LIDAM Reprints ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
32
Impact Factor (IF)
0.69
5 Years IF
0.58
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]
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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 | 0.4 | 0 | 40 | 40 | 464 | 16 | 16 | 0 | 0 | 0 | 16 | 0.4 | 0.3 | |||
| 2011 | 0.7 | 0.61 | 0.5 | 0.7 | 63 | 103 | 733 | 51 | 67 | 40 | 28 | 40 | 28 | 0 | 21 | 0.33 | 0.37 | |
| 2012 | 0.54 | 0.68 | 0.61 | 0.54 | 36 | 139 | 476 | 85 | 152 | 103 | 56 | 103 | 56 | 0 | 10 | 0.28 | 0.36 | |
| 2013 | 1.02 | 0.67 | 1.01 | 0.96 | 50 | 189 | 254 | 190 | 343 | 99 | 101 | 139 | 133 | 0 | 20 | 0.4 | 0.35 | |
| 2014 | 0.64 | 0.67 | 0.84 | 0.7 | 54 | 243 | 516 | 203 | 548 | 86 | 55 | 189 | 132 | 0 | 32 | 0.59 | 0.34 | |
| 2015 | 0.64 | 0.66 | 0.81 | 0.73 | 45 | 288 | 357 | 232 | 781 | 104 | 67 | 243 | 177 | 0 | 13 | 0.29 | 0.36 | |
| 2016 | 1 | 0.65 | 0.96 | 0.82 | 49 | 337 | 258 | 322 | 1103 | 99 | 99 | 248 | 204 | 0 | 12 | 0.24 | 0.35 | |
| 2017 | 0.78 | 0.62 | 0.86 | 0.77 | 47 | 384 | 213 | 332 | 1435 | 94 | 73 | 234 | 180 | 0 | 13 | 0.28 | 0.35 | |
| 2018 | 0.58 | 0.62 | 0.95 | 0.6 | 45 | 429 | 267 | 408 | 1843 | 96 | 56 | 245 | 148 | 0 | 31 | 0.69 | 0.35 | |
| 2019 | 0.66 | 0.63 | 0.81 | 0.59 | 61 | 490 | 189 | 395 | 2239 | 92 | 61 | 240 | 141 | 0 | 14 | 0.23 | 0.37 | |
| 2020 | 0.89 | 0.72 | 1.05 | 0.73 | 49 | 539 | 155 | 568 | 2807 | 106 | 94 | 247 | 180 | 0 | 20 | 0.41 | 0.78 | |
| 2021 | 0.76 | 0.99 | 0.95 | 0.73 | 59 | 598 | 75 | 568 | 3375 | 110 | 84 | 251 | 182 | 0 | 15 | 0.25 | 0.41 | |
| 2022 | 0.69 | 0.78 | 0.79 | 0.58 | 39 | 637 | 21 | 501 | 3876 | 108 | 74 | 261 | 152 | 0 | 5 | 0.13 | 0.25 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | Two-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 | 288 |
| 2 | 2014 | Testing 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 | 143 |
| 3 | 2010 | Nonparametric 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 | 109 |
| 4 | 2012 | Asymptotics 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 | 81 |
| 5 | 2014 | Directional 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 | 76 |
| 6 | 2015 | Effect 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 | 75 |
| 7 | 2010 | Optimal 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 | 71 |
| 8 | 2014 | A 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 | 69 |
| 9 | 2012 | Dynamic 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 | 66 |
| 10 | 2011 | Inference 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 | 63 |
| 11 | 2016 | Testing 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 | 62 |
| 12 | 2015 | When 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 | 61 |
| 13 | 2011 | Locally 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 | 60 |
| 14 | 2015 | Statistical 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 | 60 |
| 15 | 2012 | Statistical 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 | 56 |
| 16 | 2013 | Estimation 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 | 55 |
| 17 | 2018 | Central limit theorems for conditional efficiency measures and tests of the âââ¬ÃÅseparabilityâââ‰â¢ 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 | 48 |
| 18 | 2018 | Testing 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 | 46 |
| 19 | 2012 | Convex 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 | 45 |
| 20 | 2014 | Explaining 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 | 44 |
| 21 | 2017 | Nonparametric 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 | 44 |
| 22 | 2010 | Asymptotic 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 | 43 |
| 23 | 2015 | Rankings 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 | 42 |
| 24 | 2012 | On 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 | 40 |
| 25 | 2010 | Inferences 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 | 37 |
| 26 | 2011 | Computational 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 | 36 |
| 27 | 2016 | Unobserved 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 | 35 |
| 28 | 2011 | Correlated 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 |
| 29 | 2018 | Central 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 | 34 |
| 30 | 2011 | The 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 |
| 31 | 2013 | On 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 | 33 |
| 32 | 2010 | Estimating 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 |
