Oskar Laverny
19
Documents
Publications
Publications
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Non-parametric estimation of net survival under dependence between death causes2025
Pré-publication, Document de travail
hal-04971280
v1
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Local moment matching with Erlang mixtures under automatic roughness penalization2025
Pré-publication, Document de travail
(preprint/prepublication)
hal-04971301
v1
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NetSurvival.jl: A glimpse into relative survival analysis with Julia2025
Pré-publication, Document de travail
(preprint/prepublication)
hal-04971308
v1
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Parametric divisibility of stochastic losses2022
Pré-publication, Document de travail
hal-03812939
v1
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Estimation of high dimensional Gamma convolutions through random projections2022
Pré-publication, Document de travail
hal-03621185
v1
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Copulas.jl: A fully Distributions.jl-compliant copula packageJournal of Open Source Software, 2024, 9 (94), pp.6189. ⟨10.21105/joss.06189⟩
Article dans une revue
hal-04971292
v1
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Estimation of multivariate generalized gamma convolutions through Laguerre expansionsElectronic Journal of Statistics , 2021, 15 (2), pp.5158-5202. ⟨10.1214/21-EJS1918⟩
Article dans une revue
hal-03160289
v2
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Dependence structure estimation using Copula Recursive TreesJournal of Multivariate Analysis, 2021, 185, ⟨10.1016/j.jmva.2021.104776⟩
Article dans une revue
hal-02566527
v2
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Empirical and non-parametric copula models with the cort R packageJournal of Open Source Software, 2020, 5 (56), pp.2653. ⟨10.21105/joss.02653⟩
Article dans une revue
hal-03477006
v1
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Talk on ``Estimation of multivariate generalized gamma convolutions through Laguerre expansionsQuantact Seminar, Jan 2022, Montréal, Canada
Communication dans un congrès
hal-03477134
v1
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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
Communication dans un congrès
hal-03477114
v1
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Talk on ``Estimation of multivariate generalized gamma convolutionsASTIN 2021 Online Colloquium, May 2021, Online, France
Communication dans un congrès
hal-03477151
v1
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Estimation of multivariate generalized gamma convolutions through Laguerre expansionsColloque jeune probabilistes et statisticiens 2021, Oct 2021, Saint Pierre d'Oléron, France
Communication dans un congrès
hal-03477120
v1
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Talk on ``Julia, the unique solution of an optimisation problem10ième Biennale Française des Mathématiques Appliquées et Industrielles, Jun 2021, La grande motte, France
Communication dans un congrès
hal-03477145
v1
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Talk on ``Internal modeling without copula: the beauty of Thorin classesGroupe de travail Actuariat et Risque Contemporains, Mar 2021, Paris, France
Communication dans un congrès
hal-03477155
v1
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Talk on ``Estimation of multivariate gamma convolutionsMascotNum 2021, Apr 2021, Aussois, France
Communication dans un congrès
hal-03477127
v1
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Talk on ``Dependence structure estimation using Copula Recursive TreesOnline International Conference in Actuarial Science, Data Science and Finance, Apr 2020, Lyon, France
Communication dans un congrès
hal-03477053
v1
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Talk on ``Cort: the Copula Recursive TreeActuarial Colloquium Paris 2020, International Actuarial Association, May 2020, Paris, France
Communication dans un congrès
hal-03477031
v1
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Talk on ``Copula estimation via machine learningSéminaire des doctorants - ICJ, Jun 2020, Lyon, France
Communication dans un congrès
hal-03477108
v1
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