Caroline Hillairet

发表

1 – Optimization Problems

Ying Jiao, Caroline Hillairet, 2017 .

Portfolio Optimization with Different Information Flow

Ying Jiao, Caroline Hillairet, 2017 .

Multivariate Hawkes process for cyber insurance

Caroline Hillairet, Yannick Bessy-Roland, Alexandre Boumezoued, 2020, Annals of Actuarial Science.

Portfolio optimization with insider’s initial information and counterparty risk

Ying Jiao, Caroline Hillairet, 2015, Finance Stochastics.

A Modelization of Public–Private Partnerships with Failure Time

Caroline Hillairet, Monique Pontier, 2012 .

Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models

Olivier Lopez, Caroline Hillairet, 2020 .

Shapes of Implied Volatility with Positive Mass at Zero

Antoine Jacquier, Caroline Hillairet, Stefano De Marco, 2013, SIAM J. Financial Math..

Comparison of insider's optimal strategies, three different types of side information RIMS symposium, the 7th workshop on Stochastic Numerics,June 27-29,2005(The 7th Workshop on Stochastic Numerics)

Caroline Hillairet, Monique Pontier, 2006 .

An expansion formula for Hawkes processes and application to cyber-insurance derivatives

Caroline Hillairet, Mathieu Rosenbaum, Anthony Reveillac, 2021 .

An overview of active learning methods for insurance with fairness appreciation pdf

Romuald Elie, Caroline Hillairet, Franccois Hu, 2021, ArXiv.

The Malliavin-Stein method for Hawkes functionals

Caroline Hillairet, Anthony Reveillac, Lorick Huang, 2021 .

Affine long term yield curves: An application of the Ramsey rule with progressive utility

Caroline Hillairet, Nicole El Karoui, N. Karoui, 2014 .

Shapes of Implied Volatility with Positive Mass at Zero

Caroline Hillairet, Antoine (Jack) Jacquier, A. Jacquier, 2016 .