Optimal investment strategies in the presence of a minimum guarantee G Deelstra, M Grasselli, PF Koehl Insurance: Mathematics and Economics 33 (1), 189-207, 2003 | 267 | 2003 |

Convergence of discretized stochastic (interest rate) processes with stochastic drift term G Deelstra, F Delbaen Applied stochastic models and data analysis 14 (1), 77-84, 1998 | 143 | 1998 |

Optimal investment strategies in a CIR framework G Deelstra, M Grasselli, PF Koehl Journal of Applied Probability, 936-946, 2000 | 138 | 2000 |

Pricing of arithmetic basket options by conditioning G Deelstra, J Liinev, M Vanmaele Insurance: Mathematics and Economics 34 (1), 55-77, 2004 | 115 | 2004 |

Optimal design of the guarantee for defined contribution funds G Deelstra, M Grasselli, PF Koehl Journal of economic dynamics and control 28 (11), 2239-2260, 2004 | 113 | 2004 |

Dual formulation of the utility maximization problem under transaction costs G Deelstra, H Pham, N Touzi Annals of Applied Probability, 1353-1383, 2001 | 100 | 2001 |

Static super-replicating strategies for a class of exotic options X Chen, G Deelstra, J Dhaene, M Vanmaele Insurance: Mathematics and Economics 42 (3), 1067-1085, 2008 | 84 | 2008 |

Bounds for the price of discrete arithmetic Asian options M Vanmaele, G Deelstra, J Liinev, J Dhaene, MJ Goovaerts Journal of Computational and Applied Mathematics 185 (1), 51-90, 2006 | 80 | 2006 |

Pricing lookback options and dynamic guarantees HU Gerber, ESW Shiu North American Actuarial Journal 7 (1), 48-66, 2003 | 75 | 2003 |

An overview of comonotonicity and its applications in finance and insurance G Deelstra, J Dhaene, M Vanmaele Advanced mathematical methods for finance, 155-179, 2011 | 72 | 2011 |

Bounds for Asian basket options G Deelstra, I Diallo, M Vanmaele Journal of Computational and Applied Mathematics 218 (2), 215-228, 2008 | 43 | 2008 |

Risk theory and reinsurance G Deelstra, G Plantin Springer, 2014 | 40 | 2014 |

Long-term returns in stochastic interest rate models G Deelstra, F Delbaen Insurance: Mathematics and Economics 17 (2), 163-169, 1995 | 35 | 1995 |

Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables M Vanmaele, G Deelstra, J Liinev Insurance: Mathematics and Economics 35 (2), 343-367, 2004 | 33 | 2004 |

Local volatility pricing models for long-dated FX derivatives G Deelstra, G Rayée Applied Mathematical Finance 20 (4), 380-402, 2013 | 31 | 2013 |

Vanna-Volga methods applied to FX derivatives: from theory to market practice F Bossens, G Rayée, NS Skantzos, G Deelstra International Journal of Theoretical and Applied Finance 13 (08), 1293-1324, 2010 | 31 | 2010 |

A covariance equivalent discretisation of the CIR model G Deelstra, G Parker Proceedings of the 5th AFIR International Colloquium, 731-747, 1995 | 26 | 1995 |

Pricing and hedging Asian basket spread options G Deelstra, A Petkovic, M Vanmaele Journal of computational and applied mathematics 233 (11), 2814-2830, 2010 | 24 | 2010 |

Moment matching approximation of Asian basket option prices G Deelstra, I Diallo, M Vanmaele Journal of computational and applied mathematics 234 (4), 1006-1016, 2010 | 22 | 2010 |

Long-term returns in stochastic interest rate models: Applications G Deelstra ASTIN Bulletin: The Journal of the IAA 30 (1), 123-140, 2000 | 22* | 2000 |