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Pauline Barrieu

Reader in Statistics

Doctoral Programme Director

Office: Columbia House, Room B603

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 (November 2011) (pdf format)

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

Courses Taught in 2011-2012

  • ST330 Stochastic and Actuarial Methods in Finance

    Summer Term 2012

    MPhil/PhD Studies

  • Research studies in the Statistics department.

  • London Graduate School in Mathematical Finance. ( Programme for 2011-12)

  • London Taught Course Centre for PhD Students in Mathematical Sciences. ( Programme for 2011-12)

    Other duties and professional activities

  • Associate editor of Stochastic Processes and their Applications

  • 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 Decision Support and Risk 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: September 2011 by P. Barrieu]
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