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).
Love and death: A Freund model with frailty.
Broken-Heart, Competing Risks, Copula, Coupled Lives, Frailty, Freund model, Last Survivor Insurance, Life Insurance
Construction of laws of experience in the presence of competing events: Application to the estimation of incidence laws of a dependency contract.
Assurance dépendance, Competing risks, Durée de maintien marginale, Estimation non paramétrique, Inception rates, Latent failure time model, Long Term Care insurance, Markov process, Modèle multi-états, Multi state model, Non-parametric estimation, Processus markovien, Risques concurrents, Taux d’incidence