Work in Progress

› Denuit, M. and Robert, C. (2023). Endowment contingency funds.
› Chenavier, N. and Robert, C. (2022). Fixed-domain asymptotic properties of maximum composite likelihood estimators for max-stable Brown-Resnick random fields. arXiv:2209.09296
› Maillart, A. and Robert, C. (2022). Hill random forests.
› Maillart, A. and Robert, C. (2023). Distill knowledge of additive tree models into generalized linear models.
› Denuit, M., Dhaene, J., Ghossoub M. and Robert, C. (2023). Comonotonicity and Pareto optimality with application to collaborative insurance.
› Denuit, M. and Robert, C. (2023). Conditional mean risk sharing of independent discrete losses in large pools.
› Cotsakis, R., Koch, E. and Robert, C. (2023). Inference for space-time max-stable processes with the Markov property in time.
› Dutto, F., Koch, E. and Robert, C. (2023). Tail index regression for panel data with unobserved heterogeneity.
› Dhaene, J., Robert, C., Cheung, K.C. and Denuit, M. (2023). An axiomatic theory for quantile-based risk sharing.
› Ortega-Jimenez, P., Denuit, M. and Robert, C. (2024). Conditional expectations given the sum of independent random variables with regularly varying densities.