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

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

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

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

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

Polynomial approximations of probability densities and applications in insurance.

Best estimate liabilities, Compound distributions, Distributions composées, Familles Exponentielles Naturelles Quadratiques, Model points, Méthodes numériques d'approximation, Natural Exponential Families with Quadratic Variance Function, Numerical methods, Orthogonal polynomials, Polynômes orthogonaux, Provision best estimate, Ruin theory, Solvabilité II, Solvency II, Théorie de la ruine

Optimal prevention of large risks with two types of claims.

Insurance, Optimal prevention strategy, Prevention, Ruin theory

Optimal prevention strategies in the classical risk model.

Insurance, Optimal prevention strategy, Prevention, Ruin theory

Optimal prevention strategies in the classical risk model.

Insurance, Optimal prevention strategy, Prevention, Ruin theory

Optimal prevention of large risks with two types of claims.

Insurance, Optimal prevention strategy, Prevention, Ruin theory