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

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

Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
33
Impact Factor (IF)
0.47
5 Years IF
0.48
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2010 0 0.52 0.41 0 39 39 485 16 21 0 0 0 16 0.41 0.3
2011 0.72 0.62 0.5 0.72 63 102 784 51 72 39 28 39 28 0 21 0.33 0.37
2012 0.55 0.68 0.62 0.55 36 138 522 85 157 102 56 102 56 0 10 0.28 0.36
2013 1.03 0.66 1.03 0.98 50 188 268 192 350 99 102 138 135 0 20 0.4 0.35
2014 0.65 0.67 0.86 0.71 54 242 568 206 558 86 56 188 133 0 34 0.63 0.34
2015 0.68 0.65 0.83 0.75 45 287 391 236 795 104 71 242 181 0 13 0.29 0.36
2016 1.03 0.64 0.97 0.84 49 336 287 326 1121 99 102 248 208 0 12 0.24 0.34
2017 0.79 0.62 0.88 0.79 47 383 232 336 1457 94 74 234 185 0 13 0.28 0.35
2018 0.58 0.61 0.97 0.61 43 426 306 412 1869 96 56 245 150 0 32 0.74 0.34
2019 0.68 0.61 0.81 0.58 60 486 212 391 2261 90 61 238 139 0 15 0.25 0.36
2020 0.9 0.7 1.05 0.73 45 531 177 560 2821 103 93 244 177 0 20 0.44 0.74
2021 0.76 0.95 0.93 0.71 58 589 101 548 3369 105 80 244 174 0 14 0.24 0.39
2022 0.71 0.69 0.78 0.58 38 627 24 491 3860 103 73 253 148 0 5 0.13 0.22
2023 0.47 0.57 0.72 0.48 31 658 11 477 4337 96 45 244 118 0 7 0.23 0.18
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12011Two-Stage DEA: Caveat Emptor. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011031.

Full description at Econpapers || Download paper

305
22014Testing macroprudential stress tests: The risk of regulatory risk weights. (2014). Engle, Robert ; Acharya, Viral ; Pierret, Diane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014022.

Full description at Econpapers || Download paper

154
32010Nonparametric conditional efficiency measures: asymptotic properties. (2010). Simar, Leopold ; Jeong, Seok-Oh ; Park, Byeong U. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010004.

Full description at Econpapers || Download paper

111
42012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. (2012). Segers, Johan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012009.

Full description at Econpapers || Download paper

87
52014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014030.

Full description at Econpapers || Download paper

83
62014Directional distances and their robust versions: Computational and testing issues. (2014). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014012.

Full description at Econpapers || Download paper

83
72010Optimal bandwidth selection for conditional efficiency measures: A data-driven approach. (2010). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010003.

Full description at Econpapers || Download paper

80
82012Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012022.

Full description at Econpapers || Download paper

78
92015Effect of FDI and Time on Catching-up: New Insights from a Conditional Nonparametric Frontier Analysis. (2015). Simar, Leopold ; Mastromarco, Camilla. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015034.

Full description at Econpapers || Download paper

77
102015When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2015). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015008.

Full description at Econpapers || Download paper

75
112016Testing Hypotheses in Nonparametric Models of Production. (2016). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016044.

Full description at Econpapers || Download paper

73
122011Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011027.

Full description at Econpapers || Download paper

70
132015Statistical Approaches for Nonparametric Frontier Models: A Guided Tour. (2015). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015022.

Full description at Econpapers || Download paper

67
142011Locally stationary long memory estimation. (2011). von Sachs, Rainer ; ROUEFF, FRANCOIS . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011009.

Full description at Econpapers || Download paper

65
152012Statistical inference for DEA estimators of directional distances. (2012). Simar, Leopold ; Vanhems, Anne ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012018.

Full description at Econpapers || Download paper

60
162013Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013023.

Full description at Econpapers || Download paper

58
172018Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production. (2018). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018023.

