2 papers
math.ST2025
Non-parametric estimation of net survival under dependence between death causes
Oskar Laverny, Nathalie Grafféo, Roch Giorgi
Relative survival methodology deals with a competing risks survival model where the cause of death is unknown. This lack of information occurs regularly in population-based cancer…
math.PR2022
Parametric divisibility of stochastic losses
Oskar Laverny, Alessandro Ferriero, Ecaterina Nisipasu
A probability distribution is n-divisible if its nth convolution root exists. While modeling the dependence structure between several (re)insurance losses by an additive risk facto…