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

Citation Profile [Updated: 2026-07-12 16:53:14]
5 Years H Index
13
Impact Factor (IF)
0.16
5 Years IF
0.13
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 0.14 0 51 51 173 7 7 0 0 0 7 0.14 0.3
2011 0.25 0.61 0.36 0.25 45 96 74 35 42 51 13 51 13 7 20 20 0.44 0.37
2012 0.39 0.67 0.34 0.39 41 137 69 46 88 96 37 96 37 13 28.3 6 0.15 0.36
2013 0.21 0.65 0.39 0.33 61 198 69 76 165 86 18 137 45 17 22.4 26 0.43 0.34
2014 0.32 0.67 0.25 0.26 56 254 73 64 229 102 33 198 52 7 10.9 7 0.13 0.34
2015 0.1 0.65 0.13 0.12 28 282 35 38 267 117 12 254 30 2 5.3 3 0.11 0.36
2016 0.21 0.63 0.15 0.15 50 332 36 50 317 84 18 231 34 6 12 3 0.06 0.33
2017 0.22 0.6 0.14 0.13 32 364 52 51 368 78 17 236 30 12 23.5 8 0.25 0.34
2018 0.13 0.6 0.11 0.1 35 399 54 43 411 82 11 227 23 7 16.3 5 0.14 0.34
2019 0.19 0.61 0.11 0.12 28 427 77 49 460 67 13 201 25 10 20.4 3 0.11 0.35
2020 0.56 0.68 0.19 0.28 33 460 14 86 546 63 35 173 49 22 25.6 8 0.24 0.72
2021 0.31 0.87 0.13 0.17 37 497 58 66 612 61 19 178 31 16 24.2 7 0.19 0.36
2022 0.2 0.66 0.14 0.22 42 539 18 76 688 70 14 165 37 26 34.2 4 0.1 0.2
2023 0.25 0.48 0.12 0.19 38 577 26 70 758 79 20 175 33 12 17.1 5 0.13 0.16
2024 0.24 0.46 0.12 0.16 25 602 14 71 829 80 19 178 29 13 18.3 4 0.16 0.17
2025 0.16 0.62 0.11 0.13 26 628 2 69 898 63 10 175 23 7 10.1 0 0.23
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
12019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2019010.

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40
22010Stronger measures of higher-order risk attitudes. (2010). Denuit, Michel ; Eeckhoudt, Louis. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010010.

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38
32010Testing whether two-stage estimation is meaningful in non-parametric models of production. (2010). Wilson, Paul ; Simar, Leopold ; Daraio, Cinzia. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010031.

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31
42010A general index of absolute risk attitude. (2010). Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010013.

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23
52021Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Denuit, Michel ; Trufin, Julien ; Charpentier, Arthur. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021013.

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21
62012MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES. (2012). Segers, Johan. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2012011.

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21
72015Testing the Separability Condition in Two-Stage Nonparametric Models of Production. (2015). Wilson, Paul ; Simar, Leopold ; Daraio, Cinzia. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2015018.

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20
82014Individual loss reserving using paid-incurred data. (2014). Antonio, Katrien ; Denuit, Michel ; Pigeon, Mathieu. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2014014.

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20
92017Weak convergence of the weighted empirical beta copula process. (2017). Segers, Johan ; Berghaus, Betina. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2017015.

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19
102019Model selection based on Lorenz and concentration curves, Gini indices and convex order. (2019). Denuit, Michel ; Trufin, Julien ; Sznajder, Dominik. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2019006.

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18
112011Large-sample tests of extreme-value dependence for multivariate copulas. (2011). Yan, Yun ; Segers, Johan ; Kojadinovic, Jean D. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2011012.

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16
122010Generalized increasing convex and directionally convex orders. (2010). Denuit, Michel ; Mesfioui, Mhamed. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010012.

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15
132010Positive dependence of signals. (2010). Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010025.

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14
142011Econometric analysis of volatile art markets. (2011). Hafner, Christian ; Bocart, F. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2011029.

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13
152010Stronger measures of higher-order risk attitudes : an extension. (2010). Denuit, Michel ; Eeckhoudt, Louis. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010047.

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12
162013The systemic risk of energy markets. (2013). Pierret, Diane. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2013061.

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12
172011Multivariate volatility modeling of electricity futures. (2011). Pierret, Diane ; Hafner, Christian ; Bauwens, Luc. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2011013.

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12
182024Option pricing in the Heston model with Physics inspired neural networks. (2024). Hainaut, Donatien ; Casas, Alex. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024002.

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11
192012parfm: Parametric Frailty Models in R. (2012). Munda, Marco ; Rotolo, Federico ; Legrand, Catherine. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2012005.

