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).
Individual reserving and nonparametric estimation of claim amounts subject to large reporting delays.
CART, Censoring, Reporting delay, Reserving, Truncation
Machine learning, bias correction and plug-in estimators for an accurate microlevel reserving.
CART, Censoring, Kaplan-Meier weights, Reserving, Truncation
A tree-based algorithm adapted to microlevel reserving and long development claims.
Censoring, Disability, Long-tail, Regression tree, Reserving
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