| 33 | 2011 | Identification 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 | 31 |
| 34 | 2012 | An 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 | 31 |
| 35 | 2019 | Size-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 | 30 |
| 36 | 2015 | Frontier 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 | 30 |
| 37 | 2010 | Efficient 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 |
| 38 | 2014 | Nonlife 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 | 27 |
| 39 | 2014 | Iterative 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 | 27 |
| 40 | 2013 | Individual 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 |
| 41 | 2016 | Efficiency 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 | 25 |
| 42 | 2020 | Hypothesis 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 | 24 |
| 43 | 2012 | Instrumental 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 |
| 44 | 2016 | Generalized 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 |
| 45 | 2019 | Sentiment-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 | 22 |
| 46 | 2015 | Categorical 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 | 22 |
| 47 | 2012 | Regression 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 | 21 |
| 48 | 2019 | A 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 | 21 |
| 49 | 2011 | Stochastic 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 | 21 |
| 50 | 2017 | The 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 | 19 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2011 | Two-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 | 67 |
| 2 | 2014 | Testing 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 | 38 |
| 3 | 2018 | Central limit theorems for conditional efficiency measures and tests of the âââ¬ÃÅseparabilityâââ‰â¢ 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 | 34 |
| 4 | 2015 | When 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 | 28 |
| 5 | 2016 | Testing 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 | 26 |
| 6 | 2017 | Nonparametric 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 | 23 |
| 7 | 2020 | Hypothesis 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 | 23 |
| 8 | 2014 | Explaining 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 | 23 |
| 9 | 2010 | Optimal 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 |
| 10 | 2012 | Convex 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 | 22 |
| 11 | 2019 | Size-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 | 20 |
| 12 | 2015 | Statistical 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 | 20 |
| 13 | 2012 | Asymptotics 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 | 18 |
| 14 | 2014 | Directional 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 |
| 15 | 2019 | Sentiment-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 |
| 16 | 2018 | Central 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 | 16 |
| 17 | 2019 | Model selection based on Lorenz and concentration curves, Gini indices and convex order. (2019). Sznajder, Dominik ; Denuit, Michel ; Trufin, Julien. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2019046. Full description at Econpapers || Download paper | 15 |
| 18 | 2012 | Dynamic 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 | 15 |
| 19 | 2016 | Unobserved 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 | 15 |
| 20 | 2019 | A 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 |
| 21 | 2011 | Stochastic 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 | 14 |
| 22 | 2013 | On 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 | 13 |
| 23 | 2019 | Multivariate 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 | 13 |
| 24 | 2015 | Effect 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 | 12 |
| 25 | 2016 | Efficiency 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 | 12 |
| 26 | 2011 | Identification 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 | 12 |
| 27 | 2010 | Asymptotic 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 | 11 |
| 28 | 2020 | Effective Statistical Learning Methods for Actuaries II : Tree-Based Methods and Extensions. (2020). Trufin, Julien ; Hainaut, Donatien ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020035. Full description at Econpapers || Download paper | 11 |
| 29 | 2015 | Rankings 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 | 11 |
| 30 | 2020 | Valuation 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 | 11 |
