|
|
|
The following references are sourced from LSE Research Online|. References that are linked lead to the full text.
Giammarino, Flavia and Barrieu, Pauline (2013) Indifference pricing with uncertainty averse preferences. Journal of mathematical economics, 49 (1). pp. 2-15. ISSN 0304-4068 Barrieu, Pauline and Bensusan, Harry and El Karoui, Nicole and Hillairet, Caroline and Loisel, Stephane and Ravanelli, Claudia and Salhi, Yahia (2012) Understanding, modelling and managing longevity risk: key issues and main challenges. Scandinavian actuarial journal, 3 pp. 203-231. ISSN 0346-1238 Barrieu, Pauline and El Karoui, Nicole (2012) Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs and unbound existence result. Annals of probability, ISSN 0091-1798 Barrieu, Pauline and Scaillet, Olivier (2010) A primer on weather derivatives. In: Filar, Jerzy A. and Haurie, Alain, (eds.) Uncertainty and environmental decision making: a handbook of research and best practice. Springer, pp. 155-176. ISBN 9781441911285 Barrieu, Pauline and Desgagne, Bernard Sinclair (2009) Economic policy when models disagree. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, 4. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK Barrieu, Pauline and Louberge, Henri (2009) Hybrid cat bonds. Journal of risk and insurance, 76 (3). pp. 547-578. ISSN 0022-4367 Giammarino, Flavia and Barrieu, Pauline (2009) A semiparametric model for the systematic factors of portfolio credit risk premia. Journal of empirical finance, 16 (4). pp. 655-670. ISSN 0927-5398 Tobelem-Foldvari, Sandrine and Barrieu, Pauline (2009) Robust asset allocation under model risk. Risk magazine, 76 pp. 91-95. ISSN 0952-8776 Barrieu, Pauline and Albertini, Luca, (eds.) (2009) The handbook of insurance-linked securities. Wiley-Blackwell, London, UK. ISBN 9780470743836 Barrieu, Pauline and Cazanave, Nicolas and El Karoui, Nicole (2008) Closedness results for BMO semi-martingales and application to quadratic BSDE's. Comptes Rendus de l'Academie des Sciences, 346 (15-16). pp. 881-886. ISSN 1631-073X Barrieu, Pauline and Jongejan, Ruben (2008) Insuring large-scale floods in the Netherlands. Geneva papers on risk and insurance, 33 pp. 250-268. ISSN 1018-5895 Barrieu, Pauline and Scandolo, Giacomo (2008) General pareto optimal allocations and applications to multi-period risks. Forthcoming in: ASTIN Bulletin, 38 (1). pp. 105-136. ISSN 0515-0361 Barrieu, P. and El Karoui, N. (2008) Dynamic financial risk management. In: Yor, Marc, (ed.) Aspects of mathematical finance. Springer-Verlag, Paris, France, pp. 23-36. ISBN 9783540752585 Barrieu, Pauline and El Karoui, Nicole (2008) Pricing, hedging and optimally designing derivatives via minimization of risk measures. In: Carmona, René, (ed.) Indifference pricing: theory and applications. Princeton University Press, Princeton, USA. Barrieu, Pauline and Sinclair-Desgagne, Bernard (2006) On precautionary policies. Management science, 52 (8). pp. 1145-1154. ISSN 0025-1909 Barrieu, Pauline and Schoutens, Wim (2006) Iterates of the infinitesimal generators and generalized Stirling numbers associated with certain subordinators. Journal of computational and applied mathematics, 186 (1). pp. 300-323. ISSN 0377-0427 Barrieu, Pauline and Bellamy, N. (2005) Impact of a market crisis on real options. In: Kyprianou, Andreas E. and Schoutens, Wim and Wilmott, Paul, (eds.) Exotic option pricing and advanced Lévy models. Wiley Finance, London, UK. ISBN 9780470016848 Barrieu, Pauline and Rouault, A. and Yor, M. (2004) A study of the Hartmann-Watson distribution motivated by numerical problems related to the pricing of Asian options. Journal of applied probability, 41 (4). pp. 1049-1058. ISSN 0021-9002 Barrieu, Pauline and Chesney, Marc (2003) Optimal timing to adopt an environmental policy in a strategic framework. Environmental modeling and assessment, 8 (3). pp. 149-163. ISSN 1420-2026 Barrieu, Pauline and El Karoui, Nicole (2003) Structuration optimale de produits dérivés et diversification en présence de sources de risque non-négociables. Comptes rendus series mathematiques, 336 (6). pp. 493-498. ISSN 1631-073X Barrieu, Pauline (2003) Gestion du risque climatique à l'aide de contrats financiers: l'expérience Américaine. In: Blondeau, Jacques and Partrat, Christian, (eds.) La réassurance: Approche technique. Economica, Paris. ISBN 9782717845334 Barrieu, Pauline and El Karoui, Nicole (2002) Reinsuring climatic risk using optimally designed weather bonds. The Geneva papers on risk and insurance - theory, 27 (2). pp. 87-113. ISSN 0926-4957 Dischel, Robert S. and Barrieu, Pauline (2002) Financial weather contracts and their application in risk management. In: Dischel, Robert S., (ed.) Climate risk and the weather market: financial risk management with weather hedges. Risk Books, London, UK, pp. 25-42. ISBN 9781899332526 Barrieu, Pauline and El Karoui, Nicole Dynamic financial risk management. In: Aspects des mathematiques finiancieres. . ISSN 1255-0868
LSE Research Online is the primary resource for references to publications. For queries or updates please email the LSE Research Online team at lseresearchonline@lse.ac.uk|.
|
|
|
|
Browse the Experts Directory:
|
Collection of LSE research outputs
Service providing unique access
to LSE's expertise
[access restricted to staff]
Short articles about LSE research
|