Announcements at National and International Conferences
2019
van Bilsen, S. & Linders, D. (2019). ‘Affordable and Adequate Annuities with Stable Payouts: Fantasy or Reality?’, invited talk at the 3rd International Congress on Actuarial Science and Quantitative Finance, Manizales, Colombia, June 19 – 22.
2016
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.
2015
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.
2014
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.
2013
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.
2012
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.
2011
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
2019
van Bilsen, S. & Linders, D. (2019). ‘Affordable and Adequate Annuities with Stable Payouts: Fantasy or Reality?’, MAcquarie University, Macquarie, Australia, June 12.
van Bilsen, S. & Linders, D. (2019). ‘Affordable and Adequate Annuities with Stable Payouts: Fantasy or Reality?’, University of New South Wales, Sydney, Australia, June 10.
van Bilsen, S. & Linders, D. (2019). ‘Affordable and Adequate Annuities with Stable Payouts: Fantasy or Reality?’, Australian National University, Canberra, Australia, June 6.
2016
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.
2015
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.
2014
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.
2013
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.
2012
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.
2011
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.
Leave a Reply