activity
20072025
most citedDefault times, non arbitrage conditions and change of probability measures

15 citations · 15 across the 6 of their papers we have counts for

collaborators
Showing q-fin.MFShow all

6 papers · 1 filter

q-fin.MF2020

Insiders and their Free Lunches: the Role of Short Positions

Delia Coculescu, Aditi Dandapani

Given a stock price process, we analyse the potential of arbitrage by insiders in a context of short-selling prohibitions. We introduce the notion of minimal supermartingale measur…

q-fin.MF2020

Group cohesion under individual regulatory constraints

Delia Coculescu, Freddy Delbaen

We consider a group consisting of N business units. We suppose there are regulatory constraints for each unit, more precisely, the net worth of each business unit is required to be…

q-fin.MF2020

Fairness principles for insurance contracts in the presence of default risk

Delia Coculescu, Freddy Delbaen

We use the theory of cooperative games for the design of fair insurance contracts. An insurance contract needs to specify the premium to be paid and a possible participation in the…

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…

q-fin.MF2017

Some No-Arbitrage Rules For Converging Asset Prices under Short-Sales Constraints

Delia Coculescu, Monique Jeanblanc

Under short sales prohibitions, no free lunch with vanishing risk (NFLVR-S) is known to be equivalent to the existence of an equivalent supermartingale measure for the price proces…

q-fin.MF2017

A default system with overspilling contagion

Delia Coculescu, Gabriele Visentin

In classical contagion models, default systems are Markovian conditionally on the observation of their stochastic environment, with interacting intensities. This necessitates that…