Non‐parametric copula estimation under bivariate censoring S Gribkova, O Lopez Scandinavian Journal of Statistics 42 (4), 925-946, 2015 | 47 | 2015 |
Cyber claim analysis using Generalized Pareto regression trees with applications to insurance S Farkas, O Lopez, M Thomas Insurance: Mathematics and Economics 98, 92-105, 2021 | 46 | 2021 |
Tree-based censored regression with applications in insurance O Lopez, X Milhaud, PE Thérond | 46 | 2016 |
Single-index copulas JD Fermanian, O Lopez Journal of Multivariate Analysis 165, 27-55, 2018 | 38 | 2018 |
Nonparametric estimation of the multivariate distribution function in a censored regression model with applications O Lopez Communications in Statistics-Theory and Methods 40 (15), 2639-2660, 2011 | 38 | 2011 |
Single index regression models in the presence of censoring depending on the covariates O Lopez, V Patilea, I Van Keilegom | 37 | 2013 |
Forecasting mortality rate improvements with a high-dimensional VAR Q Guibert, O Lopez, P Piette Insurance: Mathematics and Economics 88, 255-272, 2019 | 35 | 2019 |
Single-index regression models with right-censored responses O Lopez Journal of Statistical Planning and Inference 139 (3), 1082-1097, 2009 | 35 | 2009 |
A tree-based algorithm adapted to microlevel reserving and long development claims O Lopez, X Milhaud, PE Thérond ASTIN Bulletin: The Journal of the IAA 49 (3), 741-762, 2019 | 34 | 2019 |
Nonlinear censored regression using synthetic data M Delecroix, O Lopez, V Patilea Scandinavian journal of statistics 35 (2), 248-265, 2008 | 33 | 2008 |
A censored copula model for micro-level claim reserving O Lopez Insurance: Mathematics and Economics 87, 1-14, 2019 | 32 | 2019 |
A generalization of the Kaplan–Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications in model-checking for survival … O Lopez Insurance: Mathematics and Economics 51 (3), 505-516, 2012 | 32 | 2012 |
Conditional density estimation in a censored single-index regression model O Bouaziz, O Lopez | 24 | 2010 |
Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models C Hillairet, O Lopez Scandinavian Actuarial Journal 2021 (8), 671-694, 2021 | 22 | 2021 |
Nonparametric lack-of-fit tests for parametric mean-regression models with censored data O Lopez, V Patilea Journal of Multivariate Analysis 100 (1), 210-230, 2009 | 22 | 2009 |
Bivariate censored regression relying on a new estimator of the joint distribution function O Lopez, P Saint-Pierre Journal of Statistical Planning and Inference 142 (8), 2440-2453, 2012 | 20 | 2012 |
Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays O Lopez, X Milhaud Scandinavian Actuarial Journal 2021 (1), 34-53, 2021 | 16 | 2021 |
A simplified model for studying bivariate mortality under right-censoring S Gribkova, O Lopez, P Saint-Pierre Journal of Multivariate Analysis 115, 181-192, 2013 | 14 | 2013 |
The impact of churn on client value in health insurance, evaluation using a random forest under various censoring mechanisms G Gerber, YL Faou, O Lopez, M Trupin Journal of the American Statistical Association 116 (536), 2053-2064, 2021 | 10 | 2021 |
Automatic analysis of insurance reports through deep neural networks to identify severe claims IC Sabban, O Lopez, Y Mercuzot Annals of Actuarial Science 16 (1), 42-67, 2022 | 9 | 2022 |