S. Barrieu: search on Z-Library

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1

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

Barrieu, Pauline, Bensusan, Harry, El Karoui, Nicole, Hillairet, Caroline, Loisel, Stéphane, Ravanelli, Claudia, Salhi, Yahia

Journal:

Scandinavian Actuarial Journal

Year:

2012

Language:

english

File:

PDF, 293 KB

english, 2012

2

Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing

Barrieu, Pauline, Fehr, Max

Journal:

Operations Research

Year:

2014

Language:

english

File:

PDF, 417 KB

english, 2014

3

Inf-convolution of risk measures and optimal risk transfer

Pauline Barrieu, Nicole El Karoui

Journal:

Finance and Stochastics

Year:

2005

Language:

english

File:

PDF, 259 KB

english, 2005

4

Overexpression of a grapevine R2R3-MYB factor in tomato affects vegetative development, flower morphology and flavonoid and terpenoid metabolism

Ali Mahjoub, Michel Hernould, Jérôme Joubès, Alain Decendit, Mohamed Mars, François Barrieu, Saïd Hamdi, Serge Delrot

Journal:

Plant Physiology and Biochemistry

Year:

2009

Language:

english

File:

PDF, 1.93 MB

english, 2009

5

Reinsuring Climatic Risk Using Optimally Designed Weather Bonds

PAULINE BARRIEU and NICOLE EL KAROUI

Journal:

The GENEVA Papers on Risk and Insurance - Theory

Year:

2002

Language:

english

File:

PDF, 1.74 MB

english, 2002

6

Assessing financial model risk

Barrieu, Pauline, Scandolo, Giacomo

Journal:

European Journal of Operational Research

Year:

2015

Language:

english

File:

PDF, 748 KB

english, 2015

7

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || Regulatory Issues and Solvency Capital Requirements

Barrieu, Pauline, Albertini, Luca

Year:

2012

Language:

english

File:

PDF, 131 KB

english, 2012

8

On Precautionary Policies

Barrieu, Pauline, Sinclair-Desgagné, Bernard

Journal:

Management Science

Year:

2006

Language:

english

File:

PDF, 189 KB

english, 2006

9

SCOR-JRI Special Issue on New Forms of Risk Financing and Risk Engineering || Hybrid Cat Bonds

Pauline Barrieu and Henri Loubergé

Journal:

Journal of Risk and Insurance

Year:

2009

Language:

english

File:

PDF, 3.62 MB

english, 2009

10

Assessing Financial Model Risk

Barrieu, Pauline M., Scandolo, Giacomo

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 413 KB

english, 2013

11

Reinsuring Climatic Risk Using Optimally Designed Weather Bonds

Pauline Barrieu, Nicole El Karoui

Journal:

The GENEVA Risk and Insurance Review

Year:

2002

Language:

english

File:

PDF, 173 KB

english, 2002

12

Optimal design of derivatives in illiquid markets*

Barrieu, Pauline, El Karoui, Nicole

Journal:

Quantitative Finance

Year:

2002

Language:

english

File:

PDF, 142 KB

english, 2002

13

On Precautionary Policies

Pauline Barrieu and Bernard Sinclair-Desgagné

Journal:

Management Science

Year:

2006

Language:

english

File:

PDF, 2.32 MB

english, 2006

14

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || Case Study: A Cat Bond Transaction by SCOR (Atlas)

Barrieu, Pauline, Albertini, Luca

Year:

2012

Language:

english

File:

PDF, 186 KB

english, 2012

15

Effets pathogènes des anticorps antimyéloperoxydase au cours de la polyangéite microscopique

P. Guilpain, A. Servettaz, C. Goulvestre, S. Barrieu, C. Chéreau, C. Pagnoux, L. Guillevin, B. Weill, F. Batteux, L. Mouthon

Journal:

La Revue de Médecine Interne

Year:

2007

Language:

french

File:

PDF, 54 KB

french, 2007

16

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || The Evolution and Future of Reinsurance Sidecars

Barrieu, Pauline, Albertini, Luca

Year:

2012

Language:

english

File:

PDF, 110 KB

english, 2012

17

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || Case Study: A Cat Mortality Bond by AXA (OSIRIS)

Barrieu, Pauline, Albertini, Luca

Year:

2012

File:

PDF, 141 KB

2012

18

The Transcription Factor VvMYB5b Contributes to the Regulation of Anthocyanin and Proanthocyanidin Biosynthesis in Developing Grape Berries

