Daniël Linders

Available identifiers

zbMath Open linders.danielMaRDI QIDQ414598

List of research outcomes

Publication	Date of Publication	Type
The 3-step hedge-based valuation: fair valuation in the presence of systematic risks	2023-07-13	Paper
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	2023-04-18	Paper
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation	2023-03-13	Paper
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables	2023-02-01	Paper
Monotone tail functions: definitions, properties, and application to risk-reducing strategies	2022-08-04	Paper
The multivariate Variance Gamma model: basket option pricing and calibration	2021-07-16	Paper
Comonotonic asset prices in arbitrage-free markets	2019-12-16	Paper
American-type basket option pricing: a simple two-dimensional partial differential equation	2019-10-11	Paper
Aggregating Risks with Partial Dependence Information	2019-05-28	Paper
Affordable and adequate annuities with stable payouts: fantasy or reality?	2019-05-23	Paper
Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model	2018-10-22	Paper
Stochastic modelling of herd behaviour indices	2018-09-19	Paper
Ordered random vectors and equality in distribution	2018-07-10	Paper
Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency	2017-09-19	Paper
A framework for robust measurement of implied correlation	2015-08-26	Paper
On an optimization problem related to static super-replicating strategies	2014-11-27	Paper
The multivariate Black & Scholes market: conditions for completeness and no-arbitrage	2014-10-15	Paper
FIX: The Fear Index—Measuring Market Fear	2014-09-29	Paper
A multivariate dependence measure for aggregating risks	2014-07-17	Paper
On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures	2014-04-10	Paper
Remarks on quantiles and distortion risk measures	2013-02-05	Paper
The herd behavior index: a new measure for the implied degree of co-movement in stock markets	2012-05-11	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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