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Fair valuation of insurance liabilities : merging actuarial judgement and market-consistency

Dhaene, Jan; Stassen, Ben; Barigou, Karim; Linders, Daniël - In: Insurance / Mathematics & economics 76 (2017), pp. 14-27

Persistent link: https://www.econbiz.de/10011774764

On the (in-)dependence between financial and actuarial risks

Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; … - In: Insurance / Mathematics & economics 52 (2013) 3, pp. 522-531

Persistent link: https://www.econbiz.de/10009763595

The 3-step hedge-based valuation : fair valuation in the presence of systematic risks

Linders, Daniël - In: ASTIN bulletin : the journal of the International … 53 (2023) 2, pp. 418-442

Persistent link: https://www.econbiz.de/10014320284

Option prices and model-free measurement of implied herd behavior in stock markets

Linders, Daniël; Dhaene, Jan; Schoutens, Wim - In: International journal of financial engineering 2 (2015) 2, pp. 1-35

Persistent link: https://www.econbiz.de/10011333475

Aggregating risks with partial dependence information

Linders, Daniël; Yang, Fan - In: North American actuarial journal 21 (2017) 4, pp. 565-579

Persistent link: https://www.econbiz.de/10011858644

The Herd Behavior Index : a new measure for the implied degree of co-movement in stock markets

Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - In: Insurance / Mathematics & economics 50 (2012) 3, pp. 357-370

Persistent link: https://www.econbiz.de/10009544167

Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables

Hanbali, Hamza; Linders, Daniël; Dhaene, Jan - In: Scandinavian actuarial journal 2023 (2023) 3, pp. 219-243

Persistent link: https://www.econbiz.de/10014336322

Decomposition of natural catastrophe risks : insurability using parametric CAT bonds

Marvi, Morteza Tavanaie; Linders, Daniël - In: Risks : open access journal 9 (2021) 12, pp. 1-19

Nat Cat risks are not insurable by traditional insurance mainly because of producing highly correlated losses. The source of such correlation among buildings of a region subject to a natural hazard is discussed. A decomposition method is proposed to split Nat Cat risk into idiosyncratic (and...

Persistent link: https://www.econbiz.de/10012705095

Affordable and adequate annuities with stable payouts : fantasy or reality?

Bilsen, Servaas van; Linders, Daniël - In: Insurance / Mathematics & economics 86 (2019), pp. 19-42

Persistent link: https://www.econbiz.de/10012058681

Actuarial-consistency and two-step actuarial valuations : a new paradigm to insurance valuation

Barigou, Karim; Linders, Daniël; Yang, Fan - In: Scandinavian actuarial journal 2023 (2023) 2, pp. 191-217

Persistent link: https://www.econbiz.de/10014325043