AllCyber RiskClimate Transition Risk

Preprints

• Climate-vulnerable firms, credit supply, and cascading failures: an agent-based modelPreprintL. Sopgoui. SSRN 6879501, 2026. Submitted to Economic Modelling.Climate Transition Risk
• Modeling the impact of climate transition on real estate pricesPreprintL. Sopgoui. arXiv:2408.02339, 2024. Submitted to Journal of Climate Finance.Climate Transition Risk

Journal articles

• A stochastic SIR model for cyber contagion: application to granular growth of firms and to insurance portfolioC. Hillairet, O. Lopez, L. Sopgoui. Scandinavian Actuarial Journal, 1–34, 2026.Cyber Risk
• Impact of the carbon price on credit portfolio’s loss with stochastic collateralL. Sopgoui. Quantitative Finance, 1–30, 2025.Climate Transition Risk
• Propagation of a carbon price in a credit portfolio through macroeconomic factorsG. Bouveret, J.-F. Chassagneux, S. Ibbou, A. Jacquier, L. Sopgoui. SIAM Journal on Financial Mathematics, 16(2):545–605, 2025.Climate Transition Risk

Thesis

• Pricing and hedging of transition risk in credit portfolioL. Sopgoui. PhD thesis, Université Paris Cité, 2024.Climate Transition Risk

Other writing

• Les essais de Paukémil, l’intrus universelL. Sopgoui. Books on Demand, 2021. Essays, in French.