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researcher

Caroline Hillairet

25 papers hereh-index 11511 citations60 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author13
  • middle author10
  • last author2

Across the 25 of 25 papers where every author was matched, so the position is known.

fields
  • math.PR8
  • math.OC3
  • q-fin.CP3
  • q-fin.PR3
  • q-fin.MF2
  • q-fin.RM2

identity via Semantic Scholar / OpenAlex

activity
20102026
most citedOn the chaotic expansion for counting processes

3 citations · 11 across the 22 of their papers we have counts for

collaborators
Showing math.OCShow all

3 papers · 1 filter

math.OC2024

Optimal Impulse Control for Cyber Risk Management

Caroline Hillairet, Thibaut Mastrolia, Wissal Sabbagh

We explore an optimal impulse control problem wherein an electronic device owner strategically calibrates protection levels against cyber attacks. Utilizing epidemiological compart…

math.OC2023

The value of the information in the Moral Hazard setting

Ishak Hajjej, Caroline Hillairet, Mohamed Mnif

This article studies the problem of evaluating the information that a Principal lacks when establishing an incentive contract with an Agent whose effort is not observable. The Prin…

math.OC2017

Optimal Contract with Moral Hazard for Public Private Partnerships

Ishak Hajjej, Caroline Hillairet, Mohamed Mnif +1

Public-Private Partnership (PPP) is a contract between a public entity and a consortium, in which the public outsources the construction and the maintenance of an equipment (hospit…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.