[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1990 | 0 | 0.14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1991 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1992 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1993 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
1994 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
1995 | 0 | 0.18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
1996 | 0 | 0.21 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
1997 | 0 | 0.23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.13 | |||||
1998 | 0 | 0.24 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
1999 | 0 | 0.32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
2000 | 0 | 0.44 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
2001 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
2002 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.23 | |||||
2003 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
2004 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | |||||
2005 | 0 | 0.49 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.29 | |||||
2006 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.27 | |||||
2007 | 0 | 0.39 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
2008 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.23 | |||||
2009 | 0 | 0.43 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
2010 | 0 | 0.37 | 0 | 0 | 51 | 51 | 25 | 0 | 0 | 0 | 0 | 0 | 0.19 | |||||
2011 | 0.02 | 0.46 | 0.02 | 0.02 | 45 | 96 | 7 | 2 | 2 | 51 | 1 | 51 | 1 | 1 | 50 | 1 | 0.02 | 0.25 |
2012 | 0.05 | 0.5 | 0.04 | 0.05 | 41 | 137 | 8 | 5 | 7 | 96 | 5 | 96 | 5 | 4 | 80 | 0 | 0.25 | |
2013 | 0.03 | 0.5 | 0.04 | 0.04 | 61 | 198 | 8 | 7 | 15 | 86 | 3 | 137 | 5 | 7 | 100 | 1 | 0.02 | 0.24 |
2014 | 0.05 | 0.53 | 0.03 | 0.03 | 56 | 254 | 27 | 8 | 23 | 102 | 5 | 198 | 5 | 4 | 50 | 2 | 0.04 | 0.27 |
2015 | 0.03 | 0.53 | 0.02 | 0.02 | 28 | 282 | 5 | 5 | 28 | 117 | 4 | 254 | 4 | 1 | 20 | 1 | 0.04 | 0.27 |
2016 | 0.07 | 0.54 | 0.03 | 0.03 | 50 | 332 | 8 | 10 | 38 | 84 | 6 | 231 | 7 | 2 | 20 | 1 | 0.02 | 0.27 |
2017 | 0.04 | 0.54 | 0.03 | 0.02 | 32 | 364 | 17 | 10 | 48 | 78 | 3 | 236 | 4 | 7 | 70 | 5 | 0.16 | 0.27 |
2018 | 0.04 | 0.53 | 0.03 | 0.03 | 35 | 399 | 9 | 10 | 58 | 82 | 3 | 227 | 7 | 4 | 40 | 0 | 0.26 | |
2019 | 0.04 | 0.55 | 0.04 | 0.04 | 28 | 427 | 26 | 18 | 76 | 67 | 3 | 201 | 8 | 6 | 33.3 | 2 | 0.07 | 0.32 |
2020 | 0.3 | 0.63 | 0.1 | 0.14 | 33 | 460 | 3 | 46 | 122 | 63 | 19 | 173 | 25 | 15 | 32.6 | 3 | 0.09 | 0.58 |
IF: | Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2014 | Individual 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 | 17 |
2 | 2019 | Size-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 | 13 |
3 | 2017 | Weak 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 | 8 |
4 | 2012 | MAX-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 | 7 |
5 | 2010 | Positive 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 | 7 |
6 | 2019 | Model 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 | 6 |
7 | 2010 | Stronger 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 | 5 |
8 | 2010 | Stronger measures of higher-order risk attitudes : an extension. (2010). Eeckhoudt, Louis ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010047. Full description at Econpapers || Download paper | 5 |
9 | 2013 | Adaptive 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 | 4 |
10 | 2014 | Nonparametric 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 | 4 |
11 | 2010 | Generalized 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 | 4 |
12 | 2011 | Large-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 | 4 |
13 | 2015 | Wilks Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference. (2015). Escanciano, Juan Carlos ; Bravo, Francesco ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2015016. Full description at Econpapers || Download paper | 4 |
14 | 2010 | A 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 | 3 |
15 | 2019 | Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach. (2019). Mouchart, Michel ; Wunsch, Guillaume ; Russo, Federica . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019002. Full description at Econpapers || Download paper | 3 |
16 | 2018 | Stability and tail limits of transport-based quantile contours. (2018). Segers, Johan ; de Valk, Cees Fouad. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018031. Full description at Econpapers || Download paper | 3 |
17 | 2017 | Testing for stationarity of functional time series in the frequency domain. (2017). van Delft, Anne ; Aue, Alexander. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017001. Full description at Econpapers || Download paper | 3 |
18 | 2018 | An 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 |
19 | 2010 | Regularly 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 | 2 |
20 | 2017 | Hypothesis testing for tail dependence parameters on the boundary of the parameter space with application to generalized max-linear models. (2017). Kiriliouk, Anna . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017027. Full description at Econpapers || Download paper | 2 |
21 | 2014 | On 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 | 2 |
22 | 2016 | A 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 |
23 | 2017 | Reevaluation 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 | 2 |
24 | 2018 | Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. (2018). del Carmen, Maria ; Alonso-Garcia, Jennifer ; Devolder, Pierre. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018022. Full description at Econpapers || Download paper | 2 |
25 | 2016 | Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2016). VanKeilegom, Ingrid ; Colling, Benjamin ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016031. Full description at Econpapers || Download paper | 2 |
26 | 2014 | Evaluation 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 |
27 | 2019 | One- versus multi-component regular variation and extremes of Markov trees. (2019). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019001. Full description at Econpapers || Download paper | 2 |
