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Researcher
Daniël Linders
- Disciplines:Game theory, economics, social and behavioural sciences, Probability theory, Mathematical methods, programming models, mathematical and simulation modelling, Mathematical and quantitative methods not elsewhere classified
Affiliations
- Insurance Research Group (Research group)
Member
From1 Sep 2009 → Today
Projects
1 - 4 of 4
- Theoretical and Practical Aspects of Advanced Risk Analytics in a Dynamic Insurance and Finance Environment.From1 Oct 2021 → TodayFunding: BOF - projects
- Herd behavior indexFrom20 Sep 2021 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Implied measurement of co-movement between asset pricesFrom1 May 2021 → TodayFunding: BOF - doctoral mandates
- Measuring the degree of herd behavior in financial markets.From1 Oct 2009 → 27 Jun 2013Funding: Own budget, for example: patrimony, inscription fees, gifts
Publications
1 - 10 of 26
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables(2023)
Authors: Daniël Linders, Jan Dhaene
Pages: 219 - 243 - Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation(2023)
Authors: Daniël Linders
Pages: 191 - 217 - Monotone tail functions: Definitions, properties, and application to risk-reducing strategies(2022)
Authors: Daniël Linders
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables(2022)
Authors: Jan Dhaene, Daniël Linders
Pages: 22 - 37 - Analysis of Flood Hazard Alteration: Cascading Effects of Earthquake on Stormwater Collection Network(2022)
Authors: Daniël Linders
- Decomposition of Natural Catastrophe Risks: Insurability Using Parametric CAT Bonds(2021)
Authors: Daniël Linders
- Comonotonic asset prices in arbitrage-free markets(2020)
Authors: Jan Dhaene, Daniël Linders
- Affordable and adequate annuities with stable payouts: Fantasy or reality?(2019)
Authors: Servaas van Bilsen, Daniël Linders
Pages: 19 - 42 - Fair valuation of insurance liabilites: merging actuarial judgement and market-consistency(2017)
Authors: Jan Dhaene, Ben Stassen, Karim Barigou, Daniël Linders, Ze Chen
Pages: 14 - 27 - Aggregating Risks with Partial Dependence Information(2017)
Authors: Daniël Linders
Pages: 565 - 579