Conferences and visits abroad

Past Conferences

Announcements at National and International Conferences

  • Linders, D. & van Bilsen, S. (2016). ‘A generic approach for buffering Lévy shocks inunit-linked insurance contracts’, 9th International Conference of the ERCIM WG on Computational and Methodological Statistics, Sevilla, Spain, December 9-11.
  • Linders, D. & van Bilsen, S. (2016). ‘A generic approach for buffering Lévy shocks in unit-linked insurance contracts’, 20th International Congress on Insurance: Mathematics & Economics, Atlanta, USA, July 25-27.
  • Linders, D. & van Bilsen, S. (2016). ‘A generic approach for buffering Lévy shocks in
    unit-linked insurance contracts’, 6th International Gerber-Shiu workshop, Beijing, China, June 8-9.
  •  Linders, D. Dhaene, J. & Schoutens, W. (2015). ‘Model-free measurement of implied
    herd behavior’, CMO-BIRS workshop on Recent Advances in Actuarial Mathematics,
    Oaxaca, Mexico, October 25-30.
  • Linders, D. & Schoutens, W. (2015). ‘Basket option pricing and implied correlation
    in a Lévy copula model’, Challenges in Derivatives Markets, KPMG Center of
    Excellence in Risk Management, Munchen, Germany, March 30 – April 1.
  • Linders, D. Dhaene, J. & Schoutens, W. (2015). ‘Model-free measurement of implied
    herd behavior’, Actuarial and Financial Mathematics Conference Interplay between
    Finance and Insurance, Brussels, Belgium, February 5-6.
  •  Linders, D. & Schoutens, W. (2014). ‘Basket option pricing and implied correlation
    in a Lévy copula model’, Invited talk at the 7th International Conference of the
    ERCIM WG on Computational and Methodological Statistics , Pisa, Italy, December
    6-8.
  • Linders, D. & Schoutens, W. (2014). ‘Basket option pricing and implied correlation
    in a Lévy copula model’, 18th International Congress on Insurance: Mathematics &
    Economics, Shanghai, China, July 10-12.
  • Dhaene, J., Linders, D. & Schoutens, W. (2014). ‘Model-free measurement of implied
    herd behavior’, 8th World Congress of the Bachelier Finance Society, Brussels,
    Belgium, June 2 – 6.
  • Dhaene, J., Linders, D. & Schoutens, W. (2014). ‘Model-free measurement of implied
    herd behavior’, 30th International Congress of Actuaries, Washington DC, USA,
    March 30 – May 4.
  • Linders, D., Dhaene, J. & Schoutens, W. (2013). ‘Measuring herd behavior in stock
    markets’, 17th International Congress on Insurance: Mathematics & Economics,
    Copenhagen, Denmark, July 1-3.
  • Linders, D., Dhaene, J. & Schoutens, W. (2013). ‘Measuring herd behavior in stock
    markets’, 6th Brazilian conference on statistical modelling and insurance, Maresias,
    Brasil, March 24-28.
  • Goovaerts, M., Linders, D., Tank, F. & Van Weert, K. (2012). ‘On the Interplay
    between Distortion, Mean Value and Haezendonck-Goovaerts Risk Measures’, 16th
    International Congress on Insurance: Mathematics & Economics, Hong Kong, June
    28-30.
  • Linders, D., Dhaene, J., & Kukush, A. (2012). ‘Measuring dependence using the
    distribution of the sum’, 16th International Congress on Insurance: Mathematics &
    Economics, Hong Kong, June 28-30.
  • Dhaene, J., Linders, D., Schoutens, W. & Vyncke, D. (2011). ‘The HIX: a new
    measure for the degree of herd behavior in stock markets’, 15th International Congress on Insurance: Mathematics & Economics, Trieste, Italy, June 14-16.

Workshops

  • Linders, D., together with Barigou, K., Hanbali, H., Dhaene, J. & Yao, J. (2016)  ‘On the interplay between financial and actuarial risks’, 2 days workshop @ CUFE, Beijing, China, November 5-6.
  • Linders, D. (2016) ‘Multivariate Option Pricing’, 1 day workshop @ Nankai University, Tianjin, China, November 2.