Full description at Econpapers || Download paper

58
182012Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012016.

Full description at Econpapers || Download paper

53
192017Nonparametric Least Squares Methods for Stochastic Frontier Models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017026.

Full description at Econpapers || Download paper

49
202018Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. (2018). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018045.

Full description at Econpapers || Download paper

49
212014Explaining inefficiency in nonparametric production models: the state of the art. (2014). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014005.

Full description at Econpapers || Download paper

47
222015Rankings and university performance: A conditional multidimensional approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015009.

Full description at Econpapers || Download paper

46
232010Asymptotic distribution of conical-hull estimators of directional edges. (2010). Simar, Leopold ; Park, B U ; Jeong, S.-O., . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010025.

Full description at Econpapers || Download paper

44
242018Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018010.

Full description at Econpapers || Download paper

41
252012On the estimation of dynamic conditional correlation models. (2012). Hafner, Christian ; Reznikova, O. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012021.

Full description at Econpapers || Download paper

41
262011Computational Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Simar, Leopold ; Kneip, Alois ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011030.

Full description at Econpapers || Download paper

39
272013On kernel smoothing for extremal quantile regression. (2013). Gardes, Laurent ; Daouia, Abdelaati ; Girard, Stephane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013038.

Full description at Econpapers || Download paper

38
282010Inferences From Cross-sectional, Stochastic Frontier Models. (2010). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010005.

Full description at Econpapers || Download paper

38
292016Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; Vanhems, Anne ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016007.

Full description at Econpapers || Download paper

38
302012An M-estimator for tail dependence in arbitrary dimensions. (2012). , John ; John , ; Segers, Johan ; Krajina, Andrea . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012035.

Full description at Econpapers || Download paper

37
312011Correlated risks, bivariate utility and optimal choices. (2011). Eeckhoudt, Louis ; Denuit, Michel ; Menegatti, Mario. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011043.

Full description at Econpapers || Download paper

35
322011The European university landscape: A micro characterization based on evidence from the Aquameth project. (2011). Simar, Leopold ; Geuna, Aldo ; Eeckaut, Philippe Vanden ; VANDENEECKAUT, Philippe ; van den Eeckaut, Philippe ; Bach, Laurent ; Lepori, Benedetto ; Bonaccorsi, Andrea ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011041.

Full description at Econpapers || Download paper

34
332019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019038.

Full description at Econpapers || Download paper

33
342015Frontier estimation in the presence of measurement error with unknown variance. (2015). Simar, Leopold ; Kneip, Alois ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015004.

Full description at Econpapers || Download paper

33
352010Estimating the error distribution in nonparametric multiple regression with applications to model testing. (2010). van Keilegom, I ; Neumeyer, N. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010006.

Full description at Econpapers || Download paper

32
362011Identification and estimation by penalization in Nonparametric Instrumental Regression. (2011). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011046.

Full description at Econpapers || Download paper

32
372020Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. (2020). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2020004.

Full description at Econpapers || Download paper

31
382010Efficient estimation of a semiparametric dynamic copula model. (2010). Hafner, Christian ; Reznikova, Olga . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010033.

Full description at Econpapers || Download paper

29
392014Iterative estimation of solutions to noisy nonlinear operator equations in nonparametric instrumental regression. (2014). FLORENS, Jean-Pierre ; Dunker, Fabian ; Mammen, Enno ; Johannes, Jan ; Hohage, Thorsten . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014007.

Full description at Econpapers || Download paper

28
402014Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape. (2014). Denuit, Michel ; Klein, Nadja ; Kneib, Thomas ; Lang, Stefan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014006.

Full description at Econpapers || Download paper

28
412016Efficiency and benchmarking with directional distances: a data-driven approach. (2016). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016013.

Full description at Econpapers || Download paper

27
422013Individual Loss Reserving with the Multivariate Skew Normal Framework. (2013). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013028.

