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Creators/Editors is "Barrieu"

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1. Barrieu, Pauline, Bellamy, Nadine and Sinclair-Desgagné, Bernard (2016) Assessing contaminated land cleanup costs and strategies. Applied Mathematical Modelling . ISSN 0307-904X Item availability restricted.
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2. Barrieu, Pauline and Veraart, Luitgard A.M. (2016) Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models. Scandinavian Actuarial Journal, 2016 (2). pp. 146-166. ISSN 0346-1238
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3. Barrieu, Pauline and Fehr, Max (2014) Market-consistent modeling for cap-and-trade schemes and application to option pricing. Operations Research, 62 (2). pp. 234-249. ISSN 0030-364X Not available from LSE Research Online.
4. Barrieu, Pauline and Scandolo, Giacomo (2014) Assessing financial model risk. European Journal of Operational Research, 242 (2). pp. 546-556. ISSN 0377-2217 Item availability restricted.
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5. Barrieu, Pauline and El Karoui, Nicole (2013) Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs. Annals of Probability, 41 (3B). pp. 1831-1863. ISSN 0091-1798 Not available from LSE Research Online.
6. Barrieu, Pauline and Louberge, Henri (2013) Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints. Insurance: Mathematics and Economics, 52 (2). pp. 135-144. ISSN 0167-6687
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7. Giammarino, Flavia and Barrieu, Pauline (2013) Indifference pricing with uncertainty averse preferences. Journal of Mathematical Economics, 49 (1). pp. 2-15. ISSN 0304-4068 Not available from LSE Research Online.
8. Barrieu, Pauline, Bensusan, Harry, El Karoui, Nicole, Hillairet, Caroline, Loisel, Stephane, 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 Not available from LSE Research Online.
9. Barrieu, Pauline, Bellamy, Nadine and Sahut, Jean-Michel (2012) Assessing the costs of protection in a context of switching stochastic regimes. Applied Mathematical Finance, 19 (6). pp. 495-511. ISSN 1350-486X
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10. Barrieu, Pauline and Fehr, Max (2011) Integrated EUA and CER price modeling and application for spread option pricing. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment working papers, 40. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.
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11. Giammarino, Flavia and Barrieu, Pauline (2011) Indifference pricing with uncertainty averse preferences. In: LSE Research Day 2011: The Early Career Researcher, 26 May 2011, London School of Economics and Political Science, London, UK. (Unpublished)
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12. 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. International series in operations research & management science(138). Springer, pp. 155-176. ISBN 9781441911285 Not available from LSE Research Online.
13. 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.
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14. Barrieu, Pauline and Louberge, Henri (2009) Hybrid cat bonds. Journal of Risk and Insurance, 76 (3). pp. 547-578. ISSN 0022-4367 Not available from LSE Research Online.
15. 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 Not available from LSE Research Online.
16. Tobelem-Foldvari, Sandrine and Barrieu, Pauline (2009) Robust asset allocation under model risk. Risk Magazine, 76 . pp. 91-95. ISSN 0952-8776 Not available from LSE Research Online.
17. Barrieu, Pauline and Albertini, Luca, eds. (2009) The handbook of insurance-linked securities. Wiley-Blackwell, London, UK. ISBN 9780470743836 Not available from LSE Research Online.
18. Barrieu, Pauline, 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 Not available from LSE Research Online.
19. 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 Not available from LSE Research Online.
20. Barrieu, Pauline (2008) Micro-assurance et derives climatiques. In: L'Art du Management. Les Echos, Paris, France. ISBN 9782842111816 Not available from LSE Research Online.
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