LIDAM Publications in Statistics, Biostatistics and Actuarial Sciences

Journal Articles

1. Denuit, Michel; Robert, Christian Y. Equal compensations under actuarially fair contributions in endowment contingency funds. In: Risk Sciences, Vol. 1, p. 100005 (2025). doi:10.1016/j.risk.2024.100005. http://hdl.handle.net/2078.1/293870

2. Simar, Léopold; Zelenyuk, Valentin; Zhao, Shirong. Statistical Inference for Hicks–Moorsteen Productivity Indices. In: Annals of Operations Research, (2025). doi:10.1007/s10479-024-06288-8 (Accepté/Sous presse). http://hdl.handle.net/2078.1/298981

3. Morsomme, Hélène; Alonso-Garcia, Jennifer; Devolder, Pierre. Intergenerational risk sharing in pay-as-you-go pension schemes. In: Scandinavian Actuarial Journal, (2025). doi:10.1080/03461238.2024.2427229 (Accepté/Sous presse). http://hdl.handle.net/2078.1/296834

4. Lederer, Johannes; von Sachs, Rainer. Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes. In: Journal of Time Series Analysis, (2025). (Accepté/Sous presse). http://hdl.handle.net/2078.1/295090

5. Mastromarco, Camilla; Simar, Léopold; Van Keilegom, Ingrid. Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach. In: The Econometrics Journal, (2025). doi:10.1093/ectj/utae025 (Accepté/Sous presse). http://hdl.handle.net/2078.1/299452

6. Leluc, Rémi; Portier, François; Segers, Johan; Zhuman, Aigerim. Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 31, no.2, p. 1160-1180 (2025). doi:10.3150/24-BEJ1765. http://hdl.handle.net/2078.1/299432

7. Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. Conical Free Disposal Hull estimators of directional distances and Luenberger productivity indices for general technologies. In: European Journal of Operational Research, (2025). doi:10.1016/j.ejor.2024.12.025 (Accepté/Sous presse). http://hdl.handle.net/2078.1/299462

8. Marion, Rebecca; Lederer, Johannes; Govaerts, Bernadette; von Sachs, Rainer. VC-PCR: A prediction method based on variable selection and clustering. In: Statistica Neerlandica, Vol. 79, no. 1, p. e12358 (2025). doi:10.1111/stan.12358. http://hdl.handle.net/2078.1/292125

9. Van Keilegom, Ingrid; Deketelaere, Benjamin. Quantile regression for interval censored data using an Enriched Laplace distribution. In: Electronic Journal of Statistics, Vol. 19, no.1, p. 54-86 (2025). doi:10.1214/24-EJS2334. http://hdl.handle.net/2078.1/299541

10. Simon, Pierre-Alexandre; Trufin, Julien; Denuit, Michel. Bivariate Poisson Credibility Model and Bonus–Malus Scale for Claim and Near-Claim Events. In: North American Actuarial Journal, Vol. 29, no.1, p. 74–93 (2025). doi:10.1080/10920277.2023.2293210. http://hdl.handle.net/2078.1/299562

11. Hafner, Christian. Explanatory factors of French retail wine prices. In: Applied Economics Letters, Vol. 32, no. 2, p. 259-262 (2025). doi:10.1080/13504851.2023.2266565. http://hdl.handle.net/2078.1/281197

12. Daraio, Cinzia; Di Leo, Simone; Simar, Léopold. Impact of a Regulatory Target and External Factors on the Waste Efficiency of Italian Municipalities. In: Waste Management and Research, (2025). doi:10.1177/0734242X241262698 (Accepté/Sous presse). http://hdl.handle.net/2078.1/292351

13. Goes, Julius; Barigou, Karim; Leucht, Anne. Bayesian mortality modelling with pandemics: a vanishing jump approach. In: Journal of the Royal Statistical Society. Series C, Applied statistics, (2025). doi:10.1093/jrsssc/qlaf018 (Accepté/Sous presse). http://hdl.handle.net/2078.1/300130

