2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.AP2023
Parametric insurance for extreme risks: the challenge of properly covering severe claims
Olivier Lopez, Maud Thomas
Parametric insurance has emerged as a practical way to cover risks that may be difficult to assess. By introducing a parameter that triggers compensation and allows the insurer to…
math.ST2021★ 2 cited
Generalized Pareto Regression Trees for extreme events analysis
Sébastien Farkas, Antoine Heranval, Olivier Lopez +1
In this paper, we provide finite sample results to assess the consistency of Generalized Pareto regression trees, as tools to perform extreme value regression. The results that we…