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).
Some contributions to the estimation of models defined by conditional estimating equations.
Analyse de Survie, Bootstrap, Censoring, Conditional moment equations, Dimension reduction, Direction révélatrice unique, Données censurées, Equations de moments conditionnels, Fonctionnelles de Kaplan-Meier, Iterative methods, Kaplan-Meier functionals, Kernel smoothing, Lissage par noyau, Modèles de régression, Méthodes itératives, Penalized regression, Regression models, Réduction de la dimension, Régression pénalisée, Rééchantillonnage, Single-Index assumptions, Survival analysis, U-Statistics, U-Statistiques
Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays.
CART, Censoring, Reporting delay, Reserving, Truncation
Machine learning, bias correction and plug-in estimators for an accurate microlevel reserving.
CART, Censoring, Kaplan-Meier weights, Reserving, Truncation
Tree-based censored regression with applications in insurance.
CART, Censoring, Insurance, Model selection, Regression tree, Survival analysis
A tree-based algorithm adapted to microlevel reserving and long development claims.
Censoring, Disability, Long-tail, Regression tree, Reserving