |
| 37 | 2010 | Efficient estimation of a semiparametric dynamic copula model. (2010). Hafner, Christian ; Reznikova, Olga . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010033. Full description at Econpapers || Download paper | 29 |
| 38 | 2014 | Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression. (2014). FLORENS, Jean-Pierre ; Dunker, Fabian ; Mammen, Enno ; Johannes, Jan ; Hohage, Thorsten . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014007. Full description at Econpapers || Download paper | 28 |
| 39 | 2014 | Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape. (2014). Denuit, Michel ; Klein, Nadja ; Kneib, Thomas ; Lang, Stefan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014006. Full description at Econpapers || Download paper | 27 |
| 40 | 2013 | Individual Loss Reserving with the Multivariate Skew Normal Framework. (2013). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013028. Full description at Econpapers || Download paper | 26 |
| 41 | 2020 | Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. (2020). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2020004. Full description at Econpapers || Download paper | 26 |
| 42 | 2016 | Efficiency and benchmarking with directional distances: a data-driven approach. (2016). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016013. Full description at Econpapers || Download paper | 25 |
| 43 | 2012 | Instrumental regression in partially linear models. (2012). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012017. Full description at Econpapers || Download paper | 24 |
| 44 | 2019 | Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019053. Full description at Econpapers || Download paper | 23 |
| 45 | 2011 | Stochastic FDH/DEA estimators for frontier analysis. (2011). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011026. Full description at Econpapers || Download paper | 23 |
| 46 | 2019 | A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. (2019). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019013. Full description at Econpapers || Download paper | 22 |
| 47 | 2015 | Categorical data in local maximum likelihood: theory and applications to productivity analysis. (2015). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015018. Full description at Econpapers || Download paper | 22 |
| 48 | 2016 | Generalized nonparametric smoothing with mixed discrete and continuous data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Li, Degui. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016020. Full description at Econpapers || Download paper | 22 |
| 49 | 2012 | Regression when both response and predictor are functions. (2012). VanKeilegom, Ingrid ; Ferraty, F ; Vieu, P ; van Keilegom, Ingrid. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012004. Full description at Econpapers || Download paper | 22 |
| 50 | 2017 | Measuring Firm Performance Using Nonparametric Quantile-type Distances. (2017). Simar, Leopold ; Daouia, Abdelaati ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017006. Full description at Econpapers || Download paper | 20 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | Two-Stage DEA: Caveat Emptor. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011031. Full description at Econpapers || Download paper | 42 |
| 2 | 2015 | When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2015). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015008. Full description at Econpapers || Download paper | 24 |
| 3 | 2018 | Central limit theorems for conditional efficiency measures and tests of the âââ¬ÃÅseparabilityâââ‰â¢ condition in non-parametric, two-stage models of production. (2018). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018023. Full description at Econpapers || Download paper | 23 |
| 4 | 2014 | Testing macroprudential stress tests: The risk of regulatory risk weights. (2014). Engle, Robert ; Acharya, Viral ; Pierret, Diane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014022. Full description at Econpapers || Download paper | 23 |
| 5 | 2020 | Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. (2020). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2020004. Full description at Econpapers || Download paper | 16 |
| 6 | 2010 | Optimal bandwidth selection for conditional efficiency measures: A data-driven approach. (2010). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010003. Full description at Econpapers || Download paper | 16 |
| 7 | 2012 | Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012016. Full description at Econpapers || Download paper | 16 |
| 8 | 2019 | Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019038. Full description at Econpapers || Download paper | 15 |
| 9 | 2016 | Testing Hypotheses in Nonparametric Models of Production. (2016). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016044. Full description at Econpapers || Download paper | 15 |
| 10 | 2015 | Statistical Approaches for Nonparametric Frontier Models: A Guided Tour. (2015). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015022. Full description at Econpapers || Download paper | 15 |
