3 citations · 7 across the 18 of their papers we have counts for
3 papers · 1 filter
Disaster Risk Financing through Taxation: A Framework for Regional Participation in Collective Risk-Sharing
Fallou Niakh, Arthur Charpentier, Caroline Hillairet +1
We consider an economy composed of different risk profile regions wishing to be hedged against a disaster risk using multi-region catastrophe insurance. Such catastrophic events in…
A stochastic Gordon-Loeb model for optimal cybersecurity investment under clustered attacks
Giorgia Callegaro, Claudio Fontana, Caroline Hillairet +1
We develop a continuous-time stochastic model for optimal cybersecurity investment under the threat of cyberattacks. The arrival of attacks is modeled using a Hawkes process, captu…
Multivariate Self-Exciting Processes with Dependencies
Caroline Hillairet, Thomas Peyrat, Anthony Réveillac
This paper introduces the class of multidimensional self-exciting processes with dependencies (MSPD), which is a unifying writing for a large class of processes: counting, loss, in…