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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Interest rate and longevity risks: Dynamic modeling and applications to derivatives and life insurance.

Asymptotic smile, Demography, Etude démographiques, Insurance-life products, Interest rate risk, Longevity risk, Modèles de dynamique de populations, Modèles à volatilité stochastique, Mortality risk, Population dynamics model, Processus de Wishart, Produits d'assurance-vie, Risk transfer, Risque de longévité, Risque de mortalité, Risque de taux d'intérêt, Smile asymptotique, Stochastic volatility models, Transfert de risques, Wishart processes

Stakeholders in Pension Finance.

Cotisations définies, Defined benefit, Defined contribution, Interest rate risk, Longevity risk, Pension, Prestations définies, Regulation, Rente viagère, Retirement, Risque de longévité, Risque de taux d'intérêt, Règlement, Régimes de retraite, Variable annuities

Ethical and social implications of approaching death prediction in humans - when the biology of ageing meets existential issues.

Ageing, Anticipation, Death, Death prediction, End of life care, Longevity risk, Medical care, Mortality, Pre-symptomatic test, Prediction, Program

Measuring mortality heterogeneity with multi-state models and interval-censored data.

Interval-censoring, Longevity risk, Mortality heterogeneity, Multi-state models, Parametric maximum likelihood

Measuring mortality heterogeneity with multi-state models and interval-censored data.

Interval-censoring, Longevity risk, Mortality heterogeneity, Multi-state models, Parametric maximum likelihood