Hamza Hanbali

Available identifiers

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

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