Inf-convolution of risk measures and optimal risk transfer. - Pauline Barrieu; Nicole El Karoui (Finance Stochastics, 2005)

On Precautionary Policies. - Pauline Barrieu; Bernard Sinclair-Desgagné (Manag. Sci., 2006)

Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing. - Pauline Barrieu; Max Fehr (Oper. Res., 2014)

Assessing financial model risk. - Pauline Barrieu; Giacomo Scandolo (Eur. J. Oper. Res., 2015)