28 | 2020 | Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. (2020). Hallin, Marc ; Mordant, Gilles ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020006. Full description at Econpapers || Download paper | 2 |
29 | 2010 | Somes 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 |
30 | 2017 | Combining strong sparsity and competitive predictive power with the L-sOPLS approach for biomarker discovery in metabolomics. (2017). Munaut, Carine ; Feraud, Baptiste ; Govaerts, Bernadette ; Verleysen, Michel ; Martin, Manon. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017020. Full description at Econpapers || Download paper | 2 |
31 | 2015 | Tail mutual exclusivity and Tail-VaR lower bounds. (2015). Denuit, Michel ; Cheung, Ka Chung ; Dhaene, Jan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2015002. Full description at Econpapers || Download paper | 1 |
32 | 2019 | Control variate selection for Monte Carlo integration. (2019). Portier, Francois ; Leluc, Remi ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019015. Full description at Econpapers || Download paper | 1 |
33 | 2010 | Decomposing regional efficiency. (2010). Simar, Leopold ; Schaffer, Axel ; Rauland, Jan . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010042. Full description at Econpapers || Download paper | 1 |
34 | 2016 | Peaks over thresholds modelling with multivariate generalized Pareto distributions. (2016). Rootzen, Holger ; Kiriliouk, Anna ; Wadsworth, Jennifer ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016040. Full description at Econpapers || Download paper | 1 |
35 | 2012 | A sufficient condition of crossing-type for the bivariate orthant convex order. (2012). Mesfioui, Mhamed ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012028. Full description at Econpapers || Download paper | 1 |
36 | 2019 | Quality and its impact on efficiency. (2019). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019004. Full description at Econpapers || Download paper | 1 |
37 | 2016 | Functional 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 | 1 |
38 | 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 | 1 |
39 | 2011 | Using Bagidis in nonparametric functional data analysis: predicting from curves with sharp local features. (2011). Delsol, Laurent ; Timmermans, Catherine ; von Sachs, Rainer. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011020. Full description at Econpapers || Download paper | 1 |
40 | 2013 | Semiparametric Estimation of Risk-return Relationships. (2013). Escanciano, Juan Carlos ; Pardo-Fernandez, Juan Carlos ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013035. Full description at Econpapers || Download paper | 1 |
41 | 2018 | Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices. (2018). von Sachs, Rainer ; Chau, Van Vinh. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018025. Full description at Econpapers || Download paper | 1 |
42 | 2019 | Home and Motor insurance joined at a household level using multivariate credibility. (2019). Denuit, Michel ; Pechon, Florian ; Trufin, Julien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019013. Full description at Econpapers || Download paper | 1 |
43 | 2010 | Two-Stage DEA: Caveat Emptor. (2010). Simar, Leopold ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010041. Full description at Econpapers || Download paper | 1 |
44 | 2017 | Flexible parametric approach to classical measurement error variance estimation without auxiliary data. (2017). VanKeilegom, Ingrid ; Bertrand, Aurelie ; Legrand, Catherine ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017025. Full description at Econpapers || Download paper | 1 |
45 | 2014 | Reserve-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 | 1 |
46 | 2016 | On the estimation of nested Archimedean copulas: A theoretical and an experimental comparison. (2016). Uyttendaele, Nathan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016005. Full description at Econpapers || Download paper | 1 |
47 | 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 | 1 |
48 | 2013 | A 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 | 1 |
49 | 2014 | Efficiency 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 | 1 |
50 | 2010 | Nonparametric frontier estimation from noisy data. (2010). van Bellegem, S ; Schwarz, M ; Florens, JP. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010028. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2019 | Size-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 | 13 |
2 | 2014 | Individual 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 | 11 |
3 | 2017 | Weak 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 | 6 |
4 | 2019 | Model 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 | 6 |
5 | 2010 | Positive 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 | 5 |
6 | 2010 | Stronger 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 | 5 |
7 | 2010 | Stronger measures of higher-order risk attitudes : an extension. (2010). Eeckhoudt, Louis ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010047. Full description at Econpapers || Download paper | 5 |
8 | 2012 | MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES. (2012). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012011. Full description at Econpapers || Download paper | 4 |
9 | 2019 | Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach. (2019). Mouchart, Michel ; Wunsch, Guillaume ; Russo, Federica . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019002. Full description at Econpapers || Download paper | 3 |
10 | 2010 | A 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 | 3 |
11 | 2018 | Stability and tail limits of transport-based quantile contours. (2018). Segers, Johan ; de Valk, Cees Fouad. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018031. Full description at Econpapers || Download paper | 3 |
12 | 2020 | Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. (2020). Hallin, Marc ; Mordant, Gilles ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020006. Full description at Econpapers || Download paper | 2 |
13 | 2014 | Evaluation 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 |
