Articles dans des revues avec comité de lecture (55)
  1. 38. Vanmaele, M., Deelstra, G., & Liinev, J. (2004). Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables. Insurance. Mathematics & economics, 35(2), 343-367.
  2. 39. Deelstra, G., Grasselli, M., & Koehl, P.-F. (2003). Optimal investment strategies in the presence of a minimum guarantee. Insurance. Mathematics & economics, 33(1), 189-207.
  3. 40. Deelstra, G. (2003). A discussion note on “Pricing lookback options and dynamic guarantees”, Hans U. Gerber and Elias S.W. Shiu, January 2003. North American actuarial journal, 7(1), 66-67. doi:10.1080/10920277.2003.10596077
  4. 41. Deelstra, G., & Janssen, J. (2002). Interaction between Asset Liability Management and Risk Theory : an Unsegmented and a Multidimensional Study. Bulletin français d'actuariat, 5(9), 61-95.
  5. 42. Deelstra, G., Pham, H., & Touzi, N. (2001). Dual formulation of the utility maximisation problem under transaction costs. Annals of Applied Probability, 11(4), 1353-1383.
  6. 43. Deelstra, G. (2000). Long-term returns in stochastic interest rate models: applications. Astin Bulletin, 30(1), 123-140.
  7. 44. Deelstra, G., Grasselli, M., & Koehl, P.-F. (2000). Optimal investment strategies in a CIR framework. Journal of Applied Probability, 37, 936-946.
  8. 45. Deelstra, G., Grasselli, M., & Koehl, P.-F. (1999). Conditional dominance criteria : definition and application to risk-management. Insurance. Mathematics & economics, 25, 295-306.
  9. 46. Deelstra, G. (1999). Yield option pricing in the generalized Cox-Ingersoll-Ross Model. Finance, 20(2), 169-183.
  10. 47. Deelstra, G., & Delbaen, F. (1998). Long-term returns in stochastic interest rate models: different convergence results. Applied stochastic models and data analysis, 13, 401-407.
  11. 48. Deelstra, G., & Delbaen, F. (1998). Convergence of discretised stochastic interest rate: processes with stochastic drift term. Applied stochastic models and data analysis, 14(1), 77-84.
  12. 49. Deelstra, G., & Janssen, J. (1998). Interaction between asset liability management and risk theory. Applied stochastic models and data analysis, 14, 295-307.
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