Pauline is a professor in statistics at the London School of Economics and Political Science (LSE).
She is also:
- Visiting Professor of the HEC (finance department);
- Associate editor of Stochastic Processes and their Applications;
- Principal examiner and liaison officer at the Institute of Actuaries;
- Co-director of the Centre of the Analysis of Time Series (CATS);
- PhD programme director for the statistics department at LSE;
- Member of the Centre for Climate Change Economics and Policy (CCCEP);
- Member of the LSE Research Degree Sub-Committee.
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.
- Model uncertainty;
- Insurance-linked securitisation;
- Contract designing;
- Microinsurance, weather derivatives;
- Environmental economics.
Research - 2011
Working Paper 40 Abstract In this paper, we propose a market consistent futures price dynamics model for cap-and-trade schemes, designed... Read more