Parametric divisibility of stochastic losses

SCOR Paper


Based on the PhD thesis of author Oskar Laverny, the latest SCOR Paper, “Parametric Divisibility of Stochastic Losses”, focuses on dependence structure estimations in high-dimensional contexts, looking in particular at sampling risk factors in the P&C Risk Factor model developed by Alessandro Ferriero, Head of P&C Risk Modelling, using approximations. 

Oscar Laverny completed his PhD from 2019 to 2022 at Claude Bernard Lyon 1 University, working at the same time with SCOR under the French CIFRE system, which enables doctoral students to work on their thesis projects in collaboration with companies and academic research laboratories

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