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).
Wind storm risk management: sensitivity of return period calculations and spread on the territory.
Approche stochastique, Appréciation de risque, Dégât dû au vent, Extreme value, Extreme value theory, France, Return period, Risk assessment, Solvency II, Storm index, Tempête, Thunderstorm, Valeur extrême, Vent, Volatility Insurance, Wind, Wind damage, Évaluation des risques
A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies.
Assurance de prtefeuille, CPPI, Dynamic Quantile Model, Expected Shorfall, Expectile, Extreme Value, Quantile Regression, VaR, VaR conditionnelle, Valeur Extrême