Oskar Laverny
Publications
Publications
|
|
Non-parametric estimation of net survival under dependence between death causes2025 |
|
|
Local moment matching with Erlang mixtures under automatic roughness penalization2025 |
|
|
NetSurvival.jl: A glimpse into relative survival analysis with Julia2025 |
|
|
Parametric divisibility of stochastic losses2022 |
|
|
Estimation of high dimensional Gamma convolutions through random projections2022 |
|
|
Copulas.jl: A fully Distributions.jl-compliant copula packageJournal of Open Source Software, 2024, 9 (94), pp.6189. ⟨10.21105/joss.06189⟩ |
|
|
Estimation of multivariate generalized gamma convolutions through Laguerre expansionsElectronic Journal of Statistics , 2021, 15 (2), pp.5158-5202. ⟨10.1214/21-EJS1918⟩ |
|
|
Dependence structure estimation using Copula Recursive TreesJournal of Multivariate Analysis, 2021, 185, ⟨10.1016/j.jmva.2021.104776⟩ |
|
|
Empirical and non-parametric copula models with the cort R packageJournal of Open Source Software, 2020, 5 (56), pp.2653. ⟨10.21105/joss.02653⟩ |
Talk on ``Estimation of multivariate generalized gamma convolutions through Laguerre expansionsQuantact Seminar, Jan 2022, Montréal, Canada |
|
Talk on ``Construction of a copula estimator through recursive partitioning of the unit hypercube52èmes Journées de Statistiques de la Société Française de Statistique (SFdS), Jun 2021, Nice, France |
|
Talk on ``Estimation of multivariate generalized gamma convolutionsASTIN 2021 Online Colloquium, May 2021, Online, France |
|
Estimation of multivariate generalized gamma convolutions through Laguerre expansionsColloque jeune probabilistes et statisticiens 2021, Oct 2021, Saint Pierre d'Oléron, France |
|
Talk on ``Julia, the unique solution of an optimisation problem10ième Biennale Française des Mathématiques Appliquées et Industrielles, Jun 2021, La grande motte, France |
|
Talk on ``Internal modeling without copula: the beauty of Thorin classesGroupe de travail Actuariat et Risque Contemporains, Mar 2021, Paris, France |
|
Talk on ``Estimation of multivariate gamma convolutionsMascotNum 2021, Apr 2021, Aussois, France |
|
Talk on ``Dependence structure estimation using Copula Recursive TreesOnline International Conference in Actuarial Science, Data Science and Finance, Apr 2020, Lyon, France |
|
Talk on ``Cort: the Copula Recursive TreeActuarial Colloquium Paris 2020, International Actuarial Association, May 2020, Paris, France |
|
Talk on ``Copula estimation via machine learningSéminaire des doctorants - ICJ, Jun 2020, Lyon, France |