Items where Author is "El Karoui, Nicole"

Number of items: 12.
Article
  • Closedness results for BMO semi-martingales and application to quadratic BSDE's. Barrieu, Pauline and Cazanave, Nicolas and El Karoui, Nicole
  • Inf-convolution of risk measures and optimal risk transfer. Barrieu, Pauline and El Karoui, Nicole
  • Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs. Barrieu, Pauline and El Karoui, Nicole
  • Optimal design of derivatives in illiquid markets. Barrieu, Pauline and El Karoui, Nicole
  • Optimal design of weather derivatives. Barrieu, Pauline and El Karoui, Nicole
  • Optimal risk transfer. Barrieu, Pauline and El Karoui, Nicole
  • Reinsuring climatic risk using optimally designed weather bonds. Barrieu, Pauline and El Karoui, Nicole
  • Structuration optimale de produits dérivés et diversification en présence de sources de risque non-négociables. Barrieu, Pauline and El Karoui, Nicole
  • Understanding, modelling and managing longevity risk: key issues and main challenges. Barrieu, Pauline and Bensusan, Harry and El Karoui, Nicole and Hillairet, Caroline and Loisel, Stephane and Ravanelli, Claudia and Salhi, Yahia
    • Chapter
  • Dynamic financial risk management. Barrieu, Pauline and El Karoui, Nicole
  • Optimal derivatives design under dynamic risk measures. Barrieu, Pauline and El Karoui, Nicole
  • Pricing, hedging and optimally designing derivatives via minimization of risk measures. Barrieu, Pauline and El Karoui, Nicole