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Understanding, modelling and managing longevity risk: key issues and main challenges

Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; … - 2011

This article investigates the latest developments in longevity-risk modelling, and explores the key risk management challenges for both the financial and insurance industries. The article discusses key definitions that are crucial for the enhancement of the way longevity risk is understood,...

Persistent link: https://www.econbiz.de/10009479482

Pricing, hedging, and designing derivatives with risk measures

Barrieu, Pauline; El Karoui, Nicole - In: Indifference pricing : theory and applications, (pp. 77-146). 2009

Persistent link: https://www.econbiz.de/10003807579

Dynamic financial risk management

Barrieu, Pauline; El Karoui, Nicole - In: Aspects of mathematical finance, (pp. 23-35). 2008

Persistent link: https://www.econbiz.de/10003653391

Optimal risk transfer

Barrieu, Pauline; El Karoui, Nicole - In: Finance : revue de l'Association Française de Finance 25 (2004) Numéro hors séries, pp. 31-47

Persistent link: https://www.econbiz.de/10002877322

Inf-convolution of risk measures and optimal risk transfer

Barrieu, Pauline; El Karoui, Nicole - In: Finance and stochastics 9 (2005) 2, pp. 269-298

Persistent link: https://www.econbiz.de/10002747208

Reinsuring climatic risk using optimally designed weather bonds

Barrieu, Pauline; El Karoui, Nicole - In: The Geneva papers on risk and insurance theory 27 (2002) 2, pp. 87-113

Persistent link: https://www.econbiz.de/10001742292

Inf-convolution of risk measures and optimal risk transfer

Barrieu, Pauline; El Karoui, Nicole - In: Finance and stochastics 9 (2005) 2, pp. 269

Persistent link: https://www.econbiz.de/10008214420

Understanding, modelling and managing longevity risk: key issues and main challenges

Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; … - In: Scandinavian actuarial journal : Actuarial Society of … 2012 (2012) 3, pp. 203-232

Persistent link: https://www.econbiz.de/10010020971

Optimal risk transfer

Barrieu, Pauline; El Karoui, Nicole - In: Finance : revue de l'Association Française de Finance 25 (2004) Numéro hors séries, pp. 31-47

Persistent link: https://www.econbiz.de/10009918898

Inf-convolution of risk measures and optimal risk transfer

Barrieu, Pauline; El Karoui, Nicole - London School of Economics (LSE) - 2005

Persistent link: https://www.econbiz.de/10010746248