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).
On the use of multi-state models to measure and manage the risks of an insurance contract.
Assurance crédit, Assurance dépendance, Competing risks data, Credit insurance, Estimation non-paramétrique, Hypothèse de Markov, Long term care insurance, Markov assumption, Matrice de transition, Modèle multi-états, Modèle à risques concurrents, Multi-state model, Nonparametric estimation, Stress tests, Stress-tests, Transition matrix
Influence of Economic Factors on the Credit Rating Transitions and Defaults of Credit Insurance Business.
Credit insurance, Cumulative link model, Doubly stochastic assumption, Macroeconomic model, Rating transition matrix, Stress test, VECM
On the use of multi-state models to measure and manage the risks of an insurance contract.
Assurance crédit, Assurance dépendance, Competing risks data, Credit insurance, Estimation non-paramétrique, Hypothèse de Markov, Long term care insurance, Markov assumption, Matrice de transition, Modèle multi-états, Modèle à risques concurrents, Multi-state model, Nonparametric estimation, Stress tests, Stress-tests, Transition matrix