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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

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

Cyber claim analysis using Generalized Pareto regression trees with applications to insurance

Farkas, Sébastien; Lopez, Olivier; Thomas, Maud - In: Insurance / Mathematics & economics 98 (2021), pp. 92-105

Persistent link: https://www.econbiz.de/10012545270

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

Cyber-contagion model with network structure applied to insurance

Hillairet, Caroline; Lopez, Olivier; D' Oultremont, Louise - In: Insurance / Mathematics & economics 107 (2022), pp. 88-101

Persistent link: https://www.econbiz.de/10013471189

Automatic analysis of insurance reports through deep neural networks to identify severe claims

Sabban, Isaac Cohen; Lopez, Olivier; Mercuzot, Yann - In: Annals of actuarial science : publ. by the Institute of … 16 (2022) 1, pp. 42-67

Persistent link: https://www.econbiz.de/10013187284

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