| 31 | 2018 | Testing 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 | 10 |
| 32 | 2012 | Instrumental 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 | 10 |
| 33 | 2020 | Large-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 | 10 |
| 34 | 2011 | Locally 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 | 10 |
| 35 | 2014 | A 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 | 10 |
| 36 | 2011 | Inference 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 | 10 |
| 37 | 2020 | Investing in your own and peersâ risks: the simple analytics of P2P insurance. (2020). Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2020026. Full description at Econpapers || Download paper | 10 |
| 38 | 2015 | Categorical 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 | 9 |
| 39 | 2010 | Nonparametric 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 | 9 |
| 40 | 2013 | Estimation 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 |
| 41 | 2021 | From risk sharing to pure premium for a large number of heterogeneous losses. (2021). Robert, Christian Y ; Denuit, Michel. In: LIDAM Reprints ISBA. RePEc:aiz:louvar:2021001. Full description at Econpapers || Download paper | 9 |
| 42 | 2013 | Individual 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 | 9 |
| 43 | 2012 | Statistical 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 | 9 |
| 44 | 2011 | Computational 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 | 9 |
| 45 | 2021 | Autocalibration 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 | 8 |
| 46 | 2014 | Individual loss reserving using paidâââ‰â¬Åincurred data. (2014). Antonio, Katrien ; Pigeon, Mathieu ; Denuit, Michel. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2014024. Full description at Econpapers || Download paper | 8 |
| 47 | 2017 | The 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 | 8 |
| 48 | 2021 | Quality 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 | 8 |
| 49 | 2017 | Contagion modeling between the financial and insurance markets with time changed processes. (2017). Hainaut, Donatien. In: ISBA Reprints (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvar:2017016. Full description at Econpapers || Download paper | 8 |
| 50 | 2016 | Fertility 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 |
Citing documents used to
compute impact factor: 74
| Year | Title | |
|---|---|---|
| 2022 | Further Improvements of Finite Sample Approximation of Central Limit Theorems for Envelopment Estimators. (2022). Zhao, Shirong ; Zelenyuk, Valentin ; Simar, Leopold. In: CEPA Working Papers Series. RePEc:qld:uqcepa:178. Full description at Econpapers || Download paper | |
| 2022 | Data sharpening for improving central limit theorem approximations for data envelopment analysisâtype efficiency estimators. (2022). Zelenyuk, Valentin ; Simar, Leopold ; Nguyen, Bao Hoang. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:3:p:1469-1480. Full description at Econpapers || Download paper | |
| 2022 | Environmental variables and power firms productivity: micro panel estimation with time-Invariant variables. (2022). Polinori, Paolo ; D'Errico, Maria Chiara ; Bigerna, Simona. In: MPRA Paper. RePEc:pra:mprapa:114157. Full description at Econpapers || Download paper | |
| 2022 | Sustainable intensification pathways in Sub-Saharan Africa: Assessing eco-efficiency of smallholder perennial cash crop production. (2022). Stolze, Matthias ; Muller, Adrian ; Blockeel, Johan ; Ndungu, John ; Clottey, Joseph ; Bandanaa, Joseph ; Muriuki, Anne ; Egyir, Irene S ; Kadzere, Irene ; Grovermann, Christian ; Schader, Christian ; Heidenreich, Anja. In: Agricultural Systems. RePEc:eee:agisys:v:195:y:2022:i:c:s0308521x21002572. Full description at Econpapers || Download pap | |
| 2022 | Approximations and Inference for Nonparametric Production Frontiers. (2022). Simar, Leopold ; Daraio, Cinzia. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022017. Full description at Econpapers || Download paper | |
| 2022 | Proportional Incremental Cost Probability Functions and their Frontiers. (2022). Simar, Leopold ; FLORENS, Jean-Pierre ; Feve, Frederique. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022016. Full description at Econpapers || Download paper | |
| 2022 | Efficiency evaluation of Chinas listed commercial banks based on a multi-period leader-follower model. (2022). Li, Yongjun ; Jin, XI ; Chen, Lifan ; Xu, Qifan ; Xie, Qiwei. In: Omega. RePEc:eee:jomega:v:110:y:2022:i:c:s030504832200024x. Full description at Econpapers || Download paper | |
