Daniel Hemant Linders

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Personal profile

Personal profile

Daniël Linders obtained his master's degree in Mathematics  in 2007 at the KU Leuven. In 2009, he finished the two year program of Actuarial Science at the KU Leuven. During these two years, he did an internship at Dexia Bank Belgium and Dexia Insurance Belgium. He obtained his PhD in 2013 under the supervision of Professor Jan Dhaene (KU Leuven). His PhD is titled ‘Measuring herd behavior in stock markets’. In the period 2013-2015, he was a postdoctoral researcher at the KU Leuven, funded by the Axa Research Fund. In the period 2015-2016, he worked at the University of Amsterdam. After his PhD, he was visiting lecturer at the University of Antwerp (Belgium), Université Libre de Bruxelles (Belgium), University of Waterloo (Canada) and ISM Adonaï (Benin).

Research Interests

Comonotonicity
The Herd Behavior Index
Multivariate derivatives
Market consistent valuation

Professional Information

My research is situated at the crossovers of Actuarial Science and Quantitative Finance. I am interested in developing quantitative solutions for actuarial and financial problems which involve dependent risks. Examples are: Basket option pricing, determining solvency requirements, valuation of liabilities involving financial and actuarial risks, etc.

Education

2007: Master of Science in Mathematics (KU Leuven, Belgium)
2008: Master in Insurance (KU Leuven, Belgium)
2009: Master in Financial and Actuarial Engineering (KU Leuven, Belgium)
2013: Doctoral program in Business Economics (KU Leuven, Belgium)
2016: Certificate in Quantitative Finance (FitchLearning, London)

Honors & Awards

Grants

Office Address

Department of Mathematics
222 Illini Hall
725 s. Wright Street
Champaign, IL 61820

Office Phone

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Research Output

  • 16 Article
  • 2 Conference contribution

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

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

Research output: Contribution to journalArticle

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

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

    Research output: Contribution to journalArticle

  • Aggregating risks with partial dependence information

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

    Research output: Contribution to journalArticle

  • The multivariate Variance Gamma model: basket option pricing and calibration

    Linders, D. & Stassen, B., Apr 2 2016, In : Quantitative Finance. 16, 4, p. 555-572 18 p.

    Research output: Contribution to journalArticle

  • The herd behavior index: A new measure for the implied degree of co-movement in stock markets

    Dhaene, J., Linders, D., Schoutens, W. & Vyncke, D., May 1 2012, In : Insurance: Mathematics and Economics. 50, 3, p. 357-370 14 p.

    Research output: Contribution to journalArticle