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Hamza Hanbali
Hamza Hanbali
Bestätigte E-Mail-Adresse bei monash.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
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
202019
American-type basket option pricing: a simple two-dimensional partial differential equation
H Hanbali, D Linders
Quantitative Finance 19 (10), 1689-1704, 2019
172019
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
132017
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
112017
Measuring medical inflation for health insurance portfolios in Belgium
J Dhaene, H Hanbali
European Actuarial Journal 9, 139-153, 2019
62019
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
52023
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
52019
Pricing insurance policies with offsetting relationship
H Hanbali
Annals of Actuarial Science 16 (2), 261-287, 2022
22022
Monotone tail functions: Definitions, properties, and application to risk-reducing strategies
H Hanbali, D Linders
Journal of Computational and Applied Mathematics 416, 114484, 2022
12022
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
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