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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Study of non-life insurance markets using Nash equilibrium and dependence risk models.

Actuariat non-vie, Calcul d’équilibre de Nash généralisé, Comportement client, Customer behavior, Cycles de marché, Dependent claim severity models, Game theory, Generalized Nash equilibrium computation, Market cycles, Montants de sinistres dépendants, Non-life insurance, Ruin theory, Théorie de la ruine, Théorie des jeux

Solvency tuned premium for a composite loss distribution.

Commercial lines, Composite distribution, Non-life insurance, Pricing, Solvency criterion

Closed-form and numerical computations of actuarial indicators in ruin theory and claim reserving.

Claim reserving, Non-life insurance, Poisson process, Ruin theory

Competition among non-life insurers under solvency constraints: A game-theoretic approach.

Game theory, Market model, Nash equilibrium, Non-life insurance, Stack- elberg equilibrium

Study of non-life insurance markets using Nash equilibrium and dependence risk models.

Actuariat non-vie, Calcul d’équilibre de Nash généralisé, Comportement client, Customer behavior, Cycles de marché, Dependent claim severity models, Game theory, Generalized Nash equilibrium computation, Market cycles, Montants de sinistres dépendants, Non-life insurance, Ruin theory, Théorie de la ruine, Théorie des jeux

Contributions to life and health insurance provisioning and risk management.

Apprentissage automatique, Attitude face au risque, Crédibilité américaine, Dépendance, Gestion des risques, Long Terme Care, Machine learning, Non-life insurance, Prévoyance, Reserving, Risk attitude, Risk management, Réserves, Solvabilité II, Solvency II, US credibility