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).
Risk indicators with several lines of business: comparison, asymptotic behavior and applications to optimal reserve allocation.
Capital allocation, Dependent lines of business, Risk indicators
Confidence interval for the mean time to failure in semi-Markov models: an application to wind energy production.
Asymptotic properties, Empirical estimators, Risk indicators, Semi-Markov systems, Wind data
Confidence intervals for risk indicators in semi-Markov models: an application to wind energy production.
Asymptotic properties, Empirical estimators, Risk indicators, Semi-Markov systems, Wind data