| 11 | 2012 | Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012022. Full description at Econpapers || Download paper | 14 |
| 12 | 2014 | Explaining inefficiency in nonparametric production models: the state of the art. (2014). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014005. Full description at Econpapers || Download paper | 14 |
| 13 | 2019 | Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019053. Full description at Econpapers || Download paper | 13 |
| 14 | 2019 | A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. (2019). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019013. Full description at Econpapers || Download paper | 12 |
| 15 | 2017 | Nonparametric Least Squares Methods for Stochastic Frontier Models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017026. Full description at Econpapers || Download paper | 12 |
| 16 | 2012 | Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. (2012). Segers, Johan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012009. Full description at Econpapers || Download paper | 12 |
| 17 | 2014 | Directional distances and their robust versions: Computational and testing issues. (2014). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014012. Full description at Econpapers || Download paper | 12 |
| 18 | 2018 | Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018010. Full description at Econpapers || Download paper | 12 |
| 19 | 2011 | Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011027. Full description at Econpapers || Download paper | 11 |
| 20 | 2013 | On kernel smoothing for extremal quantile regression. (2013). Gardes, Laurent ; Daouia, Abdelaati ; Girard, Stephane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013038. Full description at Econpapers || Download paper | 9 |
| 21 | 2021 | Quality as a Latent Heterogeneity Factor in the Efficiency of Universities. (2021). Wilson, Paul W ; Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021011. Full description at Econpapers || Download paper | 9 |
| 22 | 2016 | Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; Vanhems, Anne ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016007. Full description at Econpapers || Download paper | 9 |
| 23 | 2019 | Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. (2019). Guillen, Montserrat ; Denuit, Michel ; Trufin, Julien. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019039. Full description at Econpapers || Download paper | 9 |
| 24 | 2016 | Efficiency and benchmarking with directional distances: a data-driven approach. (2016). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016013. Full description at Econpapers || Download paper | 9 |
| 25 | 2012 | Statistical inference for DEA estimators of directional distances. (2012). Simar, Leopold ; Vanhems, Anne ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012018. Full description at Econpapers || Download paper | 8 |
| 26 | 2013 | Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013023. Full description at Econpapers || Download paper | 8 |
| 27 | 2012 | Instrumental regression in partially linear models. (2012). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012017. Full description at Econpapers || Download paper | 8 |
| 28 | 2020 | Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method. (2020). Hieber, Peter ; Gnameho, Kossi ; Devolder, Pierre ; Deelstra, Griselda. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020020. Full description at Econpapers || Download paper | 7 |
| 29 | 2021 | Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Trufin, Julien ; Charpentier, Arthur ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021049. Full description at Econpapers || Download paper | 7 |
| 30 | 2020 | Investing in your own and peersâ risks: the simple analytics of P2P insurance. (2020). Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020026. Full description at Econpapers || Download paper | 7 |
| 31 | 2012 | An M-estimator for tail dependence in arbitrary dimensions. (2012). , John ; John , ; Segers, Johan ; Krajina, Andrea . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012035. Full description at Econpapers || Download paper | 7 |
| 32 | 2020 | A general approach for cure models in survival analysis. (2020). van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Patilea, Valentin. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020042. Full description at Econpapers || Download paper | 6 |
| 33 | 2013 | Individual Loss Reserving with the Multivariate Skew Normal Framework. (2013). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013028. Full description at Econpapers || Download paper | 6 |
| 34 | 2016 | Flexible estimation in cure survival models using Bayesian P-splines. (2016). Lambert, Philippe ; Bremhorst, Vincent. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016002. Full description at Econpapers || Download paper | 6 |
| 35 | 2020 | Large-Loss Behavior of Conditional Mean Risk Sharing. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020021. Full description at Econpapers || Download paper | 6 |
