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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Risk analysis in automobile insurance: new approaches.

Assurance automobile, Asymmetry of information, Asymétrie d'information, Car insurance, Claims, Contract theory, Econometric models, France, Insurance, Prime pure, Pure premium, Risk, Risk assessment, Risque, Risques d'accidents de la route -- Modèles économétriques, Sinistralité, Théorie des contrats, Traffic accidents

The Parareal Algorithm for American Options.

American options, Financial securities, LSMC, Parareal, Risk assessment

Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options.

65N99, Automatic differentia-tion, Financial securities, Greeks, Monte-Carlo, Risk assessment, Vibrato AMS subject classifications 37M25

Estimation of multivariate critical layers: Applications to rainfall data.

Copulas, Hyperbolic conversion functions, Level sets estimation, Multivariate probability transformations, Multivariate return periods, Risk assessment

Graphical models for the assessment of safety and risk analysis of systems in the presence of uncertainties.

ERTMS, Reliability analysis, Risk assessment, SdF, SdS, SoS, Statecharts, Systems of Systems, Système ferroviaire, Systèmes de systèmes, Sûreté de fonctionnement, Théorie des fonctions de croyances, Uncertainty, VBS, Valuation-based system

Safety Bag for complex systems.

AMDEC, Autonomous vehicles, Dependability, FMEA, Failure time data analysis, Fault tolerance, HazOp-UML, Reliability, Risk assessment, Risk management, Risk prevention, Safety-Bag

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

Airborne engineered nanomaterials in the workplace—a review of release and worker exposure during nanomaterial production and handling processes.

Emission, Grouping, Nanoparticles, Occupational exposure, Risk assessment