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![Parametric](/sites/default/files/styles/img_news_header1_desktop/public/2022-10/Param.png?h=d15dc50e&itok=Ncy_plp2)
Based on the PhD thesis of author Oskar Laverny, the latest SCOR Paper, “Parametric Divisibility of Stochastic Losses”, focuses on dependence structure estimations in high-dimensional contexts, looking in particular at sampling risk factors in the P&C Risk Factor model developed by Alessandro Ferriero, Head of P&C Risk Modelling, using approximations.
Oscar Laverny completed his PhD from 2019 to 2022 at Claude Bernard Lyon 1 University, working at the same time with SCOR under the French CIFRE system, which enables doctoral students to work on their thesis projects in collaboration with companies and academic research laboratories