Pauline Barrieu

Pauline Barrieu is a French financial statistician, probability theorist, and expert on financial risk assessment, risk transfer, and uncertainty quantification. She is a professor of statistics in the London School of Economics.

Education and career

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Barrieu earned an MBA at the ESSEC Business School in 1997, a DEA in probability theory at Pierre and Marie Curie University in 1998, and a PhD in 2002, simultaneously in finance at HEC Paris and in applied mathematics at Pierre and Marie Curie University, supervised by Marc Chesney [fr] at HEC Paris and by Nicole El Karoui at Pierre and Marie Curie University.[1][2]

She has been a member of the statistics department at the London School of Economics since 2002, becoming a professor in 2012 and serving as head of the department for 2016–2019.[1]

Recognition

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In 2003, Barrieu was one of the winners of the Prix de l'Actuariat, an annual international award for top doctoral dissertations in actuarial science.[3]

She was the 2018 winner of the Louis Bachelier Prize. The award cited her work on "how we address model risk, uncertainty, and risk sharing under uncertainty".[4][5]

References

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  1. ^ a b Curriculum vitae (PDF), February 2020, retrieved 2020-06-29
  2. ^ Pauline Barrieu at the Mathematics Genealogy Project
  3. ^ Prix de l'Actuariat, SCOR, retrieved 2020-06-29
  4. ^ The Natixis Foundation for Research and Innovation awards its 2018 Louis Bachelier prize to Pauline Barrieu, Natixis Foundation, retrieved 2020-06-29
  5. ^ Pauline Barrieu lauréate du prix Louis Bachelier 2018, Société de Mathématiques Appliquées et Industrielles, retrieved 2020-06-29
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