Value-at-risk, tail value-at-risk and upper tail transform of the sum of two counter-monotonic random variables / Hamza Hanbali, Daniel Linders, Jan Dhaene
Actuarial-consistency and two-step actuarial valuation : a new paradigm to insurance valuation / Karim Barigou, Daniel Linders, Fan Yang
The 3-step hedge-based valuation : fair valuation in the presence of systematic risks / Daniel Linders