| 36 | 2011 | Stochastic FDH/DEA estimators for frontier analysis. (2011). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011026. Full description at Econpapers || Download paper | 6 |
| 37 | 2011 | Identification and estimation by penalization in Nonparametric Instrumental Regression. (2011). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011046. Full description at Econpapers || Download paper | 6 |
| 38 | 2021 | Inference on extremal dependence in the domain of attraction of a structured HüslerâReiss distribution motivated by a Markov tree with latent variables. (2021). Segers, Johan ; Mazo, Gildas ; Asenova, Stefka Kirilova. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021004. Full description at Econpapers || Download paper | 6 |
| 39 | 2021 | Latent heterogeneity to evaluate the effect of human capital on world technology frontier. (2021). Simar, Leopold ; Mastromarco, Camilla. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021009. Full description at Econpapers || Download paper | 6 |
| 40 | 2021 | Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. (2021). Hallin, Marc ; Segers, Johan ; Mordant, Gilles. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021005. Full description at Econpapers || Download paper | 6 |
| 41 | 2014 | When uniform weak convergence fails: empirical processes for dependence functions via epi- and hypographs. (2014). Segers, Johan ; Bucher, Axel ; Volgushev, Stanislav. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014018. Full description at Econpapers || Download paper | 6 |
| 42 | 2016 | Fertility progression in Germany: An analysis using flexible nonparametric cure survival models. (2016). Kreyenfeld, Michaela ; Bremhorst, Vincent ; Lambert, Philippe. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016023. Full description at Econpapers || Download paper | 6 |
| 43 | 2015 | Rankings and university performance: A conditional multidimensional approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015009. Full description at Econpapers || Download paper | 6 |
| 44 | 2020 | Two-Step Semiparametric Empirical Likelihood Inference. (2020). van Keilegom, Ingrid Ingrid ; Carlos, Escanciano Juan ; Bravo, Francesco. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020046. Full description at Econpapers || Download paper | 6 |
| 45 | 2021 | Moment generating function of non-Markov self-excited claims processes. (2021). Hainaut, Donatien. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021046. Full description at Econpapers || Download paper | 6 |
| 46 | 2022 | Risk-sharing rules and their properties, with applications to peer?to?peer insurance. (2022). Robert, Christian Y ; Dhaene, Jan ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2022026. Full description at Econpapers || Download paper | 6 |
| 47 | 2018 | Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. (2018). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018045. Full description at Econpapers || Download paper | 6 |
| 48 | 2021 | From risk sharing to pure premium for a large number of heterogeneous losses. (2021). Robert, Christian Y ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021001. Full description at Econpapers || Download paper | 5 |
| 49 | 2023 | Statistical Inference for Aggregation of Malmquist Productivity Indices. (2023). Zelenyuk, Valentin ; Simar, Leopold ; Pham, Manh. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2023010. Full description at Econpapers || Download paper | 5 |
| 50 | 2020 | Effective Statistical Learning Methods for Actuaries II : Tree-Based Methods and Extensions. (2020). Trufin, Julien ; Hainaut, Donatien ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020035. Full description at Econpapers || Download paper | 5 |
Citing documents used to
compute impact factor: 46
| Year | Title | |
|---|---|---|
| 2023 | A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules. (2023). Niakh, Fallou. In: Papers. RePEc:arx:papers:2303.05421. Full description at Econpapers || Download paper | |
| 2023 | From 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 | |
| 2023 | ||
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Scenario generation for market risk models using generative neural networks. (2021). Junike, Gero ; Flaig, Solveig. In: Papers. RePEc:arx:papers:2109.10072. Full description at Econpapers || Download paper | |
| 2023 | A CramérâWold theorem for elliptical distributions. (2023). Moreno, Leonardo ; Fraiman, Ricardo ; Ransford, Thomas. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000222. Full description at Econpapers || Download paper | |
| 2023 | Nonparametric goodness-of-fit testing for a continuous multivariate parametric model. (2023). Patil, Prakash N ; Bagkavos, Dimitrios. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000283. Full description at Econpapers || Download paper | |
| 2023 | EM estimation for bivariate mixed poisson INAR(1) claim count regression models with correlated random effects. (2023). Tzougas, George ; Dassios, Angelos ; Chen, Zezhun Chen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118826. Full description at Econpapers || Download paper | |
