Publications

1. M.Delecroix, O. Lopez, V. Patilea, Nonlinear Censored Regression Using Synthetic Data, Scandinavian Journal of Statistics, Volume 35, Number 2, June 2008 , pp. 248-265(18), full text.

2. O. Lopez, Réduction de dimension en présence de données censurées, PhD Thesis, Université Rennes 1 et Crest-Ensai, 2008, full text (in French).

3. O. Lopez, V. Patilea, Nonparametric lack-of-fit tests for parametric mean-regression models with censored data, Journal of Multivariate Analysis, Volume 100, Issue 1, January 2009, Pages 210-230, full text.

4. O.Lopez, Single-index regression models with right-censored responses, Journal of Statistical Planning and Inference, Volume 139, Issue 3, 1 March 2009, Pages 1082-1097, full text.

5. O. Bouaziz, O. Lopez, Conditional density estimation in a censored single-index regression model, Bernoulli, Volume 16, Issue 2, 2010, Pages 514-542 full text.

6. O. Lopez, Nonparametric estimation of the multivariate distribution function in a censored regression model with applications, Communications in Statistics: Theory and Methods, Volume 40, Issue 15, 2011, Pages 2639-2660 full text.

7. O. Lopez, P. Saint-Pierre Bivariate censored regression relying on a new estimator of the joint distribution function, Journal of Statistical Planning and Inference, Volume 142, Issue 8, 2012, Pages 2440-2453 full text

8. O. Lopez A generalization of Kaplan-Meier estimator for analyzing bivariate mortality under right-censoring and left-truncation with applications to model-checking for survival copula models, Insurance: Mathematics and Economics, Volume 51, Issue 3, 2012, Pages 505-516 full text

9. O.Lopez, V. Patilea, I. Van Keilegom Single-index regression models in the presence of censoring depending on the covariates, Bernoulli, Volume 19, Number 3, 2013, Pages 721-747 full text

10. A. Oueslati, O. Lopez A proportional hazards regression model with change-points in the baseline function, Lifetime Data Analysis, Volume 18, Issue 1, 2013, Pages 59-78 full text

11. S. Gribkova, O. Lopez, P. Saint Pierre A simplified model for studying bivariate mortality under right-censoring, Journal of Multivariate Analysis, Volume 115, 2013, Pages 181-192 full text

12. O. Lopez,Contibutions à l'étude des modèles de durée dans un cadre multivarié, Habilitation à diriger des recherhches full text 

13. O. Bouaziz, S. Geffray, O.Lopez Semiparametric inference for the recurrent event process by means of a single-index model, Statistics, Volume 49, Issue 2, pages 361-385, full text

14. S. Gribkova, O. Lopez Nonparametric copula estimation under bivariate censoring, Scandinavian Journal of Statistics (2015) vol. 42, p. 925-946, full text

15. O. Lopez, X. Milhaud, P. Thérond Tree based censored regression with applications to insurance, Electronic Journal of Statistics Vol. 10 (2016) p. 2685-2716, full text

16. J.-D. Fermanian, O. Lopez, Single-index copulas, Journal of Multivariate Analysis 165 (2018) 27–55, full text

17. J. Hambuckers, C. Heuchenne, O. Lopez, A semiparametric model for Generalized Pareto regression based on a dimension reduction assumption, Preprint, Lien sur Hal.

18. O. Lopez, A censored copula model for micro-level claim reserving, Insurance: Mathematics and Economics 87 (2019), Lien sur Hal, full text

19. O. Lopez, X. Milhaud, P. Thérond, A Tree-based algorithm adapted to micro-level reserving and long development claims ASTIN Bulletin (2019). Lien sur Hal, full text

20. Q. Guibert, O. Lopez, P. Piette, Forecasting Mortality Rate Improvements with a High-Dimensional VAR, Lien sur Hal, to appear in Insurance: Mathematics and Economics (2019)

21. G. Gerbert, Y. Le Faou, O. Lopez, M. Trupin, The impact of churn on client value in health insurance, evaluation using a random forest under random censoring, Journal of American Statistical Association (2020), Lien sur Hal

22. O. Lopez, F. Picard, Cyber-assurance : nouveaux modèles pour quantifier l’impact économique des risques numériques, Revue d'économie financière (2019), full text

23. Y. Le Faou, O. Lopez,  A nonparametric conditional copula model for successive duration times, with application to insurance subscription, Preprint, Lien sur Hal

24. O. Lopez, X. Milhaud, Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays, Scandinavian Actuarial Journal (2020), full text.

25. S. Farkas, O. Lopez, M. Thomas, Cyber claim analysis through Generalized Pareto Regression Trees with applications to insurance pricing and reserving, full text, Insurance: Mathematics and Economics (2021).

26. I. Cohen-Sabban, O. Lopez, Y. Mercuzot, Automatic analysis of insurance reports through deep neural networks to identify severe claims, full text, Annals of Actuarial Science (2021).

27. C. Hillairet, O. Lopez, Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models, full text,  Scandinavian Actuarial Journal (2021).

28. A. Heranval, O. Lopez, M. Thomas, Application of machine learning methods for cost prediction of drought in France (2021), European Actuarial Journal, full text 

29. C. Hillairet, O. Lopez, L. d'Oultremont, B. Spoorenberg, Cyber-contagion model with network structure applied to insurance,  (2022) Insurance: Mathematics and Economics, Volume 107, Pages 88-101, full text 

30. O. Lopez, M. Thomas, Parametric insurance for extreme risks: the challenge to properly cover severe claims (2022), full text

31. F. Bonacina, P.-Y. Boëlle, V. Colizza, O. Lopez, M. Thomas, C. Poletto, Global patterns and drivers of influenza decline during the COVID-19 pandemic (2023) International Journal of Infectious Diseases, Vol. 128, p. 132-139, full text 

32. S. Farkas, O. Lopez, Semiparametric copula models applied to the decomposition of claim amounts (2024), Scandinavian Actuarial Journal 1–28. https://doi.org/10.1080/03461238.2024.2367569 full text

33. S. Farkas, A. Heranval, O. Lopez, M. Thomas, Generalized Pareto Regression Trees for extreme events analysis (2024), Extremes, full text

34. A. Heranval, O. Lopez, M. Thomas, Bayesian Credibility Model with heavy tail random variables: calibration of the prior and application to natural disasters and cyber insurance (2024) full text 

35. F. Bonacina, O. Lopez, M. Thomas, Tree-based conditional copula estimation (2024) full text

Etudiants :

Abdullah Oueslati (Thèse Cifre avec la SNCF, co-encadrement avec Michel Delecroix), thèse soutenue en septembre 2013

Svetlana Gribkova (co-encadrement avec Gérard Biau), thèse soutenue en septembre 2014

Yohann Le Faou (Thèse Cifre avec Forsides), début septembre 2015, thèse soutenue en septembre 2019

Quang-Dieng Duong (Thèse Cifre avec PwC, co-encadrement avec Agathe Guilloux), début septembre 2015

Isaac Cohen Sabban (Thèse Cifre avec Pacifica), début janvier 2017

Sébastien Farkas (co-encadrement avec Caroline Hillairet), début janvier 2019

Antoine Heranval (co-encadrement avec Maud Thomas), début mars 2019

Francesco Bonacina (co-encadrement avec Maud Thomas et Chiara Poletto), début septembre 2020