{"id":"https://openalex.org/W82879351","doi":null,"title":"Th\u00e9orie math\u00e9matique des march\u00e9s financiers : \u00e9quilibres sur des march\u00e9s de r\u00e9assurance incomplets","display_name":"Th\u00e9orie math\u00e9matique des march\u00e9s financiers : \u00e9quilibres sur des march\u00e9s de r\u00e9assurance incomplets","publication_year":2000,"publication_date":"2000-01-01","ids":{"openalex":"https://openalex.org/W82879351","mag":"82879351"},"language":"fr","primary_location":{"id":"pmh:hdl:10068/841687","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10068/841687","pdf_url":null,"source":{"id":"https://openalex.org/S4377196900","display_name":"OpenGrey (Institut de l'Information Scientifique et Technique)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1295345811","host_organization_name":"Institut de l'Information Scientifique et Technique","host_organization_lineage":["https://openalex.org/I1295345811"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"U - Thesis"},"volume":null,"type":"dissertation","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/10068/841687","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5083776550","display_name":"Guillaume Bernis","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Guillaume Bernis","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5083776550"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9042999744415283,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9042999744415283,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.03830000013113022,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.019600000232458115,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinsurance-market","display_name":"reinsurance market","score":0.925000011920929},{"id":"https://openalex.org/keywords/incomplete-markets","display_name":"incomplete markets","score":0.8320000171661377},{"id":"https://openalex.org/keywords/competitive-equilibrium","display_name":"competitive equilibrium","score":0.9350000023841858},{"id":"https://openalex.org/keywords/reinsurance-premiums","display_name":"reinsurance premiums","score":0.7639999985694885},{"id":"https://openalex.org/keywords/marked-point-processes","display_name":"marked point processes","score":0.640999972820282},{"id":"https://openalex.org/keywords/strategic-market-games","display_name":"strategic market games","score":0.7099999785423279},{"id":"https://openalex.org/keywords/minimax-methods","display_name":"minimax methods","score":0.7689999938011169},{"id":"https://openalex.org/keywords/model-uncertainty","display_name":"model uncertainty","score":0.6039999723434448},{"id":"https://openalex.org/keywords/zero-sum-games","display_name":"zero-sum games","score":0.6959999799728394},{"id":"https://openalex.org/keywords/bayesian-learning","display_name":"Bayesian learning","score":0.4359999895095825},{"id":"https://openalex.org/keywords/information-asymmetry","display_name":"information asymmetry","score":0.6330000162124634},{"id":"https://openalex.org/keywords/risk-aversion","display_name":"risk aversion","score":0.3400000035762787}],"concepts":[{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.775856614112854},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.5119665861129761},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.4116482734680176}],"mesh":[],"locations_count":2,"locations":[{"id":"pmh:hdl:10068/841687","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10068/841687","pdf_url":null,"source":{"id":"https://openalex.org/S4377196900","display_name":"OpenGrey (Institut de l'Information Scientifique et Technique)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1295345811","host_organization_name":"Institut de l'Information Scientifique et Technique","host_organization_lineage":["https://openalex.org/I1295345811"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"U - Thesis"},{"id":"mag:82879351","doi":null,"is_oa":false,"landing_page_url":"http://www.theses.fr/2000PA010052","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":{"id":"pmh:hdl:10068/841687","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10068/841687","pdf_url":null,"source":{"id":"https://openalex.org/S4377196900","display_name":"OpenGrey (Institut de l'Information Scientifique et Technique)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1295345811","host_organization_name":"Institut