LIDAM Discussion Papers ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
12
Impact Factor (IF)
0.2
5 Years IF
0.22
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
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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 | 0.52 | 0.14 | 0 | 51 | 51 | 151 | 7 | 7 | 0 | 0 | 0 | 7 | 0.14 | 0.3 | |||
| 2011 | 0.24 | 0.61 | 0.35 | 0.24 | 45 | 96 | 69 | 34 | 41 | 51 | 12 | 51 | 12 | 7 | 20.6 | 20 | 0.44 | 0.37 |
| 2012 | 0.35 | 0.68 | 0.31 | 0.35 | 41 | 137 | 58 | 42 | 83 | 96 | 34 | 96 | 34 | 13 | 31 | 5 | 0.12 | 0.36 |
| 2013 | 0.21 | 0.67 | 0.39 | 0.32 | 60 | 197 | 66 | 75 | 159 | 86 | 18 | 137 | 44 | 17 | 22.7 | 26 | 0.43 | 0.35 |
| 2014 | 0.32 | 0.67 | 0.24 | 0.25 | 56 | 253 | 62 | 61 | 220 | 101 | 32 | 197 | 49 | 7 | 11.5 | 7 | 0.13 | 0.34 |
| 2015 | 0.1 | 0.66 | 0.13 | 0.11 | 27 | 280 | 34 | 37 | 257 | 116 | 12 | 253 | 29 | 2 | 5.4 | 3 | 0.11 | 0.36 |
| 2016 | 0.23 | 0.65 | 0.15 | 0.15 | 50 | 330 | 30 | 51 | 308 | 83 | 19 | 229 | 34 | 6 | 11.8 | 2 | 0.04 | 0.35 |
| 2017 | 0.23 | 0.62 | 0.14 | 0.13 | 32 | 362 | 42 | 52 | 360 | 77 | 18 | 234 | 31 | 12 | 23.1 | 8 | 0.25 | 0.35 |
| 2018 | 0.13 | 0.62 | 0.11 | 0.1 | 35 | 397 | 41 | 43 | 403 | 82 | 11 | 225 | 23 | 7 | 16.3 | 5 | 0.14 | 0.35 |
| 2019 | 0.18 | 0.63 | 0.11 | 0.12 | 28 | 425 | 61 | 47 | 450 | 67 | 12 | 200 | 23 | 10 | 21.3 | 3 | 0.11 | 0.37 |
| 2020 | 0.56 | 0.72 | 0.19 | 0.28 | 33 | 458 | 11 | 85 | 535 | 63 | 35 | 172 | 49 | 22 | 25.9 | 7 | 0.21 | 0.78 |
| 2021 | 0.31 | 0.99 | 0.13 | 0.17 | 37 | 495 | 30 | 65 | 600 | 61 | 19 | 178 | 31 | 16 | 24.6 | 7 | 0.19 | 0.41 |
| 2022 | 0.2 | 0.78 | 0.14 | 0.22 | 42 | 537 | 7 | 75 | 675 | 70 | 14 | 165 | 36 | 26 | 34.7 | 4 | 0.1 | 0.25 |
| 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 | 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 | 34 |
| 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 | 29 |
| 3 | 2010 | Testing whether two-stage estimation is meaningful in non-parametric models of production. (2010). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010031. Full description at Econpapers || Download paper | 26 |
| 4 | 2015 | Testing the Separability Condition in Two-Stage Nonparametric Models of Production. (2015). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2015018. Full description at Econpapers || Download paper | 19 |
| 5 | 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 | 19 |
| 6 | 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 | 18 |
| 7 | 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 | 18 |
| 8 | 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 | 16 |
| 9 | 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 | 15 |
| 10 | 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 | 13 |
| 11 | 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 | 13 |
| 12 | 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 | 13 |
| 13 | 2011 | Multivariate volatility modeling of electricity futures. (2011). Hafner, Christian ; Bauwens, L ; Pierret, D. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011013. Full description at Econpapers || Download paper | 12 |
| 14 | 2018 | Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices. (2018). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018010. Full description at Econpapers || Download paper | 11 |
| 15 | 2013 | The systemic risk of energy markets. (2013). Pierret, D. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013061. Full description at Econpapers || Download paper | 11 |
| 16 | 2011 | Econometric analysis of volatile art markets. (2011). Hafner, Christian ; Bocart, F. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011029. Full description at Econpapers || Download paper | 11 |
| 17 | 2012 | parfm: Parametric Frailty Models in R. (2012). Rotolo, Federico ; Munda, Marco ; Legrand, Catherine. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012005. Full description at Econpapers || Download paper | 9 |
| 18 | 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 | 9 |
| 19 | 2010 | On the estimation of dynamic conditional correlation models. (2010). Hafner, Christian ; Reznikova, O. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010006. Full description at Econpapers || Download paper | 8 |
| 20 | 2021 | Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Trufin, Julien ; Charpentier, Arthur ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021013. Full description at Econpapers || Download paper | 8 |
| 21 | 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 | 8 |
| 22 | 2011 | Semi Markov regime switching interest rate models and minimal entropy measure. (2011). Devolder, Pierre ; Hunt, Julien . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011010. Full description at Econpapers || Download paper | 8 |
| 23 | 2012 | Variable Selection of Varying Coefficient Models in Quantile Regression. (2012). Chung, Kwanghun ; Noh, Hohsuk ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012020. Full description at Econpapers || Download paper | 7 |
