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).
Contributions to risk assessment in storm and automobile insurance.
Assurance, Besoins en fonds propres, Dépendance extrême, Extreme dependence, Extreme value theory, Gestion des riques, Indice tempête, Insurance, Pay-as-you-drive, Période de retour, Return period, Solvency II, Storm index, Théorie des valeurs extrêmes, Volatilité, Wind speed
Index for predicting insurance claims from wind storms with an application in France.
Extreme Dependence, Extreme Value Theory, Insurance, Storm Index, Wind Speed
Index for Predicting Insurance Claims from Wind Storms with an Application in France.
Extreme dependence, extreme value theory, insurance, storm index, wind speed
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