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Existence of equilibrium with discontinuous prices, asymmetric information, and nontrivial initial sigma-fields
Hillairet, Caroline
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 99-117
Persistent link: https://www.econbiz.de/10002583035
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2
Portfolio optimization with insider's initial information and counterparty risk
Hillairet, Caroline
;
Jiao, Ying
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 109-134
Persistent link: https://www.econbiz.de/10011417122
Saved in:
3
Affine long term yield curves : an application of the Ramsey rule with progressive utility
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010508124
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4
Information asymmetry in pricing of credit derivatives
Hillairet, Caroline
;
Jiao, Ying
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 611-633
Persistent link: https://www.econbiz.de/10009298523
Saved in:
5
Propagation of cyber incidents in an insurance portfolio : counting processes combined with compartmental epidemiological models
Hillairet, Caroline
;
Lopez, Olivier
- In:
Scandinavian actuarial journal
2021
(
2021
)
8
,
pp. 671-694
Persistent link: https://www.econbiz.de/10012653667
Saved in:
6
Invited editorial "The challenges imposed by low interest rates”
Beacco, Jean-Michel
;
Lubochinsky, Catherine
;
Briere, Marie
- In:
The journal of asset management
20
(
2019
)
6
,
pp. 413-420
Persistent link: https://www.econbiz.de/10012125372
Saved in:
7
Le prix du risque de longévité
El Karoui, Nicole
;
Hillairet, Caroline
;
Loisel, Stéphane
; …
- In:
Revue d'économie financière : revue trimestrielle de …
133
(
2019
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10012431979
Saved in:
8
Cyber-contagion model with network structure applied to insurance
Hillairet, Caroline
;
Lopez, Olivier
;
D' Oultremont, Louise
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 88-101
Persistent link: https://www.econbiz.de/10013471189
Saved in:
9
Ramsey rule with forward/backward utility for long-term yield curves modeling
El Karoui, Nicole
;
Hillairet, Caroline
;
Mrad, Mohamed
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 375-414
Persistent link: https://www.econbiz.de/10013380575
Saved in:
10
Improving HMD mortality estimates with HFD fertility data
Boumezoued, Alexandre
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
1
,
pp. S255-S279
Persistent link: https://www.econbiz.de/10012440439
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