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Weighted Norm Inequalities and Hedging in Incomplete Markets
Delbaen, Freddy - 1997
Let X be an R^d-valued special semimartingale on a probability space with canonical decomposition X=X_0+M+A. Denote by G_T(Theta) the space of all random variables (theta bullet X)_T, where theta is a predictable X- integrable process such that the stochastic integral theta bullet X is in the...
Persistent link: https://www.econbiz.de/10012792133
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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
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A martingale approach to premium calculation principles in an arbitrage free market
Delbaen, F.; Haezendonck, J. - In: Insurance: Mathematics and Economics 8 (1989) 4, pp. 269-277
Persistent link: https://www.econbiz.de/10005374781
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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
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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
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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
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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
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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
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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
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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