Edit Profile Hillairet, Caroline Compute Distance To: Compute Author ID: hillairet.caroline Published as: Hillairet, C.; Hillairet, Caroline Documents Indexed: 17 Publications since 2005, including 2 Books all top 5 Co-Authors 3 single-authored 8 Jiao, Ying 3 Pontier, Monique 1 Barrieu, Pauline M. 1 Bensusan, Harry 1 Blanchet-Scalliet, Christophette 1 Carré, Christophe 1 De Marco, Stefano 1 Debroux, Noémie 1 Deneufchâtel, Matthieu 1 Dubernard, Jean-Philippe 1 El Karoui, Nicole 1 Espinosa, Gilles-Edouard 1 Hajjej, Ishak 1 Hyndman, Cody Blaine 1 Jacquier, Antoine 1 Jeanblanc, Monique 1 Jourdain, Benjamin 1 Loisel, Stéphane 1 Luque, Jean-Gabriel 1 Mallet, Olivier 1 Mnif, Mohamed 1 Ravanelli, Claudia 1 Réveillac, Anthony 1 Salhi, Yahia 1 Wang, Renjie all top 5 Serials 2 Stochastics 1 Advances in Applied Probability 1 Stochastic Processes and their Applications 1 Finance and Stochastics 1 Mathematical Finance 1 International Journal of Theoretical and Applied Finance 1 Journal of Integer Sequences 1 Scandinavian Actuarial Journal 1 Mathematics and Financial Economics 1 Peking University Series in Mathematics 1 SIAM Journal on Financial Mathematics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Probability, Uncertainty and Quantitative Risk all top 5 Fields 16 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Probability theory and stochastic processes (60-XX) 4 Systems theory; control (93-XX) 3 Statistics (62-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 8 Publications have been cited 50 times in 47 Documents Cited by ▼ Year ▼ Understanding, modelling and managing longevity risk: key issues and main challenges. Zbl 1277.91073Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia 26 2012 Shapes of implied volatility with positive mass at zero. Zbl 1407.91246De Marco, S.; Hillairet, C.; Jacquier, A. 11 2017 Existence of an equilibrium with discontinuous prices, asymmetric information, and nontrivial initial \(\sigma\)-fields. Zbl 1109.91026Hillairet, Caroline 4 2005 Comparison of insiders’ optimal strategies depending on the type of side-information. Zbl 1077.60049Hillairet, Caroline 3 2005 Credit risk with asymmetric information on the default threshold. Zbl 1251.91066Hillairet, Caroline; Jiao, Ying 2 2012 Information asymmetry in pricing of credit derivatives. Zbl 1282.91329Hillairet, Caroline; Jiao, Ying 2 2011 Reducing the debt: is it optimal to outsource an investment? Zbl 1347.49032Espinosa, G. E.; Hillairet, C.; Jourdain, B.; Pontier, M. 1 2016 A modelization of public-private partnerships with failure time. Zbl 1318.91076Hillairet, Caroline; Pontier, Monique 1 2012 Shapes of implied volatility with positive mass at zero. Zbl 1407.91246De Marco, S.; Hillairet, C.; Jacquier, A. 11 2017 Reducing the debt: is it optimal to outsource an investment? Zbl 1347.49032Espinosa, G. E.; Hillairet, C.; Jourdain, B.; Pontier, M. 1 2016 Understanding, modelling and managing longevity risk: key issues and main challenges. Zbl 1277.91073Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; Hillairet, Caroline; Loisel, Stéphane; Ravanelli, Claudia; Salhi, Yahia 26 2012 Credit risk with asymmetric information on the default threshold. Zbl 1251.91066Hillairet, Caroline; Jiao, Ying 2 2012 A modelization of public-private partnerships with failure time. Zbl 1318.91076Hillairet, Caroline; Pontier, Monique 1 2012 Information asymmetry in