| 24 | 2013 | An Almost Closed Form Estimator for the EGARCH. (2013). Hafner, Christian ; Linton, O. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013010. Full description at Econpapers || Download paper | 7 |
| 25 | 2013 | Fair re-valuation of wine as an investment. (2013). Hafner, Christian ; Bocart, F. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013003. Full description at Econpapers || Download paper | 7 |
| 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 | 7 |
| 27 | 2018 | Inference on the tail process with application to financial time series modelling. (2018). Drees, Holger ; Davis, Richard ; Warchol, Michal ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018002. Full description at Econpapers || Download paper | 6 |
| 28 | 2021 | Moment generating function of non-Markov self-excited claims processes. (2021). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021028. Full description at Econpapers || Download paper | 6 |
| 29 | 2013 | Semiparametric transformation model with endogeneity: a control function approach. (2013). VanKeilegom, Ingrid ; Vanhems, Anne ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013018. Full description at Econpapers || Download paper | 6 |
| 30 | 2010 | Adaptive nonparametric instrumental regression by model selection. (2010). SCHWARZ, Maik ; Johannes, Jan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010026. Full description at Econpapers || Download paper | 6 |
| 31 | 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 | 6 |
| 32 | 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 | 6 |
| 33 | 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 | 6 |
| 34 | 2021 | Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. (2021). Simar, Leopold ; Wilson, Paul. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021003. Full description at Econpapers || Download paper | 6 |
| 35 | 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 | 5 |
| 36 | 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 | 5 |
| 37 | 2021 | Portfolio insurance under rough volatility and Volterra processes. (2021). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021026. Full description at Econpapers || Download paper | 5 |
| 38 | 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 | 5 |
| 39 | 2017 | Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance. (2017). Simar, Leopold ; Mastromarco, Camilla. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017030. Full description at Econpapers || Download paper | 5 |
| 40 | 2013 | Expansion for Moments of Regression Quantiles with Applications to Nonparametric Testing. (2013). VanKeilegom, Ingrid ; Mammen, Enno ; Yu, Kyusang ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013027. Full description at Econpapers || Download paper | 5 |
| 41 | 2013 | Measuring Firm Performance using Nonparametric Quantile-type Distances. (2013). Simar, Leopold ; Daouia, Abdelaati ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013014. Full description at Econpapers || Download paper | 5 |
| 42 | 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 | 5 |
| 43 | 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 | 5 |
| 44 | 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 | 5 |
| 45 | 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 | 4 |
| 46 | 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 | 4 |
| 47 | 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 |
| 48 | 2011 | Ideal denoising within a family of tree-structured wavelet estimators. (2011). Freyermuth, Jean-Marc ; Autin, F ; von Sachs, Rainer. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011002. Full description at Econpapers || Download paper | 4 |
| 49 | 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 | 4 |
| 50 | 2010 | Comonotonic Approximations To Quantiles of Life Annuity Conditional Expected Present Values: Extensions To General ARIMA Models and Comparison With the Bootstrap. (2010). Haberman, S ; Denuit, Michel ; Renshaw, A E. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010011. Full description at Econpapers || Download paper | 4 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | 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 | 20 |
| 2 | 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 | 15 |
| 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 | 2021 | Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Trufin, Julien ; Charpentier, Arthur ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021013. Full description at Econpapers || Download paper | 8 |
| 5 | 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 | 7 |
| 6 | 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 | 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 | 6 |
| 8 | 2021 | Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. (2021). Simar, Leopold ; Wilson, Paul. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021003. Full description at Econpapers || Download paper | 6 |
| 9 | 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 | 6 |
