D. Linders

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Person:414598

Available identifiers

zbMath Open linders.danielMaRDI QIDQ414598

List of research outcomes





PublicationDate of PublicationType
The 3-step hedge-based valuation: fair valuation in the presence of systematic risks2023-07-13Paper
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables2023-04-18Paper
Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation2023-03-13Paper
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables2023-02-01Paper
Monotone tail functions: definitions, properties, and application to risk-reducing strategies2022-08-04Paper
The multivariate Variance Gamma model: basket option pricing and calibration2021-07-16Paper
Comonotonic asset prices in arbitrage-free markets2019-12-16Paper
American-type basket option pricing: a simple two-dimensional partial differential equation2019-10-11Paper
Aggregating Risks with Partial Dependence Information2019-05-28Paper
Affordable and adequate annuities with stable payouts: fantasy or reality?2019-05-23Paper
Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model2018-10-22Paper
Stochastic modelling of herd behaviour indices2018-09-19Paper
Ordered random vectors and equality in distribution2018-07-10Paper
Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency2017-09-19Paper
A framework for robust measurement of implied correlation2015-08-26Paper
On an optimization problem related to static super-replicating strategies2014-11-27Paper
The multivariate Black \& Scholes market: conditions for completeness and no-arbitrage2014-10-15Paper
FIX: The Fear Index—Measuring Market Fear2014-09-29Paper
A multivariate dependence measure for aggregating risks2014-07-17Paper
On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures2014-04-10Paper
Remarks on quantiles and distortion risk measures2013-02-05Paper
The herd behavior index: a new measure for the implied degree of co-movement in stock markets2012-05-11Paper

Research outcomes over time

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