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An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda; Dhaene, Jan; Vanmaele, Michèle - In: Advanced mathematical methods for finance, (pp. 155-179). 2011
Persistent link: https://www.econbiz.de/10008991312
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Pricing variable annuity guarantees in a local volatility framework
Deelstra, Griselda; Rayée, Grégory - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 650-663
Persistent link: https://www.econbiz.de/10010227910
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
Delbaen, Freddy (contributor); Kabanov, Youri (honouree) - 2009
Persistent link: https://www.econbiz.de/10003838844
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On a class of law invariant convex risk measures
Angelsberg, Gilles; Delbaen, Freddy; Kaelin, Ivo; … - In: Finance and stochastics 15 (2011) 2, pp. 343-363
Persistent link: https://www.econbiz.de/10009159083
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The mathematics of arbitrage
Delbaen, Freddy; Schachermayer, Walter - 2006
Persistent link: https://www.econbiz.de/10002123958
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Coherent and convex monetary risk measures for unbounded càdlàg processes
Cheridito, Patrick; Delbaen, Freddy; Kupper, Michael - In: Finance and stochastics 9 (2005) 3, pp. 369-387
Persistent link: https://www.econbiz.de/10002946711