Oskar Laverny
Oskar Laverny
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Type
Journal article
Preprint
Date
2022
2021
2020
Parametric divisibility of stochastic losses
Oskar Laverny
,
A. Ferriero
,
E. Nisipasu
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Estimation of high dimensional Gamma convolutions through random projection
Oskar Laverny
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Estimation of multivariate generalized gamma convolutions through Laguerre expansions
Oskar Laverny
,
E. Masiello
,
V. maume-Deschamps
,
D. Rullière
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Empirical and non-parametric copula models with the cort R package
Oskar Laverny
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Dependence structure estimation using Copula Recursive Trees
Oskar Laverny
,
E. Masiello
,
V. maume-Deschamps
,
D. Rullière
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