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Pauline Barrieu

Professor in Statistics

Head of Department

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


Recent Publications

Curriculum Vitae (August 2018) (pdf format)

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

Gearty Grilling - Interview on Modelling

Munich Re report "Evaluating the Economics of Climate Risks and Opportunities in the Insurance Sector"

Academic year 2018-2019

  • ST330: Stochastic and Actuarial Methods in Finance

    More details on the Michaelmas Term

    Other duties and professional activities

  • Associate editor of Stochastic Processes and their Applications

  • Associate editor of Bernoulli

  • Associate editor of SIAM Journal on Financial Mathematics

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

  • Principal examiner for the Institute of Actuaries

  • Member of the Bruti Liberati Prize (Bachelier Finance Society)

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

  • Member of the Probability in Finance and Insurance Group

    Research Interests

  • Model uncertainty.

  • Insurance-linked securitization.

  • Contract designing.

  • Microinsurance, weather derivatives.

  • Environmental economics.

    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.

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    [Last modified: August 2018 by P. Barrieu]
    © London School of Economics and Political Science 2018