Freddy Delbaen

University of Zurich — Switzerland

Economics, Econometrics and Finance · Social Sciences

48h-index19.8kcitations179works1.82yr avg
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Research Topics

Stochastic processes and financial applications(100), Risk and Portfolio Optimization(58), Economic theories and models(42), Probability and Risk Models(21), Advanced Banach Space Theory(18)

Publications179 total

A solution to a conjecture of David Schmeidler
Economic Theory Bulletin·2024
Convergence Results for Approximation with independent Variables
arXiv (Cornell University)·2024Open Access
MONETARY UTILITY FUNCTIONS ON Cb(X) SPACES
International Journal of Theoretical and Applied Finance·2024· 6 cited
Convergence results for approximations with independent variables
Frontiers of Mathematical Finance·2024· 1 citedOpen Access
Approximation with Independent Variables
WORLD SCIENTIFIC eBooks·2023· 1 cited
Convex increasing functionals on $C_b(X)$ spaces
Studia Mathematica·2023· 3 cited
Approximation with independent Variables
Frontiers of Mathematical Finance·2023· 4 citedOpen Access
Monetary Utility Functions on $C_b(X)$ Spaces
arXiv (Cornell University)·2022Open Access
Convex Increasing Functionals on $C_b(X)$ Spaces
arXiv (Cornell University)·2022Open Access
A multiset version of James's theorem
Journal of Functional Analysis·2022Open Access
Approximation with Independent Variables
arXiv (Cornell University)·2022Open Access
Fairness principles for insurance contracts in the presence of default risk
Mathematical Finance·2022Open Access
Law of Large Numbers for Risk Measures
arXiv (Cornell University)·2021Open Access
Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions
Finance and Stochastics·2021· 3 citedOpen Access
Group cohesion under individual regulatory constraints
Scandinavian Actuarial Journal·2021Open Access
On the range of the subdifferential in non reflexive Banach spaces
Journal of Functional Analysis·2021· 1 cited
Fairness principles for insurance contracts in the presence of default risk
Zurich Open Repository and Archive (University of Zurich)·2020· 1 citedOpen Access
Fairness principles for insurance contracts in the presence of default risk
arXiv (Cornell University)·2020Open Access
Mod-$\phi $ convergence: Approximation of discrete measures and harmonic analysis on the torus
Zurich Open Repository and Archive (University of Zurich)·2020· 1 citedOpen Access
Conditionally atomless extensions of sigma algebras
arXiv (Cornell University)·2020· 1 citedOpen Access
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Frequent Co-authors

Walter Schachermayer(15), Philippe Artzner(7), Jean‐Marc Eber(4), Patrick Cheridito(4), Michael Kupper(4), David Heath(3), Hiroshi Shirakawa(3), Hyejin Ku(2), Hans Bühlmann(2), Paul Embrechts(2), Albert N. Shiryaev(2), J. Haezendonck(2), Ying Hu(2), Pascale Monat(1), Martin Schweizer(1), Christophe Stricker(1), Griselda Deelstra(1), Jean Bourgain(1), Adrien Richou(1), Xiaobo Bao(1)