Feedback to SSRN

 
  • Selected
  • Entire List
 

Henrard, Luc


 SSRN Author Rank: 17,607 by Downloads
 

BNP Paribas


 Montagne Du Parc 3
 Belgium
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Henrard, Luc's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,655
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 This Paper | Open PDF in Browser |
Journal of Risk Model Validation, Vol. 4, No. 2, Summer 2010
Number of Pages in PDF File: 22
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
513
(33,103)
 

2.  
Basel Ii: Capital Requirements for Equity Investment Portfolios | Show Abstract | Download This Paper | Open PDF in Browser |
Belgian Actuarial Bulletin, Vol. 5, pp. 37-45
Number of Pages in PDF File: 9
Suarez, Fabian
BNP Paribas
Dhaene, Jan
Katholieke Universiteit Leuven - Faculty of Economics and Business
Henrard, Luc
BNP Paribas
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Posted:
01 Jun 06
Last Revised:
24 Nov 13
428
(41,727)
2

3.  
Stress-Testing the Impact of Group Dependence on Credit Portfolio Risk | Show Abstract | Download This Paper | Open PDF in Browser |
STRESS-TESTING FOR FINANCIAL INSTITUTIONS, Harald Scheule, Daniel Rösch, eds., Incisive Media, 2009
Number of Pages in PDF File: 19
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
274
(70,602)
 

4.  
Optimal Approximations for Risk Measures of Sums of Lognormals Based on Conditional Expectations | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Computational and Applied Mathematics, Vol. 221, No. 1, pp. 202-218
Number of Pages in PDF File: 22
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Chen, Xinliang
KU Leuven - Faculty of Business and Economics (FEB)
Dhaene, Jan
Katholieke Universiteit Leuven - Faculty of Economics and Business
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
161
(119,573)
3

5.  
An Explicit Option - Based Strategy that Outperforms Dollar Cost Averaging | Show Abstract | Download This Paper | Open PDF in Browser |
International Journal of Theoretical and Applied Finance, Forthcoming
Number of Pages in PDF File: 19
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
158
(121,638)
1

6.  
Analytic Bounds and Approximations for Annuities and Asian Options | Show Abstract | Download This Paper | Open PDF in Browser |
Insurance: Mathematics and Economics, Vol. 42, No. 3, 2008
Number of Pages in PDF File: 18
Vanduffel, Steven
Vrije Universiteit Brussel (VUB)
Henrard, Luc
BNP Paribas
Dhaene, Jan
Katholieke Universiteit Leuven - Faculty of Economics and Business
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
121
(151,478)
2


Records 1 - 6 of 6 matches
[ 1 ]

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo5 in 0.172 seconds