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
Measuring Long-Term Insurance Contract Biometric Risks.
Long term care 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
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