Full description at Econpapers || Download paper

26
432019Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019053.

Full description at Econpapers || Download paper

26
442019A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. (2019). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019013.

Full description at Econpapers || Download paper

25
452011Stochastic FDH/DEA estimators for frontier analysis. (2011). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011026.

Full description at Econpapers || Download paper

24
462012Instrumental regression in partially linear models. (2012). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012017.

Full description at Econpapers || Download paper

24
472015Categorical data in local maximum likelihood: theory and applications to productivity analysis. (2015). Zelenyuk, Valentin ; Simar, Leopold ; Park, Byeong U. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015018.

Full description at Econpapers || Download paper

23
482017The empirical beta copula. (2017). Sibuya, Masaaki ; Segers, Johan ; Tsukahara, Hideatsu. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017005.

Full description at Econpapers || Download paper

22
492016Generalized nonparametric smoothing with mixed discrete and continuous data. (2016). Zelenyuk, Valentin ; Simar, Leopold ; Li, Degui. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016020.

Full description at Econpapers || Download paper

22
502012Regression when both response and predictor are functions. (2012). VanKeilegom, Ingrid ; Ferraty, F ; Vieu, P ; van Keilegom, Ingrid. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012004.

Full description at Econpapers || Download paper

22
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Two-Stage DEA: Caveat Emptor. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011031.

Full description at Econpapers || Download paper

57
22015When Bias Kills the Variance: Central Limit Theorems for DEA and FDH Efficiency Scores. (2015). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015008.

Full description at Econpapers || Download paper

32
32014Testing macroprudential stress tests: The risk of regulatory risk weights. (2014). Engle, Robert ; Acharya, Viral ; Pierret, Diane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014022.

Full description at Econpapers || Download paper

31
42018Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non-parametric, two-stage models of production. (2018). Simar, Leopold ; Daraio, Cinzia ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018023.

Full description at Econpapers || Download paper

31
52010Optimal bandwidth selection for conditional efficiency measures: A data-driven approach. (2010). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010003.

Full description at Econpapers || Download paper

23
62016Testing Hypotheses in Nonparametric Models of Production. (2016). Simar, Leopold ; Kneip, Alois ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016044.

Full description at Econpapers || Download paper

23
72012Convex order and comonotonic conditional mean risk sharing. (2012). Dhaene, Jan ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012016.

Full description at Econpapers || Download paper

21
82020Hypothesis Testing in Nonparametric Models of Production using Multiple Sample Splits. (2020). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2020004.

Full description at Econpapers || Download paper

21
92015Statistical Approaches for Nonparametric Frontier Models: A Guided Tour. (2015). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015022.

Full description at Econpapers || Download paper

19
102012Dynamic stochastic copula models: Estimation, inference and applications. (2012). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012022.

Full description at Econpapers || Download paper

18
112014Directional distances and their robust versions: Computational and testing issues. (2014). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014012.

Full description at Econpapers || Download paper

18
122019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019038.

Full description at Econpapers || Download paper

17
132018Central Limit Theorems for Aggregate Efficiency. (2018). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018010.

Full description at Econpapers || Download paper

17
142012Asymptotics of empirical copula processes under non-restrictive smoothness assumptions. (2012). Segers, Johan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012009.

Full description at Econpapers || Download paper

17
152019Sentiment-Induced Bubbles in the Cryptocurrency Market. (2019). Hafner, Christian ; Chen, Cathy Yi-Hsuan. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019053.

Full description at Econpapers || Download paper

16
162014Explaining inefficiency in nonparametric production models: the state of the art. (2014). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014005.

Full description at Econpapers || Download paper

16
172017Nonparametric Least Squares Methods for Stochastic Frontier Models. (2017). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017026.

Full description at Econpapers || Download paper

15
182019A Bootstrap Approach for Bandwidth Selection in Estimating Conditional Efficiency Measures. (2019). Simar, Leopold ; Badin, Luiza ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019013.

