Publications

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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