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Hillairet, Caroline
183  Ergebnisse:
Personensuche X
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1

An expansion formula for Hawkes processes and application t..:

Hillairet, Caroline ; Réveillac, Anthony ; Rosenbaum, Mathieu
Stochastic Processes and their Applications.  160 (2023)  - p. 89-119 , 2023
Link: https://doi.org/10.1016/..
 
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2

Ramsey rule with forward/backward utility for long-term yie..:

El Karoui, Nicole ; Hillairet, Caroline ; Mrad, Mohamed
Decisions in Economics and Finance.  45 (2022)  1 - p. 375-414 , 2022
Link: https://doi.org/10.1007/..
 
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3

Cyber-contagion model with network structure applied to ins..:

Hillairet, Caroline ; Lopez, Olivier ; d'Oultremont, Louise.
Insurance: Mathematics and Economics.  107 (2022)  - p. 88-101 , 2022
Link: https://doi.org/10.1016/..
 
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4

Propagation of cyber incidents in an insurance portfolio: c..:

Hillairet, Caroline ; Lopez, Olivier
Scandinavian Actuarial Journal.  2021 (2021)  8 - p. 671-694 , 2021
Link: https://doi.org/10.1080/..
 
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5

Multivariate Hawkes process for cyber insurance:

Bessy-Roland, Yannick ; Boumezoued, Alexandre ; Hillairet, Caroline
Annals of Actuarial Science.  15 (2020)  1 - p. 14-39 , 2020
Link: https://doi.org/10.1017/..
 
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6

Le prix du risque de longévité:

EL KAROUI, Nicole ; HILLAIRET, Caroline ; LOISEL, Stéphane.
Revue d'économie financière.  , 2019
Link: https://www.jstor.org/st..
 
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7

Invited Editorial "The challenges imposed by low interest r..:

Beacco, Jean-Michel ; Lubochinsky, Catherine ; Brière, Marie...
Journal of Asset Management.  20 (2019)  6 - p. 413-420 , 2019
Link: https://doi.org/10.1057/..
 
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8

Construction of an Aggregate Consistent Utility, Without Pa..:

, In: Springer Proceedings in Mathematics & Statistics; Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications,
El Karoui, Nicole ; Hillairet, Caroline ; Mrad, Mohamed - p. 169-199 , 2019
Link: https://doi.org/10.1007/..
 
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9

Consistent utility of investment and consumption: a forward..:

El Karoui, Nicole ; Hillairet, Caroline ; Mrad, Mohamed
Stochastics.  90 (2018)  6 - p. 927-954 , 2018
Link: https://doi.org/10.1080/..
 
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10

Pricing formulae for derivatives in insurance using Malliav..:

Hillairet, Caroline ; Jiao, Ying ; Réveillac, Anthony
Probability, Uncertainty and Quantitative Risk.  3 (2018)  1 - p. , 2018
Link: https://doi.org/10.1186/..
 
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11

Successive enlargement of filtrations and application to in..:

Blanchet-Scalliet, Christophette ; Hillairet, Caroline ; Jiao, Ying
Advances in Applied Probability.  49 (2017)  3 - p. 653-685 , 2017
Link: https://doi.org/10.1017/..
 
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12

Portfolio optimization with different information flow 

Optimization in insurance and finance set
Hillairet, Caroline ; Jiao, Ying , 2017
Link: https://www.sciencedirec..
 
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13

SUCCESSIVE ENLARGEMENT OF FILTRATIONS AND APPLICATION TO IN..:

BLANCHET-SCALLIET, CHRISTOPHETTE ; HILLAIRET, CAROLINE ; JIAO, YING
Advances in Applied Probability.  49 (2017)  3 - p. 653-685 , 2017
Link: https://www.jstor.org/st..
 
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14

Portfolio Optimization with Credit Risk:

, In: Portfolio Optimization with Different Information Flow,
Hillairet, Caroline ; Jiao, Ying - p. 71-139 , 2017
Link: https://doi.org/10.1016/..
 
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15

Introduction:

, In: Portfolio Optimization with Different Information Flow,
Hillairet, Caroline ; Jiao, Ying - p. vii-xiv , 2017
Link: https://doi.org/10.1016/..
 
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