Search results
Results: 8
Number of items: 8
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Linders, D. (2023). The 3-step hedge-based valuation: fair valuation in the presence of systematic risks. ASTIN Bulletin, 53(2), 418-442. https://doi.org/10.1017/asb.2023.8 -
Hanbali, H., Dhaene, J., & Linders, D. (2022). Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables. Insurance: Mathematics & Economics, 107, 22-37. https://doi.org/10.1016/j.insmatheco.2022.07.008
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Hanbali, H., & Linders, D. (2022). Monotone tail functions: Definitions, properties, and application to risk-reducing strategies. Journal of Computational and Applied Mathematics, 416, Article 114484. https://doi.org/10.1016/j.cam.2022.114484
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Tavanaie, M., & Linders, D. (2022). Analysis of flood hazard alteration: Definitions, properties and application to risk-reducing strategies. Natural Hazards Review, 23(3), Article 556. https://doi.org/10.1061/(ASCE)NH.1527-6996.0000556
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Tavanaie, M., & Linders, D. (2021). Decomposition of Natural Catastrophe Risks: Insurability Using Parametric CAT Bonds. Risks, 9(12), Article 215. https://doi.org/10.3390/risks9120215
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Dhaene, J., Kukush, A., & Linders, D. (2020). Comonotonic asset prices in arbitrage-free markets. Journal of Computational and Applied Mathematics, 364, Article 112310. https://doi.org/10.1016/j.cam.2019.06.026
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van Bilsen, S., & Linders, D. (2019). Affordable and Adequate Annuities with Stable Payouts: Fantasy or Reality? Insurance: Mathematics & Economics, 86, 19-42. https://doi.org/10.1016/j.insmatheco.2019.01.010
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Goovaerts, M., Linders, D., Van Weert, K., & Tank, F. (2012). On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures. Insurance: Mathematics & Economics, 51(1), 10-18. https://doi.org/10.1016/j.insmatheco.2012.02.012, https://doi.org/10.1016/j.insmatheco.2012.02.012
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