2 citations · 2 across the 5 of their papers we have counts for
5 papers
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…
NetSurvival.jl: A glimpse into relative survival analysis with Julia
Rim Alhajal, Oskar Laverny
In many population-based medical studies, the specific cause of death is unidentified, unreliable or even unavailable. Relative survival analysis addresses this scenario, outside o…
Local moment matching with Erlang mixtures under automatic roughness penalization
Oskar Laverny, Philippe Lambert
We consider the class of Erlang mixtures for the task of density estimation on the positive real line when the only available information is given as local moments, a histogram wit…
Copulas.jl: A fully Distributions.jl-compliant copula package
Oskar Laverny, Santiago Jimenez
Copulas are functions that describe dependence structures of random vectors, without describing their univariate marginals. In statistics, the separation is sometimes useful, the q…
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…