Laurent Deluc, Jochen Bogs, Amanda R. Walker, Thilia Ferrier, Alain Decendit, Jean-Michel Merillon, Simon P. Robinson and François Barrieu

Journal:

PLANT PHYSIOLOGY

Year:

2008

Language:

english

File:

PDF, 2.82 MB

english, 2008

19

Assessing the Costs of Protection in a Context of Switching Stochastic Regimes

Barrieu, Pauline, Bellamy, Nadine, Sahut, Jean-Michel

Journal:

Applied Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 184 KB

english, 2012

20

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || Case Study: A Cat Bond Transaction by SCOR (Atlas)

Barrieu, Pauline, Albertini, Luca

Year:

2012

File:

PDF, 186 KB

2012

21

The Transcription Factor VvMYB5b Contributes to the Regulation of Anthocyanin and Proanthocyanidin Biosynthesis in Developing Grape Berries

Deluc, L., Bogs, J., Walker, A. R., Ferrier, T., Decendit, A., Merillon, J.-M., Robinson, S. P., Barrieu, F.

Journal:

PLANT PHYSIOLOGY

Year:

2008

Language:

english

File:

PDF, 1.66 MB

english, 2008

22

Robust Capital Requirements with Model Risk

Ravanelli, Claudia, Barrieu, Pauline M.

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 403 KB

english, 2013

23

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || Case Study: Some Embedded Value and XXX Securitisations

Barrieu, Pauline, Albertini, Luca

Year:

2012

Language:

english

File:

PDF, 370 KB

english, 2012

24

Ultrastructural and Biochemical Characterization of Autophagy in Higher Plant Cells Subjected to Carbon Deprivation: Control by the Supply of Mitochondria with Respiratory Substrates

Serge Aubert, Elisabeth Gout, Richard Bligny, Danièle Marty-Mazars, François Barrieu, Josianne Alabouvette, Francis Marty and Roland Douce

Journal:

The Journal of Cell Biology

Year:

1996

Language:

english

File:

PDF, 4.55 MB

english, 1996

25

General Pareto Optimal Allocations and Applications to Multi-Period Risks

Barrieu, Pauline, Scandolo, Giacomo

Journal:

Year:

2008

Language:

english

File:

PDF, 588 KB

english, 2008

26

Robust Asset Allocation Under Model Risk

Barrieu, Pauline M., Tobelem, Sandrine

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 491 KB

english, 2008

27

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || The Investor Perspective (Life)

Barrieu, Pauline, Albertini, Luca

Year:

2012

Language:

english

File:

PDF, 63 KB

english, 2012

28

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || General Features of Life Insurance-Linked Securitisation

Barrieu, Pauline, Albertini, Luca

Year:

2012

File:

PDF, 80 KB

2012

29

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || Longevity Risk Transfer: Indices and Capital Market Solutions

Barrieu, Pauline, Albertini, Luca

Year:

2012

Language:

english

File:

PDF, 332 KB

english, 2012

30

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || The US Federal Income Taxation Treatment of Insurance-Linked Securities

Barrieu, Pauline, Albertini, Luca

Year:

2012

Language:

english

File:

PDF, 86 KB

english, 2012

31

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || Longevity Securitisation: Specific Challenges and Transactions

Barrieu, Pauline, Albertini, Luca

Year:

2012

File:

PDF, 139 KB

2012

32

Robust Capital Requirements with Model Risk

Barrieu, Pauline, Ravanelli, Claudia

Journal:

Year:

2015

Language:

english

File:

PDF, 560 KB

english, 2015

33

Optimal hitting time and perpetual option in a non-Lévy model: application to real options

Barrieu, P., Bellamy, N.

Journal:

Advances in Applied Probability

Year:

2007

Language:

english

File:

PDF, 186 KB

english, 2007

34

Identification et caractérisation d'un gène de réponse à la déshydratation « rd22 » chez la vigne (Vitis vinifera L.)

