Oskar Laverny

Publications

Pré-publication, Document de travail (5)

Non-parametric estimation of net survival under dependence between death causes Oskar Laverny,Nathalie Grafféo,Roch Giorgi 2025 Pré-publication, Document de travail hal-04971280v1
NetSurvival.jl: A glimpse into relative survival analysis with Julia Rim Alhajal,Oskar Laverny 2025 Pré-publication, Document de travail (preprint/prepublication) hal-04971308v1
Local moment matching with Erlang mixtures under automatic roughness penalization Oskar Laverny,Philippe Lambert 2025 Pré-publication, Document de travail (preprint/prepublication) hal-04971301v1
Parametric divisibility of stochastic losses Oskar Laverny,Alessandro Ferriero,Ecaterina Nisipasu 2022 Pré-publication, Document de travail hal-03812939v1
Estimation of high dimensional Gamma convolutions through random projections Oskar Laverny 2022 Pré-publication, Document de travail hal-03621185v1

Article dans une revue (4)

Copulas.jl: A fully Distributions.jl-compliant copula package Oskar Laverny,Santiago Jimenez Journal of Open Source Software, 2024, 9 (94), pp.6189. ⟨10.21105/joss.06189⟩ Article dans une revue hal-04971292v1
Estimation of multivariate generalized gamma convolutions through Laguerre expansions Oskar Laverny,Esterina Masiello,Véronique Maume-Deschamps,Didier Rullière Electronic Journal of Statistics , 2021, 15 (2), pp.5158-5202. ⟨10.1214/21-EJS1918⟩ Article dans une revue hal-03160289v2
Dependence structure estimation using Copula Recursive Trees Oskar Laverny,Esterina Masiello,Véronique Maume-Deschamps,Didier Rullière Journal of Multivariate Analysis, 2021, 185, ⟨10.1016/j.jmva.2021.104776⟩ Article dans une revue hal-02566527v2
Empirical and non-parametric copula models with the cort R package Oskar Laverny Journal of Open Source Software, 2020, 5 (56), pp.2653. ⟨10.21105/joss.02653⟩ Article dans une revue hal-03477006v1

Communication dans un congrès (10)

Talk on ``Estimation of multivariate generalized gamma convolutions through Laguerre expansions Oskar Laverny Quantact Seminar, Jan 2022, Montréal, Canada Communication dans un congrès hal-03477134v1
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-03477120v1
Talk on ``Estimation of multivariate generalized gamma convolutions Oskar Laverny ASTIN 2021 Online Colloquium, May 2021, Online, France Communication dans un congrès hal-03477151v1
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-03477145v1
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-03477155v1
Talk on ``Estimation of multivariate gamma convolutions Oskar Laverny MascotNum 2021, Apr 2021, Aussois, France Communication dans un congrès hal-03477127v1
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-03477114v1
Talk on ``Copula estimation via machine learning Oskar Laverny Séminaire des doctorants - ICJ, Jun 2020, Lyon, France Communication dans un congrès hal-03477108v1
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-03477031v1
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-03477053v1