Latest publications
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2026Soetewey, A., & Marie, J. (2026). kindling: A Higher-Level torch Interface for Generating, Training, and Tuning Neural Networks in R (LIDAM Discussion Paper ISBA 2026/26).
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Hentschel, M., Röttger, F., Segers, J., & Engelke, S. (2026). Directional variograms for multivariate extremes (LIDAM Discussion Paper ISBA 2026/27).
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So, K., Barigou, K., & Robben, J. (2026). Climate–Driven Mortality Forecasting Using Deep Learning (LIDAM Discussion Paper ISBA 2026/25).
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Simar, L., Zelenyuk, V., & Zhao, S. (2026). Statistical Inference for the Aggregate Sources of Productivity Change Measured by Malmquist Productivity Indices (LIDAM Discussion Paper ISBA 2026/24).
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Henshaw, K., Ramirez, J., Flores Contro, J., Thomann, E., Loke, S.-H., & Constantinescu, C. (2026). On the Impact of Insurance on Households Susceptible to Random Proportional Losses: An Analysis of Poverty Trapping (LIDAM Discussion Paper ISBA 2026/22).
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Barigou, K., Loisel, S., Salhi, Y., & Vigneron, R. (2026). Gaussian Process-Based Mortality Monitoring using Multivariate Cumulative Sum Procedures (LIDAM Discussion Paper ISBA 2026/04).
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Dendoncker, V., Denuit, M., & Robert, C. (2026). Reverse-time scores and convex-order monotonicity for additive processes with Lévy clocks (LIDAM Discussion Paper ISBA 2026/23).
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Dendoncker, V., Denuit, M., & Robert, C. (2026). Convex order monotonicity of conditional mean predictors in latent mixture models (LIDAM Discussion Paper ISBA 2026/20).
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Denuit, M., Dhaene, J., & Robert, C. (2026). Conditional mean risk sharing with settlement delays in peer-to-peer disability insurance (LIDAM Discussion Paper ISBA 2026/18).
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Kouton, S. D. D., Barigou, K., & Nguyen, T. (2026). Pricing life insurance using bivariate temperature-mortality seasonal hidden Markov models (LIDAM Discussion Paper ISBA 2026/19).
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Hafner, C., & Preminger, A. (2026). An ARCH-in-Mean Model without Intercept (LIDAM Discussion Paper ISBA 2026/17).
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Reber, A., Sabourin, A., Segers, J., & De Valk, C. (2026). Zero-couplings of infinite measures with cyclically monotone support and multivariate regular variation (LIDAM Discussion Paper ISBA 2026/16).
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Bailly, G., Gaunt, R. E., Ouimet, F., Richards, D., & Von Sachs, R. (2026). Stein’s method for the Wishart distribution (LIDAM Discussion Paper ISBA 2026/21).
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Denuit, M., & Robert, C. (2026). Fully-funded risk-sharing schemes (LIDAM Discussion Paper ISBA 2026/14).
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Denuit, M., Michaelides, M., & Trufin, J. (2026). Balance and fairness through multicalibration in nonlife insurance pricing (LIDAM Discussion Paper ISBA 2026/15).
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Hafner, C., & Preminger, A. (2026). A Zero Intercept Vec model (LIDAM Discussion Paper ISBA 2026/08).
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Simar, L., & Wilson, P. (2026). Nonparametric Models of Production: Efficiency Estimation and Statistical Inference (LIDAM Discussion Paper ISBA 2026/02).
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Hainaut, D. (2026). An economic-environmental approach for regional mortality (LIDAM Discussion Paper ISBA 2026/01).
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Belhouari, O., Barigou, K., & Devolder, P. (2026). Impact of hedging on the cost of capital valuation for hybrid life insurance (LIDAM Discussion Paper ISBA 2026/05).
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Gasser, K., Ragone, F., & Segers, J. (2026). A spatio-temporal statistical framework for heatwave attribution under climate change (LIDAM Discussion Paper ISBA 2026/13).
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Li, M., von Sachs, R., & Pircalabelu, E. (2026). Learning shared and individual structure in dynamic networks with degree heterogeneity (LIDAM Discussion Paper ISBA 2026/12).
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Azcue, P., Constantinescu, C., Flores Contro, J., & Muler, N. (2026). Optimal Cash Transfers and Microinsurance to Reduce Social Protection Costs (LIDAM Discussion Paper ISBA 2026/10).
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Lescart, M., Kiriliouk, A., & Naveau, P. (2026). A sub-asymptotic model for bivariate threshold exceedances (LIDAM Discussion Paper ISBA 2026/11).
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Soetewey, A. (2026). Statistics 101, 201, and 202: Three Shiny Apps for Teaching Probability Distributions, Inferential Statistics, and Simple Linear Regression (LIDAM Discussion Paper ISBA 2026/06).
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Hainaut, D. (2026). Explaining Regional Mortality Differences with an Economic-Neural Model: Evidence from European NUTS-2 Regions (LIDAM Discussion Paper ISBA 2026/09).
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Jamotton, C., & Hainaut, D. (2026). A Multi-Criteria Fair Gaussian Regressor for Insurance Premium (LIDAM Discussion Paper ISBA 2026/03).
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Denuit, M., Flores Contro, J., & Robert, C. Y. (2026). Linear risk sharing in community-based insurance: ruin reduction in the compound poisson model (LIDAM Discussion Paper ISBA 2026/07).
