Seguir
Pauline Barrieu
Pauline Barrieu
Statistics department, London School of Economics
Dirección de correo verificada de lse.ac.uk
Título
Citado por
Citado por
Año
Inf-convolution of risk measures and optimal risk transfer
P Barrieu, N El Karoui
Finance and stochastics 9 (2), 269-298, 2005
3292005
Pricing, hedging, and designing derivatives with risk measures
P Barrieu, N El Karoui
Indifference pricing: Theory and applications, 77-146, 2009
2312009
Understanding, modelling and managing longevity risk: key issues and main challenges
P Barrieu, H Bensusan, N El Karoui, C Hillairet, S Loisel, C Ravanelli, ...
Scandinavian actuarial journal 2012 (3), 203-231, 2012
1822012
Optimal derivatives design under dynamic risk measures
P Barrieu, N El Karoui
Contemporary Mathematics 351, 13-26, 2004
1622004
Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
P Barrieu, N El Karoui
1322013
The handbook of insurance-linked securities
IL Securities
1242009
Assessing financial model risk
P Barrieu, G Scandolo
European Journal of Operational Research 242 (2), 546-556, 2015
1022015
Hybrid cat bonds
P Barrieu, H Loubergé
Journal of Risk and Insurance 76 (3), 547-578, 2009
742009
On precautionary policies
P Barrieu, B Sinclair-Desgagné
Management science 52 (8), 1145-1154, 2006
732006
Optimal design of derivatives in illiquid markets
P Barrieu, N El Karoui
Quantitative Finance 2 (3), 181, 2002
552002
Innovations in insurance markets: hybrid and securitized risk-transfer solutions
JD Cummins, P Barrieu
Handbook of insurance, 547-602, 2013
532013
A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options
P Barrieu, A Rouault, M Yor
Journal of Applied Probability 41 (4), 1049-1058, 2004
462004
Reinsuring climatic risk using optimally designed weather bonds
P Barrieu, NE Karoui
The Geneva Papers on Risk and Insurance Theory 27, 87-113, 2002
412002
A random forest based approach for predicting spreads in the primary catastrophe bond market
D Makariou, P Barrieu, Y Chen
Insurance: Mathematics and Economics 101, 140-162, 2021
372021
General Pareto Optimal Allocations and Applications to Multi-Period Risks1
P Barrieu, G Scandolo
ASTIN Bulletin: The Journal of the IAA 38 (1), 105-136, 2008
372008
Financial weather contracts and their application in risk management
RS Dischel, P Barrieu
Risk Books, 2002
352002
Market-consistent modeling for cap-and-trade schemes and application to option pricing
P Barrieu, M Fehr
Operations Research 62 (2), 234-249, 2014
342014
A primer on weather derivatives
P Barrieu, O Scaillet
Uncertainty and Environmental Decision Making: A Handbook of Research and …, 2010
312010
Insuring large-scale floods in the Netherlands
R Jongejan, P Barrieu
The Geneva Papers on Risk and Insurance-Issues and Practice 33, 250-268, 2008
302008
Closedness results for BMO semi-martingales and application to quadratic BSDEs
P Barrieu, N Cazanave, N El Karoui
Comptes Rendus Mathematique 346 (15-16), 881-886, 2008
262008
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20