| 2022 | A corruption risk indicator for public procurement. (2022). Millemaci, Emanuele ; Milani, Riccardo ; Lisciandra, Maurizio. In: European Journal of Political Economy. RePEc:eee:poleco:v:73:y:2022:i:c:s0176268021001166. Full description at Econpapers || Download paper | |
| 2022 | Risk behaviour and insurance efficiency: the role of ownership and regulations from an emerging economies. (2022). Kusi, Baah Aye ; Dzeha, Gloria Clarissa ; Kuwornu, John ; Ofori-Sasu, Daniel. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:7:d:10.1007_s43546-022-00254-x. Full description at Econpapers || Download paper | |
| 2022 | Approximations and Inference for Nonparametric Production Frontiers. (2022). Simar, Leopold ; Daraio, Cinzia. In: LEM Papers Series. RePEc:ssa:lemwps:2022/14. Full description at Econpapers || Download paper | |
| 2022 | WB-graphs: a within versus between group similarity interplay. (2022). Pircalabelu, Eugen. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022007. Full description at Econpapers || Download paper | |
| 2022 | CDS pricing with fractional Hawkes processes. (2022). Hainaut, Donatien ; Ketelbuters, John-John. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:3:p:1139-1150. Full description at Econpapers || Download paper | |
| 2022 | A subdiffusive stochastic volatility jump model. (2022). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022001. Full description at Econpapers || Download paper | |
| 2022 | Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341. Full description at Econpapers || Download paper | |
| 2022 | A neural network ensemble approach for GDP forecasting. (2022). Rungi, Armando ; Riccaboni, Massimo ; Longo, Luigi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s016518892100213x. Full description at Econpapers || Download paper | |
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| 2022 | Stochastic Modellization of Hybrid Public Pension Plans (PAYG) under Demographic Risks with Application to the Belgian Case. (2022). Devolder, Pierre ; Al-Hassan, Hassana. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022042. Full description at Econpapers || Download paper | |
| 2022 | Pricing and hedging of longevity basis risk through securitization. (2022). Devolder, Pierre ; Zeddouk, Fadoua. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022038. Full description at Econpapers || Download paper | |
| 2022 | A calendar year mortality model in continuous time. (2022). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022019. Full description at Econpapers || Download paper | |
| 2022 | Mortality modeling and regression with matrix distributions. (2022). Yslas, Jorge ; Bladt, Mogens ; Albrecher, Hansjorg. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:68-87. Full description at Econpapers || Download paper | |
| 2022 | Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Papers. RePEc:arx:papers:2109.13796. Full description at Econpapers || Download paper | |
| 2022 | Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness. (2022). Yu, Min-Teh ; Sun, Edward W ; Chang, Chia-Chien ; Chen, Chang-Chih. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:2:p:727-742. Full description at Econpapers || Download paper | |
| 2022 | INSURANCE-FINANCE ARBITRAGE. (2022). Schmidt, Thorsten ; Eisele, Karl-Theodor ; Artzner, Philippe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2022-09. Full description at Econpapers || Download paper | |
| 2022 | Two-step actuarial valuations. (2021). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Working Papers. RePEc:hal:wpaper:hal-03327710. Full description at Econpapers || Download paper | |
| 2022 | Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation. (2022). Yang, Fan ; Linders, Daniel ; Barigou, Karim. In: Post-Print. RePEc:hal:journl:hal-03327710. Full description at Econpapers || Download paper | |
| 2022 | Dynamic 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 | |
| 2022 | DeFi Risk Transfer: Towards A Fully Decentralized Insurance Protocol. (2022). Schar, Fabian ; Bekemeier, Felix ; Nadler, Matthias. In: Papers. RePEc:arx:papers:2212.10308. Full description at Econpapers || Download paper | |
| 2022 | Extremes of Markov random fields on block graphs. (2022). Segers, Johan ; Asenova, Stefka. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022013. Full description at Econpapers || Download paper | |
