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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Behavioral biases and strategies of insurance market players.

Canaux de distribution, Customer behaviors, Distribution channel, Experimentation, Expérimentation, Game theory, Honesty, Honnêteté, Intermediation, Intermédiation, Obfuscation, Théorie des jeux, Économie comportementale

Corrigendum to “Self-fulfilling mechanisms and rational expectations” [J. Econ. Theory 75 (1997) 388–406].

Game theory

J.-F. Mertens (1946-2012): From repeated games to cost-benefit analysis.

Cooperative Games, Cost Benefit, Equilibria, Game Theory, Games, Microeconomics, Noncooperative, Noncooperative Game, Shapley Value, Stochastic Games

Feasibility and individual rationality in two-person Bayesian games.

Game Theory, Incomplete Information, Repeated Games, Solution concept

Mathematical contributions for the optimization and regulation of electricity production.

Aging, Electricity, Electricité, Game Theory, Mechanism Design, Micro réseau, Microgrid, Mécanismes d'incitation, Optimisation, Optimization, Théorie des jeux, Vieillissement

Mathematical contributions for the optimization and regulation of electricity production.

Aging, Electricity, Electricité, Game Theory, Mechanism Design, Micro réseau, Microgrid, Mécanismes d'incitation, Optimisation, Optimization, Théorie des jeux, Vieillissement

Modeling natural gas markets in Europe under oligopolistic competition: the GaMMES model and some applications.

Complementarity problems, Game theory, Generalized Nash-Cournot problems, Market modeling, Modélisation de marchés, Optimisation, Optimisation stochastique, Optimization, Problèmes de Nash-Cournot généralisés, Problèmes de complémentarité, Stochastic optimization, Théorie de jeux

Demand side management in the smart grid: An efficiency and fairness tradeoff.

Demand Response, Dynamic Pricing, Equilibrium, Fairness, Game Theory, Price of Anarchy, Smart Grids

A Renewed Analysis of Cheating in Contests: Theory and Evidence from Recovery Doping.

Game theory, Rank correlation, Recovery doping

The costs of justice for the litigant: from dissuasive factors to mechanisms that encourage litigation.

Contentieux, Costs of justice, Decision-making process, Frais de justice, Game theory, Incentive, Incitation, Litigation, Processus décisionnel, Rationality, Rationalité, Théorie des jeux

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

On a Markovian game model for competitive insurance pricing.

Consumers' price sensitivity, Game theory, Markov chains Mathematics Subject Classification 2010 MSC 60J10, Markov chains Mathematics Subject Classification 2010 MSC 91A20, Markov chains Mathematics Subject Classification 2010 MSC 91G05, Non-cooperative game, Solvency constraint