14. Soetewey, Antoine; Legrand, Catherine; Denuit, Michel; Silversmit, Geert. Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal. In: European Actuarial Journal, Vol. 15, p. 15-43 (2025). doi:10.1007/s13385-024-00403-6. http://hdl.handle.net/2078.1/293833

15. Dupret, Jean-Loup; Hainaut, Donatien. Optimal liquidation under indirect price impact with propagator. In: Quantitative Finance, Vol. 25, no.3, p. 359-381 (2025). doi:10.1080/14697688.2025.2463368. http://hdl.handle.net/2078.1/300574

16. Hainaut, Donatien; Chen, Jing; Scalas, Enrico. The rough Hawkes process. In: Communications in Statistics: Theory and Methods, Vol. 54, no. 11, p. 3322-3349 (2025). doi:10.1080/03610926.2024.2389959. http://hdl.handle.net/2078.1/295135

17. Dupret, Jean-Loup; Hainaut, Donatien. A fractional Hawkes process for illiquidity modeling. In: Mathematics and Financial Economics, Vol. 19, no. 1, p. 143-181 (2025). doi:10.1007/s11579-024-00379-7. http://hdl.handle.net/2078.1/295108

18. Nezakati Rezazadeh, Ensiyeh; Pircalabelu, Eugen. Estimation and inference in sparse multivariate regression and conditional Gaussian graphical models under an unbalanced distributed setting. In: Electronic Journal of Statistics, Vol. 18, no.1, p. 599-652 (2024). doi:10.1214/23-EJS2193. http://hdl.handle.net/2078.1/285769

19. Zeddouk, Fadoua; Devolder, Pierre. Pricing and hedging of longevity basis risk through securitisation. In: Astin Bulletin : the journal of the International Actuarial Association, Vol. 54, no. 1, p. 159-184 (2024). doi:10.1017/asb.2023.37. http://hdl.handle.net/2078.1/282936

20. Hainaut, Donatien. A mutually exciting rough jump-diffusion for financial modelling. In: Fractional Calculus and Applied Analysis, Vol. 27, no. 1, p. 319-352 (2024). doi:10.1007/s13540-023-00234-4. http://hdl.handle.net/2078.1/283639

21. Servais, Thomas; Laurent, France; Roland, Thomas; Rossi, Camelia; De Groote, Elodie; Godart, Valérie; Repetto, Ernestina; Ponchon, Michel; Chasseur, Pascale; Crenier, Laurent; Van Eeckhoudt, Sandrine; Yango, John; Oriot, Philippe; Morisca Gavriliu, Mirela; Rouhard, Stéphanie; Deketelaere, Benjamin; Maiter, Dominique; Hermans, Michel; Yombi, Jean Cyr; Orioli, Laura. Mortality-related risk factors of inpatients with diabetes and COVID-19: A multicenter retrospective study in Belgium. In: Annales d'endocrinologie, Vol. 85, no. 1, p. 36-43 (2024). doi:10.1016/j.ando.2023.08.002. http://hdl.handle.net/2078.1/278333

22. Hu, Shuang; Peng, Zuoxiang; Segers, Johan. Modeling multivariate extreme value distributions via Markov trees. In: Scandinavian Journal of Statistics : theory and applications, Vol. 51, no. 2, p. 760-800 (2024). doi:10.1111/sjos.12698. http://hdl.handle.net/2078.1/281628

23. Rademacher, Daniel; Krebs, Johannes; von Sachs, Rainer. Statistical inference for wavelet curve estimators of symmetric positive definite matrices. In: Journal of Statistical Planning and Inference, Vol. 231, p. 106140 (2024). doi:10.1016/j.jspi.2023.106140. http://hdl.handle.net/2078.1/283644

24. Janssen, Anja; Segers, Johan. Invariance properties of limiting point processes and applications to clusters of extremes. In: Dependence Modeling, Vol. 12, no.1, p. 20230109 (2024). doi:10.1515/demo-2023-0109. http://hdl.handle.net/2078.1/284859

