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Barrieu, Pauline
14
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3
Giammarino, Flavia
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Journal of empirical finance
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Risk : managing risk in the world's financial markets
2
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ECONIS (ZBW)
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1
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/10010065144
Saved in:
2
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. 655-671
Persistent link: https://www.econbiz.de/10008896112
Saved in:
3
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/10008277038
Saved in:
4
On Precautionary Policies
Barrieu, Pauline
;
Sinclair-Desgagné, Bernard
- In:
Management science : journal of the Institute for …
52
(
2006
)
8
,
pp. 1145-1154
Persistent link: https://www.econbiz.de/10007290199
Saved in:
5
Introduction aux produits dérivés climatiques
Barrieu, Pauline
- In:
Journal de la Société Française de Statistique
144
(
2003
)
3
,
pp. 53-68
Persistent link: https://www.econbiz.de/10006758886
Saved in:
6
Asset allocation - Robust asset allocation under model risk - Financial investors often develop a multitude of models to explain financial securities' dynamics, none of which they...
Tobelem, Sandrine
;
Barrieu, Pauline
- In:
Risk : managing risk in the world's financial markets
22
(
2009
)
2
,
pp. 91-95
Persistent link: https://www.econbiz.de/10008213172
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
)
6
,
pp. 495-512
Persistent link: https://www.econbiz.de/10010025386
Saved in:
10
Reinsurance and securitisation of life insurance risk: The impact of regulatory constraints
Barrieu, Pauline
;
Loubergé, Henri
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 135-144
Persistent link: https://www.econbiz.de/10010098491
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