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Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
6
Impact Factor
0.3
5 Years IF
0.14
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
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
50 most cited documents in this series
#YearTitleCited
12014Individual loss reserving using paid-incurred data. (2014). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014014.

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17
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.

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13
32017Weak convergence of the weighted empirical beta copula process. (2017). Segers, Johan ; Berghaus, Betina. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017015.

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8
42012MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES. (2012). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012011.

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7
52010Positive dependence of signals. (2010). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010025.

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7
62019Model selection based on Lorenz and concentration curves, Gini indices and convex order. (2019). Sznajder, Dominik ; Denuit, Michel ; Trufin, Julien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019006.

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6
72010Stronger measures of higher-order risk attitudes. (2010). Eeckhoudt, Louis ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010010.

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5
82010Stronger measures of higher-order risk attitudes : an extension. (2010). Eeckhoudt, Louis ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010047.

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5
92013Adaptive estimation of functionals in nonparametric instrumental regression. (2013). Johannes, Jan ; Breunig, Christoph. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013058.

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4
102014Nonparametric Least Squares Methods for Stochastic Frontier Models. (2014). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014012.

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4
112010Generalized increasing convex and directionally convex orders. (2010). Mesfioui, Mhamed ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010012.

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4
122011Large-sample tests of extreme-value dependence for multivariate copulas. (2011). Segers, Johan ; Kojadinovic, Jean D ; Yan, Yun. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011012.

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4
132015Wilks Phenomenon in Two-Step Semiparametric Empirical Likelihood Inference. (2015). Escanciano, Juan Carlos ; Bravo, Francesco ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2015016.

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4
142010A general index of absolute risk attitude. (2010). , Eeckhoudt ; Denuit, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010013.

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3
152019Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach. (2019). Mouchart, Michel ; Wunsch, Guillaume ; Russo, Federica . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019002.

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3
162018Stability and tail limits of transport-based quantile contours. (2018). Segers, Johan ; de Valk, Cees Fouad. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018031.

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3
172017Testing for stationarity of functional time series in the frequency domain. (2017). van Delft, Anne ; Aue, Alexander. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017001.

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3
182018An estimator of the stable tail dependence function based on the empirical beta copula. (2018). Segers, Johan ; Kiriliouk, Anna ; Tafakori, Laleh. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018029.

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2
192010Regularly varying time series in Banach spaces. (2010). Segers, Johan ; Meinguet, Thomas. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010002.

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2
202017Hypothesis 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.

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2
212014On the asymptotic distribution of the mean absolute deviation about the mean. (2014). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014026.

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2
222016A simple model for now-casting volatility series. (2016). Hafner, Christian ; Breitung, J. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016035.

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2
232017Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views. (2017). Borel-Mathurin, Fabrice ; Segers, Johan ; Loisel, Stephane. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017006.

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2
242018Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. (2018). del Carmen, Maria ; Alonso-Garcia, Jennifer ; Devolder, Pierre. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018022.

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2
252016Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2016). VanKeilegom, Ingrid ; Colling, Benjamin ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016031.

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2
262014Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models. (2014). de Frahan, Bruno Henry ; Pigeon, Mathieu ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014003.

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2
272019One- versus multi-component regular variation and extremes of Markov trees. (2019). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019001.

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2
282020Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. (2020). Hallin, Marc ; Mordant, Gilles ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020006.

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2
292010Somes consequences of correlation aversion in decision science. (2010). Eeckhoudt, Louis ; Denuit, Michel ; Rey, B. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010017.

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2
302017Combining 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.

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2
312015Tail 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.

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1
322019Control 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.

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1
332010Decomposing 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.

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1
342016Peaks 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.

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1
352012A 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.

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1
362019Quality and its impact on efficiency. (2019). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019004.

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1
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.

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1
382020Risk reduction by conditional mean risk sharing with application to collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020024.

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1
392011Using 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.

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1
402013Semiparametric 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.

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1
412018Intrinsic 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.