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11
202012Variable Selection of Varying Coefficient Models in Quantile Regression. (2012). Chung, Kwanghun ; van Keilegom, Ingrid ; Noh, Hohsuk. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2012020.

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11
212018Inference in Dynamic, Nonparametric Models of Production: Central Limit Theorems for Malmquist Indices. (2018). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2018010.

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11
222021Risk sharing under the dominant peer-to-peer property and casualty insurance business models. (2021). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021001.

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10
232010On the estimation of dynamic conditional correlation models. (2010). Hafner, Christian ; Reznikova, O. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010006.

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9
242014Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models. (2014). Denuit, Michel ; Pigeon, Mathieu ; de Frahan, Bruno Henry. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2014003.

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9
252023Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance. (2023). Dhaene, Jan ; Denuit, Michel ; Ghossoub, Mario ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023005.

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9
262011Semi Markov regime switching interest rate models and minimal entropy measure. (2011). Devolder, Pierre ; Hunt, Julien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2011010.

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9
272014Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts. (2014). Dhaene, Jan ; Denuit, Michel ; Christiansen, Marcus C. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2014004.

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9
282018An estimator of the stable tail dependence function based on the empirical beta copula. (2018). Tafakori, Laleh ; Segers, Johan ; Kiriliouk, Anna. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2018029.

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8
292021Moment generating function of non-Markov self-excited claims processes. (2021). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021028.

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8
302014Nonparametric Least Squares Methods for Stochastic Frontier Models. (2014). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2014012.

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8
312018Inference on the tail process with application to financial time series modelling. (2018). Davis, Richard ; Warchol, Michal ; Segers, Johan ; Drees, Holger. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2018002.

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7
322013Fair re-valuation of wine as an investment. (2013). Hafner, Christian ; Bocart, F. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2013003.

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7
332010Regularly varying time series in Banach spaces. (2010). Meinguet, Thomas ; Segers, Johan. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010002.

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7
342010Somes consequences of correlation aversion in decision science. (2010). Denuit, Michel ; Eeckhoudt, Louis ; Rey, B. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010017.

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7
352021Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. (2021). Wilson, Paul ; Simar, Leopold. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021003.

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7
362013An Almost Closed Form Estimator for the EGARCH. (2013). LINTON, OLIVER ; Hafner, Christian. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2013010.

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7
372018Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. (2018). Devolder, Pierre ; del Carmen, Maria ; Alonso-Garcia, Jennifer. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2018022.

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7
382013Expansion for Moments of Regression Quantiles with Applications to Nonparametric Testing. (2013). Yu, Kyusang ; van Keilegom, Ingrid ; Mammen, Enno. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2013027.

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6
392017A general approach for cure models in survival analysis. (2017). Patilea, Valentin ; van Keilegom, Ingrid. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2017008.

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6
402014On the asymptotic distribution of the mean absolute deviation about the mean. (2014). Segers, Johan. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2014026.

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6
412016A simple model for now-casting volatility series. (2016). Hafner, Christian ; Breitung, Jörg. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2016035.

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6
422013Semiparametric transformation model with endogeneity: a control function approach. (2013). van Keilegom, Ingrid ; Vanhems, Anne. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2013018.

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6
432017Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views. (2017). Loisel, Stéphane ; Borel-Mathurin, Fabrice ; Segers, Johan. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2017006.

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6
442010Adaptive nonparametric instrumental regression by model selection. (2010). Schwarz, Maik ; Johannes, Jan. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010026.

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6
452021Portfolio insurance under rough volatility and Volterra processes. (2021). Dupret, Jean-Loup ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021026.

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6
462013Measuring Firm Performance using Nonparametric Quantile-type Distances. (2013). Wilson, Paul ; Simar, Leopold ; Daouia, Abdelaati. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2013014.

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5
472023Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators. (2023). Zelenyuk, Valentin ; Simar, Leopold ; Zhao, Shirong. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023015.

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5
482018A switching self-exciting jump diffusion process for stock prices. (2018). Moraux, Franck ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2018013.

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5
492013A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. (2013). Kojadinovic, Ivan ; Bucher, Axel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2013029.

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5
502013Adaptive estimation of functionals in nonparametric instrumental regression. (2013). Johannes, Jan ; Breunig, Christoph. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2013058.

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5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12021Autocalibration and Tweedie-dominance for insurance pricing with machine learning. (2021). Denuit, Michel ; Trufin, Julien ; Charpentier, Arthur. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021013.

