David Vyncke

Available identifiers

Publication	Date of Publication	Type
On the calibration of the 3/2 model	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	2015-05-15	Paper
A multivariate dependence measure for aggregating risks	2014-07-17	Paper
The herd behavior index: a new measure for the implied degree of co-movement in stock markets	2012-05-11	Paper
Risk Measures and Comonotonicity: A Review	2007-02-15	Paper
Stable Laws and the Present Value of Fixed Cash Flows	2006-01-05	Paper
A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum	2005-03-30	Paper
The concept of comonotonicity in actuarial science and finance: applications.	2003-11-16	Paper
The concept of comonotonicity in actuarial science and finance: theory.	2003-06-25	Paper
Bounds for present value functions with stochastic interest rates and stochastic volatility.	2003-06-25	Paper
Convex upper and lower bounds for present value functions	2001-09-16	Paper

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