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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Individual preferences, retirement, health prevention and dependency: microeconometric applications.

Dépendance, Economics of aging, Health, Long-term care, Prevention, Prévention, Retirement, Retraite, Santé, Économie du vieillissement

Dependence modeling between continuous time stochastic processes : an application to electricity markets modeling and risk management.

Bandwidth selection, Brownian motion, Copula, Copule, Dependence, Dépendance, Electricity markets, Estimateur à polynômes locaux, Estimation non paramétrique, Finance mathématique, Gestion des risques, High frequency statistics, Intensité stochastique, Inégalité oracle, Local polynomial estimation, Marchés de l'électricité, Mathematical finance, Mouvement Brownien, Non parametric estimation, Oracle inequality, Pics, Poisson process, Processus de Poisson, Production éolienne, Risk management, Semimartingale, Spikes, Statistique haute fréquence, Stochastic intensity, Sélection de fenêtre, Wind production

Lévy Processes in Finance: Inverse Problems and Dependence Modelling.

Calibration, Copulas, Copules, Dependence, Dépendance, Entropie relative, Ill-posed problems, Inverse problems, Lévy processes, Option pricing, Problèmes inverses, Problèmes mal posés, Processus de Lévy, Produits dérivés, Regularization, Relative entropy, Régularisation

What are the options for reducing the growth dependency of the French pension system?

Dépendance, Retraite

Essays on family support for the elderly and its allocation.

Ageing, Aide informelle, Allocation, Dépendance, Gender, Informal care, Long term care, Retirement, Retraite, Vieillissement

Care for dependent elderly people : dealing with health and financing issues.

Aidants, Caregivers, Dépendance, Health economics, Housing assets, Long-Term care, Mental health, Patrimoine immobilier, Population aging, Santé mentale, Vieillissement, Économie de la santé

Individual preferences, retirement, health prevention and dependency: microeconometric applications.

Dépendance, Economics of aging, Health, Long-term care, Prevention, Prévention, Retirement, Retraite, Santé, Économie du vieillissement

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

Competition, price and quality of care in EHPAD in France: Micro-econometric analyses.

Competition, Concurrence, Dependence, Dépendance, Econometrics, Economie de la santé, Econométrie, Efficacité, Efficiency, Etablissement d’hébergement pour personnes âgées dépendantes, Health economics, Nursing homes, Quality of care, Qualité des soins

What public policies for dependency?

Dépendance, Politique publique

The care system for dependent elderly people: Japan a model for France?

Accès aux soins, Comparaison, Comparison, Dépendance, Elderly Care, Japan, Japon, Labour supply, Long term care access, Offre de travail, Protection sociale, Social insurance

Essays on longevity, ageing and informal care.

Ageing, Aide informelle, Disability, Dépendance, Informal care, Vieillissement