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Citation Profile [Updated: 2025-04-15 08:32:09]
5 Years H Index
13
Impact Factor (IF)
0.24
5 Years IF
0.16
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 0.53 0.14 0 51 51 163 7 7 0 0 0 7 0.14 0.3
2011 0.25 0.62 0.36 0.25 45 96 73 35 42 51 13 51 13 7 20 20 0.44 0.37
2012 0.38 0.68 0.33 0.38 41 137 65 45 87 96 36 96 36 13 28.9 6 0.15 0.36
2013 0.22 0.66 0.39 0.34 61 198 69 77 165 86 19 137 46 17 22.1 26 0.43 0.35
2014 0.32 0.67 0.25 0.26 56 254 66 64 229 102 33 198 52 7 10.9 7 0.13 0.34
2015 0.1 0.66 0.13 0.12 28 282 34 38 267 117 12 254 30 2 5.3 3 0.11 0.36
2016 0.23 0.64 0.16 0.15 50 332 34 53 320 84 19 231 35 6 11.3 3 0.06 0.35
2017 0.23 0.62 0.14 0.13 32 364 49 52 372 78 18 236 31 12 23.1 8 0.25 0.35
2018 0.13 0.61 0.11 0.1 35 399 49 43 415 82 11 227 23 7 16.3 5 0.14 0.35
2019 0.19 0.62 0.11 0.12 28 427 68 49 464 67 13 201 25 10 20.4 3 0.11 0.36
2020 0.56 0.7 0.19 0.28 33 460 12 86 550 63 35 173 49 22 25.6 8 0.24 0.73
2021 0.31 0.95 0.13 0.17 37 497 40 66 616 61 19 178 31 16 24.2 7 0.19 0.39
2022 0.2 0.69 0.14 0.22 42 539 13 76 692 70 14 165 37 26 34.2 4 0.1 0.22
2023 0.23 0.55 0.12 0.18 38 577 18 67 759 79 18 175 31 10 14.9 5 0.13 0.17
2024 0.24 0.54 0.11 0.16 22 599 2 66 825 80 19 178 29 11 16.7 2 0.09 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
12010Stronger measures of higher-order risk attitudes. (2010). Eeckhoudt, Louis ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010010.

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37
22019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019010.

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33
32010Testing 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.

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30
42012MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES. (2012). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012011.

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21
52010A general index of absolute risk attitude. (2010). , Eeckhoudt ; Denuit, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010013.

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20
62015Testing 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.

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19
72014Individual loss reserving using paid-incurred data. (2014). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014014.

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18
82019Model selection based on Lorenz and concentration curves, Gini indices and convex order. (2019). Sznajder, Dominik ; Denuit, Michel ; Trufin, Julien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019006.

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17
92017Weak convergence of the weighted empirical beta copula process. (2017). Segers, Johan ; Berghaus, Betina. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017015.

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16
102011Large-sample tests of extreme-value dependence for multivariate copulas. (2011). Segers, Johan ; Kojadinovic, Jean D ; Yan, Yun. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2011012.

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16
112010Positive dependence of signals. (2010). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010025.

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14
122010Generalized increasing convex and directionally convex orders. (2010). Mesfioui, Mhamed ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010012.

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14
132011Econometric 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.

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13
142011Multivariate 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.

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12
152021Autocalibration 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.

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12
162013The systemic risk of energy markets. (2013). Pierret, D. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013061.

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12
172010Stronger measures of higher-order risk attitudes : an extension. (2010). Eeckhoudt, Louis ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010047.

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11
182018Inference 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.

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11
192010On 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.

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9
202012parfm: 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.

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9
212012Variable 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.

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9
222014Nonparametric Least Squares Methods for Stochastic Frontier Models. (2014). Zelenyuk, Valentin ; Simar, Leopold ; van Keilegom, Ingrid ; VanKeilegom, Ingrid . In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014012.

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8
232014Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models. (2014). de Frahan, Bruno Henry ; Pigeon, Mathieu ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014003.

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8
242011Semi 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.

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8
252021Moment 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
262013Fair 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.

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7
272023Comonotonicity 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.

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7
282018An estimator of the stable tail dependence function based on the empirical beta copula. (2018). Segers, Johan ; Kiriliouk, Anna ; Tafakori, Laleh. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018029.

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7
292021Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. (2021). Simar, Leopold ; Wilson, Paul. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021003.

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7
302013An 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.

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7
312010Adaptive 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.

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6
322014Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts. (2014). Denuit, Michel ; Christiansen, Marcus C ; Dhaene, Jan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014004.

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6
332018Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. (2018). del Carmen, Maria ; Alonso-Garcia, Jennifer ; Devolder, Pierre. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018022.

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6
342013Expansion 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.

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6
352018Inference 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.

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6
362017A general approach for cure models in survival analysis. (2017). VanKeilegom, Ingrid ; Patilea, Valentin ; van Keilegom, Ingrid. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017008.

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6
372010Regularly varying time series in Banach spaces. (2010). Segers, Johan ; Meinguet, Thomas. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010002.

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6
382014On the asymptotic distribution of the mean absolute deviation about the mean. (2014). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014026.

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6
392013Semiparametric 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.

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6
402017Reevaluation of the capital charge in insurance after a large shock: empirical and theoretical views. (2017). Borel-Mathurin, Fabrice ; Segers, Johan ; Loisel, Stephane. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2017006.

