Concepedia

Ben Stassen

BS

4

Publications

167

Citations

4

H-Index

2013

Active since

Affiliations

KU Leuven(Current)

Ben Stassen is an author at KU Leuven specializing in finance, asset pricing, and economics.

Top concepts

Publications per year

2013–2017

4

Publications

4

Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency

Jan Dhaene, Ben Stassen, Karim Barigou et al. · Insurance Mathematics and Economics · 2017 · 64 citations

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On the (in)-dependence between financial and actuarial risk

Jan Dhaene, Elisa Luciano, Wim Schoutens et al. · Institutional Research Information System University of Turin (University of Turin) · 2013 · 47 citations · Full text

The multivariate Variance Gamma model: basket option pricing and calibration

Daniël Linders, Ben Stassen · Quantitative Finance · 2015 · 42 citations

, , +17

The minimal entropy martingale measure in a market of traded financial and actuarial risks

Jan Dhaene, Ben Stassen, Pierre Devolder et al. · Journal of Computational and Applied Mathematics · 2015 · 14 citations · Full text

, , +9

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