| Inf-convolution of risk measures and optimal risk transfer P Barrieu, N El Karoui Finance and stochastics 9 (2), 269-298, 2005 | 329 | 2005 |
| Pricing, hedging, and designing derivatives with risk measures P Barrieu, N El Karoui Indifference pricing: Theory and applications, 77-146, 2009 | 231 | 2009 |
| Understanding, modelling and managing longevity risk: key issues and main challenges P Barrieu, H Bensusan, N El Karoui, C Hillairet, S Loisel, C Ravanelli, ... Scandinavian actuarial journal 2012 (3), 203-231, 2012 | 182 | 2012 |
| Optimal derivatives design under dynamic risk measures P Barrieu, N El Karoui Contemporary Mathematics 351, 13-26, 2004 | 162 | 2004 |
| Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs P Barrieu, N El Karoui | 132 | 2013 |
| The handbook of insurance-linked securities IL Securities | 124 | 2009 |
| Assessing financial model risk P Barrieu, G Scandolo European Journal of Operational Research 242 (2), 546-556, 2015 | 102 | 2015 |
| Hybrid cat bonds P Barrieu, H Loubergé Journal of Risk and Insurance 76 (3), 547-578, 2009 | 74 | 2009 |
| On precautionary policies P Barrieu, B Sinclair-Desgagné Management science 52 (8), 1145-1154, 2006 | 73 | 2006 |
| Optimal design of derivatives in illiquid markets P Barrieu, N El Karoui Quantitative Finance 2 (3), 181, 2002 | 55 | 2002 |
| Innovations in insurance markets: hybrid and securitized risk-transfer solutions JD Cummins, P Barrieu Handbook of insurance, 547-602, 2013 | 53 | 2013 |
| A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options P Barrieu, A Rouault, M Yor Journal of Applied Probability 41 (4), 1049-1058, 2004 | 46 | 2004 |
| Reinsuring climatic risk using optimally designed weather bonds P Barrieu, NE Karoui The Geneva Papers on Risk and Insurance Theory 27, 87-113, 2002 | 41 | 2002 |
| A random forest based approach for predicting spreads in the primary catastrophe bond market D Makariou, P Barrieu, Y Chen Insurance: Mathematics and Economics 101, 140-162, 2021 | 37 | 2021 |
| General Pareto Optimal Allocations and Applications to Multi-Period Risks1 P Barrieu, G Scandolo ASTIN Bulletin: The Journal of the IAA 38 (1), 105-136, 2008 | 37 | 2008 |
| Financial weather contracts and their application in risk management RS Dischel, P Barrieu Risk Books, 2002 | 35 | 2002 |
| Market-consistent modeling for cap-and-trade schemes and application to option pricing P Barrieu, M Fehr Operations Research 62 (2), 234-249, 2014 | 34 | 2014 |
| A primer on weather derivatives P Barrieu, O Scaillet Uncertainty and Environmental Decision Making: A Handbook of Research and …, 2010 | 31 | 2010 |
| Insuring large-scale floods in the Netherlands R Jongejan, P Barrieu The Geneva Papers on Risk and Insurance-Issues and Practice 33, 250-268, 2008 | 30 | 2008 |
| Closedness results for BMO semi-martingales and application to quadratic BSDEs P Barrieu, N Cazanave, N El Karoui Comptes Rendus Mathematique 346 (15-16), 881-886, 2008 | 26 | 2008 |