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1
422019Home and Motor insurance joined at a household level using multivariate credibility. (2019). Denuit, Michel ; Pechon, Florian ; Trufin, Julien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019013.

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1
432010Two-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.

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1
442017Flexible 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.

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1
452014Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts. (2014). Denuit, Michel ; Christiansen, Marcus C ; Dhaene, Jan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014004.

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1
462016On 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.

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1
472020From risk sharing to pure premium for a large number of heterogeneous losses. (2020). Robert, C Y ; Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020015.

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1
482013A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. (2013). Kojadinovic, Ivan ; Bucher, Axel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013029.

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1
492014Efficiency 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.

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1
502010Nonparametric frontier estimation from noisy data. (2010). van Bellegem, S ; Schwarz, M ; Florens, JP. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010028.

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1
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.

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13
22014Individual loss reserving using paid-incurred data. (2014). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014014.

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11
32017Weak 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
42019Model selection based on Lorenz and concentration curves, Gini indices and convex order. (2019). Sznajder, Dominik ; Denuit, Michel ; Trufin, Julien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019006.

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6
52010Positive 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
62010Stronger measures of higher-order risk attitudes. (2010). Eeckhoudt, Louis ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010010.

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5
72010Stronger measures of higher-order risk attitudes : an extension. (2010). Eeckhoudt, Louis ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010047.

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5
82012MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES. (2012). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012011.

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4
92019Examining Cause-Effect Relations in the Social Sciences A Structural Causal Modelling Approach. (2019). Mouchart, Michel ; Wunsch, Guillaume ; Russo, Federica . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019002.

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3
102010A general index of absolute risk attitude. (2010). , Eeckhoudt ; Denuit, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010013.

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3
112018Stability and tail limits of transport-based quantile contours. (2018). Segers, Johan ; de Valk, Cees Fouad. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018031.

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3
122020Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. (2020). Hallin, Marc ; Mordant, Gilles ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020006.

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2
132014Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models. (2014). de Frahan, Bruno Henry ; Pigeon, Mathieu ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014003.

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2
142016Goodness-of-fit tests in semiparametric transformation models using the integrated regression function. (2016). VanKeilegom, Ingrid ; Colling, Benjamin ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016031.

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2
152016A simple model for now-casting volatility series. (2016). Hafner, Christian ; Breitung, J. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016035.

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2
162019One- versus multi-component regular variation and extremes of Markov trees. (2019). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019001.

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2
172010Somes consequences of correlation aversion in decision science. (2010). Eeckhoudt, Louis ; Denuit, Michel ; Rey, B. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010017.

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2
182018Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. (2018). del Carmen, Maria ; Alonso-Garcia, Jennifer ; Devolder, Pierre. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018022.

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2
192018An estimator of the stable tail dependence function based on the empirical beta copula. (2018). Segers, Johan ; Kiriliouk, Anna ; Tafakori, Laleh. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018029.

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2
Citing documents used to compute impact factor: 19
YearTitle
2020Robust 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.

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2020A 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.

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2020Linking 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.

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2020Hypothesis 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.

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2020Fully 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.

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2020Time and Causality in the Social Sciences. (2020). Russo, Federica ; Wunsch, Guillaume ; Orsi, Renzo ; Mouchart, Michel. In: Working Papers. RePEc:bol:bodewp:wp1155.

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2020Causality 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.

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2020Time and Causality in the Social Sciences. (2020). Wunsch, Guillaume ; Russo, Federica ; Orsi, Renzo ; Mouchart, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020022.

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2020Evaluating 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.

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2020Wishart-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.

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2020Risk 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.

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2020Inference 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.

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2020Ultimate 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.

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2020From 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.

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2020Conditional 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.

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

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

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2020Stop-loss protection for a large P2P insurance pool. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020028.

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2020Conditional mean risk sharing for dependent risks using graphical models. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020029.

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Recent citations
Recent citations received in 2020

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

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

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

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Recent citations received in 2019

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

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Recent citations received in 2018

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Recent citations received in 2017

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2017Data 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.

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2017Locally 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.

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2017An 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.

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2017Reevaluation 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.

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