Seminars and Invited Talks

  • Linders, D. & van Bilsen, S. (2016). ‘A generic approach for buffering Lévy shocks in unit-linked insurance contracts’, University of Illinois Urbana-Champaign, USA, January 24.
  • Linders, D. & van Bilsen, S. (2016). ‘A generic approach for buffering Lévy shocks inunit-linked insurance contracts’, University of Waterloo, Waterloo, Canada, January 10.
  • Dhaene, J., Linders, D. & Yao, J. (2016). ‘Can implied correlation mislead you?’,Oberseminar Finanz- und Versicherungsmathematik, TUM, Munich, Germany, January 18.
  • Linders, D. & Schoutens, W. (2015). ‘Basket option pricing and implied correlation
    in a Lévy copula model’, 14th Winter school on Mathematical Finance, Lunteren,
    Netherlands, January 26-28.
  • Linders, D. & Schoutens, W. (2014). ‘Basket option pricing and implied correlation
    in a Lévy copula model’, The University of Hong Kong, Hong Kong, Hong Kong,
    July 31.
  • Linders, D. & Schoutens, W. (2014). ‘Basket option pricing and implied correlation
    in a Lévy copula model’, Xi’an Jiaotong University, Xi’an, China, July 3.
  • Dhaene, J., Linders, D. & Schoutens, W. (2014). ‘Model-free measurement of implied
    herd behavior’, UVA, Amsterdam, Netherlands, April 11.
  • Dhaene, J., Linders, D. & Schoutens, W. (2013). ‘Measuring herd behavior and fear
    in stock markets’, KBC Securities, Brussels, Belgium, December 16.
  • Linders, D. & Schoutens, W. (2013). ‘Robust measurement of implied correlation’,
    University of Ljubljana, Ljubljana, Slovenia, October 24.
  • Dhaene, J. & Linders, D. (2013). ‘Measuring herd behavior and fear in stock markets’,
    ING Insurance Belgium, Diegem, Belgium, September 19.
  • Dhaene, J. & Linders, D. (2013). ‘Measuring herd behavior and fear in stock markets’,
    Generali Belgium, Brussels, Belgium, June 17.
  • Linders, D. (2013). ‘Measuring herd behavior in stock markets’, Seminair on Enterprise
    Risk Management, Leuven, Belgium, May 17.
  • Dhaene, J. & Linders, D. (2013). ‘Measuring herd behavior and fear in stock markets’,
    Reacfin, Louvain-La-Neuve, Belgium, January 8.
  • Dhaene, J. & Linders, D. (2012). ‘Measuring herd behavior and fear in stock markets’,
    Delta Lloyd Life Belgium, Brussels, Belgium, November 11.
  • Dhaene, J. & Linders, D. (2012). ‘Measuring herd behavior and fear in stock markets’,
    AG Insurance, Brussels, Belgium, September 5.
  • Dhaene, J., Linders, D., Schoutens, W. & Vyncke, D. (2012). ‘Measuring the degree
    of herd behavior in stock markets’, Seminar on systemic risk and contingent capital,
    Leuven, Belgium, March 12.
  • Dhaene, J., Linders, D., Schoutens, W. & Vyncke, D. (2012). ‘The degree of herd
    behavior: a new framework for measuring the implied degree of co-movement in
    stock markets’, doctoral seminar, Leuven, Belgium, February 6.
  • Dhaene, J., Linders, D., Schoutens, W. & Vyncke, D. (2011). ‘The Herd Behavior
    Index: a new measure for systemic risk in financial markets’, Actuarieel Contact
    Programma, Leuven, Belgium, September 29.
  • Dhaene, J., Linders, D., Schoutens, W. & Vyncke, D. (2011). ‘The Herd Behavior
    Index: a new measure for systemic risk in financial markets’, 3rd IA|BE Summer
    School, Leuven, Belgium, September 8-9.