Freddy Delbaen

Prof. em. Dr. Freddy Delbaen


Professor emeritus

Contact Data

Tel. (Alt.): +41 44 633 81 48
Tel. (Sec.): +41 44 632 35 80


ETH Zürich
Freddy Delbaen
Büros von emeritierten Profess
HG  G 50.1
Rämistrasse 101
8092 Zürich

Organisations 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:
- Stipend of the Belgian Government to travel (prize given to young scientists on the basis of their work).
- Louis Empain Prize  (this prize is awarded to mathematical sciences on a three year term basis. It is given by the Belgian National Science Foundation).

- The David Garrick Halmstad Prize (in 1989 and in 2010) for the best actuarial paper.
- The international INA prize for actuarial Sciences, awarded by the Accademia Nazionale dei Lincei (Rome).

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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