We introduce new models for analyzing the mortality dependence between individuals in a couple. The mortality risk dependence is usually taken into account in the actuarial literature by introducing an Archimedean copula. This practice implies symmetric effects on the remaining lifetime of the...

A density deconvolution problem with unknown distribution of the errors is considered. To make the target density identifiable, one has to assume that some additional information on the noise is available. We consider two different models: the framework where some additional sample of the pure...

This chapter surveys advances in the field of Bayesian computation over the past twenty years, from a purely personnal viewpoint, hence containing some ommissions given the spectrum of the field. Monte Carlo, MCMC and ABC themes are thus covered here, while the rapidly expanding area of particle...

This paper considers the statistical inference of the class of asymmetric power-transformed GARCH(1,1) models in presence of possible explosiveness. We study the explosive behavior of volatility when the strict stationarity condition is not met. This allows us to establish the asymptotic...

This paper reports the results from a randomized experiment designed to evaluate the direct and indirect (displacement) impacts of job placement assistance on the labor market outcomes of young, educated job seekers in France. We use a two-step design. In the first step, the proportions of job...

This paper deals with the protest bids issue in choice experiments. In the context of the Water Framework Directive, we examined local residents’ preferences for water quality improvements at a specific river basin in France. We used the choice experiment method with site-specific attributes...

In order to derive closed-form expressions of the prices of credit derivatives, the standard models for credit risk usually price the default intensities but not the default events themselves. The default indicator is replaced by an appropriate prediction and the prediction error, that is the...