ggc

Estimation of multivariate generalized gamma convolutions

Julia, l'unique solution d'un problème d'optimisation

(Virtual) Estimation of multivariate generalized gamma convolutions

Internal modeling without copula: the beauty of Thorin classes.

Estimation of multivariate generalized gamma convolutions through Laguerre expansions

The generalized gamma convolutions class of distributions appeared in Thorin's work while looking for the infinite divisibility of the log-Normal and Pareto distributions. Although these distributions have been extensively studied in the univariate …

Generalized gamma convolutions estimations

TThe goal of this research project is to estimate generalized gamma convolutions from data.