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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
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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
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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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Single-index copulae
Fermanian, Jean-David; Lopez, Olivier - 2015
Persistent link: https://www.econbiz.de/10011854699
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Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco; Hambuckers, Julien - 2020
Persistent link: https://www.econbiz.de/10012417238
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Modeling multivariate operational losses via copula-based distributions with g-and-h marginals
Bee, Marco; Hambuckers, Julien - In: The journal of operational risk 17 (2022) 1, pp. 81-111
Persistent link: https://www.econbiz.de/10014546257
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Extremal connectedness of hedge funds
Mhalla, Linda; Hambuckers, Julien; Lambert, Marie - In: Journal of applied econometrics 37 (2022) 5, pp. 988-1009
Persistent link: https://www.econbiz.de/10013464644