Daniel Hemant Linders

20122020

Research output per year

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Research Output

  • 16 Article
  • 2 Conference contribution
2020

Comonotonic asset prices in arbitrage-free markets

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

Research output: Contribution to journalArticle

2019

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

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

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

Research output: Contribution to journalArticle

2017

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

2016

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

2015

On an optimization problem related to static super-replicating strategies

Chen, X., Deelstra, G., Dhaene, J., Linders, D. & Vanmaele, M., Apr 15 2015, In : Journal of Computational and Applied Mathematics. 278, p. 213-230 18 p.

Research output: Contribution to journalArticle

Option prices and model-free measurement of implied herd behavior in stock markets

Linders, D., Dhaene, J. & Schoutens, W., 2015, In : Int. J. Financ. Eng.. 2, 2, p. 1550012, 35

Research output: Contribution to journalArticle

Stochastic modelling of herd behaviour indices

Guillaume, F. & Linders, D., Dec 2 2015, In : Quantitative Finance. 15, 12, p. 1963-1977 15 p.

Research output: Contribution to journalArticle

2014

A framework for robust measurement of implied correlation

Linders, D. & Schoutens, W., Dec 1 2014, In : Journal of Computational and Applied Mathematics. 271, p. 39-52 14 p.

Research output: Contribution to journalArticle

A multivariate dependence measure for aggregating risks

Dhaene, J., Linders, D., Schoutens, W. & Vyncke, D., Jun 1 2014, In : Journal of Computational and Applied Mathematics. 263, p. 78-87 10 p.

Research output: Contribution to journalArticle

2012

FIX: The Fear Index-Measuring Market Fear

Dhaene, J., Dony, J., Forys, M. B., Linders, D. & Schoutens, W., Jan 1 2012, Topics in Numerical Methods for Finance. Springer New York LLC, p. 37-55 19 p. (Springer Proceedings in Mathematics and Statistics; vol. 19).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures

Goovaerts, M., Linders, D., Van Weert, K. & Tank, F., Jul 1 2012, In : Insurance: Mathematics and Economics. 51, 1, p. 10-18 9 p.

Research output: Contribution to journalArticle

Remarks on quantiles and distortion risk measures

Dhaene, J., Kukush, A., Linders, D. & Tang, Q., Dec 1 2012, In : European Actuarial Journal. 2, 2, p. 319-328 10 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