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Freddy Delbaen

Identifiers

  • name variant Freddy Delbaen 0.60 · backfill

Papers (13)

  1. Commonotonicity and $L^1$ Random Variables math.PR · 2019 · author #1
  2. Commonotonicity and time consistency for Lebesgue continuous monetary utility functions math.PR · 2019 · author #1
  3. Surplus sharing with coherent utility functions q-fin.MF · 2018 · author #2
  4. Precise Limit Theorems for Lacunary Series math.PR · 2018 · author #1
  5. Convex functions on dual Orlicz spaces math.FA · 2016 · author #1
  6. Remark on the Paper "Entropic Value-at-Risk: A New Coherent Risk Measure" by Amir Ahmadi-Javid, J. Opt. Theory and Appl., 155 (2001),1105--1123 math.PR · 2015 · author #1
  7. Risk measures with the CxLS property q-fin.RM · 2014 · author #1
  8. A Remark on the Structure of Expectiles math.PR · 2013 · author #1
  9. Forward-Backward Stochastic Differential Systems Associated to Navier-Stokes Equations in the Whole Space math-ph · 2013 · author #1
  10. Mod-$\phi$ convergence math.PR · 2011 · author #1
  11. Representation of the penalty term of dynamic concave utilities math.PR · 2008 · author #1
  12. Harmonic Analysis of Stochastic Equations and Backward Stochastic Differential Equations math.PR · 2008 · author #1
  13. Dynamic monetary risk measures for bounded discrete-time processes math.PR · 2004 · author #2

Mentions

  • 1504.00640 #1 · backfill · confidence 0.70 Freddy Delbaen
  • 1411.0426 #1 · backfill · confidence 0.70 Freddy Delbaen
  • 1307.5881 #1 · backfill · confidence 0.70 Freddy Delbaen
  • 1303.5329 #1 · backfill · confidence 0.70 Freddy Delbaen
  • 1107.5657 #1 · backfill · confidence 0.70 Freddy Delbaen
  • 0802.1121 #1 · backfill · confidence 0.70 Freddy Delbaen
  • 0801.3505 #1 · backfill · confidence 0.70 Freddy Delbaen

Frequent Coauthors