| 2023 | Multivariate mixed Poisson Generalized Inverse Gaussian INAR(1) regression. (2023). Tzougas, George ; Dassios, Angelos ; Chen, Zezhun. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01253-0. Full description at Econpapers || Download paper | |
| 2023 | Environmental information disclosure and firm production: evidence from the estimated efficiency of publicly listed firms in China. (2023). Zhang, Lin ; Lu, Yunguo. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:59:y:2023:i:1:d:10.1007_s11123-022-00655-y. Full description at Econpapers || Download paper | |
| 2023 | Universitiesâ efficiency and the socioeconomic characteristics of their environment â Evidence from an empirical analysis. (2023). Serebrennikov, Pavel ; Egorov, Aleksei ; Agasisti, Tommaso. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:85:y:2023:i:c:s0038012122002464. Full description at Econpapers || Download paper | |
| 2023 | Investigating the unobserved heterogeneity effect on outreach to women: lessons from microfinance institutions. (2023). Simar, L ; Vanhems, A ; Tchuigoua, Tchakoute H ; Fall, F S. In: Annals of Operations Research. RePEc:spr:annopr:v:328:y:2023:i:2:d:10.1007_s10479-023-05353-y. Full description at Econpapers || Download paper | |
| 2023 | Another look at productivity growth in industrialized countries. (2023). Simar, Leopold ; Wilson, Paul W. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00689-w. Full description at Econpapers || Download paper | |
| 2023 | Efficiency evaluation for higher education institutions in China considering unbalanced regional development: A meta-frontier Super-SBM model. (2023). Ang, Sheng ; Wang, Dawei ; Yang, Feng ; Sun, YU. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:88:y:2023:i:c:s003801212300160x. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Endowment 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 | Investigating the performance of Chinese banks over 2007â2014. (2023). Zhao, Shirong ; Wilson, Paul W. In: Annals of Operations Research. RePEc:spr:annopr:v:321:y:2023:i:1:d:10.1007_s10479-022-04925-8. Full description at Econpapers || Download paper | |
| 2023 | Further improvements of finite sample approximation of central limit theorems for envelopment estimators. (2023). Zelenyuk, Valentin ; Zhao, Shirong ; Simar, Leopold. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:59:y:2023:i:2:d:10.1007_s11123-023-00661-8. Full description at Econpapers || Download paper | |
| 2023 | Productivity analysis: roots, foundations, trends and perspectives. (2023). Zelenyuk, Valentin. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00692-1. Full description at Econpapers || Download paper | |
| 2023 | Special Symposium on Lifetime Achievements of Rolf Färe and Shawna Grosskopf. (2023). Sickles, Robin C. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00693-0. Full description at Econpapers || Download paper | |
| 2023 | Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence. (2023). Segers, Johan ; Zhuman, Aigerim ; Portier, Franois ; Leluc, Remi. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023019. Full description at Econpapers || Download paper | |
| 2023 | Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance. (2023). Robert, Christian Y ; Ghossoub, Mario ; Dhaene, Jan ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023005. Full description at Econpapers || Download paper | |
| 2023 | Conditional 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 | |
| 2023 | Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:23-32. Full description at Econpapers || Download paper | |
| 2023 | The 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 | |
| 2023 | A 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 | |
| 2023 | Isotonic 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 | |
| 2023 | Bayesian 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 | |
| 2023 | Deep 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 | |
| 2023 | A 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 | |
| 2023 | Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831. Full description at Econpapers || Download paper | |
| 2023 | Multi-kernel property in high-frequency price dynamics under Hawkes model. (2023). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2302.11822. Full description at Econpapers || Download paper | |
| 2023 | A fractional Hawkes process II: Further characterization of the process. (2023). Polito, Federico ; Hawkes, Alan G ; Chen, Jing ; Scalas, Enrico ; Aduda, Jane A ; Habyarimana, Cassien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001516. Full description at Econpapers || Download paper | |
| 2023 | Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events. (2023). Denuit, Michel ; Trufin, Julien ; Simon, Pierre-Alexandre. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023014. Full description at Econpapers || Download paper | |
| 2023 | Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal. (2023). Silversmit, Geert ; Denuit, Michel ; Legrand, Catherine ; Soetewey, Antoine. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023035. Full description at Econpapers || Download paper | |