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6
412018A 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.

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5
422016Functional mixed effects wavelet estimation for spectra of replicated time series. (2016). von Sachs, Rainer ; Chau, Van Vinh. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016013.

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5
432017Cross-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.

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5
442013Measuring 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.

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5
452010Somes consequences of correlation aversion in decision science. (2010). Eeckhoudt, Louis ; Denuit, Michel ; Rey, B. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010017.

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5
462016A simple model for now-casting volatility series. (2016). Hafner, Christian ; Breitung, J. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016035.

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5
472013A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing. (2013). Kojadinovic, Ivan ; Bucher, Axel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013029.

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5
482013Adaptive estimation of functionals in nonparametric instrumental regression. (2013). Johannes, Jan ; Breunig, Christoph. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2013058.

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5
492021Portfolio insurance under rough volatility and Volterra processes. (2021). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021026.

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5
502011Ideal 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.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019010.

Full description at Econpapers || Download paper

11
22021Autocalibration 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
32023Comonotonicity 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

7
42017Weak 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

5
52010Stronger 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

4
62010Stronger 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

4
72021Moment 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

4
82021Inference 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.

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3
92018Inference 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.

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3
102014Evaluation of the EU Proposed Farm Income Stabilisation Tool by Skew Normal Linear Mixed Models. (2014). de Frahan, Bruno Henry ; Pigeon, Mathieu ; Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014003.

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3
112019Model selection based on Lorenz and concentration curves, Gini indices and convex order. (2019). Sznajder, Dominik ; Denuit, Michel ; Trufin, Julien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019006.

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3
122016A simple model for now-casting volatility series. (2016). Hafner, Christian ; Breitung, J. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2016035.

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2
1320232
142018A 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.

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2
152021Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. (2021). Simar, Leopold ; Wilson, Paul. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021003.

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2
162023Exogenous 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.

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2
172023Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators. (2023). Zelenyuk, Valentin ; Zhao, Shirong ; Simar, Leopold. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023015.

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2
182021Risk 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.

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2
192012MAX-STABLE MODELS FOR MULTIVARIATE EXTREMES. (2012). Segers, Johan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2012011.

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2
202018Adequacy, Fairness and Sustainability of Pay as you go systems : Defined Benefit versus Defined Contribution. (2018). del Carmen, Maria ; Alonso-Garcia, Jennifer ; Devolder, Pierre. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018022.

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2
212010Testing 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.

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2
222020From risk sharing to risk transfer: the analytics of collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020017.

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2
232014Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts. (2014). Denuit, Michel ; Christiansen, Marcus C ; Dhaene, Jan. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2014004.

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2
242018Monte Carlo integration with a growing number of control variates. (2018). Segers, Johan ; Portier, Francois. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2018001.

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2
252023Causal 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
262010Positive dependence of signals. (2010). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010025.

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2
272012Variable 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.

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2
282010A general index of absolute risk attitude. (2010). , Eeckhoudt ; Denuit, M. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2010013.

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2
Citing documents used to compute impact factor: 19
YearTitle
2024
2024Risk models from tree-structured Markov random fields following multivariate Poisson distributions. (2024). Cossette, H'Elene ; Dubeau, Alexandre ; Marceau, Etienne ; Cot, Benjamin. In: Papers. RePEc:arx:papers:2412.00607.

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2024
2024Enhancing Valuation of Variable Annuities in L\evy Models with Stochastic Interest Rate. (2024). Zanette, Antonino ; Wei, Xiao ; Molent, Andrea ; Goudenege, Ludovic. In: Papers. RePEc:arx:papers:2404.07658.

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2024Unraveling the structural sources of oil production and their impact on CO2 emissions. (2024). Wang, Shu ; Theilen, Bernd ; Herwartz, Helmut. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001968.

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2024.

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2024
2024
2024
2024.

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2024
2024Inference for aggregate efficiency: Theory and guidelines for practitioners. (2024). Zhao, Shirong ; Zelenyuk, Valentin ; Simar, Leopold. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:240-254.

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2024Russell and slack-based measures of efficiency: A unifying framework. (2024). Zelenyuk, Valentin ; Zhao, Shirong. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:867-876.

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2024Modeling multivariate extreme value distributions via Markov trees. (2024). Hu, Shuang ; Segers, Johan ; Peng, Zuoxiang. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:2:p:760-800.

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2024Empirical Study Regarding the Central and Eastern European Countries’ Soundness of Pension Systems. Triangle Assessment: Social, Economic, and Financial Features of Pension Systems. (2024). Stofkova, Katarina Repkova ; Dumiter, Florin Cornel ; Louanov, Erika ; Boi, Marius ; Nicoar, Tefania Amalia. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2024:i:4:p:105-127.

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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.

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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.

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2023Second Birth Fertility in Germany: Social Class, Gender, and the Role of Economic Uncertainty. (2023). Ramos, Vincent Jerald ; Lambert, Philippe ; Konietzka, Dirk ; Kreyenfeld, Michaela. 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). Segers, Johan ; Asenova, Stefka. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022031.

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

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2022Autocalibration by balance correction in nonlife insurance pricing. (2022). Trufin, Julien ; Denuit, Michel. 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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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.

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

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2021Inference 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.

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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.

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2021Mortality credits within large survivor funds. (2021). Robert, Christian Y ; Hieber, Peter ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021038.

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2021Bridging 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.

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2021Inference 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.

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