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Barrieu, Pauline
13
El Karoui, Nicole
7
Giammarino, Flavia
3
Jeanblanc-Picqué, Monique
3
Karoui, Nicole El
3
Blanchet-Scalliet, Christophette
2
Jeanblanc, Monique
2
Loubergé, Henri
2
Martellini, Lionel
2
Bargs, Mathieu
1
Bellamy, Nadine
1
Cho, Kyung-Ha
1
Elkaroui, Nicole
1
Hillairet, Caroline
1
Jongejan, Ruben
1
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Loisel, Stphane
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
3
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of mathematical economics
2
Risk : managing risk in the world's financial markets
2
Annales d'économie et de statistique
1
Applied mathematical finance
1
Finance : revue de l'Association Française de Finance
1
Insurance / Mathematics & economics
1
Journal de la Société Française de Statistique
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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OLC EcoSci
ECONIS (ZBW)
109
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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
Saved in:
2
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
Saved in:
3
On finite-time ruin probabilities with reinsurance cycles influenced by large claims
Bargs, Mathieu
;
Loisel, Stphane
;
Venel, Xavier
- In:
Scandinavian actuarial journal : Actuarial Society of …
2013
(
2013
)
3
,
pp. 163-185
Persistent link: https://www.econbiz.de/10010119208
Saved in:
4
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
Saved in:
5
EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL s-FIELDS
Hillairet, Caroline
- In:
Mathematical finance : an international journal of …
15
(
2005
)
1
,
pp. 99-118
Persistent link: https://www.econbiz.de/10008222948
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 can fully trust. Model risk (also referred to as ambiguity) prevents investors from using the classical framework of expected utility maximisation to calculate optimal portfolio allocations. The authors propose a novel, ...
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
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
Saved in:
8
Insuring Large-Scale Floods in the Netherlands
Jongejan, Ruben
;
Barrieu, Pauline
- In:
The Geneva papers on risk and insurance - issues and …
33
(
2008
)
2
,
pp. 250-268
Persistent link: https://www.econbiz.de/10008059281
Saved in:
9
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:
10
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
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