E-LIB Suche - Ergebnisse für: Delbaen, Freddy

1

A solution to a conjecture of David Schmeidler:

Chateauneuf, Alain ; Delbaen, Freddy ; Ventura, Caroline
Economic Theory Bulletin. , 2024

Link: https://doi.org/10.1007/..

2

Fairness principles for insurance contracts in the presence..:

Coculescu, Delia ; Delbaen, Freddy
Mathematical Finance. 32 (2022) 2 - p. 595-626 , 2022

Link: https://doi.org/10.1111/..

3

On the range of the subdifferential in non reflexive Banach..:

Delbaen, Freddy ; Orihuela, José
Journal of Functional Analysis. 281 (2021) 2 - p. 108915 , 2021

Link: https://doi.org/10.1016/..

4

Group cohesion under individual regulatory constraints:

Coculescu, Delia ; Delbaen, Freddy
Scandinavian Actuarial Journal. 2022 (2021) 1 - p. 80-93 , 2021

Link: https://doi.org/10.1080/..

5

Commonotonicity and time-consistency for Lebesgue-continuou..:

Delbaen, Freddy
Finance and Stochastics. 25 (2021) 3 - p. 597-614 , 2021

Link: https://doi.org/10.1007/..

6

Mackey constraints for James's compactness theorem and risk..:

Delbaen, Freddy ; Orihuela, José
Journal of Mathematical Analysis and Applications. 485 (2020) 1 - p. 123764 , 2020

Link: https://doi.org/10.1016/..

7

Surplus Sharing with Coherent Utility Functions:

Coculescu, Delia ; Delbaen, Freddy
Risks. 7 (2019) 1 - p. 7 , 2019

Link: https://doi.org/10.3390/..

8

Convex functions on dual Orlicz spaces:

Delbaen, Freddy ; Owari, Keita
Positivity. 23 (2019) 5 - p. 1051-1064 , 2019

Link: https://doi.org/10.1007/..

9

Risk measures with the CxLS property:

Delbaen, Freddy ; Bellini, Fabio ; Bignozzi, Valeria.
Finance and Stochastics. 20 (2015) 2 - p. 433-453 , 2015

Link: https://doi.org/10.1007/..

10

Forward–backward stochastic differential systems associated..:

Delbaen, Freddy ; Qiu, Jinniao ; Tang, Shanjian
Stochastic Processes and their Applications. 125 (2015) 7 - p. 2516-2561 , 2015

Link: https://doi.org/10.1016/..

11

A von Neumann–Morgenstern representation result without wea..:

Delbaen, Freddy ; Drapeau, Samuel ; Kupper, Michael
Journal of Mathematical Economics. 47 (2011) 4-5 - p. 401-408 , 2011

Link: https://doi.org/10.1016/..

12

On a class of law invariant convex risk measures:

Angelsberg, Gilles ; Delbaen, Freddy ; Kaelin, Ivo..
Finance and Stochastics. 15 (2010) 2 - p. 343-363 , 2010

Link: https://doi.org/10.1007/..

13

Backward SDEs with superquadratic growth:

Delbaen, Freddy ; Hu, Ying ; Bao, Xiaobo
Probability Theory and Related Fields. 150 (2010) 1-2 - p. 145-192 , 2010

Link: https://doi.org/10.1007/..

14

Risk Measures and Efficient use of Capital:

Artzner, Philippe ; Delbaen, Freddy ; Koch-Medina, Pablo
ASTIN Bulletin. 39 (2009) 1 - p. 101-116 , 2009

Link: https://doi.org/10.2143/..

15

RISK MEASURES FOR NON‐INTEGRABLE RANDOM VARIABLES:

Delbaen, Freddy
Mathematical Finance. 19 (2009) 2 - p. 329-333 , 2009

Link: https://doi.org/10.1111/..