Pauline Barrieu

Q: What Schools Are Affiliated With Pauline Barrieu

Pauline Barrieu is affiliated with the following schools: London School of Economics, Paris Sciences et Lettres University

Pauline Barrieu's AcademicInfluence.com Rankings

Pauline Barrieu

Mathematics

#4687

World Rank

#6639

Historical Rank

Probability Theory

#115

World Rank

#141

Historical Rank

Statistics

#985

World Rank

#1082

Historical Rank

Measure Theory

#5014

World Rank

#5910

Historical Rank

mathematics Degrees

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Mathematics

Pauline Barrieu's Degrees

Masters Probability and Finance Paris Sciences et Lettres University

Why Is Pauline Barrieu Influential?

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According to Wikipedia, Pauline Barrieu is a French financial statistician, probability theorist, and expert on financial risk assessment, risk transfer, and uncertainty quantification. She is a professor of statistics in the London School of Economics.

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Pauline Barrieu's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Inf-convolution of risk measures and optimal risk transfer (2005) (286)
Pricing, Hedging and Optimally Designing Derivatives via Minimization of Risk Measures (2007) (182)
Optimal derivatives design under dynamic risk measures (2004) (136)
Understanding, modelling and managing longevity risk: key issues and main challenges (2012) (112)
Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (2011) (106)
The handbook of insurance-linked securities (2009) (75)
Assessing Financial Model Risk (2013) (71)
Hybrid Cat Bonds (2009) (49)
Accumulation rate of ABA in detached maize roots correlates with root water potential regardless of age and branching order (1998) (46)
Optimal design of derivatives in illiquid markets (2002) (44)
A study of the Hartman-Watson distribution motivated by numerical problems related to the pricing of Asian options (2004) (42)
Chapter Three. Pricing, Hedging, And Designing Derivatives With Risk Measures (2008) (41)
Innovations in Insurance Markets: Hybrid and Securitized Risk Transfer Solutions (2012) (39)
On Precautionary Policies (2006) (31)
Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing (2014) (31)
Closedness results for BMO semi-martingales and application to quadratic BSDEs (2008) (27)
Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs and unbounded existence result (2011) (25)
Financial weather contracts and their application in risk management (2002) (24)
Reinsuring Climatic Risk Using Optimally Designed Weather Bonds (2002) (24)
Insuring Large-Scale Floods in the Netherlands (2008) (23)
The monoclonal antibody MAC252 does not react with the (-) enantiomer of abscisic acid. (2000) (22)
A Primer on Weather Derivatives (2009) (16)
General Pareto Optimal Allocations and Applications to Multi-period Risks (2008) (15)
A random forest based approach for predicting spreads in the primary catastrophe bond market (2020) (13)
Optimal risk transfer (2004) (12)
Integrated EUA and CER Price Modeling and Application for Spread Option Pricing (2011) (11)
General Pareto Optimal Allocations and Applications to Multi-Period Risks1 (2008) (11)
Optimal Timing to Adopt an Environmental Policy in a Strategic Framework (2003) (10)
Reinsurance and Securitisation of Life Insurance Risk: The Impact of Regulatory Constraints (2011) (8)
Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models (2016) (8)
Optimal design of weather derivatives (2002) (8)
Robust Capital Requirements with Model Risk (2014) (7)
A Semiparametric Model for the Systematic Factors of Portfolio Credit Risk Premia (2008) (6)
Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process (2006) (6)
Assessing contaminated land cleanup costs and strategies (2017) (5)
The Paradox of Precaution (2003) (4)
Indifference Pricing with Uncertainty Averse Preferences (2012) (4)
Impact of Market Crises on Real Options (2004) (4)
Economic Policy when Models Disagree (2009) (3)
Weather hedging at the hot air gas company (2001) (2)
Dynamic financial risk management (2008) (2)
Robust Asset Allocation Under Model Risk (2008) (2)
An adaptive nonparametric model for the systematic factors of portfolio credit risk premia (2008) (2)
Optimal hitting time and perpetual option in a non-Lévy model: application to real options (2007) (1)
Dialogues Around Models and Uncertainty (2020) (1)
The Handbook of Insurance-Linked Securities: Barrieu/Handbook (2012) (1)
Impact of a market crisis on real options (2005) (1)
A Finite Mixture Modelling Perspective for Combining Experts’ Opinions with an Application to Quantile-Based Risk Measures (2021) (1)
Robust asset allocation under model uncertainty (2010) (0)
FRONT MATTER (2019) (0)
Dynamic Financial Risk Management December 8 , 2005 (2005) (0)
Cedants’ Perspectives on Non-life Securitization (2012) (0)
Assessing the Costs of Protection in a Context of Switching Stochastic Regimes (2012) (0)
Contemporary Mathematics Optimal Derivatives Design under Dynamic Risk Measures (2003) (0)
Some Remarks on Policy Making under Model Uncertainty (2017) (0)
Hybrid Cat-Bonds (2007) (0)
Organizing Committee Giulia Di Nunno Ryan Donnelly Damir Filipovic Yaroslav Melnyk Sergio Pulido Administrative Assistance (2015) (0)
Robust Decision under Model Uncertainty (2008) (0)
Risk and Stochastics: Ragnar Norberg at 70 (2018) (0)
Hybrid Cat Bonds BARRIEU , (2017) (0)
BACK MATTER (2019) (0)

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Other Resources About Pauline Barrieu

en.wikipedia.org

What Schools Are Affiliated With Pauline Barrieu?

Pauline Barrieu is affiliated with the following schools:

Pauline Barrieu's Academic­Influence.com Rankings

Pauline Barrieu's Degrees

Why Is Pauline Barrieu Influential?

Pauline Barrieu's Published Works

Published Works

Other Resources About Pauline Barrieu

What Schools Are Affiliated With Pauline Barrieu?

Pauline Barrieu's AcademicInfluence.com Rankings