| 2022 | Modelling multivariate extreme value distributions via Markov trees. (2022). Segers, Johan ; Peng, Zuoxiang ; Hu, Shuang. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022021. Full description at Econpapers || Download paper | |
| 2022 | Statistical Inference for HüslerâReiss Graphical Models Through Matrix Completions. (2022). Segers, Johan ; Engelke, Sebastian ; Hentschel, Manuel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022032. Full description at Econpapers || Download paper | |
| 2022 | Vague Pension Future: Empirical Evidence from the Israeli Radical Privatized Market. (2022). Levi, Smadar ; Wolf, Ishay. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:207-:d:806266. Full description at Econpapers || Download paper | |
| 2022 | Peer-to-peer multi-risk insurance and mutual aid. (2022). Feng, Runhuan ; Abdikerimova, Samal. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:735-749. Full description at Econpapers || Download paper | |
| 2022 | Risk?sharing rules and their properties, with applications to peer?to?peer insurance. (2022). Robert, Christian Y ; Dhaene, Jan ; Denuit, Michel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:3:p:615-667. Full description at Econpapers || Download paper | |
| 2022 | Long memory self-exciting jump diffusion for asset prices modeling. (2022). Hainaut, Donatien ; Njike, Charles G. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022003. Full description at Econpapers || Download paper | |
| 2022 | Modeling and forecasting realized portfolio weights. (2022). Gribisch, Bastian ; Golosnoy, Vasyl. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000048. Full description at Econpapers || Download paper | |
| 2022 | DAI Digital Art Index : a robust price index for heterogeneous digital assets. (2022). Härdle, Wolfgang ; Hardle, Wolfgang K ; Hafner, Christian M ; Wang, Bingling ; Lin, Min-Bin. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022036. Full description at Econpapers || Download paper | |
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| 2022 | Impact of COVID-19 on financial returns: a spatial dynamic panel data model with random effects. (2022). Caporin, Massimiliano ; Bille, Anna Gloria. In: Journal of Spatial Econometrics. RePEc:spr:jospat:v:3:y:2022:i:1:d:10.1007_s43071-022-00025-8. Full description at Econpapers || Download paper | |
| 2022 | Directed acyclic graph based information shares for price discovery. (2022). Zema, Sebastiano Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001397. Full description at Econpapers || Download paper | |
| 2022 | Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model. (2022). Roestel, Jan ; Herwartz, Helmut. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000531. Full description at Econpapers || Download paper | |
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| 2022 | Second Birth Fertility in Germany: Social Class, Gender, and the Role of Economic Uncertainty. (2022). Ramos, Vincent Jerald ; Lambert, Philippe ; Konietzka, Dirk ; Kreyenfeld, Michaela. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022023. Full description at Econpapers || Download paper | |
| 2022 | A hierarchical mixture cure model with unobserved heterogeneity for credit risk. (2022). Vasnev, Andrey ; Baesens, Bart ; Claeskens, Gerda ; Dirick, Lore. In: Econometrics and Statistics. RePEc:eee:ecosta:v:22:y:2022:i:c:p:39-55. Full description at Econpapers || Download paper | |
| 2022 | Copula-based inference for bivariate survival data with left truncation and dependent censoring. (2022). Antonio, Katrien ; van Keilegom, I ; Deresa, N W. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:1-21. Full description at Econpapers || Download paper | |
| 2022 | General M-Estimator Processes and their m out of n Bootstrap with Functional Nuisance Parameters. (2022). Ferfache, Anouar Abdeldjaoued ; Elhattab, Issam ; Bouzebda, Salim. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09965-y. Full description at Econpapers || Download paper | |
| 2022 | Empirical likelihood and uniform convergence rates for dyadic kernel density estimation. (2020). Tan, Bing Yang ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2010.08838. Full description at Econpapers || Download paper | |
| 2022 | Multiway empirical likelihood. (2021). Otsu, Taisuke ; Matsushita, Yukitoshi ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2108.04852. Full description at Econpapers || Download paper | |
