Pauline Barrieu

Inf-convolution of risk measures and optimal risk transfer

Pauline Barrieu, Nicole El Karoui · Finance and Stochastics · 2005 · 307 citations · Full text

Risk Management, Risk Metric, Optimal Risk Transfer +2

Pricing, Hedging and Optimally Designing Derivatives Via Minimization of Risk Measures

Pauline Barrieu, Nicole El Karoui · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 2007 · 123 citations · Full text

Mathematical Programming, Dynamic Framework, Portfolio Optimization +15

Understanding, modelling and managing longevity risk: key issues and main challenges

Pauline Barrieu, Harry Bensusan, Nicole El Karoui et al. · Scandinavian Actuarial Journal · 2010 · 123 citations · Full text

Longevity-risk Modelling, Aging, Financial Risk Management +24

Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs

Pauline Barrieu, Nicole El Karoui · The Annals of Probability · 2013 · 123 citations · Full text

Quadratic Semimartingales, Engineering, Integrable Probability +12

On Precautionary Policies

Pauline Barrieu, Bernard Sinclair‐Désgagné · Management Science · 2006 · 56 citations

Ecosystem Health, New Technologies, Environmental Law +19