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Estimation of multivariate generalized gamma convolutions through Laguerre expansions
4 March 2021
Oskar Laverny
Esterina Masiello
Véronique Maume-Deschamps
D. Rullière
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Papers citing
"Estimation of multivariate generalized gamma convolutions through Laguerre expansions"
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Title
Parametric divisibility of stochastic losses
Oskar Laverny
A. Ferriero
Ecaterina Nisipasu
19
0
0
12 Oct 2022
Estimation of high dimensional Gamma convolutions through random projections
Oskar Laverny
25
1
0
25 Mar 2022
1