David Vyncke

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On the calibration of the 3/2 model European Journal of Operational Research	2019-03-27	Paper
Capital requirements, risk measures and comonotonicity	2017-03-13	Paper
Multivariate risk sharing and the derivation of individually rational Pareto optima Mathematical Social Sciences	2015-05-15	Paper
A multivariate dependence measure for aggregating risks Journal of Computational and Applied Mathematics	2014-07-17	Paper
The herd behavior index: a new measure for the implied degree of co-movement in stock markets Insurance Mathematics & Economics	2012-05-11	Paper
Risk Measures and Comonotonicity: A Review Stochastic Models	2007-02-15	Paper
Stable Laws and the Present Value of Fixed Cash Flows North American Actuarial Journal	2006-01-05	Paper
A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum ASTIN Bulletin	2005-03-30	Paper
The concept of comonotonicity in actuarial science and finance: applications. Insurance Mathematics & Economics	2003-11-16	Paper
The concept of comonotonicity in actuarial science and finance: theory. Insurance Mathematics & Economics	2003-06-25	Paper
Bounds for present value functions with stochastic interest rates and stochastic volatility. Insurance Mathematics & Economics	2003-06-25	Paper
Convex upper and lower bounds for present value functions Applied Stochastic Models in Business and Industry	2001-09-16	Paper

Research outcomes over time

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