Hamza Hanbali

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
Time-varying Pareto optimal risk sharing for annuities ASTIN Bulletin	2025-10-14	Paper
Mean-variance longevity risk-sharing for annuity contracts Insurance Mathematics & Economics	2025-02-14	Paper
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables Scandinavian Actuarial Journal	2023-04-18	Paper
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables Insurance Mathematics & Economics	2023-02-01	Paper
Monotone tail functions: definitions, properties, and application to risk-reducing strategies Journal of Computational and Applied Mathematics	2022-08-04	Paper
American-type basket option pricing: a simple two-dimensional partial differential equation Quantitative Finance	2019-10-11	Paper
Measuring medical inflation for health insurance portfolios in Belgium European Actuarial Journal	2019-09-03	Paper
A dynamic equivalence principle for systematic longevity risk management Insurance Mathematics & Economics	2019-05-23	Paper
Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation ASTIN Bulletin	2018-06-04	Paper
Updating mechanism for lifelong insurance contracts subject to medical inflation European Actuarial Journal	2018-04-03	Paper

Research outcomes over time

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