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Harmonic analysis of stochasti...
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Delbaen, Freddy
99
Tang, Shanjian
22
Delbaen, F.
21
Kohlmann, Michael
20
Kupper, Michael
17
Schachermayer, Walter
12
Haezendonck, J.
11
Cheridito, Patrick
10
Artzner, Philippe
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Deelstra, Griselda
6
Stricker, Christophe
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Drapeau, Samuel
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Coculescu, Delia
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Heath, David
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Kabanov, Yuri
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Schweizer, Martin
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Shirakawa, Hiroshi
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Angelsberg, Gilles
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Deelstra, G.
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Eber, Jean-Marc
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Hu, Ying
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Kaelin, Ivo
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Peng, Shige
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Insurance: Mathematics and Economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical Finance
9
CoFE Discussion Paper
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Allocation under uncertainty: equilibrium and optimality : proceedings from a workshop sponsored by the International Economic Association
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Astin bulletin : the journal of the International Actuarial Association
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ASTIN Bulletin ; Vol. 28 - No. 2 - 1998, 171- 181
1
Annals of operations research
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Casualty Actuarial Society - Publications
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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ETH - Department of Mathematics - Prof. Dr. Freddy Delbaen - Selected papers and Prprints
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FINRISK Working Paper Series
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Financial engineering and the Japanese markets
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International Economic Association publications
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Journal of Mathematical Economics
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Oberwolfach
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Probability theory and related fields
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Risk : managing risk in the world's financial markets
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RePEc
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ECONIS (ZBW)
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OLC EcoSci
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USB Cologne (business full texts)
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EconStor
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71
Remarks on the methodology introduced by Goovaerts et al.
Deelstra, G.
;
Delbaen, F.
- In:
Insurance: Mathematics and Economics
11
(
1992
)
4
,
pp. 295-299
Persistent link: https://www.econbiz.de/10005374802
Saved in:
72
Limit distributions for risk processes in case of claim amounts of finite expectation
Jansen, K.
;
Haezendonck, J.
;
Delbaen, F.
- In:
Insurance: Mathematics and Economics
2
(
1983
)
4
,
pp. 227-240
Persistent link: https://www.econbiz.de/10005374814
Saved in:
73
Representation theorems for extremal distributions
Haezendonck, J.
;
de Vylder, F.
;
Delbaen, F.
- In:
Insurance: Mathematics and Economics
3
(
1984
)
3
,
pp. 195-197
Persistent link: https://www.econbiz.de/10005374979
Saved in:
74
Estimation of the yield curve and the forward rate curve starting from a finite number of observations
Delbaen, F.
;
Lorimier, Sabine
- In:
Insurance: Mathematics and Economics
11
(
1992
)
4
,
pp. 259-269
Persistent link: https://www.econbiz.de/10005375085
Saved in:
75
A dynamic reinsurance theory
De Waegenaere, A.
;
Delbaen, F.
- In:
Insurance: Mathematics and Economics
11
(
1992
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10005375141
Saved in:
76
Limit theorems for the present value of the surplus of an insurance portfolio
Boogaert, P.
;
Haezendonck, J.
;
Delbaen, F.
- In:
Insurance: Mathematics and Economics
7
(
1988
)
2
,
pp. 131-138
Persistent link: https://www.econbiz.de/10005375232
Saved in:
77
Martingales in Markov processes applied to risk theory
Delbaen, F.
;
Haezendonck, J.
- In:
Insurance: Mathematics and Economics
5
(
1986
)
3
,
pp. 201-215
Persistent link: https://www.econbiz.de/10005375262
Saved in:
78
Editorial
Delbaen, F.
- In:
Insurance: Mathematics and Economics
11
(
1992
)
4
,
pp. 247-247
Persistent link: https://www.econbiz.de/10005375446
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79
Long-term returns in stochastic interest rate models
Deelstra, G.
;
Delbaen, F.
- In:
Insurance: Mathematics and Economics
17
(
1995
)
2
,
pp. 163-169
Persistent link: https://www.econbiz.de/10005375461
Saved in:
80
The Laplace transform of annuities certain with exponential time distribution
De Schepper, A.
;
Goovaerts, M.
;
Delbaen, F.
- In:
Insurance: Mathematics and Economics
11
(
1992
)
4
,
pp. 291-294
Persistent link: https://www.econbiz.de/10005375501
Saved in:
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