| 10 | 2021 | Moment generating function of non-Markov self-excited claims processes. (2021). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021028. Full description at Econpapers || Download paper | 6 |
| 11 | 2021 | Portfolio insurance under rough volatility and Volterra processes. (2021). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021026. Full description at Econpapers || Download paper | 5 |
| 12 | 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 | 5 |
| 13 | 2021 | Risk sharing under the dominant peer-to-peer property and casualty insurance business models. (2021). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021001. Full description at Econpapers || Download paper | 4 |
| 14 | 2015 | Testing the Separability Condition in Two-Stage Nonparametric Models of Production. (2015). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2015018. Full description at Econpapers || Download paper | 4 |
| 15 | 2018 | Inference on the tail process with application to financial time series modelling. (2018). Drees, Holger ; Davis, Richard ; Warchol, Michal ; Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018002. Full description at Econpapers || Download paper | 4 |
| 16 | 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 | 3 |
| 17 | 2012 | parfm: Parametric Frailty Models in R. (2012). Rotolo, Federico ; Munda, Marco ; Legrand, Catherine. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012005. Full description at Econpapers || Download paper | 3 |
| 18 | 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 | 3 |
| 19 | 2010 | Testing whether two-stage estimation is meaningful in non-parametric models of production. (2010). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010031. Full description at Econpapers || Download paper | 3 |
| 20 | 2022 | Modelling multivariate extreme value distributions via Markov trees. (2022). Segers, Johan ; Peng, Zuoxiang ; Hu, Shuang. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022021. Full description at Econpapers || Download paper | 3 |
| 21 | 2021 | Impact of rough stochastic volatility models on long-term life insurance pricing. (2021). Hainaut, Donatien ; Barbarin, Jerome ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021017. Full description at Econpapers || Download paper | 3 |
| 22 | 2021 | A fractional multi-states model for insurance. (2021). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021019. Full description at Econpapers || Download paper | 2 |
| 23 | 2013 | The systemic risk of energy markets. (2013). Pierret, D. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013061. Full description at Econpapers || Download paper | 2 |
| 24 | 2021 | Inference in the Nonparametric Stochastic Frontier Model. (2021). Zelenyuk, Valentin ; VanKeilegom, Ingrid ; van Keilegom, Ingrid ; Simar, Leopold ; Parmeter, Christopher F. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021029. Full description at Econpapers || Download paper | 2 |
| 25 | 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 | 2 |
| 26 | 2017 | Cross-Section Dependence and Latent Heterogeneity to Evaluate the Impact of Human Capital on Country Performance. (2017). Simar, Leopold ; Mastromarco, Camilla. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017030. Full description at Econpapers || Download paper | 2 |
| 27 | 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 |
| 28 | 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 |
| 29 | 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 | 2 |
| 30 | 2018 | A switching self-exciting jump diffusion process for stock prices. (2018). Moraux, Franck ; Hainaut, Donatien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018013. Full description at Econpapers || Download paper | 2 |
| 31 | 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 | 2 |
| 32 | 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 |
| 33 | 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 | 2 |
| 34 | 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 | 2 |
| 35 | 2021 | Lorenz curve, Gini coefficient, and Tweedie dominance for autocalibrated predictors. (2021). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021036. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 14
| Year | Title | |
|---|---|---|
| 2022 | A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. (2022). Segers, Johan ; Portier, Francois ; Leluc, Remi ; Zhuman, Aigerim. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022018. Full description at Econpapers || Download paper | |
| 2022 | Approximations and Inference for Nonparametric Production Frontiers. (2022). Simar, Leopold ; Daraio, Cinzia. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022017. Full description at Econpapers || Download paper | |
| 2022 | Approximations and Inference for Nonparametric Production Frontiers. (2022). Simar, Leopold ; Daraio, Cinzia. In: LEM Papers Series. RePEc:ssa:lemwps:2022/14. Full description at Econpapers || Download paper | |
| 2022 | Turbulent Years for U.S. Banks: 2000-20. (2022). Wilson, Paul W. In: Review. RePEc:fip:fedlrv:94230. Full description at Econpapers || Download paper | |
