Delia Coculescu

Available identifiers

zbMath Open coculescu.deliaMaRDI QIDQ272210

List of research outcomes

Publication	Date of Publication	Type
Fairness principles for insurance contracts in the presence of default risk	2023-09-28	Paper
Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation	2023-06-28	Paper
Insiders and Their Free Lunches: The Role of Short Positions	2022-08-22	Paper
Group cohesion under individual regulatory constraints	2022-06-20	Paper
Some no-arbitrage rules under short-sales constraints, and applications to converging asset prices	2019-04-24	Paper
SHAREHOLDER RISK MEASURES	2018-04-13	Paper
From the decompositions of a stopping time to risk premium decompositions	2018-03-07	Paper
Endogenous trading in credit default swaps	2016-04-20	Paper
HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES	2013-02-28	Paper
Default times, no-arbitrage conditions and changes of probability measures	2012-11-15	Paper
Dividends and leverage: how to optimally exploit a non-renewable investment	2011-02-02	Paper
Valuation of default-sensitive claims under imperfect information	2008-06-18	Paper
Filtrations	2007-12-04	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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