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Daniël Linders

Personal Details

First Name:Daniël
Middle Name:
Last Name:Linders
Suffix:
RePEc Short-ID:pli706
http://www.herdbehaviorindex.com

Affiliation

Faculteit Economie en Bedrijfswetenschappen
KU Leuven

Leuven, Belgium
http://www.econ.kuleuven.ac.be/

:

Naamsestraat 69, 3000 Leuven
RePEc:edi:fekulbe (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Daniël Linders & Fan Yang, 2016. "Aggregating risks with partial dependence information," Working Papers Department of Accounting, Finance and Insurance (AFI) 544634, KU Leuven, Faculty of Economics and Business, Department of Accounting, Finance and Insurance (AFI).
  2. Daniël Linders & Jan Dhaene & Wim Schoutens, 2015. "Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets," Tinbergen Institute Discussion Papers 15-002/IV/DSF 83, Tinbergen Institute.

Articles

  1. Florence Guillaume & Daniël Linders, 2015. "Stochastic modelling of herd behaviour indices," Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1963-1977, December.
  2. Dhaene, Jan & Linders, Daniël & Schoutens, Wim & Vyncke, David, 2012. "The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 357-370.
  3. Goovaerts, Marc & Linders, Daniël & Van Weert, Koen & Tank, Fatih, 2012. "On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 10-18.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Dhaene, Jan & Linders, Daniël & Schoutens, Wim & Vyncke, David, 2012. "The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 357-370.

    Cited by:

    1. Lee, Woojoo & Ahn, Jae Youn, 2014. "On the multidimensional extension of countermonotonicity and its applications," Insurance: Mathematics and Economics, Elsevier, vol. 56(C), pages 68-79.
    2. Bernard, Carole & Jiang, Xiao & Wang, Ruodu, 2014. "Risk aggregation with dependence uncertainty," Insurance: Mathematics and Economics, Elsevier, vol. 54(C), pages 93-108.
    3. Park, Beum-Jo & Kim, Myung-Joong, 2017. "A Dynamic Measure of Intentional Herd Behavior in Financial Markets," MPRA Paper 82025, University Library of Munich, Germany.
    4. Rodríguez, Jhan & Bárdossy, András, 2015. "Entropy measure for the quantification of upper quantile interdependence in multivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 317-324.
    5. Cheung, K.C. & Chong, W.F. & Yam, S.C.P., 2015. "The optimal insurance under disappointment theories," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 77-90.
    6. Cheung, Ka Chun & Lo, Ambrose, 2013. "General lower bounds on convex functionals of aggregate sums," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 884-896.
    7. Mainik Georg & Schaanning Eric, 2014. "On dependence consistency of CoVaRand some other systemic risk measures," Statistics & Risk Modeling, De Gruyter, vol. 31(1), pages 1-29, March.
    8. Daniël Linders & Jan Dhaene & Wim Schoutens, 2015. "Option prices and model-free measurement of implied herd behavior in stock markets," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(02), pages 1-35.
    9. Jae Youn Ahn, 2015. "Negative Dependence Concept in Copulas and the Marginal Free Herd Behavior Index," Papers 1503.03180, arXiv.org.
    10. Changki Kim & Yangho Choi & Woojoo Lee & Jae Youn Ahn, 2013. "Analyzing Herd Behavior in Global Stock Markets: An Intercontinental Comparison," Papers 1308.3966, arXiv.org.
    11. Samanthi, Ranadeera Gamage Madhuka & Wei, Wei & Brazauskas, Vytaras, 2016. "Ordering Gini indexes of multivariate elliptical risks," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 84-91.

  2. Goovaerts, Marc & Linders, Daniël & Van Weert, Koen & Tank, Fatih, 2012. "On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 51(1), pages 10-18.

    Cited by:

    1. Jaume Belles-Sampera & José M. Merigó & Montserrat Guillén & Miguel Santolino, 2012. "The connection between distortion risk measures and ordered weighted averaging operators," IREA Working Papers 201201, University of Barcelona, Research Institute of Applied Economics, revised Jan 2012.
    2. Liu, Qing & Peng, Liang & Wang, Xing, 2017. "Haezendonck–Goovaerts risk measure with a heavy tailed loss," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 28-47.
    3. Cheung, Ka Chun & Lo, Ambrose, 2013. "General lower bounds on convex functionals of aggregate sums," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 884-896.
    4. Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2013. "“Beyond Value-at-Risk: GlueVaR Distortion Risk Measures”," IREA Working Papers 201302, University of Barcelona, Research Institute of Applied Economics, revised Feb 2013.
    5. Mao, Tiantian & Hu, Taizhong, 2012. "Second-order properties of the Haezendonck–Goovaerts risk measure for extreme risks," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 333-343.
    6. Belles-Sampera, Jaume & Guillen, Montserrat & Santolino, Miguel, 2016. "What attitudes to risk underlie distortion risk measure choices?," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 101-109.
    7. Asimit, Alexandru V. & Badescu, Alexandru M. & Verdonck, Tim, 2013. "Optimal risk transfer under quantile-based risk measurers," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 252-265.
    8. Jaume Belles-Sampera & Montserrat Guillén & Miguel Santolino, 2015. "What attitudes to risk underlie distortion risk measure choices?," Working Papers 2015-05, Universitat de Barcelona, UB Riskcenter.
    9. Asimit, Alexandru V. & Badescu, Alexandru M. & Cheung, Ka Chun, 2013. "Optimal reinsurance in the presence of counterparty default risk," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 690-697.
    10. Tang, Qihe & Yang, Fan, 2014. "Extreme value analysis of the Haezendonck–Goovaerts risk measure with a general Young function," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 311-320.
    11. Wang, Xing & Peng, Liang, 2016. "Inference for intermediate Haezendonck–Goovaerts risk measure," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 231-240.
    12. Asimit, Alexandru V. & Chi, Yichun & Hu, Junlei, 2015. "Optimal non-life reinsurance under Solvency II Regime," Insurance: Mathematics and Economics, Elsevier, vol. 65(C), pages 227-237.
    13. Guillén, Montserrat & Sarabia, José María & Prieto, Faustino, 2013. "Simple risk measure calculations for sums of positive random variables," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 273-280.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2015-04-25. Author is listed
  2. NEP-GER: German Papers (1) 2016-07-16. Author is listed

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