| 2022 | Empirical likelihood confidence interval for difference-in-differences estimator with panel data. (2022). Huang, Zhilin ; Tang, Shengfang. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001392. Full description at Econpapers || Download paper | |
| 2022 | Generalized empirical likelihood for nonsmooth estimating equations with missing data. (2022). Tang, Niansheng ; Zhao, Puying ; Cui, Li-E, . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:190:y:2022:i:c:s0047259x21001792. Full description at Econpapers || Download paper | |
| 2022 | Model uncertainty and efficiency measurement in stochastic frontier analysis with generalized errors. (2022). Mazur, Baej ; Makiea, Kamil. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:58:y:2022:i:1:d:10.1007_s11123-022-00639-y. Full description at Econpapers || Download paper | |
| 2022 | Wealth heterogeneity in a closed pooled annuity fund. (2021). Qu, GE ; Bernhardt, Thomas. In: Papers. RePEc:arx:papers:2110.13467. Full description at Econpapers || Download paper | |
| 2022 | Max-linear graphical models with heavy-tailed factors on trees of transitive tournaments. (2022). Segers, Johan ; Asenova, Stefka. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022031. Full description at Econpapers || Download paper | |
| 2022 | Structure learning for extremal tree models. (2022). Volgushev, Stanislav ; Engelke, Sebastian. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:5:p:2055-2087. Full description at Econpapers || Download paper | |
| 2022 | Nonparametric Measure-transportation-based Methods for Directional Data. (2022). Verdebout, Thomas ; Lui, H ; Hallin, Marc. In: Working Papers ECARES. RePEc:eca:wpaper:2013/344268. Full description at Econpapers || Download paper | |
| 2022 | A general Monte Carlo method for multivariate goodnessâofâfit testing applied to elliptical families. (2022). Chen, Feifei ; ZHU, LI XING ; Meintanis, Simos ; Jimenezgamero, Dolores M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:175:y:2022:i:c:s0167947322001281. Full description at Econpapers || Download paper | |
| 2022 | Scenario Generation for Market Risk Models Using Generative Neural Networks. (2022). Junike, Gero ; Flaig, Solveig. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:11:p:199-:d:950343. Full description at Econpapers || Download paper | |
| 2022 | The multivariate Poisson-Generalized Inverse Gaussian claim count regression model with varying dispersion and shape parameters. (2022). Makariou, Despoina ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117197. Full description at Econpapers || Download paper | |
| 2022 | On the maximum of random assignment process. (2022). Tadevosian, A A ; Lifshits, M A. In: Statistics & Probability Letters. RePEc:eee:stapro:v:187:y:2022:i:c:s0167715222001006. Full description at Econpapers || Download paper | |
| 2022 | Investigating the unobserved heterogeneity effect on microfinance social efficiency. (2022). Simar, Leopold ; Vanhems, Anne ; Tchuigoua, Hubert Tchakoute ; TchakouteTchuigoua, Hubert ; Fall, Franois Seck. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022010. Full description at Econpapers || Download paper | |
| 2022 | Another Look at Productivity Growth in Industrialized Countries. (2022). Wilson, Paul ; Simar, Leopold. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022028. Full description at Econpapers || Download paper | |
| 2022 | Multivariate claim processes with rough intensities: Properties and estimation. (2022). Hainaut, Donatien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:269-287. Full description at Econpapers || Download paper | |
| 2022 | A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. (2022). Segers, Johan ; Portier, Francois ; Leluc, Remi ; Zhuman, Aigerim. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022018. Full description at Econpapers || Download paper | |
| 2022 | Total-employed longevity gap, pension fairness and public finance: Evidence from one of the oldest regions in EU. (2022). Gandullia, Luca ; Culotta, Fabrizio ; Alaimo, Leonardo Salvatore ; Bravo, Jorge Miguel ; Miguelbravo, Jorge ; di Bella, Enrico. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:82:y:2022:i:pa:s0038012121002135. Full description at Econpapers || Download paper | |
| 2022 | Multivariate rough claim processes: properties and estimation. (2022). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022002. Full description at Econpapers || Download paper | |