de l'Information Scientifique et Technique","host_organization_lineage":["https://openalex.org/I1295345811"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"U - Thesis"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7048781566","https://openalex.org/W7095416712","https://openalex.org/W2901263226","https://openalex.org/W787923341","https://openalex.org/W649456514","https://openalex.org/W38964571","https://openalex.org/W7149341135","https://openalex.org/W4393366343","https://openalex.org/W201679037","https://openalex.org/W20006251"],"abstract_inverted_index":{"Cette":[0,70],"th\u00e8se":[1],"se":[2],"divise":[3],"en":[4,17,78,124,186,264,271],"deux":[5,254],"parties.":[6],"La":[7,136],"premi\u00e8re":[8],"est":[9],"consacr\u00e9e":[10],"\u00e0":[11,22,121,202,220,258,268],"l'\u00e9tude":[12],"des":[13,90,109,126],"march\u00e9s":[14],"de":[15,20,36,62,65,98,133,191,194,222,227,278],"r\u00e9assurance":[16],"pr\u00e9sence":[18],"d'impossibilit\u00e9":[19],"vente":[21],"d\u00e9couvert.":[23],"Nous":[24,44,56,158],"reprenons":[25],"le":[26,41,46,154,181],"formalisme":[27],"dynamique":[28],"introduit":[29],"par":[30,129,164],"Aase(1992),":[31],"qui":[32],"utilise":[33],"les":[34,60,173,253],"processus":[35],"points":[37],"marqu\u00e9s":[38],"pour":[39,59,112,243],"repr\u00e9senter":[40],"risque":[42,175],"assur\u00e9.":[43],"\u00e9tudions":[45],"concept":[47],"d'\u00e9quilibre":[48],"comp\u00e9titif":[49],"sur":[50,95],"ce":[51],"type":[52],"particulier":[53],"d'\u00e9conomie":[54],"d'\u00e9change.":[55],"introduisons":[57],"l'impossibilit\u00e9":[58],"compagnies":[61],"r\u00e9assurer":[63],"plus":[64],"contrats":[66],"qu'elles":[67],"n'en":[68],"poss\u00e8dent.":[69],"hypoth\u00e8se":[71],"change":[72],"radicalement":[73],"la":[74,96,104,122,279],"nature":[75],"du":[76],"probl\u00e8me,":[77],"apportant":[79],"une":[80,160,188,213,217],"forme":[81],"d'incompl\u00e9tude":[82],"dynamique.":[83],"Dans":[84],"un":[85,146,200,206,238,247,266],"premier":[86],"chapitre,":[87],"nous":[88,275],"donnons":[89],"conditions":[91,110],"n\u00e9cessaires":[92],"d'\u00e9quilibre,":[93],"portant":[94],"prime":[97],"r\u00e9assurance.":[99],"Le":[100,117],"deuxi\u00e8me":[101,137],"chapitre":[102,119],"envisage":[103],"question":[105],"inverse":[106],"et":[107,166,209,230,262],"donne":[108],"suffisantes":[111],"l'existence":[113,226,277],"d'un":[114,131,142],"\u00e9quilibre":[115],"comp\u00e9titif.":[116],"troisi\u00e8me":[118],"s'int\u00e9resse":[120,139],"mise":[123],"oeuvre":[125],"\u00e9quilibres":[127],"comp\u00e9titifs":[128],"l'interm\u00e9diaire":[130],"jeu":[132,201,267],"march\u00e9":[134],"strat\u00e9gique.":[135],"partie":[138],"au":[140],"comportement":[141,248],"investisseur":[143],"d\u00e9sirant":[144],"couvrir":[145],"acte":[147],"contigent,":[148],"lorsqu'il":[149],"ne":[150,170],"conna\u00eet":[151,171],"pas":[152,172],"parfaitement":[153],"mod\u00e8le":[155],"probabiliste":[156],"sous-jacent.":[157],"adoptons":[159],"approche":[161],"minimax,":[162],"introduite":[163],"Karatzas":[165],"Cvitanic":[167],"(1998).":[168],"L'agent":[169],"probabilit\u00e9s":[174],"neutre.":[176],"Il":[177],"suppose":[178],"alors":[179],"que":[180],"\"March\u00e9\"":[182],"joue":[183],"contre":[184],"lui,":[185],"choisissant":[187],"probabilit\u00e9":[189],"afin":[190],"maximiser":[192],"l'erreur":[193,221],"couverture.":[195,223],"On":[196,224,250],"voit":[197],"donc":[198],"appara\u00eetre":[199],"somme":[203,269],"nulle":[204,270],"entre":[205],"joueur":[207],"fictif":[208],"l'investisseur.":[210],"Lorsqu'il":[211],"admet":[212],"valeur,":[214],"celle-ci":[215],"fournit":[216],"borne":[218],"sup\u00e9rieure":[219],"montre":[225],"cette":[228],"valeur":[229],"l'on":[231],"analyse":[232],"ses":[233],"propri\u00e9t\u00e9s.":[234],"Enfin,":[235],"on":[236],"consid\u00e8re":[237],"param\u00e8tre":[239],"inconnu":[240],"(volatilit\u00e9,":[241],"tendance)":[242],"lequel":[244],"l'agent":[245],"adopte":[246],"bay\u00e9sien.":[249],"fait":[251],"coexister":[252],"formes":[255],"d'attitudes":[256],"face":[257],"l'incertain":[259],"(approche":[260],"minimax":[261],"bay\u00e9sienne)":[263],"\u00e9tudiant":[265],"information":[272],"asym\u00e9trique,":[273],"dont":[274],"prouvons":[276],"valeur.":[280]},"counts_by_year":[],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2016-06-24T00:00:00"}