| 2022 | On the maximum of random assignment process. (2022). Tadevosian, A A ; Lifshits, M A. In: Statistics & Probability Letters. RePEc:eee:stapro:v:187:y:2022:i:c:s0167715222001006. Full description at Econpapers || Download paper | |
| 2022 | Autocalibration by balance correction in nonlife insurance pricing. (2022). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022041. Full description at Econpapers || Download paper | |
| 2022 | Tweedie dominance for autocalibrated predictors and Laplace transform order. (2022). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022040. Full description at Econpapers || Download paper | |
| 2022 | Quantifying fairness and discrimination in predictive models. (2022). Charpentier, Arthur. In: Papers. RePEc:arx:papers:2212.09868. Full description at Econpapers || Download paper | |
| 2022 | Multivariate rough claim processes: properties and estimation. (2022). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022002. Full description at Econpapers || Download paper | |
| 2022 | Pricing of spread and exchange options in a rough jump-diffusion market. (2022). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022012. Full description at Econpapers || Download paper | |
| 2022 | A subdiffusive stochastic volatility jump model. (2022). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022001. 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 | Model selection with Pearsonâs correlation, concentration and Lorenz curves under autocalibration. (2022). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022033. Full description at Econpapers || Download paper | |
| 2022 | Risk?sharing rules and their properties, with applications to peer?to?peer insurance. (2022). Robert, Christian Y ; Dhaene, Jan ; Denuit, Michel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:3:p:615-667. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. (2022). Segers, Johan ; Asenova, Stefka. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022031. Full description at Econpapers || Download paper | |
| 2022 | Statistical Inference for HüslerâReiss Graphical Models Through Matrix Completions. (2022). Segers, Johan ; Engelke, Sebastian ; Hentschel, Manuel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022032. Full description at Econpapers || Download paper | |
| 2022 | Autocalibration by balance correction in nonlife insurance pricing. (2022). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022041. Full description at Econpapers || Download paper | |
| 2022 | Structure learning for extremal tree models. (2022). Volgushev, Stanislav ; Engelke, Sebastian. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:5:p:2055-2087. Full description at Econpapers || Download paper |
Recent citations received in 2021
| 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 | Portfolio insurance under rough volatility and Volterra processes. (2021). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021026. Full description at Econpapers || Download paper | |
| 2021 | Inference in the Nonparametric Stochastic Frontier Model. (2021). Zelenyuk, Valentin ; VanKeilegom, Ingrid ; van Keilegom, Ingrid ; Simar, Leopold ; Parmeter, Christopher F. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021029. Full description at Econpapers || Download paper | |
| 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 | Bridging the Divide? Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2021). Zelenyuk, Valentin ; Parmeter, Christopher F ; Tsionas, Mike. In: CEPA Working Papers Series. RePEc:qld:uqcepa:162. Full description at Econpapers || Download paper | |
| 2021 | Inference in the Nonparametric Stochastic Frontier Model. (2021). Zelenyuk, Valentin ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Simar, Leopold ; Parameter, Christopher F. In: CEPA Working Papers Series. RePEc:qld:uqcepa:167. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Option pricing in illiquid markets: a fractional jump-diffusion approach. (2020). Leonenko, Nikolai ; Hainaut, Donatien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2020003. Full description at Econpapers || Download paper | |
| 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 | Life-Care Tontines. (2020). Lucas, Nathalie ; Hieber, Peter. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020026. Full description at Econpapers || Download paper | |
| 2020 | Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market. (2020). Mildenhall, Stephen J ; Major, John A. In: Papers. RePEc:arx:papers:2008.12427. Full description at Econpapers || Download paper | |
| 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 | |
| 2020 | Fractional Hawkes processes. (2020). Hainaut, Donatien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301096. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Credit risk modelling with fractional self-excited processes. (2019). Hainaut, Donatien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019027. Full description at Econpapers || Download paper | |
| 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 |
10 most frequent citing series