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Author ID: linders.daniel Recent zbMATH articles by "Linders, Daniël"
Published as: Linders, Daniël; Linders, D.; Linders, Daniel
Documents Indexed: 17 Publications since 2012
Co-Authors: 21 Co-Authors with 17 Joint Publications
623 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

13 Publications have been cited 142 times in 109 Documents Cited by Year
Remarks on quantiles and distortion risk measures. Zbl 1256.91027
Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe
32
2012
The herd behavior index: a new measure for the implied degree of co-movement in stock markets. Zbl 1237.91237
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
24
2012
On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures. Zbl 1284.91235
Goovaerts, Marc; Linders, Daniël; Van Weert, Koen; Tank, Fatih
23
2012
Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency. Zbl 1395.91249
Dhaene, Jan; Stassen, Ben; Barigou, Karim; Linders, Daniël; Chen, Ze
16
2017
A multivariate dependence measure for aggregating risks. Zbl 1386.91172
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
11
2014
FIX: the fear index – measuring market fear. Zbl 1296.91219
Dhaene, J.; Dony, J.; Forys, M. B.; Linders, D.; Schoutens, W.
7
2012
A framework for robust measurement of implied correlation. Zbl 1319.91159
Linders, Daniël; Schoutens, Wim
7
2014
Ordered random vectors and equality in distribution. Zbl 1398.91320
Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; Linders, Daniël
6
2015
On an optimization problem related to static super-replicating strategies. Zbl 1299.91140
Chen, Xinliang; Deelstra, Griselda; Dhaene, Jan; Linders, Daniël; Vanmaele, Michèle
5
2015
The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Zbl 1304.91215
Dhaene, J.; Kukush, A.; Linders, D.
4
2014
The multivariate variance gamma model: basket option pricing and calibration. Zbl 1468.91171
Linders, Daniël; Stassen, Ben
3
2016
Basket option pricing and implied correlation in a one-factor Lévy model. Zbl 1398.91605
Linders, Daniël; Schoutens, Wim
3
2016
Affordable and adequate annuities with stable payouts: fantasy or reality? Zbl 1411.91318
van Bilsen, Servaas; Linders, Daniël
1
2019
Affordable and adequate annuities with stable payouts: fantasy or reality? Zbl 1411.91318
van Bilsen, Servaas; Linders, Daniël
1
2019
Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency. Zbl 1395.91249
Dhaene, Jan; Stassen, Ben; Barigou, Karim; Linders, Daniël; Chen, Ze
16
2017
The multivariate variance gamma model: basket option pricing and calibration. Zbl 1468.91171
Linders, Daniël; Stassen, Ben
3
2016
Basket option pricing and implied correlation in a one-factor Lévy model. Zbl 1398.91605
Linders, Daniël; Schoutens, Wim
3
2016
Ordered random vectors and equality in distribution. Zbl 1398.91320
Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; Linders, Daniël
6
2015
On an optimization problem related to static super-replicating strategies. Zbl 1299.91140
Chen, Xinliang; Deelstra, Griselda; Dhaene, Jan; Linders, Daniël; Vanmaele, Michèle
5
2015
A multivariate dependence measure for aggregating risks. Zbl 1386.91172
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
11
2014
A framework for robust measurement of implied correlation. Zbl 1319.91159
Linders, Daniël; Schoutens, Wim
7
2014
The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Zbl 1304.91215
Dhaene, J.; Kukush, A.; Linders, D.
4
2014
Remarks on quantiles and distortion risk measures. Zbl 1256.91027
Dhaene, Jan; Kukush, Alexander; Linders, Daniël; Tang, Qihe
32
2012
The herd behavior index: a new measure for the implied degree of co-movement in stock markets. Zbl 1237.91237
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
24
2012
On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures. Zbl 1284.91235
Goovaerts, Marc; Linders, Daniël; Van Weert, Koen; Tank, Fatih
23
2012
FIX: the fear index – measuring market fear. Zbl 1296.91219
Dhaene, J.; Dony, J.; Forys, M. B.; Linders, D.; Schoutens, W.
7
2012
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Cited by 170 Authors

14 Dhaene, Jan
12 Linders, Daniël
9 Cheung, Ka Chun
7 Schoutens, Wim
6 Ahn, Jae Youn
6 Barigou, Karim
6 Wang, Ruodu
5 Asimit, Alexandru V.
4 Peng, Liang
4 Wang, Xing
4 Yam, Sheung Chi Phillip
4 Yang, Fan
3 Bellini, Fabio
3 Bignozzi, Valeria
3 Chen, Ze
3 Deelstra, Griselda
3 Delong, Łukasz
3 Guillen, Montserrat
3 Koch Medina, Pablo
3 Kukush, Oleksandr Georgiĭovych
3 Lee, Woojoo
3 Lo, Ambrose
3 Mao, Tiantian
3 Tang, Qihe
2 Assa, Hirbod
2 Badescu, Alexandru M.
2 Belles-Sampera, Jaume
2 Boonen, Tim J.
2 Chen, Bingzheng
2 Embrechts, Paul
2 Glauner, Alexander
2 Guillaume, Florence
2 Hu, Junlei
2 Hu, Taizhong
2 Liu, Haiyan
2 Luciano, Elisa
2 Marena, Marina
2 Munari, Cosimo
2 Pelsser, Antoon A. J.
2 Rong, Yian
2 Rosazza Gianin, Emanuela
2 Santolino, Miguel
2 Semeraro, Patrizia
2 Stassen, Ben
2 Tsanakas, Andreas
2 Vanmaele, Michèle
2 Vyncke, David
2 Wei, Yunran
2 Xun, Li
2 Yin, Chuancun
2 Zhang, Yiying
1 Al-Shehri, M. A.
1 Albrecher, Hansjörg
1 Asimit, Vali
1 Bárdossy, András
1 Bauer, Daniel J.
1 Bäuerle, Nicole
1 Bernard, Carole L.
1 Birghila, Corina
1 Brazauskas, Vytaras
1 Cai, Ya
1 Caldana, Ruggero
1 Chaoubi, Ihsan
1 Chen, Xinliang
1 Chen, Yan
1 Chen, Yu
1 Cheng, Ching-Hsue
1 Chi, Yichun
1 Chong, Wing Fung
1 Cornilly, Dries
1 Cossette, Hélène
1 Da, Gaofeng
1 Daluiso, Roberto
1 Devolder, Pierre
1 Dingeç, Kemal Dinçer
1 Durukan, Kubra
1 Engsner, Hampus
1 Filipović, Damir
1 Fuchs, Sebastian L.
1 Fusai, Gianluca
1 Gadoury, Simon-Pierre
1 Gan, Siqing
1 Gao, Niushan
1 Gao, Wenxue
1 Gao, Yu
1 Gerrard, Russell
1 Ghossoub, Mario
1 Gnameho, Kossi
1 Gnoatto, Alessandro
1 Gospodinov, Nikolay
1 Grasselli, Martino
1 Guyon, Julien
1 Hainaut, Donatien
1 Hanbali, Hamza
1 Hiabu, Munir
1 Hieber, Peter
1 Hou, Yanxi
1 Huang, Yuxia
1 Hürlimann, Werner
1 Ivanov, Roman V.
...and 70 more Authors

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