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Complete list of research programmes

AGRICULTURE: RISKS AND INSURANCE

Objectives of the Research initiative To develop scientific research on the evolution of insurance methodologies and products and the financial coverage of economic risks in agriculture-related activities, in particular in the context of meteorological and climatic effects, of increased volatility in commodities and energy markets, and of the evolution of public-private insurance schemes and risk […]

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Asset Management

A fund for educational purposes. It is planned to set up an experimental investment fund of around €100,000, intended to test investment strategies in a real-life situation. The management of the fund makes it possible to give the approach credibility and make it respond to real demand on the part of the students. The objective […]

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Bellepoque

This interdisciplinary project aims at exploring the nexus between : (i) the listed securities’ characteristics, market quality and prices’ behavior on two well-differentiated and competing organizations for financial transactions (the Paris Bourse and the Paris OTC-market, called the Coulisse) between 1871 and 1913 ; (ii) the locations of financial operators in Paris and the location of their […]

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BLOCKCHAIN PERSPECTIVES JOINT RESEARCH INITIATIVE

This cross-disciplinary research initiative ambitions to study the various potential applications for blockchains across the economy, and in particular how distributed ledger technology (DLT) is likely to impact the financial industry. To this end, important questions such as how DLT may be integrated into the post-trade landscape and reshape it, or how smart contracts can […]

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CLIMATE ECONOMICS

Launched in October 2010, the Climate Economics Chair aims to be an academically recognized research platform open to the world of economic and political decision-making. Its research programme, validated by an internationally renowned Scientific Council, focuses on the economics of climate change. The Chair has set as a priority the training of young researchers by […]

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CONSTRUCTION OF FACTOR INDICES AND ALLOCATION

The main objectives of the “Construction of factor indices and allocation” finalised research programme are the construction of proprietary indices by classification methods, the use of robust methods in the construction of these indices, and allocation of a portfolio on these indices by following different “smart beta” approaches.  

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CREDIT RISK MODELLING

Issues and problem area The objective is to construct a model to analyse the financial health and the risk associated with the companies present within the OFI perimeter. More precisely, OFI AM wants to have a tool to evaluate the probability of predictive default over a 3-5 year time frame. Traditionally, this type of monitoring […]

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Cyber Risk Insurance: actuarial modeling

With the rise of digital economy, cyber-risk has become a major concern for all customer segments, and insurers are intended to play a crucial role in providing financial protection. In the frame of building insurance solutions to the customers (from retail, to corporate companies through SMEs), the objective of this project is to develop an […]

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DATA AND MODELS IN INSURANCE

The chair develops research activities on insurance models and data analytics for insurance. The research about models for insurance focuses on the impact of the regulatory and accounting environment on the development and management of insurance models. The question of measuring risks and performance is central to an insurance company being properly managed and is an important part of our research. […]

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