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Pauline Barrieu

Professor in Statistics

Academic Director (Flexible Education)

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

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

Recent Publications

Curriculum Vitae (July 2020) (pdf format)


Dialogues around Models and Uncertainty (published by World Scientifc. (May 2020))

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 2019-2020

  • ST330: Stochastic and Actuarial Methods in Finance

    More details on the Lent Term


    Other duties and professional activities

  • Associate editor of Management Science - Special Issue on Business and Climate Change

  • Associate editor of Annals of Applied Probability

  • Associate editor of SIAM Journal on Control and Optimization

  • Associate editor of Insurance Mathematics and Economics

  • Associate editor of SIAM Journal on Financial Mathematics

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

  • 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: July 2020 by P. Barrieu]
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