Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Value at Risk estimation of aggregated risks using marginal laws and some dependence information.
Checkerboard copulas, Copula's approximation, Quantile estimation
Copulas checker-type approximations: application to quantiles estimation of aggregated variables.
Checkerboard copulas, Empirical copulas, Quantile estimation, Risk aggregation