Pauline Barrieu

Available identifiers

zbMath Open barrieu.pauline-mMaRDI QIDQ373547

List of research outcomes

Publication	Date of Publication	Type
A random forest based approach for predicting spreads in the primary catastrophe bond market	2021-11-19	Paper
Assessing contaminated land cleanup costs and strategies	2020-01-15	Paper
Obituary: Ragnar Norberg (1945--2017)	2019-09-03	Paper
Optimal design of derivatives in illiquid markets*	2019-01-14	Paper
Assessing the Costs of Protection in a Context of Switching Stochastic Regimes	2017-10-05	Paper
Assessing financial model risk	2016-07-25	Paper
Market-consistent modeling for cap-and-trade schemes and application to option pricing	2014-08-11	Paper
Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints	2014-04-03	Paper
Understanding, modelling and managing longevity risk: key issues and main challenges	2013-12-13	Paper
Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs	2013-10-17	Paper
Indifference pricing with uncertainty averse preferences	2013-03-06	Paper
General Pareto Optimal Allocations and Applications to Multi-Period Risks	2009-09-13	Paper
https://portal.mardi4nfdi.de/entity/Q3613976	2009-03-16	Paper
Closedness results for BMO semi-martingales and application to quadratic BSDEs	2008-09-10	Paper
Optimal hitting time and perpetual option in a non-Lévy model: application to real options	2007-09-03	Paper
Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures	2007-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q5493483	2006-10-23	Paper
Inf-convolution of risk measures and optimal risk transfer	2006-05-24	Paper
Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process	2005-11-01	Paper
A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options	2005-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q3160493	2005-02-09	Paper
Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables. (Optimal design of financial derivatives)	2003-09-15	Paper

Research outcomes over time

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