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Barrieu, Pauline
14
El Karoui, Nicole
3
Giammarino, Flavia
3
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2
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1
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1
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1
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Finance and stochastics
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2
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1
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OLC EcoSci
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ECONIS (ZBW)
28
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1
Incompleteness of markets driven by a mixed diffusion
Bellamy, N.
;
Jeanblanc, M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 209-222
Persistent link: https://www.econbiz.de/10008217581
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Asset management - Non-linear mixture of asset return models
Tobelem-Foldvari, Sandrine
;
Barrieu, Pauline
- In:
Risk : managing risk in the world's financial markets
25
(
2012
)
7
,
pp. 74-80
Persistent link: https://www.econbiz.de/10009996125
Saved in:
10
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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