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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Dependency structures and boundary results with applications to insurance finance.

Archimedean copulas, Assurance, Clayton copula, Copulas, Copule de Clayton, Copules, Copules d'Archimède, Credit risk, Dependence, Dépendance, Dépendance de queue, Extremes, Finance, Flood, Heat wave, Inondation, Insurance, Risk, Risque, Risque de crédit, Storms, Tail dependence, Tempêtes, Vague de chaleur

Dependency and boundary results, some applications in finance and insurance.

Archimedean copulas, Assurance, Canicule, Copulas, Copules, Copules archimédiennes, Credit risk, Estimation par noyaux, Extrêmes, Finance, Flood, Heat wave, Inondation, Insurance, Kernel estimates, Multivariate, Multivarié, Regular variation, Reinssurance, Risque de crédit, Réassurance, Storms, Tempête, Variation régulière

A note on upper-patched generators for Archimedean copulas.

Archimedean copulas, Distortions, Likelihood, Tail dependence coefficients, Transformations

On tail dependence coefficients of transformed multivariate Archimedean copulas.

Archimedean copulas, Regular variation, Tail dependence coefficients, Transformations of Archimedean copulas

On the estimation of Pareto fronts from the point of view of copula theory.

Archimedean copulas, Copulas, Multi-objective optimization, Pareto front

On an asymmetric extension of multivariate Archimedean copulas based on quadratic form.

Archimedean copulas, Transformations of Archimedean copulas

Application of copulas to the estimation of Pareto fronts.

Archimedean copulas, Copulas, Copules, Copules archimédiennes, Front de Pareto, Multi-objective optimization, Optimisation multi-objectifs, Pareto front