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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

S'établir et travailler chez l'autre : la Compagnie royale d'Afrique et ses hommes

Lopez, Olivier - 2019

Persistent link: https://www.econbiz.de/10011989312

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