Daniel Hemant Linders

20122020
If you made any changes in Pure, your changes will be visible here soon.

Fingerprint Fingerprint is based on mining the text of the expert's scholarly documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Risk Measures Mathematics
Arbitrage Mathematics
Comonotonicity Mathematics
Insurance Mathematics
Factor Models Mathematics
Option Pricing Mathematics
Upper bound Mathematics
Stock Market Mathematics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2012 2020

  • 16 Article
  • 2 Conference contribution

Comonotonic asset prices in arbitrage-free markets

Dhaene, J., Kukush, A. & Linders, D. H., Jan 15 2020, In : Journal of Computational and Applied Mathematics. 364, 112310.

Research output: Contribution to journalArticle

Arbitrage
Comonotonicity
Asian Options
Reachability
Date

Affordable and adequate annuities with stable payouts: Fantasy or reality?

van Bilsen, S. & Linders, D. H., May 2019, In : Insurance: Mathematics and Economics. 86, p. 19-42 24 p.

Research output: Contribution to journalArticle

Stylized Facts
Stock Returns
Misspecification
Hedging
Asymmetry

American-type basket option pricing: a simple two-dimensional partial differential equation

Hanbali, H. & Linders, D. H., Oct 3 2019, In : Quantitative Finance. 19, 10, p. 1689-1704 16 p.

Research output: Contribution to journalArticle

Derivatives
Option pricing
Basket option
Partial differential equations
Methodology

Aggregating risks with partial dependence information

Linders, D. H. & Yang, F., Oct 10 2017, In : North American Actuarial Journal. 21, 4, p. 565-579 15 p.

Research output: Contribution to journalArticle

Upper bound
Partial
Convex Order
Dependence Structure
Uniqueness

Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency

Dhaene, J., Stassen, B., Barigou, K., Linders, D. H. & Chen, Z., Sep 2017, In : Insurance: Mathematics and Economics. 76, p. 14-27 14 p.

Research output: Contribution to journalArticle

Insurance
Valuation
Merging
Market
Judgment