| 2023 | Health indices for disease incidence and duration in the Semi-Markov setting. (2023). Silversmit, Geert ; Denuit, Michel ; Legrand, Catherine ; Soetewey, Antoine. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023013. Full description at Econpapers || Download paper | |
| 2023 | Rough volatility, path-dependent PDEs and weak rates of convergence. (2023). Pannier, Alexandre ; Jacquier, Antoine ; Bonesini, Ofelia. In: Papers. RePEc:arx:papers:2304.03042. Full description at Econpapers || Download paper | |
| 2023 | An axiomatic theory for anonymized risk sharing. (2022). Wang, Ruodu ; Liu, Yang ; Jiao, Zhanyi. In: Papers. RePEc:arx:papers:2208.07533. Full description at Econpapers || Download paper | |
| 2023 | Boosted Poisson regression trees: A guide to the BT package in R. (2023). Denuit, Michel ; Trufin, Julien ; Willame, Gireg. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023008. Full description at Econpapers || Download paper | |
| 2023 | Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff. (2023). Antonio, Katrien ; Henckaerts, Roel ; Holvoet, Freek. In: Papers. RePEc:arx:papers:2310.12671. Full description at Econpapers || Download paper | |
| 2023 | Spatial dependence in production frontier models. (2023). Ayouba, Kassoum. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:1:d:10.1007_s11123-023-00670-7. Full description at Econpapers || Download paper | |
| 2023 | ||
| 2023 | Exogenous 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 |
Recent citations
Recent citations received in 2023
| Year | Citing document | |
|---|---|---|
| 2023 | Statistical Inference for HicksâMoorsteen Productivity Indices. (2023). Zhao, Shirong ; Zelenyuk, Valentin ; Simar, Leopold. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023032. Full description at Econpapers || Download paper | |
| 2023 | The changing socioeconomic gradient in the dissolution of marriage and cohabitation: Evidence from a latecomer of the Second Demographic Transition. (2023). Bastianelli, Elena ; Vignoli, Daniele ; Guetto, Raffaele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2023_03. Full description at Econpapers || Download paper | |
| 2023 | Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Panchenko, Valentyn ; Zelenyuk, Valentin. In: CEPA Working Papers Series. RePEc:qld:uqcepa:184. Full description at Econpapers || Download paper | |
| 2023 | Further 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 | |
| 2023 | Statistical Inference for HicksâMoorsteen Productivity Indices. (2023). Simar, Leopold ; Zhao, Shirong ; Zelenyuk, Valentin. In: CEPA Working Papers Series. RePEc:qld:uqcepa:190. Full description at Econpapers || Download paper | |
| 2023 | Russell and Slack-Based Measures of Efficiency: A Unifying Framework. (2023). Zhao, Shirong ; Zelenyuk, Valentin ; Simar, Leopold. In: CEPA Working Papers Series. RePEc:qld:uqcepa:191. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Allocation of benefits in mutual aid and survivor funds. (2022). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022029. Full description at Econpapers || Download paper | |
| 2022 | Dynamic conditional mean risk sharing in the compound Poisson surplus model. (2022). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022034. Full description at Econpapers || Download paper | |
| 2022 | Boosting on the responses with Tweedie loss functions. (2022). Verdebout, Thomas ; Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022039. Full description at Econpapers || Download paper | |
| 2022 | Multivariate claim processes with rough intensities: Properties and estimation. (2022). Hainaut, Donatien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:269-287. Full description at Econpapers || Download paper | |
| 2022 | Uniform concentration bounds for frequencies of rare events. (2022). Segers, Johan ; Sabourin, Anne ; Lhaut, Stephane. In: Statistics & Probability Letters. RePEc:eee:stapro:v:189:y:2022:i:c:s0167715222001493. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Testing 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 | |
| 2021 | Risk-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 | |
| 2021 | Mortality 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 | |
| 2021 | Risk 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. Full description at Econpapers || Download paper | |
| 2021 | Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data. (2021). Lambert, Philippe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000840. Full description at Econpapers || Download paper | |
| 2021 | Stop-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. Full description at Econpapers || Download paper | |
| 2021 | Efronâs asymptotic monotonicity property in the Gaussian stable domain of attraction. (2021). Robert, Christian Y ; Denuit, Michel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000816. Full description at Econpapers || Download paper | |
