Pauline Barrieu
Finance · 2004–2020
A researcher in the Science corpus: 6 papers; trusts 33 researchers and is trusted by 28 researchers here, as inferred from the citation graph.
Subfields
- Finance — 45 citations into it; #1,503 of 10,518 by trust here, #2,249 by citations
- Economics and Econometrics — 27 citations into it
- Management Science and Operations Research — 20 citations into it; #1,356 of 11,946 by trust here, #1,959 by citations
- Demography — 16 citations into it; #710 of 4,236 by trust here, #1,120 by citations
- Artificial Intelligence — 13 citations into it
- General Health Professions — 10 citations into it
- Statistics and Probability — 10 citations into it
- Applied Mathematics — 8 citations into it
Whom Pauline Barrieu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Hans Föllmer
- Marco Frittelli
- Christian Gollier
- M. Kobylanski
- Alexander Schied
- Leo Breiman
- Fabio Bellini
- Marek Musiela
- Ying Hu
- Hemant Ishwaran
Who trusts Pauline Barrieu overall
- Samuel N. Cohen
- Jocelyne Bion-Nadal
- A. Jobert
- Thomas Kruse
- Robert J. R. Elliott
- Long Jiang
- Alexander Schied
- Martin Schweizer
- Miryana Grigorova
- Mingxin Xu
Papers from Pauline Barrieu's perspective
Ordered by how strongly the researchers Pauline Barrieu trusts endorse each paper. Same corpus, a different order for every researcher.
- On the Existence of Minimax Martingale Measures
- Backward stochastic differential equations and partial differential equations with quadratic growth
- Bagging Predictors
- Risk‐Sensitive Control and an Optimal Investment Model
- An example of indifference prices under exponential preferences (Finance and Stochastics)
- Pricing Via Utility Maximization and Entropy
- Coherent risk measures
- Random Forests
- An Empirical Comparison of Voting Classification Algorithms: Bagging, Boosting, and Variants
- A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration
Their papers
- Optimal derivatives design under dynamic risk measures (2004) — 135 citations
- Inf-convolution of risk measures and optimal risk transfer (2005) — 316 citations
- Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs (2011) — 126 citations
- A random forest based approach for predicting spreads in the primary catastrophe bond market (2020) — 46 citations
- Understanding, modelling and managing longevity risk: key issues and main challenges (2012) — 128 citations
- A study of the Hartman-Watson distribution motivated by numerical problems related to the pricing of Asian options (2004) — 50 citations