DaniŰl Linders
Title
Cited by
Cited by
Year
Remarks on quantiles and distortion risk measures
J Dhaene, A Kukush, D Linders, Q Tang
European Actuarial Journal 2 (2), 319-328, 2012
512012
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
482012
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
432012
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
302012
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
262014
The multivariate Variance Gamma model: basket option pricing and calibration
D Linders, B Stassen
Quantitative Finance 16 (4), 555-572, 2016
222016
A framework for robust measurement of implied correlation
D Linders, W Schoutens
Journal of Computational and Applied Mathematics 271, 39-52, 2014
172014
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
152017
Index options: a model-free approach
D Linders, J Dhaene, H Hounnon, M Vanmaele
Available at SSRN 2029510, 2012
152012
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
132015
Basket option pricing and implied correlation in a LÚvy copula model
D Linders, W Schoutens
FEB Research Report AFI_1494, 1-36, 2014
112014
Ordered random vectors and equality in distribution
KC Cheung, J Dhaene, A Kukush, D Linders
Scandinavian Actuarial Journal 2015 (3), 221-244, 2015
102015
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
102013
Basket option pricing and implied correlation in a one-factor LÚvy model
D Linders, W Schoutens
Innovations in derivatives markets, 335-367, 2016
72016
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
72015
Pricing index options in a multivariate Black & Scholes model
D Linders
Available at SSRN 2381491, 2013
62013
Stochastic modelling of herd behaviour indices
F Guillaume, D Linders
Quantitative Finance 15 (12), 1963-1977, 2015
42015
Affordable and adequate annuities with stable payouts: Fantasy or reality?
S van Bilsen, D Linders
Insurance: Mathematics and Economics 86, 19-42, 2019
32019
Intrinsic risk measures
W Farkas, A Smirnow, K Glau, D Linders, A Min, M Scherer, L Schneider, ...
World Scientific Publishing Co. Pte. Ltd., 2017
32017
Comonotonic asset prices in arbitrage-free markets
J Dhaene, A Kukush, D Linders
Journal of Computational and Applied Mathematics 364, 112310, 2020
22020
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Articles 1–20