Hi Hans - We do not presently support Delivery Confirmation Emails.
However, we have an active thread in our Feature Request forums discussing this feature:
In general, we prioritize any new features based on overall interest that we hear from our customers through all our channels. Posting in our forums is a great way to voice your interest, but it helps us tremendously if we can keep discussion for a feature to a single thread.
Would you please follow through the link above an add your comments to that thread?