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Cyber-contagion model with network structure applied to insurance


Hillairet Caroline,Lopez Olivier,d'Oultremont Louise,Spoorenberg Brieux

Insurance: Mathematics and Economics, 2022

Ramsey rule with forward/backward utility for long-term yield curves modeling


El Karoui Nicole,Hillairet Caroline,Mrad Mohamed

Decisions in Economics and Finance, 2022

The Malliavin-Stein method for Hawkes functionals


Hillairet Caroline,Huang Lorick,Khabou Mahmoud,Réveillac Anthony

Alea (Rio de Janeiro), 2022

Multivariate Hawkes process for cyber insurance


Bessy-Roland Y,Boumezoued A,Hillairet C

Annals of Actuarial Science, 2021

Propagation of cyber incidents in an insurance portfolio: counting processes combined with compartmental epidemiological models


Hillairet C,Lopez O

Scandinavian Actuarial Journal, 2021

Invited Editorial “The challenges imposed by low interest rates”


Beacco JM,Lubochinsky C,Brière M,Monfort A,Hillairet C,Benoît S

Journal of Asset Management, 2019

Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling


El Karoui N,Hillairet C,Mrad M

Springer Proceedings in Mathematics and Statistics, 2019