Similar Search Results - EconBiz

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

A semiparametric model for the systematic factors of portfolio credit risk premia

Giammarino, Flavia; Barrieu, Pauline - In: Journal of empirical finance 16 (2009) 4, pp. 655-670

Persistent link: https://www.econbiz.de/10003900342

Hybrid cat-bonds

Barrieu, Pauline (contributor); Loubergé, Henri (contributor) - 2007

Natural catastrophes attract regularly the attention of media and have become a source of public concern. From a financial viewpoint, natural catastrophes represent idiosyncratic risks, diversifiable at the world level. But for reasons analyzed in this paper reinsurance markets are unable to...

Persistent link: https://www.econbiz.de/10003550859

Robust asset allocation under model risk

Barrieu, Pauline; Tobelem, Sandrine - In: Alternative investments and strategies : credit, …, (pp. 327-344). 2010

Persistent link: https://www.econbiz.de/10008655198

Hybrid cat bonds

Barrieu, Pauline; Loubergé, Henri - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 547-578

Persistent link: https://www.econbiz.de/10003877689

Integrated EUA and CER price modeling and application for spread option pricing

Barrieu, Pauline; Fehr, Max - 2011

Persistent link: https://www.econbiz.de/10009549022

Economic policy when models disagree

Barrieu, Pauline; Sinclair-Desgagné, Bernard - 2009

Persistent link: https://www.econbiz.de/10009550362

Robust capital requirements with model risk

Barrieu, Pauline; Ravanelli, Claudia - In: Economic notes : economic review of Banca Monte dei … 44 (2015) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011342102

Indifference pricing with uncertainty averse preferences

Giammarino, Flavia; Barrieu, Pauline - In: Journal of mathematical economics 49 (2013) 1, pp. 22-27

Persistent link: https://www.econbiz.de/10009707600

Assessing the costs of protection in a context of switching stochastic regimes

Barrieu, Pauline; Bellamy, Nadine; Sahut, Jean-Michel - In: Applied mathematical finance 19 (2012) 5/6, pp. 495-511

Persistent link: https://www.econbiz.de/10009710932

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