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Semiparametric copula models applied to the decomposition of claim amounts
Farkas, Sébastien; Lopez, Olivier - In: Scandinavian actuarial journal 2024 (2024) 10, pp. 1065-1092
Persistent link: https://www.econbiz.de/10015188244
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Propagation of cyber incidents in an insurance portfolio : counting processes combined with compartmental epidemiological models
Hillairet, Caroline; Lopez, Olivier - In: Scandinavian actuarial journal 2021 (2021) 8, pp. 671-694
Persistent link: https://www.econbiz.de/10012653667
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Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays
Lopez, Olivier; Milhaud, Xavier - In: Scandinavian actuarial journal 2021 (2021) 1, pp. 34-53
Persistent link: https://www.econbiz.de/10012484029