Oskar Laverny

19
Documents

Publications

Publications

Talk on ``Estimation of multivariate generalized gamma convolutions through Laguerre expansions

Oskar Laverny
Quantact Seminar, Jan 2022, Montréal, Canada
Communication dans un congrès hal-03477134 v1

Talk on ``Construction of a copula estimator through recursive partitioning of the unit hypercube

Oskar Laverny
52èmes Journées de Statistiques de la Société Française de Statistique (SFdS), Jun 2021, Nice, France
Communication dans un congrès hal-03477114 v1

Talk on ``Estimation of multivariate generalized gamma convolutions

Oskar Laverny
ASTIN 2021 Online Colloquium, May 2021, Online, France
Communication dans un congrès hal-03477151 v1

Estimation of multivariate generalized gamma convolutions through Laguerre expansions

Oskar Laverny
Colloque jeune probabilistes et statisticiens 2021, Oct 2021, Saint Pierre d'Oléron, France
Communication dans un congrès hal-03477120 v1

Talk on ``Julia, the unique solution of an optimisation problem

Oskar Laverny
10ième Biennale Française des Mathématiques Appliquées et Industrielles, Jun 2021, La grande motte, France
Communication dans un congrès hal-03477145 v1

Talk on ``Internal modeling without copula: the beauty of Thorin classes

Oskar Laverny
Groupe de travail Actuariat et Risque Contemporains, Mar 2021, Paris, France
Communication dans un congrès hal-03477155 v1

Talk on ``Estimation of multivariate gamma convolutions

Oskar Laverny
MascotNum 2021, Apr 2021, Aussois, France
Communication dans un congrès hal-03477127 v1

Talk on ``Dependence structure estimation using Copula Recursive Trees

Oskar Laverny
Online International Conference in Actuarial Science, Data Science and Finance, Apr 2020, Lyon, France
Communication dans un congrès hal-03477053 v1

Talk on ``Cort: the Copula Recursive Tree

Oskar Laverny
Actuarial Colloquium Paris 2020, International Actuarial Association, May 2020, Paris, France
Communication dans un congrès hal-03477031 v1

Talk on ``Copula estimation via machine learning

Oskar Laverny
Séminaire des doctorants - ICJ, Jun 2020, Lyon, France
Communication dans un congrès hal-03477108 v1