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Henrard, Luc


 SSRN Author Rank: 16,534 by Downloads
 

BNP Paribas


 Montagne Du Parc 3
 Belgium
 email address

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. Henrard, Luc's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,598
Total
Citations
8
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Reconciling Credit Correlations | Show Abstract | Download |
Journal of Risk Model Validation, Vol. 4, No. 2, Summer 2010
Working Paper Series
Chernih, Andrew
affiliation not provided to SSRN
Henrard, Luc
BNP Paribas
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
09 Nov 07
Last Revised:
17 Sep 12
491
(31,658)
 

2.  
Basel Ii: Capital Requirements for Equity Investment Portfolios | Show Abstract | Download |
Belgian Actuarial Bulletin, Vol. 5, pp. 37-45
Accepted Paper Series
Suarez, Fabian
BNP Paribas
Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics
Henrard, Luc
BNP Paribas
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
01 Jun 06
Last Revised:
24 Nov 13
421
(38,540)
2

3.  
Stress-Testing the Impact of Group Dependence on Credit Portfolio Risk | Show Abstract | Download |
STRESS-TESTING FOR FINANCIAL INSTITUTIONS, Harald Scheule, Daniel Rösch, eds., Incisive Media, 2009
Accepted Paper Series
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Aver, Bostjan
affiliation not provided to SSRN
Chernih, Andrew
affiliation not provided to SSRN
Henrard, Luc
BNP Paribas
Ribas, Carmen
University of Barcelona - Department of Actuarial, Financial and Economic Mathematics
Posted:
15 Mar 09
271
(64,994)
 

4.  
Optimal Approximations for Risk Measures of Sums of Lognormals Based on Conditional Expectations | Show Abstract | Download |
Journal of Computational and Applied Mathematics, Vol. 221, No. 1, pp. 202-218
Accepted Paper Series
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Chen, Xinliang
KU Leuven - Faculty of Business and Economics (FBE)
Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics
Goovaerts, M. J.
affiliation not provided to SSRN
Henrard, Luc
BNP Paribas
Kaas, Rob
University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Posted:
01 Jun 06
Last Revised:
21 Apr 09
156
(112,485)
3

5.  
An Explicit Option - Based Strategy that Outperforms Dollar Cost Averaging | Show Abstract | Download |
International Journal of Theoretical and Applied Finance, Forthcoming
Accepted Paper Series
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Ahcan, Ales
University of Ljubljana - Faculty of Economics
Henrard, Luc
BNP Paribas
Maj, Mateusz
Free University of Brussels (VUB) - Faculty of Economic, Social and Political Sciences
Posted:
26 Jul 11
Last Revised:
23 Aug 11
143
(121,210)
1

6.  
Analytic Bounds and Approximations for Annuities and Asian Options | Show Abstract | Download |
Insurance: Mathematics and Economics, Vol. 42, No. 3, 2008
Accepted Paper Series
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Henrard, Luc
BNP Paribas
Dhaene, Jan
Katholieke Universiteit Leuven - Department of Applied Economics
Valdez, Emiliano
University of New South Wales (UNSW) - School of Actuarial Studies
Shang, Zhaoning
KU Leuven
Posted:
12 Jan 06
Last Revised:
22 Apr 09
116
(143,319)
2


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