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Domains : qfin

Weighted CART algorithm for censored data

Xavier Milhaud , Pierre-Emmanuel Thérond , Olivier Lopez
100 % Data Science, Institut des Actuaires, Nov 2016, Paris, France
Conference papers hal-01396747v1
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Bayesian analysis of redistribution policy with a fixed scale

Guy Cirier
Preprints, Working Papers, ... hal-00927721v1
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Term structure modelling for multiple curves with stochastic discontinuities

Claudio Fontana , Zorana Grbac , Sandrine Gümbel , Thorsten Schmidt
Finance and Stochastics, 2020, 24 (2), pp.465-511. ⟨10.1007/s00780-020-00416-5⟩
Journal articles hal-03898927v1
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Tree-based censored regression with applications in insurance

Olivier Lopez , Xavier Milhaud , Pierre-Emmanuel Thérond
Electronic Journal of Statistics , 2016, 10 (2), pp.2685-2716. ⟨10.1214/16-EJS1189⟩
Journal articles hal-01141228v2