Pauline Barrieu


Pauline is a professor in statistics at the London School of Economics and Political Science (LSE).

She is also:


Before becoming a professor at LSE, Pauline was a lecturer in the statistics department.Before this she was a temporary lecturer at both the HEC and ESSEC. For two years, from 1998 to 2000, she was a class teacher at the University of Evry in the mathematics department.

In 2005, Pauline qualified as an actuary from l’Institut des Actuaires Français. She also has a qualification in France as “maitre de conferences” in Finance and in Mathematics, a PhD in Applied Mathematics with highest honours, laboratoire de Probabilités et Modéles aléatoires, from University of Paris VI (France), a PhD in Finance with highest honours from HEC Graduate Business School, the Doctorat HEC specialization certificate, with highest honours, a postgraduate diploma in Economics and also in Probability from the University Paris VI, with honours. Pauline is also a graduate of the ESSEC business school.

Research interests

  • Model uncertainty;
  • Insurance-linked securitisation;
  • Contract designing;
  • Microinsurance, weather derivatives;
  • Environmental economics.


Working paper  1 March, 2011

Integrated EUA and CER price modelling and application for spread option pricing

In this paper, we propose a market consistent futures price dynamics model for cap-and-trade schemes, designed in the spirit of the European Union’s Emissions Trading Scheme … read more »


Working paper  1 July, 2009

Economic policy when models disagree

We propose a general way to craft public policy when there is no consensual account of the situation of interest. The design builds on an extension … read more »

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