Hamza Hanbali

Available identifiers

zbMath Open hanbali.hamzaMaRDI QIDQ1707551

List of research outcomes

Publication	Date of Publication	Type
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables	2023-04-18	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
American-type basket option pricing: a simple two-dimensional partial differential equation	2019-10-11	Paper
Measuring medical inflation for health insurance portfolios in Belgium	2019-09-03	Paper
A dynamic equivalence principle for systematic longevity risk management	2019-05-23	Paper
LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION	2018-06-04	Paper
Updating mechanism for lifelong insurance contracts subject to medical inflation	2018-04-03	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Hamza Hanbali