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

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Pauline Barrieu