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Hillairet, Caroline

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Author ID: hillairet.caroline Recent zbMATH articles by "Hillairet, Caroline"
Published as: Hillairet, C.; Hillairet, Caroline
Documents Indexed: 17 Publications since 2005, including 2 Books

Publications by Year

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 1277.91073
Barrieu, 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 1407.91246
De Marco, S.; Hillairet, C.; Jacquier, A.
11
2017
Existence of an equilibrium with discontinuous prices, asymmetric information, and nontrivial initial \(\sigma\)-fields. Zbl 1109.91026
Hillairet, Caroline
4
2005
Comparison of insiders’ optimal strategies depending on the type of side-information. Zbl 1077.60049
Hillairet, Caroline
3
2005
Credit risk with asymmetric information on the default threshold. Zbl 1251.91066
Hillairet, Caroline; Jiao, Ying
2
2012
Information asymmetry in pricing of credit derivatives. Zbl 1282.91329
Hillairet, Caroline; Jiao, Ying
2
2011
Reducing the debt: is it optimal to outsource an investment? Zbl 1347.49032
Espinosa, G. E.; Hillairet, C.; Jourdain, B.; Pontier, M.
1
2016
A modelization of public-private partnerships with failure time. Zbl 1318.91076
Hillairet, Caroline; Pontier, Monique
1
2012
Shapes of implied volatility with positive mass at zero. Zbl 1407.91246
De Marco, S.; Hillairet, C.; Jacquier, A.
11
2017
Reducing the debt: is it optimal to outsource an investment? Zbl 1347.49032
Espinosa, G. E.; Hillairet, C.; Jourdain, B.; Pontier, M.
1
2016
Understanding, modelling and managing longevity risk: key issues and main challenges. Zbl 1277.91073
Barrieu, 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 1251.91066
Hillairet, Caroline; Jiao, Ying
2
2012
A modelization of public-private partnerships with failure time. Zbl 1318.91076
Hillairet, Caroline; Pontier, Monique
1
2012
Information asymmetry in pricing of credit derivatives. Zbl 1282.91329
Hillairet, Caroline; Jiao, Ying
2
2011
Existence of an equilibrium with discontinuous prices, asymmetric information, and nontrivial initial \(\sigma\)-fields. Zbl 1109.91026
Hillairet, Caroline
4
2005
Comparison of insiders’ optimal strategies depending on the type of side-information. Zbl 1077.60049
Hillairet, Caroline
3
2005
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

Citations by Year