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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

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

Assessing financial model risk

Barrieu, Pauline; Scandolo, Giacomo - In: European journal of operational research : EJOR 242 (2015) 2, pp. 546-556

Persistent link: https://www.econbiz.de/10010491649