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).


Reset

Contribution to the study of prevention in health insurance.

Assurance santé, Classification, Clustering, Data Science, Data science, Health insurance, Prevention, Prévention, Psychiatrie, Psychiatry, Risk theory, Théorie du risque

On a capital allocation by minimizing multivariate risk indicators.

Coherence properties, Dependence modeling, Multivariate risk indicators, Optimal capital allocation, Risk theory

Dependency models in risk theory.

Allocation de capital, Capital allocation, Copulas, Copules, Dependence, Discounted aggregate claims, Dépendance, Environnement markovien, Markovian environment, Risk theory, Ruin theory, Somme de valeurs présentes, Théorie de la ruine, Théorie du risque

On a capital allocation by minimization of some risk indicators.

Coherence properties, Dependence modeling, Multivariate risk indicators, ORSA, Optimal capital allocation, Own risk and solvency assessment, Risk theory, SCR, Solvency 2, Solvency capital requirement

Multivariate extensions of expectiles risk measures.

Capital allocation, Coherence properties, Copulas, Dependence modeling, Elicitability, Multivariate expectiles, Multivariate risk measures, Risk management, Risk theory, Solvency 2, Stochastic approximation

Impact of Dependence on Some Multivariate Risk Indicators.

Copulas, Dependence modeling, Multivariate risk indicators, Optimal capital allocation, Risk theory, Sub-exponential distributions

Processes and risk indicators in non-life insurance and food safety.

Assurance non-Vie, Chaînes de Markov, Heavy tail phenomena, Markov chains, Non life insurance mathematics, Phénomènes à queues lourdes, Rare events, Regular variation, Risk theory, Risque alimentaire, Variations régulières, Événements rares

Multivariate risk measures and applications in actuarial science.

Allocation du capital, Approximation stochastique, Capital allocation, Copulas, Copules, Dependence modeling, Extreme values, Gestion des risques, La théorie du risque, Mesures de risque multivariées, Modélisation de la dépendance, Multivariate risk measures, , , , , ,, Risk management, Risk theory, Stochastic approximation, Valeurs extrêmes

A risk management approach to capital allocation.

Coherence properties, Dependence modeling, Multivariate risk indicators, Optimal capital allocation, Own Risk and Solvency Assessment ORSA, Risk theory, Solvency 2, Solvency Capital Requirement SCR

Multivariate extensions of expectiles risk measures.

Capital allocation, Coherence properties, Copulas, Dependence modeling, Elicitability, Multivariate expectiles, Multivariate risk measures, Risk management, Risk theory, Solvency 2, Stochastic approximation

Fraud risk assessment within blockchain transactions.

Bitcoin blockchain, Boundary crossing problems, Double-spending problem, Order statistic point processes, Renewal processes, Risk theory