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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Essays in Financial Economics.

Assurance vie, Banking, Banques non régulées, Life insurance, Shadow banks, Économie financière

Intergenerational Risk Sharing in Life Insurance: Evidence from France.

Intergenerational risk-sharing, Life insurance

Theoretical and operational tools adapted to the context of life insurance in French-speaking sub-Saharan Africa: analysis and measurement of mortality-related risks.

Assurance vie, Avis d'expert, CIMA, Expert advice, Life insurance, Mortality, Mortalité, Risk estimation, Risk model, Risque de modèle, Risques d'estimation

Conceptualization and implementation of the Own Risk and Solvency Assessment process for life insurance.

Assurance vie, Besoin Global de Solvabilité, Conformité permanente, Continuous compliance, Life insurance, ORSA, Overall Solvency Need, Solvabilité II, Solvency II

Love and death: A Freund model with frailty.

Broken-Heart, Competing Risks, Copula, Coupled Lives, Frailty, Freund model, Last Survivor Insurance, Life Insurance

Quantifying Biometric Life Insurance Risks With Non-Parametric Smoothing Methods.

Adaptive parameters choice, Assurance dépendance, Assurance vie, Boundary effect, Choix adaptatif des paramètres, Effets de bordure, Extrapolation, Generalized linear models, Graduation, Heterogeneity, Hétérogénéité, Life insurance, Local likelihood, Local polynomials, Long-term care insurance, Model risk, Modèles linéaires généralisés, Modèles relationels, P-splines, Prospective mortality table, Pôlynomes locaux, Relational models, Risque de modèle, Table de mortalité propective, Vraisemblance locale, Whittaker-Henderson

A credibility approach of the Makeham mortality law.

Credibility, Extrapolation, Graduation, Life insurance, Makeham law, Mortality

Market-consistent valuation: a step towards calculation stability.

Economic valuation conver- gence, European regulation, Life insurance, Market-consistency, No-arbitrage opportunity

Market inconsistencies of the market-consistent European life insurance economic valuations: pitfalls and practical solutions.

Economic valuation, European regulation, Life insurance, Market-consistency, Risk-neutral valuation

Conceptualization and implementation of the Own Risk and Solvency Assessment process for life insurance.

Assurance vie, Besoin Global de Solvabilité, Conformité permanente, Continuous compliance, Life insurance, ORSA, Overall Solvency Need, Solvabilité II, Solvency II

Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions.

Economic valuation, European regulation, Life insurance, Market-consistency, Risk-neutral valuation

Applying economic measures to lapse risk management with machine learning approaches.

Lapse, Life insurance, Machine learning, SVM, XGBoost