| Estimation of multivariate generalized gamma convolutions through Laguerre expansions. O Laverny, E Masiello, V Maume-Deschamps, D Rullière Electronic Journal of Statistics 15 (2), 5158-5202, 2021 | 5 | 2021 |
| Dependence structure estimation using copula recursive trees O Laverny, E Masiello, V Maume-Deschamps, D Rullière Journal of Multivariate Analysis 185, 104776, 2021 | 2 | 2021 |
| Estimation of high dimensional Gamma convolutions through random projections O Laverny arXiv preprint arXiv:2203.13741, 2022 | 1 | 2022 |
| Copulas. jl: A fully Distributions. jl-compliant copula package O Laverny, S Jimenez arXiv preprint arXiv:2401.01784, 2024 | | 2024 |
| Parametric divisibility of stochastic losses O Laverny, A Ferriero, E Nisipasu SCOR Paper 43, 2022 | | 2022 |
| Dependence structures and risk aggregation: Contributions of patchwork copulas and high dimensional generalized Gamma convolutions to the modeling and estimation of dependence … O Laverny Université de Lyon, 2022 | | 2022 |
| Empirical and non-parametric copula models with the cort R package O Laverny Journal of Open Source Software 5 (56), 2653, 2020 | | 2020 |
