The following pages link to Daniël Linders (Q414598):
Displaying 22 items.
- The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600) (← links)
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- Remarks on quantiles and distortion risk measures (Q1936474) (← links)
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies (Q2161059) (← links)
- A multivariate dependence measure for aggregating risks (Q2252393) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
- Affordable and adequate annuities with stable payouts: fantasy or reality? (Q2415961) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
- FIX: The Fear Index—Measuring Market Fear (Q2920952) (← links)
- The multivariate Black & Scholes market: conditions for completeness and no-arbitrage (Q2923401) (← links)
- Ordered random vectors and equality in distribution (Q4576795) (← links)
- Stochastic modelling of herd behaviour indices (Q4683112) (← links)
- Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916) (← links)
- The multivariate Variance Gamma model: basket option pricing and calibration (Q5001151) (← links)
- American-type basket option pricing: a simple two-dimensional partial differential equation (Q5235458) (← links)
- Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
- Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation (Q5881716) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
- The 3-step hedge-based valuation: fair valuation in the presence of systematic risks (Q6174088) (← links)