Full description at Econpapers || Download paper

13
22024Option pricing in the Heston model with Physics inspired neural networks. (2024). Hainaut, Donatien ; Casas, Alex. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024002.

Full description at Econpapers || Download paper

11
32019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2019010.

Full description at Econpapers || Download paper

10
42023Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance. (2023). Dhaene, Jan ; Denuit, Michel ; Ghossoub, Mario ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023005.

Full description at Econpapers || Download paper

7
52021Risk sharing under the dominant peer-to-peer property and casualty insurance business models. (2021). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021001.

Full description at Econpapers || Download paper

6
62014Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts. (2014). Dhaene, Jan ; Denuit, Michel ; Christiansen, Marcus C. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2014004.

Full description at Econpapers || Download paper

5
72023Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators. (2023). Zelenyuk, Valentin ; Simar, Leopold ; Zhao, Shirong. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023015.

Full description at Econpapers || Download paper

5
82017Weak convergence of the weighted empirical beta copula process. (2017). Segers, Johan ; Berghaus, Betina. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2017015.

Full description at Econpapers || Download paper

5
92010A general index of absolute risk attitude. (2010). Denuit, M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010013.

Full description at Econpapers || Download paper

5
102024European option pricing with model constrained Gaussian process regressions. (2024). Vrins, Frederic ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024021.

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4
112019Model selection based on Lorenz and concentration curves, Gini indices and convex order. (2019). Denuit, Michel ; Trufin, Julien ; Sznajder, Dominik. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2019006.

Full description at Econpapers || Download paper

3
122010Stronger measures of higher-order risk attitudes. (2010). Denuit, Michel ; Eeckhoudt, Louis. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010010.

Full description at Econpapers || Download paper

3
132023Endowment contingency funds for mutual aid and public financing. (2023). Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023009.

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3
142024American option pricing with model constrained Gaussian process regressions. (2024). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024023.

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3
152012Variable Selection of Varying Coefficient Models in Quantile Regression. (2012). Chung, Kwanghun ; van Keilegom, Ingrid ; Noh, Hohsuk. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2012020.

Full description at Econpapers || Download paper

3
162018Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. (2018). Devolder, Pierre ; del Carmen, Maria ; Alonso-Garcia, Jennifer. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2018022.

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3
172010Stronger measures of higher-order risk attitudes : an extension. (2010). Denuit, Michel ; Eeckhoudt, Louis. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010047.

Full description at Econpapers || Download paper

3
182024Affine Heston model style with self-exciting jumps and long memory. (2024). Hainaut, Donatien ; Leunga, Charles Guy. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024001.

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2
192010Somes consequences of correlation aversion in decision science. (2010). Denuit, Michel ; Eeckhoudt, Louis ; Rey, B. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010017.

Full description at Econpapers || Download paper

2
202010Generalized increasing convex and directionally convex orders. (2010). Denuit, Michel ; Mesfioui, Mhamed. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2010012.

Full description at Econpapers || Download paper

2
212012MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES. (2012). Segers, Johan. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2012011.

Full description at Econpapers || Download paper

2
222021Moment 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

2
232018Monte Carlo integration with a growing number of control variates. (2018). Segers, Johan ; Portier, Francois. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2018001.

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2
242023Causal inference with (partially) independent shocks and structural signals on the global crude oil market. (2023). Wang, Shu ; Herwartz, Helmut ; Hafner, Christian M. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023004.

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2
252014Individual loss reserving using paid-incurred data. (2014). Antonio, Katrien ; Denuit, Michel ; Pigeon, Mathieu. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2014014.

Full description at Econpapers || Download paper

2
262024Deep learning for high-dimensional continuous-time stochastic optimal control without explicit solution. (2024). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024016.

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2
272014Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models. (2014). Denuit, Michel ; Pigeon, Mathieu ; de Frahan, Bruno Henry. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2014003.

Full description at Econpapers || Download paper

2
282018A switching self-exciting jump diffusion process for stock prices. (2018). Moraux, Franck ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2018013.

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2
292016Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances. (2016). Devolder, Pierre ; Lebegue, Adrien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2016023.

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2
302023Risk management with Local Least Squares Monte-Carlo. (2023). Hainaut, Donatien ; Akbaraly, Adnane. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023003.

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2
312018An estimator of the stable tail dependence function based on the empirical beta copula. (2018). Tafakori, Laleh ; Segers, Johan ; Kiriliouk, Anna. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2018029.

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2
322022Conical FDH Estimators of General Technologies, with Applications to Returns to Scale and Malmquist Productivity Indices. (2022). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022024.

