Pauline Barrieu is a Professor of Statistics at the London School of Economics and Co-director of Centre for the Analysis of Time Series at the LSE. She holds a Ph.D. in Applied Mathematics from the University of Paris VI, Ph.D. in Finance from HEC Graduate Business School, and postgraduate diplomas in Economics and Finance from the University of Paris VI.   

Her research interests include model uncertainty, insurance-linked securitization, contract designing, microinsurance, weather derivatives, and environmental economics.

Representative Publications

Impact of a market crisis on real options (with N. Bellamy). In: Exotic Option Pricing and Advanced Levy Models (eds: Andreas Kyprianou, Wim Schoutens and Paul Wilmott), Wiley Finance, 2005

Pricing, hedging and optimally designing derivatives via minimization of risk measures (with N. El Karoui). In: Volume on Indifference Pricing (ed: Rene Carmona), Princeton University Press, 2009

Optimal risk transfer (with N. El Karoui). Finance . Vol. 25, 31-47, 2004