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2026Léonard, L., Pircalabelu, E., & von Sachs, R. (2026). Inference for High-Dimensional Model Averaging Estimators. Statistica Sinica, 38(2), ... https://doi.org/10.5705/ss.202025.0211 (Original work published 2028)
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Simar, L., & Wilson, P. W. (2026). A Fast Method for Implementing Hypothesis Tests with Multiple Sample Splits in Nonparametric Models of Production. Computational Economics, 67(5), 3777-3813. https://doi.org/10.1007/s10614-025-10995-0 (Original work published 2026)
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Belhouari, O., Devolder, P., & Linders, D. (2026). The Three-step method in a dynamic setting. Annals of Actuarial Science. Accepted/in-press. https://doi.org/10.1017/s1748499526100323 (Original work published 2026)
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Cazals, C., Florens, J.-P., & Simar, L. (2026). Single Index Models for nonparametric conditional frontiers. Econometrics and Statistics. Accepted/in-press. https://doi.org/10.1016/j.ecosta.2026.04.001 (Original work published 2026)
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Robben, J., Barigou, K., & Kleinow, T. (2026). Granular mortality modeling with temperature and epidemic shocks: a three-state regime-switching approach. Insurance: Mathematics and Economics, 128, 103250. https://doi.org/10.1016/j.insmatheco.2026.103250 (Original work published 2026)
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Mastromarco, C., & Simar, L. (2026). Nonparametric spatial frontier models for productivity analysis: evidence from EU regions. Journal of Productivity Analysis. Accepted/in-press. https://doi.org/10.1007/s11123-026-00796-4 (Original work published 2026)
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Hafner, C., & Preminger, A. (2026). A Zero Intercept Vec model. Statistics & Probability Letters. Accepted/in-press. (Original work published 2026)
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Lederer, J., & von Sachs, R. (2026). Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes. Journal of Time Series Analysis, 47(2), 345-363. (Original work published 2026)
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Lhaut, S., Rootzén, H., & Segers, J. (2026). Simulation of multivariate extremes: A Wasserstein–Aitchison GAN approach. Extremes. Accepted/in-press. https://doi.org/10.1007/s10687-026-00530-1 (Original work published 2026)
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Li, M., von Sachs, R., & Pircalabelu, E. (2026). Time-varying degree-corrected stochastic block models. Scandinavian Journal of Statistics : theory and applications. Accepted/in-press. (Original work published 2026)
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Bauwens, L., Dzuverovic, E., & Hafner, C. (2026). Asymmetric models for realized covariances. International Journal of Forecasting, 42(2), 640-656. https://doi.org/10.1016/j.ijforecast.2025.09.005 (Original work published 2026)
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Lin, M.-B., Wang, B., Bocart, F. Y. R. P., Hafner, C., & Härdle, W. K. (2026). DAI digital art index: a robust price index for heterogeneous digital assets. Journal of the Royal Statistical Society. Series A, Statistics in society. Accepted/in-press. https://doi.org/10.1093/jrsssa/qnag008 (Original work published 2026)
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Deketelaere, B., & Van Keilegom, I. (2026). Quantile Regression for Interval Censored Data using an Enriched Laplace Distribution. Biometrical Journal : journal of mathematical methods in biosciences. Submitted. (Original work published 2026)
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Kneip, A., Simar, L., & Wilson, P. W. (2026). Conical FDH estimators for testing returns to scale and making inference about changes in productivity. Econometric Reviews, 45(4), 482-517. https://doi.org/10.1080/07474938.2025.2584132 (Original work published 2026)
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Thanh Van Phan, Dai Thi Trang Vo, Phuc Duy Nguyen, Hung Thanh Nguyen, Nhan Nguyen Thanh Le, Tung Huu Trinh, Qui Dinh Nguyen, Nam Tran Nguyen, Trinh Tuyet Lam, Soetewey, A., Trung Vu Nguyen, Thuong Vu Nguyen, Speybroeck, N., Truong, H., Quang Duy Pham, & et al. (2026). Effectiveness of pneumococcal conjugate vaccines against invasive pneumococcal disease in Vietnamese children prior to national introduction: A matched case-control study. Vaccine, 77. https://doi.org/10.1016/j.vaccine.2026.128349 (Original work published 2026)
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Pircalabelu, E., & Bing, X. (2026). Overlapping clustering of time dependent variables for fMRI data. Journal of the Royal Statistical Society. Series C, Applied statistics. Submitted. (Original work published 2026)
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Simon, P.-A., Denuit, M., & Trufin, J. (2026). DPTree and DPForest: tree-based methods fulfilling demographic parity. Annals of Actuarial Science, 20(1), 96-114. https://doi.org/10.1017/S1748499525100092 (Original work published 2026)
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Denuit, M., Ortega Jiménez, P., & Robert, C. Y. (2026). No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses. Insurance: Mathematics and Economics, 126, 103195. https://doi.org/10.1016/j.insmatheco.2025.103195 (Original work published 2026)
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Soetewey, A., Heuchenne, C., Claes, A., & Descampe, A. (2026). AssociationExplorer: A user-friendly Shiny application for exploring associations and visual patterns. SoftwareX, 33, 102483. https://doi.org/10.1016/j.softx.2025.102483 (Original work published 2026)
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Teng, H.-W., Härdle, W. K., Osterrieder, J., Hafner, C., & et al. (2026). Digital assets: risks, regulations, mitigation. Financial Innovation, 12, 65. https://doi.org/10.1186/s40854-025-00848-y (Original work published 2026)
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Alimoradian, B., Barigou, K., & Eyraud, A. (2026). Information-Neutral Hedging of Derivatives Under Market Impact and Manipulation Risk. International Journal of Financial Studies, 14(1), 2. https://doi.org/10.3390/ijfs14010002 (Original work published 2026)
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