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Pauline Barrieu

Professor in Statistics

Deputy Head of Department

Doctoral Programme Director

Office: Columbia House, Room COL 6.03

Post: Department of Statistics
London School of Economics
Houghton Street
London, WC2A 2AE
United Kingdom

Phone: +44 (0)20 7955 6016

Fax: +44 (0)20 7955 7416

Email: p.m.barrieu@lse.ac.uk

Recent Publications

Curriculum Vitae (April 2014) (pdf format)

The Handbook of Insurance-Linked Securities (Co-edited by Luca Albertini, published by Wiley. (July 2009))


Academic year 2013-2014

  • ST330: Stochastic and Actuarial Methods in Finance

  • ST440: Recent Developments in Finance and Insurance

    More details on the Summer Term


    MPhil/PhD Studies

  • Research studies in the Statistics department.

  • London Graduate School in Mathematical Finance.

  • London Taught Course Centre for PhD Students in Mathematical Sciences.


    Other duties and professional activities

  • Associate editor of Stochastic Processes and their Applications

  • Associate editor of Bernoulli

  • Member of the Editorial board of SpringerBriefs in Quantitative Finance series

  • Associate editor of International Journal of Financial Studies

  • Chief examiner for the Institute of Actuaries

  • Co-director of the Centre of the Analysis of Time Series

  • Member of the Risk and Stochastics Group

  • Member of the Centre for Climate Change Economics and Policy

  • Research expert on the project Understanding, Modeling and transferring longevity risk (Ecole Polytechnique and Fédération Française des Banques)


    Research Interests

  • Model uncertainty.

  • Insurance-linked securitization.

  • Contract designing.

  • Microinsurance, weather derivatives.

  • Environmental economics.


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    [Last modified: April 2014 by P. Barrieu]
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