Barrieu P and Loubergé H ‘Hybrid cat bonds’ Journal of Risk, Insurance : ISSN DOI:
Barrieu, P. and Loubergé, H. (2009) ‘Hybrid cat bonds’, Journal of Risk and Insurance, 76 3: 547-578. ISSN 0022-4367. DOI: 10.1111/j.1539-6975.2009.01312. Abstract.
Giammarino F and Barrieu P ‘A semiparametric model for the systematic factors of portfolio credit
Giammarino, F., and Barrieu, P. (2009) ‘A semiparametric model for the systematic factors of portfolio credit risk premia’, Journal of Empirical Finance, 16 4: 655-670. ISSN 0927-5398. DOI: 10.1016/j.jempfin.2009.05.001. Abstract.
Tobelem S and Barrieu P ‘Robust asset allocation under model risk’ Risk Magazine ISSN
Tobelem, S. and Barrieu, P. 2009 ‘Robust asset allocation under model risk’, Risk Magazine, 76, 91-95. ISSN 0952-8776. Abstract.
SáenzdeCabezón E and Wynn HP ‘Betti numbers, minimal free resolutions for multistate system rel
Sáenz-de-Cabezón, E. and Wynn, H.P. (2009) ‘Betti numbers and minimal free resolutions for multi-state system reliability bounds’, Journal of Symbolic Computation, 44 9: 1311-1325. DOI: 10.1016/j.jsc.2008.06.002.
Judd K Reynolds CA Smith LA and Rosmond TE ‘ The geometry of model error” https:leonardsmithusw
Judd, K., Reynolds, C.A., Smith, L.A. and Rosmond, T.E. (2008) ‘The geometry of model error‘, Journal of the Atmospheric Sciences, 65 6: 1749-1772. DOI: 10.1175/2007JAS2327.1. Abstract.
Barrieu P Cazanave N and El Karoui N ‘Closedness results for BMO semimartingales, application to
Barrieu, P., Cazanave, N., and El Karoui, N. 2008 ‘Closedness results for BMO semi-martingales and application to quadratic BSDE’s’. Comptes Rendus de l’Academie des Sciences, 346 (15-16): 881-886. ISSN 1631-073X. DOI: 10.1016/j.crma.2008.06.010. Abstract.
Barrieu P and Jongejan R ‘Insuring largescale floods in the Netherlands’ The Geneva papers
Barrieu, P. and Jongejan, R. 2008 ‘Insuring large-scale floods in the Netherlands’. The Geneva papers on risk and insurance, 33, 250-268. ISSN 1018-5895. DOI: 10.1057/gpp.2008.10.
Barrieu P and El Karoui N ‘Dynamic financial risk management’ in ‘Yor M ed A
Barrieu, P. and El Karoui, N. 2008 ‘Dynamic financial risk management’, in ‘Yor, M. (ed.) Aspects of mathematical finance’, Springer-Verlag, Paris, 23-26. ISBN 8978-3540752585. DOI: 10.1007/978-3-540-75265-3_4.
Barrieu P ‘Microassurance et derives climatiques’ L’Art du Management Les Echos May ISB
Barrieu, P. 2008 ‘Micro-assurance et derives climatiques’. L’Art du Management, Les Echos, May 2008. ISBN 9782842111816.
Bröcker J, Smith LA ‘ From ensemble forecasts to predictive distribution functions” https:leonard
Bröcker, J. and Smith, L.A. (2008) ‘From ensemble forecasts to predictive distribution functions‘, Tellus A, 60 4: 663. DOI: 10.1111/j.1600-0870.2008.00333.x. Abstract.