25. Huyghe, Julie; Trufin, Julien; Denuit, Michel. Boosting cost-complexity pruned trees on Tweedie responses: the ABT machine for insurance ratemaking. In: Scandinavian Actuarial Journal, Vol. 2024, no.5, p. 417-439 (2024). doi:10.1080/03461238.2023.2258135. http://hdl.handle.net/2078.1/287094

Book Chapters

1. Simar, Léopold; Wilson, Paul W.. Inference in Dynamic, Nonparametric Models of Production for General Technologies. In: Advances in the Theory and Applications of Performance Measurement and Management (Lecture Notes in Operations Research; xxx), Springer, 2024, p. 9-20. 978-3-031-61596-2; 978-3-031-61599-3. xxx xxx. doi:10.1007/978-3-031-61597-9. http://hdl.handle.net/2078.1/292192

2. Lhaut, Stéphane; Segers, Johan. An asymptotic expansion of the empirical angular measure for bivariate extremal dependence. In: Recent Advances in Econometrics and Statistics , Springer, 2024, p. 187-208. 978-3-031-61855-0. xxx xxx. doi:10.1007/978-3-031-61853-6_10. http://hdl.handle.net/2078.1/293832

3. Simar, Léopold; Wilson, Paul W.. New Tools for Evaluating the Performance of Healthcare Providers Using DEA and FDH Estimators. In: The Cambridge Handbook of Healthcare : Productivity, Efficiency, Effectiveness , Cambridge University Press, 2024, 351-403 (Chap. 12). 9781009483766. xxx xxx. doi:10.1017/9781009483766.013. http://hdl.handle.net/2078.1/299525

4. Leluc, Rémi; Portier, François; Segers, Johan; Zhuman, Aigerim. A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. In: Advances in Neural Information Processing Systems 35 (36th Conference on Neural Information Processing Systems - NeurIPS 2022) , NeurIPS, 2023, p. 11842-11853. 9781713871088. xxx xxx. http://hdl.handle.net/2078.1/277052

5. O’Loughlin, Caitlin; Simar, Léopold; Wilson, Paul W.. Methodologies for assessing government efficiency. In: Handbook on Public Sector Efficiency , E. Elgar, 2023, p. 72-101 (chap. 4). 9781839109157. xxx xxx. doi:10.4337/9781839109164.00010. http://hdl.handle.net/2078.1/274630

6. Bücher, Axel; El Ghouch, Anouar; Van Keilegom, Ingrid. Single-Index Quantile Regression Models for Censored Data. In: Advances in Contemporary Statistics and Econometrics , Springer, 2021, p. 177-196. 978-3-030-73248-6. xxx xxx. doi:10.1007/978-3-030-73249-3_10. http://hdl.handle.net/2078.1/249383

7. Jacquemain, Alexandre; Heuchenne, Cédric; Pircalabelu, Eugen. A lasso-type estimation for the Lorenz regression. In: Proceedings of the 22nd European Young Statistician Meeting , Panteion University of Social and Political Sciences: Athens, Greece, 2021, p. 41-45. 978-960-7943-22-4. xxx xxx. http://hdl.handle.net/2078.1/249216

8. Kiriliouk, Anna; Segers, Johan; Tsukahara, Hideatsu. Resampling Procedures with Empirical Beta Copulas. In: Pioneering Works on Extreme Value Theory : SpringerBriefs in Statistics (SpringerBriefs in Statistics; xxx), Springer: (Singapore) Singapore, 2021, p. 27-53. 9789811607677. xxx xxx. doi:10.1007/978-981-16-0768-4_2. http://hdl.handle.net/2078.1/248767

Books

1. Hainaut, Donatien. Continuous Time Processes for Finance : Switching, Self-exciting, Fractional and other Recent Dynamics. Springer, 2022. 978-3-031-06360-2. 345 pages. http://hdl.handle.net/2078.1/264705

2. Legrand, Catherine. Advanced Survival Models. Chapman and Hall/CRC Press, 2021. 9780429054167. 360 pages. http://hdl.handle.net/2078.1/245817