| 2022 | Pricing of spread and exchange options in a rough jump-diffusion market. (2022). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022012. Full description at Econpapers || Download paper | |
| 2022 | Autocalibration by balance correction in nonlife insurance pricing. (2022). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022041. Full description at Econpapers || Download paper | |
| 2022 | Tweedie dominance for autocalibrated predictors and Laplace transform order. (2022). Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022040. Full description at Econpapers || Download paper | |
| 2022 | Quantifying fairness and discrimination in predictive models. (2022). Charpentier, Arthur. In: Papers. RePEc:arx:papers:2212.09868. Full description at Econpapers || Download paper | |
| 2022 | Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses. (2022). Robert, Christian Y ; Denuit, Michel. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09888-0. Full description at Econpapers || Download paper | |
| 2022 | A Closed-form Alternative Estimator for GLM with Categorical Explanatory Variables. (2022). Rohmer, Tom ; Dutang, Christophe ; Brouste, Alexandre. In: Post-Print. RePEc:hal:journl:hal-03689206. Full description at Econpapers || Download paper | |
| 2022 | Boosting 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 | |
| 2022 | Quantifying the economy?wide returns to innovation for Australia. (2022). Cohen, Jasmine ; Liu, Mingji ; Wynn, Katherine. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:3:p:591-614. Full description at Econpapers || Download paper | |
| 2022 | Hierarchical Education Investment and Economic Growth in China. (2022). Li, Zhao ; Chu, Yujing ; Fang, Hang. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:2:p:21582440221108159. Full description at Econpapers || Download paper | |
| 2022 | Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models. (2022). Gressani, Oswaldo ; Lambert, Philippe. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2022030. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Allocation 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 | |
| 2022 | Dynamic 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 | |
| 2022 | Boosting 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 | |
| 2022 | Multivariate claim processes with rough intensities: Properties and estimation. (2022). Hainaut, Donatien. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:107:y:2022:i:c:p:269-287. Full description at Econpapers || Download paper | |
| 2022 | Uniform 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
| Year | Citing document | |
|---|---|---|
| 2021 | Testing for more positive expectation dependence with application to model comparison. (2021). Verdebout, Thomas ; Trufin, Julien ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021021. Full description at Econpapers || Download paper | |
| 2021 | Risk-sharing rules and their properties, with applications to peer-to-peer insurance. (2021). Robert, Christian Y ; Dhaene, Jan ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021037. Full description at Econpapers || Download paper | |
| 2021 | Mortality credits within large survivor funds. (2021). Robert, Christian Y ; Hieber, Peter ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021038. Full description at Econpapers || Download paper | |
| 2021 | Risk sharing under the dominant peer?to?peer property and casualty insurance business models. (2021). Robert, Christian Y ; Denuit, Michel. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:2:p:181-205. Full description at Econpapers || Download paper | |
| 2021 | Fast 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 | |
| 2021 | Stop-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 | |
| 2021 | Efronâs 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 | |
| 2021 | The Efficiency and Productivity Evaluation of National Innovation Systems in Europe. (2021). Brzezicki, Åukasz ; 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 | |
| 2021 | Dynamics 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 | |
| 2021 | Concordance 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 | |
| 2021 | On 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 | |
| 2021 | The 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 | |
| 2021 | Multicriteria 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 | |
| 2021 | Redistributive effects of the Czech pension system - microeconomic approach. (2021). vanurova -Elika, Alena. In: ?eský finan?nà a ú?etnà ?asopis. RePEc:prg:jnlcfu:v:2021:y:2021:i:3:id:564. Full description at Econpapers || Download paper | |
