Publications

NetSurvival.jl: A glimpse into relative survival analysis with Julia

Oskar Laverny, R. Alhajal

PDF Code Slides DOI BibTeX

Copulas.jl: A fully Distributions.jl-compliant copula package

Oskar Laverny, S. Jimenez

PDF Code Slides Video DOI BibTeX

Local moment matching with Erlang mixtures under automatic roughness penalization

Oskar Laverny, P. Lambert

PDF Slides DOI BibTeX

Parametric divisibility of stochastic losses

Oskar Laverny, A. Ferriero, E. Nisipasu

PDF Project DOI BibTeX

Estimation of high dimensional Gamma convolutions through random projection

Oskar Laverny

PDF Code Project Slides DOI BibTeX

Estimation of multivariate generalized gamma convolutions through Laguerre expansions

Oskar Laverny, E. Masiello, V. maume-Deschamps, D. Rullière

PDF Code Project Slides Video DOI BibTeX

Empirical and non-parametric copula models with the cort R package

Oskar Laverny

PDF Code Project DOI BibTeX

Dependence structure estimation using Copula Recursive Trees

Oskar Laverny, E. Masiello, V. maume-Deschamps, D. Rullière

PDF Code Project Poster Slides Video DOI BibTeX