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).


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Solvency tuned premium for a composite loss distribution.

Commercial lines, Composite distribution, Non-life insurance, Pricing, Solvency criterion

Switching costs in competitive health insurance markets: The role of insurers' pricing strategies.

Swiss health care systems, bundling, consumer inertia, low-price supplementary product, managed competition, pricing, supplementary insurance, switching costs

Switching costs in competitive health insurance markets : the role of insurer's pricing strategies.

Bundling, Consumer Inertia, Low-price supplementary product, Managed Competition, Pricing, Supplementary Insurance, Swiss Health Care Systems, Switching Costs

Numerical problems in financial mathematics and trading strategies.

Algorithmic Trading, Apprentissage automatique, Apprentissage supervisé, Binomial tree model, Conditions de non-arbitrage, Coûts de transaction, Diffusion partial differential equations, Equations aux dérivées partielles, European options, Financial market models, Machine learning, Modèle Binomial, Modèles de marchés financiers, No-arbitrage condition, Option pricing, Options européennes, Pricing, Prix de sur-réplication, Stratégies de trading, Super-hedging prices, Supervised learning, Trading algorithmique

Stress-testing, structured products and bank balance sheet management.

Balance-Sheet management, Gestion bancaire, Pricing, Stress-Test, Valorisation

Comparison of two agricultural water pricing systems with reservation and consumption.

Aléa climatique, Aversion au risque, Climatic risk, Drought, Eau d'irrigation, Irrigation water, Pricing, Risk aversion, Tarification