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Coherent measures of risk
Artzner, Philippe (contributor) - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 203-228
Persistent link: https://www.econbiz.de/10001444163
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Differentiability properties of utility functions
Delbaen, Freddy - In: Optimality and risk - modern trends in mathematical …, (pp. 39-48). 2009
Persistent link: https://www.econbiz.de/10003948459
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Risk measures for non-integrable random variables
Delbaen, Freddy - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 329-333
Persistent link: https://www.econbiz.de/10003827618
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Allocation under uncertainty: equilibrium and optimality : proceedings from a workshop sponsored by the International Economic Association
Drèze, Jacques H. (contributor);  … - 1974
Persistent link: https://www.econbiz.de/10000125738
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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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Risk measures with the CxLS property
Delbaen, Freddy; Bellini, Fabio; Bignozzi, Valeria; … - In: Finance and stochastics 20 (2016) 2, pp. 433-453
Persistent link: https://www.econbiz.de/10011471250
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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
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Classical risk theory in an economic environment
Delbaen, Freddy - In: Insurance / Mathematics & economics 6 (1987) 2, pp. 85-116
Persistent link: https://www.econbiz.de/10001038123
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Group cohesion under individual regulatory constraints
Coculescu, Delia; Delbaen, Freddy - In: Scandinavian actuarial journal 2022 (2022) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10012872649