Full description at Econpapers || Download paper

15
192011Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Simar, Leopold ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011027.

Full description at Econpapers || Download paper

14
202013On kernel smoothing for extremal quantile regression. (2013). Gardes, Laurent ; Daouia, Abdelaati ; Girard, Stephane. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013038.

Full description at Econpapers || Download paper

12
212011Locally stationary long memory estimation. (2011). von Sachs, Rainer ; ROUEFF, FRANCOIS . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011009.

Full description at Econpapers || Download paper

11
222016Efficiency and benchmarking with directional distances: a data-driven approach. (2016). Simar, Leopold ; Daraio, Cinzia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016013.

Full description at Econpapers || Download paper

11
232021Quality as a Latent Heterogeneity Factor in the Efficiency of Universities. (2021). Wilson, Paul W ; Simar, Leopold ; Daraio, Cinzia. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021011.

Full description at Econpapers || Download paper

11
242016Unobserved heterogeneity and endogeneity in nonparametric frontier estimation. (2016). Simar, Leopold ; Vanhems, Anne ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016007.

Full description at Econpapers || Download paper

11
252021Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Trufin, Julien ; Charpentier, Arthur ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021049.

Full description at Econpapers || Download paper

10
262015Rankings and university performance: A conditional multidimensional approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015009.

Full description at Econpapers || Download paper

10
272012Statistical inference for DEA estimators of directional distances. (2012). Simar, Leopold ; Vanhems, Anne ; Wilson, Paul W. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012018.

Full description at Econpapers || Download paper

10
282012An M-estimator for tail dependence in arbitrary dimensions. (2012). , John ; John , ; Segers, Johan ; Krajina, Andrea . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012035.

Full description at Econpapers || Download paper

9
292013Estimation and Inference in Nonparametric Frontier Models: Recent Developments and Perspectives. (2013). Simar, Leopold ; Wilson, Paul. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2013023.

Full description at Econpapers || Download paper

9
302019Multivariate credibility modelling for usage-based motor insurance pricing with behavioural data. (2019). Guillen, Montserrat ; Denuit, Michel ; Trufin, Julien. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019039.

Full description at Econpapers || Download paper

9
312021Moment generating function of non-Markov self-excited claims processes. (2021). Hainaut, Donatien. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021046.

Full description at Econpapers || Download paper

8
322012Instrumental regression in partially linear models. (2012). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012017.

Full description at Econpapers || Download paper

8
332018A Neural-Network Analyzer for Mortality Forecast. (2018). Hainaut, Donatien. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018027.

Full description at Econpapers || Download paper

8
342018Testing for Bubbles in Cryptocurrencies with Time-Varying Volatility. (2018). Hafner, Christian. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2018045.

Full description at Econpapers || Download paper

8
352012Probabilistic characterization of directionaldistances and their robustversions. (2012). Simar, Leopold ; Vanhems, Anne. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2012003.

Full description at Econpapers || Download paper

8
362020Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method. (2020). Hieber, Peter ; Gnameho, Kossi ; Devolder, Pierre ; Deelstra, Griselda. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020020.

Full description at Econpapers || Download paper

7
372010Nonparametric conditional efficiency measures: asymptotic properties. (2010). Simar, Leopold ; Jeong, Seok-Oh ; Park, Byeong U. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2010004.

Full description at Econpapers || Download paper

7
382016Flexible estimation in cure survival models using Bayesian P-splines. (2016). Lambert, Philippe ; Bremhorst, Vincent. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016002.

Full description at Econpapers || Download paper

7
392017The empirical beta copula. (2017). Sibuya, Masaaki ; Segers, Johan ; Tsukahara, Hideatsu. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017005.

Full description at Econpapers || Download paper

7
402021Multivariate Goodness-of-Fit Tests Based on Wasserstein Distance. (2021). Hallin, Marc ; Segers, Johan ; Mordant, Gilles. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021005.

