Similar Search Results

Estimation of the yield curve and the forward rate curve starting from a finite number of observations

Delbaen, Freddy - In: Insurance / Mathematics & economics 11 (1992) 4, pp. 259-269

Persistent link: https://www.econbiz.de/10001138774

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

Fairness principles for insurance contracts in the presence of default risk

Coculescu, Delia; Delbaen, Freddy - In: Mathematical finance : an international journal of … 32 (2022) 2, pp. 595-626

Persistent link: https://www.econbiz.de/10013164563

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

Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions

Delbaen, Freddy - In: Finance and stochastics 25 (2021) 3, pp. 597-614

Persistent link: https://www.econbiz.de/10012585990

Representation of the penalty term of dynamic concave utilities

Delbaen, Freddy; Peng, Shige; Rosazza Gianin, Emanuela - In: Finance and stochastics 14 (2010) 3, pp. 449-472

Persistent link: https://www.econbiz.de/10010216492

A von Neumann-Morgenstern representation result without weak continuity assumption

Delbaen, Freddy; Drapeau, Samuel; Kupper, Michael - In: Journal of mathematical economics 47 (2011) 4/5, pp. 401-408

Persistent link: https://www.econbiz.de/10009422688

Surplus sharing with coherent utility functions

Coculescu, Delia; Delbaen, Freddy - In: Risks : open access journal 7 (2019) 1/7, pp. 1-12

We use the theory of coherent measures to look at the problem of surplus sharing in an insurance business. The surplus share of an insured is calculated by the surplus premium in the contract. The theory of coherent risk measures and the resulting capital allocation gives a way to divide the...

Persistent link: https://www.econbiz.de/10012018695

On risk processes with the Markov property and with independent increments

Delbaen, F.; Haezendonck, J. - In: Insurance: Mathematics and Economics 2 (1983) 2, pp. 81-90

Persistent link: https://www.econbiz.de/10005365510

Classical risk theory in an economic environment

Delbaen, F.; Haezendonck, J. - In: Insurance: Mathematics and Economics 6 (1987) 2, pp. 85-116

Persistent link: https://www.econbiz.de/10005374773