pricing of credit derivatives. Zbl 1282.91329Hillairet, Caroline; Jiao, Ying 2 2011 Existence of an equilibrium with discontinuous prices, asymmetric information, and nontrivial initial \(\sigma\)-fields. Zbl 1109.91026Hillairet, Caroline 4 2005 Comparison of insiders’ optimal strategies depending on the type of side-information. Zbl 1077.60049Hillairet, Caroline 3 2005 all cited Publications top 5 cited Publications all top 5 Cited by 99 Authors 5 Hillairet, Caroline 4 Antonio, Katrien 4 Loisel, Stéphane 4 Salhi, Yahia 3 Blanchet-Scalliet, Christophette 3 Horvath, Blanka 3 Jacquier, Antoine 3 Jiao, Ying 3 Vellekoop, Michel H. 2 El Karoui, Nicole 2 Eyraud-Loisel, Anne 2 Gulisashvili, Archil 2 Ouburg, Wilbert 2 Pontier, Monique 2 Regis, Luca 2 Tehranchi, Michael R. 2 van Berkum, Frank 1 Ankirchner, Stefan 1 Aro, Helena 1 Bacinello, Anna Rita 1 Bakbergenuly, Ilyas 1 Bardoutsos, Anastasios G. 1 Barrieu, Pauline M. 1 Bensusan, Harry 1 Biagini, Francesca 1 Blake, David 1 Castañeda-Leyva, Netzahualcóyotl 1 Chen, An 1 Chiu, Mei Choi 1 Christiansen, Marcus Christian 1 D’Amato, Valeria 1 Danilova, Albina 1 de Boer, Wouter 1 De Marco, Stefano 1 De Rosa, Clemente 1 de Vries, Robert 1 De Waegenaere, Anja 1 Debonneuil, Edouard 1 Devriendt, Sander 1 Döring, Leif 1 Dorobantu, Diana 1 Ekheden, Erland 1 Gitsels, Lisanne A. 1 Grunspan, Cyril 1 Guibert, Quentin 1 Haberman, Steven 1 Hajjej, Ishak 1 Hössjer, Ola G. 1 Jeanblanc, Monique 1 Kan, Hok-Kwan 1 Keller-Ressel, Martin 1 Kromme, Egbert 1 Kulinskaya, Elena 1 Li, Hong 1 Li, Libo 1 Lledó, Josep 1 Lopez, Olivier 1 Lu, Yang 1 Luciano, Elisa 1 Ludkovski, Michael 1 MacMinn, Richard D. 1 Martínez Izquierdo, Pedro Antonio 1 Martini, Claude 1 Menoncin, Francesco 1 Millossovich, Pietro 1 Mnif, Mohamed 1 Monoyios, Michael 1 Morillas-Jurado, Francisco G. 1 Ng, Andrew Cheuk-Yin 1 Niemeyer, Andreas 1 Ogawa, Shigeyoshi 1 Pavia, Jose Manuel 1 Pennanen, Teemu 1 Piette, Pierrick 1 Piscopo, Gabriella 1 Planchet, Frédéric 1 Reichmann, Oleg 1 Rheinländer, Thorsten 1 Risk, Jimmy 1 Rodríguez Narciso, Silvia 1 Roome, Patrick 1 Russolillo, Maria 1 Schreiber, Irene 1 Schulteis, Tim 1 Slagter, Erica 1 Song, Shiqi 1 Tankov, Peter 1 Teichmann, Josef 1 Thérond, Pierre-E. 1 Tomas, Julien 1 van der Hoeven, Joris 1 van der Winden, Marco 1 van Iersel, Corné 1 Veraart, Luitgard Anna Maria 1 Wan, Xiangwei 1 Wong, Hoi Ying 1 Wong, Tat Wing 1 Wright, Nigel R. 1 Yang, Nian all top 5 Cited in 16 Serials 11 Insurance Mathematics & Economics 4 Scandinavian Actuarial Journal 4 European Actuarial Journal 3 Finance and Stochastics 3 International Journal of Theoretical and Applied Finance 3 Quantitative Finance 3 ASTIN Bulletin 3 Mathematics and Financial Economics 3 SIAM Journal on Financial Mathematics 2 Stochastic Processes and their Applications 2 Methodology and Computing in Applied Probability 1 Advances in Applied Probability 1 Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Miscelánea Matemática 1 Stochastics all top 5 Cited in 10 Fields 47 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Probability theory and stochastic processes (60-XX) 17 Statistics (62-XX) 4 Systems theory; control (93-XX) 2 Approximations and expansions (41-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 General and overarching topics; collections (00-XX) 1 Partial differential equations (35-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year