Research

Publications

Understanding the Correlation Risk Premium
with Jan Dhaene, Daniel Linders, and Qian Wang, Annals of Actuarial Science, 2025, 19(2), 233–256. Read the article ›

Working Papers

• A Decomposition Framework for Managing Hybrid Liabilities
  with Daniel Linders, Jan Dhaene, and Tim J. Boonen, submitted. Read the article ›

• Dispersion Swap in a Continuous-time Financial Market
  with Daniel Linders and Bertrand Tavin