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Researcher
Ben Stassen
- Disciplines:Applied economics
Affiliations
- Insurance Research Group (Research group)
Member
From1 Sep 2011 → 31 Aug 2019
Projects
1 - 1 of 1
- Valuation and hedging in a world of financial and actuarial risks.From1 Oct 2011 → 31 Aug 2015Funding: Own budget, for example: patrimony, inscription fees, gifts
Publications
1 - 6 of 6
- 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 - The Multivariate Variance Gamma model: basket option pricing and calibration(2016)
Authors: Daniël Linders, Ben Stassen
Pages: 555 - 572 - Valuation and hedging in a world of financial and actuarial risks.(2015)
Authors: Ben Stassen, Jan Dhaene
Number of pages: 249 - The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks(2015)
Authors: Jan Dhaene, Ben Stassen, Pierre Devolder, Michel Vellekoop
Pages: 111 - 133 - The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks(2015)
Authors: Jan Dhaene, Ben Stassen
Pages: 111 - 133 - A note on the (in)dependence between financial and actuarial risks(2013)
Authors: Jan Dhaene, Wim Schoutens, Ben Stassen
Pages: 522 - 531