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2
Citing documents used to compute impact factor: 10
YearTitle
2025Deep Learning Option Pricing with Market Implied Volatility Surfaces. (2025). Cheung, Kin ; Lu, Egang ; Ding, Lijie. In: Papers. RePEc:arx:papers:2509.05911.

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2025An uncertainty-aware physics-informed neural network solution for the Black-Scholes equation: a novel framework for option pricing. (2025). Kazemian, Sina ; Farhani, Ghazal ; Yazdi, Amirhessam. In: Papers. RePEc:arx:papers:2511.05519.

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2025Solving Heterogeneous Agent Models with Physics-informed Neural Networks. (2025). Grzeskiewicz, Marta. In: Papers. RePEc:arx:papers:2511.20283.

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2025Optimal control by policy improvements and constrained Gaussian process regressions. (2025). Dupret, Jean-Loup ; Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025012.

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2025Option pricing in a sentiment-biased stochastic volatility model. (2025). Patacca, Marco ; Fig-Talamanca, Gianna ; Cretarola, Alessandra. In: Annals of Finance. RePEc:kap:annfin:v:21:y:2025:i:1:d:10.1007_s10436-024-00448-3.

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2025A fractional Hawkes process for illiquidity modeling. (2025). Dupret, Jean-Loup ; Hainaut, Donatien. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:1:d:10.1007_s11579-024-00379-7.

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2025Mean Field Analysis of Mutual Insurance Market. (2025). Li, Bohan ; Phillip, Sheung Chi ; Hin, Kenneth Tsz. In: Papers. RePEc:arx:papers:2511.12292.

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2025Statistical inference for Hicks–Moorsteen productivity indices. (2025). Simar, Leopold ; Zhao, Shirong ; Zelenyuk, Valentin. In: Annals of Operations Research. RePEc:spr:annopr:v:351:y:2025:i:2:d:10.1007_s10479-024-06288-8.

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2025Artificial intelligence for modeling and understanding extreme weather and climate events. (2025). Martinuzzi, Francesco ; Mahecha, Miguel D ; Papoutsis, Ioannis ; Giuliani, Matteo ; Williams, Tristan ; Prapas, Ioannis ; Rabel, Martin ; Pellicer-Valero, Oscar J ; Prez-Aracil, Jorge ; Reichstein, Markus ; Camps-Valls, Gustau ; Gonzalez-Calabuig, Maria ; Sippel, Sebastian ; Fernndez-Torres, Miguel-Ngel ; Salcedo-Sanz, Sancho ; Cohrs, Kai-Hendrik ; Ouala, Said ; Castelletti, Andrea ; Kondylatos, Spyros ; Pacal, Aytac ; Happ, Tamara ; Robin, Claire ; Weigel, Katja ; Hhl, Adrian ; Popescu, Oana-Iuliana. In: Nature Communications. RePEc:nat:natcom:v:16:y:2025:i:1:d:10.1038_s41467-025-56573-8.

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2025Compensation-based risk-sharing. (2025). Riis-Due, Austin ; Cheung, Ka Chun ; Chaudhry, Atibhav ; Dhaene, Jan. In: Papers. RePEc:arx:papers:2510.19511.

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2024No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses. (2024). Robert, Christian Y ; Ortega-Jimenez, Patricia ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024019.

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2024American option pricing with model constrained Gaussian process regressions. (2024). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024023.

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2024European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning. (2024). Gupta, Arvind Kumar ; Kumar, Arun ; Pasricha, Puneet ; Pande, Naman Krishna. In: Papers. RePEc:arx:papers:2410.10474.

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

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

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2023Second Birth Fertility in Germany: Social Class, Gender, and the Role of Economic Uncertainty. (2023). Ramos, Vincent Jerald ; Lambert, Philippe ; Kreyenfeld, Michaela ; Konietzka, Dirk. In: European Journal of Population. RePEc:spr:eurpop:v:39:y:2023:i:1:d:10.1007_s10680-023-09656-5.

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2023Comments on: Nonparametric estimation in mixture cure models with covariates. (2023). Lambert, Philippe. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:32:y:2023:i:2:d:10.1007_s11749-023-00860-3.

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2023A Nonlinear Sandwich Theorem. (2023). Lorenzo, Stanca ; Giulio, Principi ; Mario, Ghossoub. In: Working papers. RePEc:tur:wpapnw:081.

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2022Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. (2022). Asenova, Stefka ; Segers, Johan. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022031.

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2022Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions. (2022). Engelke, Sebastian ; Hentschel, Manuel ; Segers, Johan. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022032.

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2022Autocalibration by balance correction in nonlife insurance pricing. (2022). Denuit, Michel ; Trufin, Julien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022041.

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2022Structure 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.

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