Full description at Econpapers || Download paper

7
412020Two-Step Semiparametric Empirical Likelihood Inference. (2020). van Keilegom, Ingrid Ingrid ; Carlos, Escanciano Juan ; Bravo, Francesco. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020046.

Full description at Econpapers || Download paper

7
422021Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices. (2021). Wilson, Paul W ; Simar, Leopold ; Kneip, Alois. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021023.

Full description at Econpapers || Download paper

7
432017Nonparametric incidence estimation and bootstrap bandwidth selection in mixture cure models. (2017). Cao, Ricardo ; Lopez-Cheda, Ana ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Jacome, Amalia. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017001.

Full description at Econpapers || Download paper

7
442023Statistical Inference for Aggregation of Malmquist Productivity Indices. (2023). Zelenyuk, Valentin ; Simar, Leopold ; Pham, Manh. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2023010.

Full description at Econpapers || Download paper

7
452015Efficiency and economies of scale and specialization in European universities: a directional distance approach. (2015). Simar, Leopold ; Daraio, Cinzia ; Bonaccorsi, Andrea. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2015017.

Full description at Econpapers || Download paper

7
462011Stochastic FDH/DEA estimators for frontier analysis. (2011). Zelenyuk, Valentin ; Simar, Leopold. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011026.

Full description at Econpapers || Download paper

7
472016Fertility progression in Germany: An analysis using flexible nonparametric cure survival models. (2016). Kreyenfeld, Michaela ; Bremhorst, Vincent ; Lambert, Philippe. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2016023.

Full description at Econpapers || Download paper

7
482011Identification and estimation by penalization in Nonparametric Instrumental Regression. (2011). Johannes, Jan ; FLORENS, Jean-Pierre ; VanBellegem, Sebastien ; VAN BELLEGEM, Sebastien . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2011046.

Full description at Econpapers || Download paper

7
492020Large-Loss Behavior of Conditional Mean Risk Sharing. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020021.

Full description at Econpapers || Download paper

7
502014Inference in stochastic frontier analysis with dependent error terms. (2014). Hafner, Christian ; El Mehdi, Rachida . In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014028.

Full description at Econpapers || Download paper

6
Citing documents used to compute impact factor: 45
YearTitle
2023.

Full description at Econpapers || Download paper

2023Scenario generation for market risk models using generative neural networks. (2021). Junike, Gero ; Flaig, Solveig. In: Papers. RePEc:arx:papers:2109.10072.

Full description at Econpapers || Download paper

2023A Cramér–Wold theorem for elliptical distributions. (2023). Moreno, Leonardo ; Fraiman, Ricardo ; Ransford, Thomas. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000222.

Full description at Econpapers || Download paper

2023Nonparametric goodness-of-fit testing for a continuous multivariate parametric model. (2023). Patil, Prakash N ; Bagkavos, Dimitrios. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:196:y:2023:i:c:s0047259x23000283.

Full description at Econpapers || Download paper

2023Multivariate mixed Poisson Generalized Inverse Gaussian INAR(1) regression. (2023). Tzougas, George ; Dassios, Angelos ; Chen, Zezhun. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01253-0.

Full description at Econpapers || Download paper

2023Environmental information disclosure and firm production: evidence from the estimated efficiency of publicly listed firms in China. (2023). Zhang, Lin ; Lu, Yunguo. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:59:y:2023:i:1:d:10.1007_s11123-022-00655-y.

Full description at Econpapers || Download paper

2023Universities’ efficiency and the socioeconomic characteristics of their environment — Evidence from an empirical analysis. (2023). Serebrennikov, Pavel ; Egorov, Aleksei ; Agasisti, Tommaso. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:85:y:2023:i:c:s0038012122002464.

Full description at Econpapers || Download paper

2023Investigating the unobserved heterogeneity effect on outreach to women: lessons from microfinance institutions. (2023). Simar, L ; Vanhems, A ; Tchuigoua, Tchakoute H ; Fall, F S. In: Annals of Operations Research. RePEc:spr:annopr:v:328:y:2023:i:2:d:10.1007_s10479-023-05353-y.

