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Hamza Hanbali

KU Leuven - Faculty of Business and Economics (FEB)

Naamsestraat 69

Leuven, B-3000

Belgium

  • KU Leuven - Faculty of Business and Economics (FEB)

SCHOLARLY PAPERS

2

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368

TOTAL CITATIONS

1

Scholarly Papers (2)

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1.

COAALA: A novel approach to understanding extreme stock-bond comovement

Number of pages: 33 Posted: 20 May 2019 Last Revised: 27 Apr 2022
Anne-Florence Allard, Hamza Hanbali and Kristien Smedts
University of Bristol, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Economics and Business (FEB)
Downloads 280 (271,230)

Abstract:

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stock-bond dependence, tail dependence, time-varying copulas

2.

Updating Mechanism for Lifelong Insurance Contracts Subject to Medical Inflation

Number of pages: 32 Posted: 17 Nov 2016
Michel Denuit, Jan Dhaene, Hamza Hanbali, Nathalie Lucas and Julien Trufin
Catholic University of Louvain, Katholieke Universiteit Leuven, KU Leuven - Faculty of Business and Economics (FEB), Catholic University of Louvain (UCL) and Université Libre de Bruxelles (ULB)
Downloads 88 (753,595)
Citation 1

Abstract:

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health insurance, reserving, inflation, premium update, solvency evaluation