Prof. em. Dr. Freddy Delbaen
Professor Emeritus at the Department of Mathematics|
|Curriculum Vitae (CV)|
On October 1, 1995, Freddy Delbaen was appointed full Professor at the Chair of Financial Mathematics. He directed many projects in this field. He retired end of May 2008. He is still active as a professor emeritus. Since 2011 he is also invited professor at the University of Zurich.
Born November 21, 1946, in Duffel, Antwerp, Belgium, Freddy Delbaen studied mathematics at the Free University of Brussels (VUB) and graduated from there in 1971. The subject of his Ph.D. dissertation was Mathematical Economics. From 1971 until 1995 he was professor at the VUB and at the University of Antwerp.
He is married to Rita De Roeck and together they have two daughters (Kim and Britt).
Freddy Delbaen has published many papers in journals dealing with pure and applied mathematics, as well as insurance and financial mathematics.
He was invited Professor at many universities in Canada, France, Japan, Australia and China. He gave several talks as invited speaker at international conferences like the biannual meeting of the Bachelier Finance Society (BFS). He was president and vice president of the BFS. He is now an honorary member of BFS.
His research deals with the mathematical theory of arbitrage and the study of risk measures. Together with P. Artzner, J.M. Eber and D. Heath he introduced the concept of risk measures and made the link to mathematical finance.
Freddy Delbaen is also a recipient of the following prizes:
- The David Garrick Halmstad Prize (in 1989 and in 2010) for the best actuarial paper.
He is a Fellow of the Institute of Mathematical Statistics.
He is a Fellow of the American Mathematical Society (first year promotion).
He is a member of the Academia Europaea.
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