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q-fin.MF2026
Optimal investment and Pension policy in Pay-As-You-Go systems under forward utility and ageing population
Jennifer Alonso-Garcia, Caroline Hillairet, Sarah Kaakai +1
This paper investigates optimal investment and pension policies in a Pay-As-You-Go (PAYG) system supplemented by a buffer fund used as an intergenerational risk-sharing mechanism.…
q-fin.RM2026
A stochastic SIR model for cyber contagion: application to granular growth of firms and to insurance portfolio
Caroline Hillairet, Olivier Lopez, Lionel Sopgoui
This work evaluates the impact of contagious cyber-events, over a finite horizon, on firms' financial health and on a cyber insurance portfolio. Our approach builds on key empirica…