Full description at Econpapers || Download paper

2023Another look at productivity growth in industrialized countries. (2023). Simar, Leopold ; Wilson, Paul W. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00689-w.

Full description at Econpapers || Download paper

2023Efficiency evaluation for higher education institutions in China considering unbalanced regional development: A meta-frontier Super-SBM model. (2023). Ang, Sheng ; Wang, Dawei ; Yang, Feng ; Sun, YU. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:88:y:2023:i:c:s003801212300160x.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Investigating the performance of Chinese banks over 2007–2014. (2023). Zhao, Shirong ; Wilson, Paul W. In: Annals of Operations Research. RePEc:spr:annopr:v:321:y:2023:i:1:d:10.1007_s10479-022-04925-8.

Full description at Econpapers || Download paper

2023Further improvements of finite sample approximation of central limit theorems for envelopment estimators. (2023). Zelenyuk, Valentin ; Zhao, Shirong ; Simar, Leopold. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:59:y:2023:i:2:d:10.1007_s11123-023-00661-8.

Full description at Econpapers || Download paper

2023Productivity analysis: roots, foundations, trends and perspectives. (2023). Zelenyuk, Valentin. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00692-1.

Full description at Econpapers || Download paper

2023Special Symposium on Lifetime Achievements of Rolf Färe and Shawna Grosskopf. (2023). Sickles, Robin C. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:3:d:10.1007_s11123-023-00693-0.

Full description at Econpapers || Download paper

2023Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence. (2023). Segers, Johan ; Zhuman, Aigerim ; Portier, Franois ; Leluc, Remi. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023019.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance. (2023). Robert, Christian Y ; Ghossoub, Mario ; Dhaene, Jan ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023005.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model. (2023). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:112:y:2023:i:c:p:23-32.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

Full description at Econpapers || Download paper

2023Multi-kernel property in high-frequency price dynamics under Hawkes model. (2023). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2302.11822.

Full description at Econpapers || Download paper

2023A fractional Hawkes process II: Further characterization of the process. (2023). Polito, Federico ; Hawkes, Alan G ; Chen, Jing ; Scalas, Enrico ; Aduda, Jane A ; Habyarimana, Cassien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001516.

Full description at Econpapers || Download paper

2023Bivariate Poisson credibility model and bonus-malus scale for claim and near-claim events. (2023). Denuit, Michel ; Trufin, Julien ; Simon, Pierre-Alexandre. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023014.

Full description at Econpapers || Download paper

2023Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal. (2023). Silversmit, Geert ; Denuit, Michel ; Legrand, Catherine ; Soetewey, Antoine. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023035.

Full description at Econpapers || Download paper

2023Health indices for disease incidence and duration in the Semi-Markov setting. (2023). Silversmit, Geert ; Denuit, Michel ; Legrand, Catherine ; Soetewey, Antoine. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023013.

Full description at Econpapers || Download paper

2023An axiomatic theory for anonymized risk sharing. (2022). Wang, Ruodu ; Liu, Yang ; Jiao, Zhanyi. In: Papers. RePEc:arx:papers:2208.07533.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Boosted Poisson regression trees: A guide to the BT package in R. (2023). Denuit, Michel ; Trufin, Julien ; Willame, Gireg. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023008.

Full description at Econpapers || Download paper

2023Spatial dependence in production frontier models. (2023). Ayouba, Kassoum. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:60:y:2023:i:1:d:10.1007_s11123-023-00670-7.

Full description at Econpapers || Download paper

2023
2023Early bird catches the worm: finding the most effective early warning indicators of recessions. (2023). Globan, Tomislav ; Bai, Filip. In: Economic Research-Ekonomska Istraživanja. RePEc:taf:reroxx:v:36:y:2023:i:1:p:2120040.

