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A generalization of the Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival copula models

Lopez, Olivier - In: Insurance / Mathematics & economics 51 (2012) 3, pp. 505-516

Persistent link: https://www.econbiz.de/10009683227

A censored copula model for micro-level claim reserving

Lopez, Olivier - In: Insurance / Mathematics & economics 87 (2019), pp. 1-14

Persistent link: https://www.econbiz.de/10012058903

Modeling the Dependence between Extreme Operational Losses and Economic Factors : A Conditional Semi-Parametric Generalized Pareto Approach

Hambuckers, Julien - 2016

We model the severity distribution of operational loss data, conditionally to some covariates. Indeed, previous studies suggest that this distribution might be influenced by firm-specific factors. We introduce a conditional Generalized Pareto model for the tail of the severity distribution,...

Persistent link: https://www.econbiz.de/10013003350

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

Nonparametric lack-of-fit tests for parametric mean-regression model with censored data

Lopez, Olivier; Patilea, Valentin - 2007

Persistent link: https://www.econbiz.de/10003588049

On the estimation of the joint distribution in regression models with censored responses

Lopez, Olivier - 2007

Persistent link: https://www.econbiz.de/10003592151

Nonlinear censored regression using synthetic data

Delecroix, Michel; Lopez, Olivier; Patilea, Valentin - 2006

Persistent link: https://www.econbiz.de/10003390781

Single-index copulae

Fermanian, Jean-David; Lopez, Olivier - 2015

Persistent link: https://www.econbiz.de/10011854699

Forecasting mortality rate improvements with a high-dimensional VAR

Guibert, Quentin; Lopez, Olivier; Piette, Pierrick - In: Insurance / Mathematics & economics 88 (2019), pp. 255-272

Persistent link: https://www.econbiz.de/10012105577

A tree-based algorithm adapted to microlevel reserving and long development claims

Lopez, Olivier; Milhaud, Xavier; Thérond, Pierre-E. - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 741-762

Persistent link: https://www.econbiz.de/10012125135

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