A multivariate dependence measure for aggregating risks. - Jan Dhaene; Daniël Linders; Wim Schoutens; David Vyncke (J. Comput. Appl. Math., 2014)

A framework for robust measurement of implied correlation. - Daniël Linders; Wim Schoutens (J. Comput. Appl. Math., 2014)

On an optimization problem related to static super-replicating strategies. - Xinliang Chen; Griselda Deelstra; Jan Dhaene; Daniël Linders; Michèle Vanmaele (J. Comput. Appl. Math., 2015)

Comonotonic asset prices in arbitrage-free markets. - Jan Dhaene; Alexander Kukush; Daniël Linders (J. Comput. Appl. Math., 2020)

Monotone tail functions: Definitions, properties, and application to risk-reducing strategies. - Hamza Hanbali; Daniël Linders (J. Comput. Appl. Math., 2022)