| 2021 | Applications of efficiency and productivity analysis: editorsâ 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
| Year | Citing document | |
|---|---|---|
| 2020 | Exchange 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 | |
| 2020 | Ultimate 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 | |
| 2020 | From 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 | |
| 2020 | Risk reduction by conditional mean risk sharing with application to collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020024. Full description at Econpapers || Download paper | |
| 2020 | Stop-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 | |
| 2020 | Conditional 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 | |
| 2020 | Nonparametric 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 | |
| 2020 | When 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 | |
| 2020 | Estimation of the Mannââ¬âWhitney 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 | |
| 2020 | Likelihood 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 | |
| 2020 | Agritourism 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 | |
| 2020 | Longevity 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 | |
| 2020 | Thinking 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 | |
| 2020 | Nonparametric 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 | |
| 2020 | The Efficiency of Public and Private Higher Education Institutions in Poland. (2020). Brzezicki, Åukasz. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2020:i:4:p:33-51. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Spectral Analysis of Multivariate Time Series. (2019). von Sachs, Rainer. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019008. Full description at Econpapers || Download paper | |
| 2019 | Home and Motor insurance joined at a household level using multivariate credibility. (2019). Denuit, Michel ; Pechon, Florian ; Trufin, Julien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019013. Full description at Econpapers || Download paper | |
| 2019 | Fractional Hawkes processes. (2019). Hainaut, Donatien. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019016. Full description at Econpapers || Download paper | |
| 2019 | LiMM-PCA : combining ASCA+ and linear mixed models to analyse high dimensional designed data. (2019). Govaerts, Bernadette ; Martin, Manon. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019021. Full description at Econpapers || Download paper | |
| 2019 | Investing in your own and peers risks: The simple analytics of p2p insurance. (2019). Denuit, Michel. In: IBSA Discussion Papers (ISBA - Institute of Statistics, Biostatistics and Actuarial Sciences). RePEc:aiz:louvad:2019028. Full description at Econpapers || Download paper | |
| 2019 | A Self-Exciting Modelling Framework for Forward Prices in Power Markets. (2019). Sgarra, Carlo ; Mazzoran, Andrea ; Callegaro, Giorgia. In: Papers. RePEc:arx:papers:1910.13286. Full description at Econpapers || Download paper | |
| 2019 | A percolation model for the emergence of the Bitcoin Lightning Network. (2019). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia. In: Papers. RePEc:arx:papers:1912.03556. Full description at Econpapers || Download paper | |
| 2019 | Evaluation of driving risk at different speeds. (2019). Yang, Hanfang ; Wuthrich, Mario V ; Gao, Guangyuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:88:y:2019:i:c:p:108-119. Full description at Econpapers || Download paper | |
| 2019 | Optimal investment strategies and risk-sharing arrangements for a hybrid pension plan. (2019). Lu, YI ; Wang, Suxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:89:y:2019:i:c:p:46-62. Full description at Econpapers || Download paper | |
| 2019 | . Full description at Econpapers || Download paper | |
| 2019 | Economic elasticities of input substitution using data envelopment analysis. (2019). Featherstone, Allen ; Bergtold, Jason ; Miller, Noah J. In: PLOS ONE. RePEc:plo:pone00:0220478. Full description at Econpapers || Download paper | |
| 2019 | Statistical Inference for Aggregation of Malmquist Productivity Indices. (2019). Zelenyuk, Valentin ; Simar, Leopold ; Pham, Manh D. In: CEPA Working Papers Series. RePEc:qld:uqcepa:138. Full description at Econpapers || Download paper |
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