Edit Profile (opens in new tab) Linders, Daniël Compute Distance To: Compute Author ID: linders.daniel Published as: Linders, Daniël; Linders, D.; Linders, Daniel more...less Documents Indexed: 17 Publications since 2012 Co-Authors: 21 Co-Authors with 17 Joint Publications 623 Co-Co-Authors all top 5 Co-Authors 0 single-authored 9 Dhaene, Jan 5 Schoutens, Wim 4 Kukush, Oleksandr Georgiĭovych 2 Stassen, Ben 2 Vyncke, David 1 Barigou, Karim 1 Chen, Xinliang 1 Chen, Ze 1 Cheung, Ka Chun 1 Deelstra, Griselda 1 Dony, Julia 1 Forys, M. B. 1 Goovaerts, Marc J. 1 Guillaume, Florence 1 Hanbali, Hamza 1 Tang, Qihe 1 Tank, Fatih 1 van Bilsen, Servaas 1 Van Weert, Koen 1 Vanmaele, Michèle 1 Yang, Fan all top 5 Serials 4 Journal of Computational and Applied Mathematics 4 Insurance Mathematics & Economics 3 Quantitative Finance 1 Theory of Probability and Mathematical Statistics 1 Scandinavian Actuarial Journal 1 North American Actuarial Journal 1 European Actuarial Journal Fields 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Statistics (62-XX) 5 Probability theory and stochastic processes (60-XX) 1 Partial differential equations (35-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications 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 1256.91027Dhaene, 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 1237.91237Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David 24 2012 On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures. Zbl 1284.91235Goovaerts, Marc; Linders, Daniël; Van Weert, Koen; Tank, Fatih 23 2012 Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency. Zbl 1395.91249Dhaene, Jan; Stassen, Ben; Barigou, Karim; Linders, Daniël; Chen, Ze 16 2017 A multivariate dependence measure for aggregating risks. Zbl 1386.91172Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David 11 2014 FIX: the fear index – measuring market fear. Zbl 1296.91219Dhaene, J.; Dony, J.; Forys, M. B.; Linders, D.; Schoutens, W. 7 2012 A framework for robust measurement of implied correlation. Zbl 1319.91159Linders, Daniël; Schoutens, Wim 7 2014 Ordered random vectors and equality in distribution. Zbl 1398.91320Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; Linders, Daniël 6 2015 On an optimization problem related to static super-replicating strategies. Zbl 1299.91140Chen, Xinliang; Deelstra, Griselda; Dhaene, Jan; Linders, Daniël; Vanmaele, Michèle 5 2015 The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Zbl 1304.91215Dhaene, J.; Kukush, A.; Linders, D. 4 2014 The multivariate variance gamma model: basket option pricing and calibration. Zbl 1468.91171Linders, Daniël; Stassen, Ben 3 2016 Basket option pricing and implied correlation in a one-factor Lévy model. Zbl 1398.91605Linders, Daniël; Schoutens, Wim 3 2016 Affordable and adequate annuities with stable payouts: fantasy or reality? Zbl 1411.91318van Bilsen, Servaas; Linders, Daniël 1 2019 Affordable and adequate annuities with stable payouts: fantasy or reality? Zbl 1411.91318van Bilsen, Servaas; Linders, Daniël 1 2019 Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency. Zbl 1395.91249Dhaene, Jan; Stassen, Ben; Barigou, Karim; Linders, Daniël; Chen, Ze 16 2017 The multivariate variance gamma model: basket option pricing and calibration. Zbl 1468.91171Linders, Daniël; Stassen, Ben 3 2016 Basket option pricing and implied correlation in a one-factor Lévy model. Zbl 1398.91605Linders, Daniël; Schoutens, Wim 3 2016 Ordered random vectors and equality in distribution. Zbl 1398.91320Cheung, Ka Chun; Dhaene, Jan; Kukush, Alexander; Linders, Daniël 6 2015 On an optimization problem related to static super-replicating strategies. Zbl 1299.91140Chen, Xinliang; Deelstra, Griselda; Dhaene, Jan; Linders, Daniël; Vanmaele, Michèle 5 2015 A multivariate dependence measure for aggregating risks. Zbl 1386.91172Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David 11 2014 A framework for robust measurement of implied correlation. Zbl 1319.91159Linders, Daniël; Schoutens, Wim 7 2014 The multivariate Black & Scholes market: conditions for completeness and no-arbitrage. Zbl 1304.91215Dhaene, J.; Kukush, A.; Linders, D. 4 2014 Remarks on quantiles and distortion risk measures. Zbl 1256.91027Dhaene, 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 1237.91237Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David 24 2012 On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures. Zbl 1284.91235Goovaerts, Marc; Linders, Daniël; Van Weert, Koen; Tank, Fatih 23 2012 FIX: the fear index – measuring market fear. Zbl 1296.91219Dhaene, J.; Dony, J.; Forys, M. B.; Linders, D.; Schoutens, W. 7 2012 all cited Publications top 5 cited Publications all top 5 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 all top 5 Cited in 30 Serials 41 Insurance Mathematics & Economics 9 Journal of Computational and Applied Mathematics 9 Scandinavian Actuarial Journal 9 Quantitative Finance 7 ASTIN Bulletin 4 Statistics & Probability Letters 3 European Journal of Operational Research 2 Mathematical Problems in Engineering 2 European Actuarial Journal 2 Dependence Modeling 1 Lithuanian Mathematical Journal 1 Journal of Applied Probability 1 Journal of Multivariate Analysis 1 Journal of Optimization Theory and Applications 1 Mathematics of Operations Research 1 Operations Research 1 Operations Research Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Communications in Statistics. Theory and Methods 1 International Journal of Computer Mathematics 1 Finance and Stochastics 1 International Journal of Theoretical and Applied Finance 1 Journal of Applied Statistics 1 Lobachevskii Journal of Mathematics 1 Decisions in Economics and Finance 1 North American Actuarial Journal 1 Journal of the Korean Statistical Society 1 SIAM Journal on Financial Mathematics 1 Annals of Finance 1 İstatistik all top 5 Cited in 14 Fields 99 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 50 Statistics (62-XX) 25 Probability theory and stochastic processes (60-XX) 4 Operations research, mathematical programming (90-XX) 3 Partial differential equations (35-XX) 2 Functional analysis (46-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Numerical analysis (65-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year