The 3-step hedge-based valuation: fair valuation in the presence of systematic risks von Linders, Daniël

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Monotone tail functions: Definitions, properties, and application to risk-reducing strategies von Hanbali, Hamza, Linders, Daniël

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Monotone tail functions: Definitions, properties, and application to risk-reducing strategies von Hanbali, Hamza, Linders, Daniel

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Comonotonic asset prices in arbitrage-free markets von Dhaene, Jan, Kukush, Alexander, Linders, Daniël

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The multivariate Variance Gamma model: basket option pricing and calibration von Linders, Daniël, Stassen, Ben

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Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables von Hanbali, Hamza, Dhaene, Jan, Linders, Daniël

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Analysis of Flood Hazard Alteration: Cascading Effects of Earthquake on Stormwater Collection Network von Marvi, Morteza T, Linders, Daniël

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Understanding the correlation risk premium von Dhaene, Jan, Linders, Daniël, Ling, Biwen, Wang, Qian

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Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation von Barigou, Karim, Linders, Daniël, Yang, Fan

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Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables von Hanbali, Hamza, Linders, Daniël, Dhaene, Jan

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A framework for robust measurement of implied correlation von Linders, Daniël, Schoutens, Wim

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Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency von Dhaene, Jan, Stassen, Ben, Barigou, Karim, Linders, Daniël, Chen, Ze

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Affordable and adequate annuities with stable payouts: Fantasy or reality? von van Bilsen, Servaas, Linders, Daniël

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American-type basket option pricing: a simple two-dimensional partial differential equation von Hanbali, Hamza, Linders, Daniel

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Decomposition of natural catastrophe risks: Insurability using parametric CAT bonds von Marvi, Morteza Tavanaie, Linders, Daniël

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Remarks on quantiles and distortion risk measures von Dhaene, Jan, Kukush, Alexander, Linders, Daniël, Tang, Qihe

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Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables von Hanbali, Hamza, Dhaene, Jan, Linders, Daniel

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A multivariate dependence measure for aggregating risks von Dhaene, Jan, Linders, Daniël, Schoutens, Wim, Vyncke, David

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American-type basket option pricing: a simple two-dimensional partial differential equation von Hanbali, Hamza, Linders, Daniel

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Affordable and adequate annuities with stable payouts: Fantasy or reality? von van Bilsen, Servaas, Linders, Daniel

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