Full description at Econpapers || Download paper

2023A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules. (2023). Niakh, Fallou. In: Papers. RePEc:arx:papers:2303.05421.

Full description at Econpapers || Download paper

2023
2023Isotonic Recalibration under a Low Signal-to-Noise Ratio. (2023). Ziegel, Johanna ; Wuthrich, Mario V. In: Papers. RePEc:arx:papers:2301.02692.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Exogenous 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

2023Rough volatility, path-dependent PDEs and weak rates of convergence. (2023). Pannier, Alexandre ; Jacquier, Antoine ; Bonesini, Ofelia. In: Papers. RePEc:arx:papers:2304.03042.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2023
YearCiting document
2023Statistical Inference for Hicks–Moorsteen Productivity Indices. (2023). Zhao, Shirong ; Zelenyuk, Valentin ; Simar, Leopold. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023032.

Full description at Econpapers || Download paper

2023
2023The changing socioeconomic gradient in the dissolution of marriage and cohabitation: Evidence from a latecomer of the Second Demographic Transition. (2023). Bastianelli, Elena ; Vignoli, Daniele ; Guetto, Raffaele. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2023_03.

Full description at Econpapers || Download paper

2023Bayesian Artificial Neural Networks for Frontier Efficiency Analysis. (2023). Panchenko, Valentyn ; Zelenyuk, Valentin. In: CEPA Working Papers Series. RePEc:qld:uqcepa:184.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Statistical Inference for Hicks–Moorsteen Productivity Indices. (2023). Simar, Leopold ; Zhao, Shirong ; Zelenyuk, Valentin. In: CEPA Working Papers Series. RePEc:qld:uqcepa:190.

Full description at Econpapers || Download paper

2023Russell and Slack-Based Measures of Efficiency: A Unifying Framework. (2023). Zhao, Shirong ; Zelenyuk, Valentin ; Simar, Leopold. In: CEPA Working Papers Series. RePEc:qld:uqcepa:191.

Full description at Econpapers || Download paper

Recent citations received in 2022
YearCiting document
2022Allocation of benefits in mutual aid and survivor funds. (2022). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022029.

Full description at Econpapers || Download paper

2022Dynamic conditional mean risk sharing in the compound Poisson surplus model. (2022). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022034.

Full description at Econpapers || Download paper

2022Boosting on the responses with Tweedie loss functions. (2022). Verdebout, Thomas ; Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022039.

Full description at Econpapers || Download paper

2022Multivariate 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

2022Uniform concentration bounds for frequencies of rare events. (2022). Segers, Johan ; Sabourin, Anne ; Lhaut, Stephane. In: Statistics & Probability Letters. RePEc:eee:stapro:v:189:y:2022:i:c:s0167715222001493.

Full description at Econpapers || Download paper

Recent citations received in 2021
YearCiting document
2021Testing for more positive expectation dependence with application to model comparison. (2021). Verdebout, Thomas ; Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021021.

Full description at Econpapers || Download paper

2021Risk-sharing rules and their properties, with applications to peer-to-peer insurance. (2021). Robert, Christian Y ; Dhaene, Jan ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021037.

Full description at Econpapers || Download paper

2021Fast Bayesian inference using Laplace approximations in nonparametric double additive location-scale models with right- and interval-censored data. (2021). Lambert, Philippe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:161:y:2021:i:c:s0167947321000840.

Full description at Econpapers || Download paper

2021Stop-loss protection for a large P2P insurance pool. (2021). Robert, Christian Y ; Denuit, Michel. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:210-233.

Full description at Econpapers || Download paper

2021Efron’s asymptotic monotonicity property in the Gaussian stable domain of attraction. (2021). Robert, Christian Y ; Denuit, Michel. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:186:y:2021:i:c:s0047259x21000816.

