Daniël Linders

Daniël Linders

Catholic University of Leuven - Leuven / Belgium
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1405007
Katholieke Universiteit Leuven
person_outline Daniël Linders's MOST POPULAR ARTICLES
1-) Remarks on quantiles and distortion risk measuresJ Dhaene, A Kukush, D Linders, Q TangEuropean Actuarial Journal 2 (2), 319-328, 2012882012
2-) The herd behavior index: A new measure for the implied degree of co-movement in stock marketsJ Dhaene, D Linders, W Schoutens, D VynckeInsurance: Mathematics and economics 50 (3), 357-370, 2012552012
3-) Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistencyJ Dhaene, B Stassen, K Barigou, D Linders, Z ChenInsurance: Mathematics and Economics 76, 14-27, 2017462017
4-) The multivariate Variance Gamma model: basket option pricing and calibrationD Linders, B StassenQuantitative Finance 16 (4), 555-572, 2016512016
5-) On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measuresM Goovaerts, D Linders, K Van Weert, F TankInsurance: Mathematics and Economics 51 (1), 10-18, 2012492012