Ben Stassen

Available identifiers

zbMath Open stassen.benMaRDI QIDQ2255721

List of research outcomes

Publication	Date of Publication	Type
The multivariate Variance Gamma model: basket option pricing and calibration	2021-07-16	Paper
Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency	2017-09-19	Paper
The minimal entropy martingale measure in a market of traded financial and actuarial risks	2015-02-18	Paper
On the (in-)dependence between financial and actuarial risks	2014-04-04	Paper

Research outcomes over time

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