| 2021 | The Efficiency and Productivity Evaluation of National Innovation Systems in Europe. (2021). Brzezicki, Åukasz ; Lacka, Irena. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special3:p:471-496. Full description at Econpapers || Download paper | |
| 2021 | Dynamics of Human Capital Development in Economic Development Cycles. (2021). Strielkowski, Wadim ; Firsova, Irina ; Gruzina, Yulia. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:67-:d:547662. Full description at Econpapers || Download paper | |
| 2021 | Concordance 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. Full description at Econpapers || Download paper | |
| 2021 | On the Identification, Evaluation and Treatment of Risks in Smart Homes: A Systematic Literature Review. (2021). Roschmann, Angela Zeier ; Wagner, Joel ; Iten, Raphael. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:113-:d:570813. Full description at Econpapers || Download paper | |
| 2021 | The Measures of Accuracy of Claim Frequency Credibility Predictor. (2021). Do, Tomasz ; Wolny-Dominiak, Alicja. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11959-:d:667712. Full description at Econpapers || Download paper | |
| 2021 | Multicriteria Ranking for the Efficient and Effective Assessment of Police Departments. (2021). Paula, Ana ; Daraio, Cinzia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4251-:d:534230. Full description at Econpapers || Download paper | |
| 2021 | Redistributive effects of the Czech pension system - microeconomic approach. (2021). vanurova -Elika, Alena. In: ?eský finan?nà a ú?etnà ?asopis. RePEc:prg:jnlcfu:v:2021:y:2021:i:3:id:564. Full description at Econpapers || Download paper | |
| 2021 | Applications of efficiency and productivity analysis: editorsâ introduction. (2021). Parmeter, Christopher ; Malikov, Emir ; Kumbhakar, Subal. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:6:d:10.1007_s00181-021-02059-7. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19. Full description at Econpapers || Download paper | |
| 2020 | Ultimate behavior of conditional mean risk sharing for independent compound Panjer-Katz sums with gamma and Pareto severities. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020014. Full description at Econpapers || Download paper | |
| 2020 | From 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. Full description at Econpapers || Download paper | |
| 2020 | Risk 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. Full description at Econpapers || Download paper | |
| 2020 | Stop-loss protection for a large P2P insurance pool. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020028. Full description at Econpapers || Download paper | |
| 2020 | Conditional mean risk sharing for dependent risks using graphical models. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020029. Full description at Econpapers || Download paper | |
| 2020 | Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Papers. RePEc:arx:papers:2006.07780. Full description at Econpapers || Download paper | |
| 2020 | When will the Covid-19 pandemic peak?. (2020). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2025. Full description at Econpapers || Download paper | |
| 2020 | Estimation of the Mannââ¬âWhitney effect in the two-sample problem under dependent censoring. (2020). Hsu, Jiun-Huang ; Emura, Takeshi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300815. Full description at Econpapers || Download paper | |
| 2020 | Likelihood inference on semiparametric models with generated regressors. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102696. Full description at Econpapers || Download paper | |
| 2020 | Agritourism in the Era of the Coronavirus (COVID-19): A Rapid Assessment from Poland. (2020). Zawadka, Jan ; Jczmyk, Anna ; Wojcieszak-Zbierska, Monika Magorzata ; Uglis, Jarosaw. In: Agriculture. RePEc:gam:jagris:v:10:y:2020:i:9:p:397-:d:410593. Full description at Econpapers || Download paper | |
| 2020 | . Full description at Econpapers || Download paper | |
| 2020 | . Full description at Econpapers || Download paper | |
| 2020 | . Full description at Econpapers || Download paper | |
| 2020 | Longevity Modelling and Pricing under a Dependent Multi-Cohort Framework. (2020). Devolder, Pierre ; Zeddouk, Fadoua. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:121-:d:445668. Full description at Econpapers || Download paper | |
| 2020 | Thinking in Vertical: A Practical Application of the Two-Stage Pension System in Spain. (2020). Dominguez-Fabian, Inmaculada ; Devolder, Pierre. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:9928-:d:452424. Full description at Econpapers || Download paper | |
| 2020 | Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Center for Policy Research Working Papers. RePEc:max:cprwps:230. Full description at Econpapers || Download paper | |
| 2020 | The Efficiency of Public and Private Higher Education Institutions in Poland. (2020). Brzezicki, Åukasz. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2020:i:4:p:33-51. Full description at Econpapers || Download paper |
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