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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
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CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY
Elkaroui, Nicole; Ravanelli, Claudia - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 561-590
Persistent link: https://www.econbiz.de/10008322212
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Optimal portfolio management with American capital guarantee
El Karoui, Nicole; Jeanblanc, Monique; Lacoste, Vincent - In: Journal of economic dynamics & control 29 (2005) 3, pp. 449-468
Persistent link: https://www.econbiz.de/10006748805
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Dynamic asset pricing theory with uncertain time-horizon
Blanchet-Scalliet, Christophette; El Karoui, Nicole; … - In: Journal of economic dynamics & control 29 (2005) 10, pp. 1737-1764
Persistent link: https://www.econbiz.de/10006750814
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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
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Optimization of consumption with labor income
El Karoui, Nicole; Jeanblanc-Picqué, Monique - In: Finance and stochastics 2 (1998) 4, pp. 409
Persistent link: https://www.econbiz.de/10008218796
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Optimization of consumption with labor income
El Karoui, Nicole; Jeanblanc-Picqué, Monique - In: Finance and stochastics 2 (1998) 4, pp. 409
Persistent link: https://www.econbiz.de/10008218801
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Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette; El Karoui, Nicole; … - In: Journal of mathematical economics 44 (2008) 11, pp. 1100-1113
Persistent link: https://www.econbiz.de/10008110413
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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/10009918898
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Pricing via Utility Maximization and Entropy
Rouge, Richard; Karoui, Nicole El - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 259-276
Persistent link: https://www.econbiz.de/10008217828