2019 Dhaene, J., Kukush, A. & Linders, D. (2019) ‘Comonotonic asset prices in arbitrage-free markets’, Journal of Computational and Applied Mathematics. [PDF] Hanbali, H. & Linders, D. (2019)… Read more “Publications”

Past Conferences Announcements at National and International Conferences 2019 van Bilsen, S. & Linders, D. (2019). ‘Affordable and Adequate Annuities with Stable Payouts: Fantasy or Reality?’, invited… Read more “Conferences and visits abroad”

UIUC (USA) Life Contingencies I Illinois Actuarial Science Program KU Leuven (Belgium) Foundations of Risk Management Master in Financial and Actuarial Engineering ISM-Adonai (Benin) Advanced Financial Mathematics… Read more “Teaching”

What do the HIX, CIX and Downside HIX measure? The HIX and the CIX measure the market’s expectation of the short term (1 month) degree of co-movement… Read more “The Herd Behavior Index”