A dynamic equivalence principle for systematic longevity risk management H Hanbali, M Denuit, J Dhaene, J Trufin Insurance: Mathematics and Economics 86, 158-167, 2019 | 20 | 2019 |
American-type basket option pricing: a simple two-dimensional partial differential equation H Hanbali, D Linders Quantitative Finance 19 (10), 1689-1704, 2019 | 17 | 2019 |
Updating mechanism for lifelong insurance contracts subject to medical inflation M Denuit, J Dhaene, H Hanbali, N Lucas, J Trufin European Actuarial Journal 7, 133-163, 2017 | 13 | 2017 |
Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation J Dhaene, E Godecharle, K Antonio, M Denuit, H Hanbali ASTIN Bulletin: The Journal of The IAA 47 (3), 803-836, 2017 | 11 | 2017 |
Measuring medical inflation for health insurance portfolios in Belgium J Dhaene, H Hanbali European Actuarial Journal 9, 139-153, 2019 | 6 | 2019 |
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables H Hanbali, D Linders, J Dhaene Scandinavian Actuarial Journal 2023 (3), 219-243, 2023 | 5 | 2023 |
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system H Hanbali, H Claassens, M Denuit, J Dhaene, J Trufin Health Policy 123 (10), 970-975, 2019 | 5 | 2019 |
Pricing insurance policies with offsetting relationship H Hanbali Annals of Actuarial Science 16 (2), 261-287, 2022 | 2 | 2022 |
Monotone tail functions: Definitions, properties, and application to risk-reducing strategies H Hanbali, D Linders Journal of Computational and Applied Mathematics 416, 114484, 2022 | 1 | 2022 |
COAALA: A Novel Approach to Understanding Extreme Stock–Bond Comovement AF Allard, H Hanbali, K Smedts Journal of Financial Econometrics, nbae006, 2024 | | 2024 |
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables H Hanbali, J Dhaene, D Linders Insurance: Mathematics and Economics 107, 22-37, 2022 | | 2022 |
Access all ages: the role of private health insurance H Hanbali | | 2021 |
Contrats d’assurance hospitalisation viagers: défis de conception et discrimination fondée sur l’âge H Hanbali | | 2021 |
A COAALA copula for stock-bond return co-movement: Beware of the beast with four tails AF Allard, H Hanbalib, K Smedtsc ssrn, 2019 | | 2019 |
Systematic risk in long-term insurance business. H Hanbali | | 2019 |
Hospitalisation: le nouveau mécanisme belge d'indexation M Denuit, J Dhaene, H Hanbali, N Lucas, J Trufin | | 2017 |