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Olivier Lopez
Olivier Lopez
Sorbonne Universite
Verified email at sorbonne-universite.fr - Homepage
Title
Cited by
Cited by
Year
Non‐parametric copula estimation under bivariate censoring
S Gribkova, O Lopez
Scandinavian Journal of Statistics 42 (4), 925-946, 2015
472015
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
462021
Tree-based censored regression with applications in insurance
O Lopez, X Milhaud, PE Thérond
462016
Single-index copulas
JD Fermanian, O Lopez
Journal of Multivariate Analysis 165, 27-55, 2018
382018
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
382011
Single index regression models in the presence of censoring depending on the covariates
O Lopez, V Patilea, I Van Keilegom
372013
Forecasting mortality rate improvements with a high-dimensional VAR
Q Guibert, O Lopez, P Piette
Insurance: Mathematics and Economics 88, 255-272, 2019
352019
Single-index regression models with right-censored responses
O Lopez
Journal of Statistical Planning and Inference 139 (3), 1082-1097, 2009
352009
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
342019
Nonlinear censored regression using synthetic data
M Delecroix, O Lopez, V Patilea
Scandinavian journal of statistics 35 (2), 248-265, 2008
332008
A censored copula model for micro-level claim reserving
O Lopez
Insurance: Mathematics and Economics 87, 1-14, 2019
322019
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
322012
Conditional density estimation in a censored single-index regression model
O Bouaziz, O Lopez
242010
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
222021
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
222009
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
202012
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
162021
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
142013
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
102021
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
92022
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