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Semiparametric copula models applied to the decomposition of claim amounts

In this paper, we develop a conditional copula model to analyze the distribution of a claim that generates different types of costs and/or simultaneously impacts several guarantees. Our methodology is ...

Farkas Sebastien, Lopez Olivier

Scandinavian Actuarial Journal, 2024


Contextual Continuum Bandits: Static Versus Dynamic Regret

We study the contextual continuum bandits problem, where the learner sequentially receives a side information vector and has to choose an action in a convex set, minimizing a function associated to th ...

Arya Akhavan, Karim Lounici, Massimiliano Pontil, Alexandre B. Tsybakov

arXiv:2406.05714v1 [stat.ML], 2024


Identifying European trade dependencies

We review and extend upon existing literature using product-level trade data to identify trade dependencies that expose the European Union to potential disruptions. While acknowledging the significanc ...

Mejean Isabelle, Rousseaux Pierre

Pisani-Ferry, J, B Weder Di Mauro and J Zettelmeyer (eds), Paris Report 2: Europe's Economic Security, CEPR Press, Paris & London., 2024


Generalized multi-view model: Adaptive density estimation under low-rank constraints

We study the problem of bivariate discrete or continuous probability density estimation under low-rank constraints.For discrete distributions, we assume that the two-dimensional array to estimate is a ...

Chhor Julien, Klopp Olga, Tsybakov Alexandre

Arxiv, Cornell University, 2024