Remarks on quantiles and distortion risk measures J Dhaene, A Kukush, D Linders, Q Tang European Actuarial Journal 2 (2), 319-328, 2012 | 51 | 2012 |

The herd behavior index: A new measure for the implied degree of co-movement in stock markets J Dhaene, D Linders, W Schoutens, D Vyncke Insurance: Mathematics and economics 50 (3), 357-370, 2012 | 48 | 2012 |

On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures M Goovaerts, D Linders, K Van Weert, F Tank Insurance: Mathematics and Economics 51 (1), 10-18, 2012 | 43 | 2012 |

FIX: the fear index—measuring market fear J Dhaene, J Dony, MB Forys, D Linders, W Schoutens Topics in Numerical Methods for Finance, 37-55, 2012 | 30 | 2012 |

A multivariate dependence measure for aggregating risks J Dhaene, D Linders, W Schoutens, D Vyncke Journal of Computational and Applied Mathematics 263, 78-87, 2014 | 26 | 2014 |

The multivariate Variance Gamma model: basket option pricing and calibration D Linders, B Stassen Quantitative Finance 16 (4), 555-572, 2016 | 22 | 2016 |

A framework for robust measurement of implied correlation D Linders, W Schoutens Journal of Computational and Applied Mathematics 271, 39-52, 2014 | 17 | 2014 |

Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency J Dhaene, B Stassen, K Barigou, D Linders, Z Chen Insurance: Mathematics and Economics 76, 14-27, 2017 | 15 | 2017 |

Index options: a model-free approach D Linders, J Dhaene, H Hounnon, M Vanmaele Available at SSRN 2029510, 2012 | 15 | 2012 |

On an optimization problem related to static super-replicating strategies X Chen, G Deelstra, J Dhaene, D Linders, M Vanmaele Journal of computational and applied mathematics 278, 213-230, 2015 | 13 | 2015 |

Basket option pricing and implied correlation in a Lévy copula model D Linders, W Schoutens FEB Research Report AFI_1494, 1-36, 2014 | 11 | 2014 |

Ordered random vectors and equality in distribution KC Cheung, J Dhaene, A Kukush, D Linders Scandinavian Actuarial Journal 2015 (3), 221-244, 2015 | 10 | 2015 |

The multivariate black & scholes market: conditions for completeness and no-arbitrage J Dhaene, A Kukush, D Linders Theory of Probability and Mathematical Statistics 88, 1-14, 2013 | 10 | 2013 |

Basket option pricing and implied correlation in a one-factor Lévy model D Linders, W Schoutens Innovations in derivatives markets, 335-367, 2016 | 7 | 2016 |

Option prices and model-free measurement of implied herd behavior in stock markets D Linders, J Dhaene, W Schoutens International Journal of Financial Engineering 2 (02), 1550012, 2015 | 7 | 2015 |

Pricing index options in a multivariate Black & Scholes model D Linders Available at SSRN 2381491, 2013 | 6 | 2013 |

Stochastic modelling of herd behaviour indices F Guillaume, D Linders Quantitative Finance 15 (12), 1963-1977, 2015 | 4 | 2015 |

Affordable and adequate annuities with stable payouts: Fantasy or reality? S van Bilsen, D Linders Insurance: Mathematics and Economics 86, 19-42, 2019 | 3 | 2019 |

Intrinsic risk measures W Farkas, A Smirnow, K Glau, D Linders, A Min, M Scherer, L Schneider, ... World Scientific Publishing Co. Pte. Ltd., 2017 | 3 | 2017 |

Comonotonic asset prices in arbitrage-free markets J Dhaene, A Kukush, D Linders Journal of Computational and Applied Mathematics 364, 112310, 2020 | 2 | 2020 |