Parametric divisibility of stochastic losses

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