Pauline’s recent research has mainly (but not exclusively) focused on understanding the process of decision making under model uncertainty, with a particular attention to the impact of the chosen framework on the decision itself. Particular examples have included the impact of mortality models on the evaluation of longevity related products, or the development of some financial measures for regulatory capital requirements in a context of model uncertainty.
She has also worked in the area of risk measurement and product design, in particular insurance-linked securities, environmental economics and probability theory, especially Backward Stochastic Differential Equations. Pauline enjoys working with collaborators from different fields, background and experience, from academic or industry background, as this often challenges standard views and brings interesting and exciting perspectives.
Pauline was awarded the Bachelier Prize in 2018.