Mohsen Hanana, Laurent Deluc, Romain Fouquet, Samia Daldoul, Céline Léon, François Barrieu, Abdelwahed Ghorbel, Ahmed Mliki, Saïd Hamdi

Journal:

Comptes Rendus Biologies

Year:

2008

Language:

french

File:

PDF, 377 KB

french, 2008

35

The monoclonal antibody MAC252 does not react with the (-) enantiomer of abscisic acid

Journal:

Journal of Experimental Botany

Year:

2000

Language:

english

File:

PDF, 138 KB

english, 2000

36

A Study of the Hartman-Watson Distribution Motivated by Numerical Problems Related to the Pricing of Asian Options

P. Barrieu, A. Rouault and M. Yor

Journal:

Journal of Applied Probability

Year:

2004

Language:

english

File:

PDF, 287 KB

english, 2004

37

SAE Technical Paper Series [SAE International 7th International Conference on Engines for Automobile - (SEP. 11, 2005)] SAE Technical Paper Series - 1D Thermo-Fluid Dynamic Modelling of a S.I. Engine Exhaust System for the Prediction of Warm-Up and Emission Conversion during a NEDC Cycle

Montenegro, G., Onorati, A., Leroy, V., Barrieu, E.

Year:

2005

Language:

english

File:

PDF, 1.33 MB

english, 2005

38

Iterates of the infinitesimal generator and space–time harmonic polynomials of a Markov process

Pauline Barrieu, Wim Schoutens

Journal:

Journal of Computational and Applied Mathematics

Year:

2006

Language:

english

File:

PDF, 283 KB

english, 2006

39

Closedness results for BMO semi-martingales and application to quadratic BSDEs

Pauline Barrieu, Nicolas Cazanave, Nicole El Karoui

Journal:

Comptes Rendus Mathematique

Year:

2008

File:

PDF, 135 KB

2008

40

Plasma Membrane Intrinsic Proteins from Maize Cluster in Two Sequence Subgroups with Differential Aquaporin Activity

François Chaumont, François Barrieu, Rudolf Jung and Maarten J. Chrispeels

Journal:

PLANT PHYSIOLOGY

Year:

2000

Language:

english

File:

PDF, 1.91 MB

english, 2000

41

Insuring Large-Scale Floods in the Netherlands

Jongejan, Ruben, Barrieu, Pauline

Journal:

Geneva Papers on Risk and Insurance - Issues and Practice

Year:

2008

Language:

english

File:

PDF, 570 KB

english, 2008

42

Accumulation rate of ABA in detached maize roots correlates with root water potential regardless of age and branching order

T. Simonneau, P. Barrieu, F. Tardieu

Journal:

Plant, Cell & Environment

Year:

1998

Language:

english

File:

PDF, 406 KB

english, 1998

43

Physiological and modelling approaches to understand water and carbon fluxes during grape berry growth and quality development: a review

Z.W. DAI, P. VIVIN, F. BARRIEU, N. OLLAT, S. DELROT

Journal:

Australian Journal of Grape and Wine Research

Year:

2010

Language:

english

File:

PDF, 470 KB

english, 2010

44

Plasma Membrane Aquaporins Play a Significant Role during Recovery from Water Deficit

Pierre Martre, Raphaël Morillon, François Barrieu, Gretchen B. North, Park S. Nobel and Maarten J. Chrispeels

Journal:

PLANT PHYSIOLOGY

Year:

2002

Language:

english

File:

PDF, 1.60 MB

english, 2002

45

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || Non-life Insurance Securitization: Market Overview, Background and Evolution

Barrieu, Pauline, Albertini, Luca

Year:

2012

Language:

english

File:

PDF, 155 KB

english, 2012

46

Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables

Pauline Barrieu, Nicole El Karoui

Journal:

Comptes Rendus Mathematique

Year:

2003

File:

PDF, 104 KB

2003

47

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

Barrieu, Pauline, El Karoui, Nicole

Journal:

The Annals of Probability

Year:

2013

Language:

english

File:

PDF, 329 KB

english, 2013

48

High Expression of the Tonoplast Aquaporin ZmTIP1 in Epidermal and Conducting Tissues of Maize

Journal:

PLANT PHYSIOLOGY

Year:

1998

Language:

english

File:

PDF, 2.04 MB

english, 1998

49

Reinsurance and Securitisation of Life Insurance Risk: The Impact of Regulatory Constraints

Barrieu, Pauline M., Louberge, Henri

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 341 KB

english, 2011

50

The Handbook of Insurance-Linked Securities (Barrieu/Handbook) || Life Securitization: Risk Modelling

Barrieu, Pauline, Albertini, Luca

Year:

2012

Language:

english

File:

PDF, 53 KB

english, 2012

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