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q-fin.MF2018
Surplus sharing with coherent utility functions
Delia Coculescu, Freddy Delbaen
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 t…
math.PR2018
Precise Limit Theorems for Lacunary Series
Freddy Delbaen, Emma Hovhannisyan
Lacunary trigonometric and Walsh series satisfy limiting results that are typical for i.i.d. random variables such as the central limit theorem (Salem, Zygmund 1947), the law of th…