Full description at Econpapers || Download paper

2021The Efficiency and Productivity Evaluation of National Innovation Systems in Europe. (2021). Brzezicki, Łukasz ; Lacka, Irena. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special3:p:471-496.

Full description at Econpapers || Download paper

2021Dynamics of Human Capital Development in Economic Development Cycles. (2021). Strielkowski, Wadim ; Firsova, Irina ; Gruzina, Yulia. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:67-:d:547662.

Full description at Econpapers || Download paper

2021Concordance Probability for Insurance Pricing Models. (2021). Verdonck, Tim ; van Oirbeek, Robin ; Ponnet, Jolien. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:178-:d:651452.

Full description at Econpapers || Download paper

2021On the Identification, Evaluation and Treatment of Risks in Smart Homes: A Systematic Literature Review. (2021). Roschmann, Angela Zeier ; Wagner, Joel ; Iten, Raphael. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:113-:d:570813.

Full description at Econpapers || Download paper

2021The Measures of Accuracy of Claim Frequency Credibility Predictor. (2021). Do, Tomasz ; Wolny-Dominiak, Alicja. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:21:p:11959-:d:667712.

Full description at Econpapers || Download paper

2021Multicriteria Ranking for the Efficient and Effective Assessment of Police Departments. (2021). Paula, Ana ; Daraio, Cinzia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:8:p:4251-:d:534230.

Full description at Econpapers || Download paper

2021Redistributive effects of the Czech pension system - microeconomic approach. (2021). vanurova -Elika, Alena. In: ?eský finan?ní a ú?etní ?asopis. RePEc:prg:jnlcfu:v:2021:y:2021:i:3:id:564.

Full description at Econpapers || Download paper

2021
2021Applications of efficiency and productivity analysis: editors’ introduction. (2021). Parmeter, Christopher ; Malikov, Emir ; Kumbhakar, Subal. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:6:d:10.1007_s00181-021-02059-7.

Full description at Econpapers || Download paper

Recent citations received in 2020
YearCiting document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020From 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

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.

Full description at Econpapers || Download paper

2020Stop-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

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.

Full description at Econpapers || Download paper

2020Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Papers. RePEc:arx:papers:2006.07780.

Full description at Econpapers || Download paper

2020When will the Covid-19 pandemic peak?. (2020). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2025.

Full description at Econpapers || Download paper

2020Estimation of the Mann–Whitney effect in the two-sample problem under dependent censoring. (2020). Hsu, Jiun-Huang ; Emura, Takeshi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:150:y:2020:i:c:s0167947320300815.

Full description at Econpapers || Download paper

2020Likelihood inference on semiparametric models with generated regressors. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102696.

Full description at Econpapers || Download paper

2020Agritourism in the Era of the Coronavirus (COVID-19): A Rapid Assessment from Poland. (2020). Zawadka, Jan ; Jczmyk, Anna ; Wojcieszak-Zbierska, Monika Magorzata ; Uglis, Jarosaw. In: Agriculture. RePEc:gam:jagris:v:10:y:2020:i:9:p:397-:d:410593.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2020Longevity Modelling and Pricing under a Dependent Multi-Cohort Framework. (2020). Devolder, Pierre ; Zeddouk, Fadoua. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:121-:d:445668.

Full description at Econpapers || Download paper

2020Thinking in Vertical: A Practical Application of the Two-Stage Pension System in Spain. (2020). Dominguez-Fabian, Inmaculada ; Devolder, Pierre. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:23:p:9928-:d:452424.

Full description at Econpapers || Download paper

2020Nonparametric Tests of Tail Behavior in Stochastic Frontier Models. (2020). Horrace, William ; Wang, Yulong. In: Center for Policy Research Working Papers. RePEc:max:cprwps:230.

Full description at Econpapers || Download paper

2020The Efficiency of Public and Private Higher Education Institutions in Poland. (2020). Brzezicki, Łukasz. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2020:i:4:p:33-51.

Full description at Econpapers || Download paper