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Click on a column heading to sort by a different category |
| Rank |
Working Paper |
File Downloads |
Abstract Views |
| 2024 10 |
3 months |
12 months |
Total |
2024 10 |
3 months |
12 months |
Total |
| 1 |
A Simple Two Period Overlapping Generation (OLG) Model For Public Pension Scheme (PAYG)
Hassana Al-Hassan, Pierre Devolder, Christiana Nayrko and K. Sagary Nokoh |
4 |
6 |
21 |
21 |
8 |
13 |
35 |
35 |
| 2 |
Option pricing in the Heston model with Physics inspired neural networks
Donatien Hainaut and Alex Casas |
3 |
14 |
33 |
33 |
8 |
25 |
53 |
53 |
| 2 |
Valuation of guaranteed minimum accumulation benefits (GMAB) with physics inspired neural networks
Donatien Hainaut |
3 |
6 |
8 |
8 |
5 |
9 |
15 |
15 |
| 4 |
Multivariate generalized Pareto distributions along extreme directions
Anas Mourahib, Anna Kiriliouk and Johan Segers |
2 |
2 |
6 |
6 |
5 |
5 |
12 |
12 |
| 5 |
From risk sharing to risk transfer: the analytics of collaborative insurance
Michel Denuit and Christian Y. Robert |
1 |
2 |
4 |
24 |
1 |
4 |
6 |
55 |
| 5 |
Stochastic Modellization of Hybrid Public Pension Plans (PAYG) under Demographic Risks with Application to the Belgian Case
Hassana Al-Hassan and Pierre Devolder |
1 |
1 |
1 |
9 |
1 |
1 |
3 |
7 |
| 5 |
Overlapping clustering of time dependent variables for fMRI data
Eugen Pircalabelu and Xin Bing |
1 |
1 |
10 |
20 |
1 |
2 |
16 |
34 |
| 5 |
The systemic risk of energy markets
Diane Pierret |
1 |
1 |
2 |
2 |
1 |
1 |
2 |
15 |
| 5 |
DAI Digital Art Index: a robust price index for heterogeneous digital assets
Min-Bin Lin, Bingling Wang, Fabian Y.R.P. Bocart, Christian M. Hafner and Wolfgang Härdle |
1 |
2 |
2 |
17 |
1 |
2 |
8 |
26 |
| 5 |
Estimating Nonparametric Conditional Frontiers and Efficiencies: A New Approach
Camilla Mastromarco, Leopold Simar and Ingrid Van Keilegom |
1 |
1 |
5 |
59 |
1 |
4 |
14 |
18 |
| 5 |
Diagnostic checks in mixture cure models with interval-censoring
Sylvie Scolas, Catherine Legrand, Abderrahim Oulhaj and Anouar El Ghouch |
1 |
1 |
1 |
3 |
1 |
2 |
2 |
7 |
| 5 |
Varying coefficient models having different smoothing variables with randomly censored data
Seong Jun Yang, Anouar El Ghouch and Ingrid Van Keilegom |
1 |
1 |
1 |
3 |
1 |
1 |
1 |
5 |
| 5 |
Investing in your own and peers' risks: The simple analytics of p2p insurance
Michel Denuit |
1 |
1 |
2 |
27 |
1 |
1 |
2 |
52 |
| 5 |
X-Vine Models for Multivariate Extremes
Anna Kiriliouk, Jeongjin Lee and Johan Segers |
1 |
2 |
8 |
8 |
2 |
4 |
8 |
8 |
| 5 |
Time-Varying Covariance Matrices Estimation by Nonlinear Wavelet Thresholding in a Log-Euclidean Riemannian Manifold
Gabriel Bailly and Rainer von Sachs |
1 |
5 |
19 |
19 |
5 |
11 |
21 |
21 |
| 5 |
Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance
Michel Denuit, Jan Dhaene, Mario Ghossoub and Christian Y. Robert |
1 |
2 |
3 |
9 |
1 |
3 |
11 |
11 |
| 5 |
Statistical Inference for Hüsler–Reiss Graphical Models Through Matrix Completions
Manuel Hentschel, Sebastian Engelke and Johan Segers |
1 |
1 |
2 |
10 |
2 |
2 |
5 |
14 |
| 5 |
Semiparametric M-Estimation with Non-Smooth Criterion Functions
Laurent Delsol and Ingrid Van Keilegom |
1 |
1 |
1 |
3 |
1 |
1 |
1 |
7 |
| 5 |
Boosted Poisson regression trees: A guide to the BT package in R
Gireg Willame, Julien Trufin and Michel Denuit |
1 |
1 |
1 |
2 |
2 |
2 |
7 |
17 |
| 5 |
Variational autoencoder for synthetic insurance data
Charlotte Jamotton and Donatien Hainaut |
1 |
2 |
9 |
9 |
1 |
4 |
21 |
21 |
| 5 |
Impact of rough stochastic volatility models on long-term life insurance pricing
Jean-Loup Dupret, Jérôme Barbarin and Donatien Hainaut |
1 |
1 |
1 |
34 |
7 |
7 |
9 |
112 |
| 5 |
Modelling multivariate extreme value distributions via Markov trees
Shuang Hu, Zuoxiang Peng and Johan Segers |
1 |
1 |
2 |
12 |
1 |
1 |
5 |
18 |
| 5 |
Partial hedging in rough volatility models
Edouard Motte and Donatien Hainaut |
1 |
1 |
2 |
2 |
2 |
3 |
8 |
8 |
| 5 |
Affine Heston model style with self-exciting jumps and long memory
Charles Guy Leunga Njike and Donatien Hainaut |
1 |
1 |
1 |
1 |
1 |
1 |
2 |
2 |
| 5 |
Right to be forgotten for mortgage insurance issued to cancer survivors: critical assessment and new proposal
Antoine Soetewey, Catherine Legrand, Michel Denuit and Geert Silversmit |
1 |
2 |
2 |
2 |
1 |
3 |
5 |
5 |