14 | 2016 | Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2016). VanKeilegom, Ingrid ; Colling, Benjamin ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016031. Full description at Econpapers || Download paper | 2 |
15 | 2016 | A 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 |
16 | 2019 | One- versus multi-component regular variation and extremes of Markov trees. (2019). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019001. Full description at Econpapers || Download paper | 2 |
17 | 2010 | Somes 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 |
18 | 2018 | Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. (2018). del Carmen, Maria ; Alonso-Garcia, Jennifer ; Devolder, Pierre. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018022. Full description at Econpapers || Download paper | 2 |
19 | 2018 | An 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 |
Year | Title | |
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2020 | Robust frontier estimation from noisy data: A Tikhonov regularization approach. (2020). Simar, Leopold ; FLORENS, Jean-Pierre ; Daouia, Abdelaati. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:1-23. Full description at Econpapers || Download paper | |
2020 | A multivariate extreme value theory approach to anomaly clustering and visualization. (2020). Sabourin, Anne ; Feuillard, Vincent ; Clemenon, Stephan ; Chiapino, Mael. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:2:d:10.1007_s00180-019-00913-y. Full description at Econpapers || Download paper | |
2020 | Linking retirement age to life expectancy does not lessen the demographic implications of unequal lifespans. (2020). Kallestrup-Lamb, Malene ; Alvarez, Jesus-Adrian ; Kjargaard, Soren. In: CREATES Research Papers. RePEc:aah:create:2020-17. Full description at Econpapers || Download paper | |
2020 | Hypothesis testing for tail dependence parameters on the boundary of the parameter space. (2020). Kiriliouk, Anna. In: Econometrics and Statistics. RePEc:eee:ecosta:v:16:y:2020:i:c:p:121-135. Full description at Econpapers || Download paper | |
2020 | Fully Distribution-free Center-outward Rank Tests for Multiple-output Regression and Manova. (2020). Hallin, Marc ; Hudecova, Sarka ; Hlubinka, Daniel. In: Working Papers ECARES. RePEc:eca:wpaper:2013/310014. Full description at Econpapers || Download paper | |
2020 | Time and Causality in the Social Sciences. (2020). Russo, Federica ; Wunsch, Guillaume ; Orsi, Renzo ; Mouchart, Michel. In: Working Papers. RePEc:bol:bodewp:wp1155. Full description at Econpapers || Download paper | |
2020 | Causality in econometric modeling. From theory to structural causal modeling. (2020). Wunsch, Guillaume ; Orsi, Renzo ; Mouchart, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020021. Full description at Econpapers || Download paper | |
2020 | Time and Causality in the Social Sciences. (2020). Wunsch, Guillaume ; Russo, Federica ; Orsi, Renzo ; Mouchart, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020022. Full description at Econpapers || Download paper | |
2020 | Evaluating the efficiency of municipalities in the presence of unobserved heterogeneity. (2020). Tzeremes, Nickolaos ; Polo, Cristina ; Cordero, Jose M. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:53:y:2020:i:3:d:10.1007_s11123-020-00579-5. Full description at Econpapers || Download paper | |
2020 | Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving. (2020). Lu, Yang ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020016. Full description at Econpapers || Download paper | |
2020 | Risk bounds when learning infinitely many response functions by ordinary linear regression. (2020). Segers, Johan ; Portier, Franois ; Plassier, Vincent. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020019. Full description at Econpapers || Download paper | |
2020 | Inference on extremal dependence in a latent Markov tree model attracted to a Husler-Reiss distribution. (2020). Mazo, Gildas ; Asenova, Stefka Kirilova ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020005. 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 risk transfer: the analytics of collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020017. Full description at Econpapers || Download paper | |
2020 | Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent risks. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020018. 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 | Life-Care Tontines. (2020). Lucas, Nathalie ; Hieber, Peter. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020026. 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 |
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2020 | Efronâs 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 | |
2020 | Multivariate 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 | |
2020 | Rate-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 |
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2019 | Investing in your own and peers risks: The simple analytics of p2p insurance. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019028. Full description at Econpapers || Download paper |
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2017 | Data depth and rank-based tests for covariance and spectral density matrices. (2017). Ombao, Hernando ; Chau, Van Vinh ; von Sachs, Rainer. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017019. Full description at Econpapers || Download paper | |
2017 | Locally Stationary Functional Time Series. (2017). Eichler, Michael ; van Delft, Anne. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017023. Full description at Econpapers || Download paper | |
2017 | An estimator of the stable tail dependence function based on the empirical beta copula. (2017). Segers, Johan ; Kiriliouk, Anna ; Tafakori, Laleh. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017028. Full description at Econpapers || Download paper | |
2017 | Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views. (2017). Borel-Mathurin, Fabrice ; Segers, J ; Loisel, S. In: Débats économiques et financiers. RePEc:bfr:decfin:32. Full description at Econpapers || Download paper |