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Indifference pricing with unce...
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21
Economic policy when models disagree
Barrieu, Pauline
;
Sinclair-Desgagné, Bernard
-
2009
Persistent link: https://www.econbiz.de/10009550362
Saved in:
22
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
Saved in:
23
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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24
Market-consistent modeling for cap-and-trade schemes and application to option pricing
Barrieu, Pauline
;
Fehr, Max
- In:
Operations research
62
(
2014
)
2
,
pp. 234-249
Persistent link: https://www.econbiz.de/10010361477
Saved in:
25
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
Saved in:
26
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
Saved in:
27
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
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28
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
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29
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
Saved in:
30
Optimal timing to adopt an environmental policy in a strategic framework
Barrieu, Pauline
;
Chesney, Marc
- In:
Environmental modeling & assessment
8
(
2003
)
3
,
pp. 149-163
Persistent link: https://www.econbiz.de/10001962119
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