Oskar Laverny
Oskar Laverny
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Copulas.jl: A fully Distributions.jl-compliant copula package
Version control for academics
Shine of multiple dispatch: the `Copulas.jl` case.
Local moment matching with Erlang mixtures under automatic roughness penalization
Local moment matching with Gamma mixtures under automatic roughness penalization
Julia: the unique solution to an optimisation problem
Copulas.j: A fully Distribution.jl-complient copula package
Local moment matching with Gamma mixtures under automatic roughness penalization
Parametric divisibility of stochastic losses
Local moment matching with Gamma mixtures under automatic roughness penalization
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