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

Multivariate risk sharing and the derivation of individually rational Pareto optima. - Alain Chateauneuf; Mina Mostoufi; David Vyncke (Math. Soc. Sci., 2015)

On the calibration of the 3/2 model. - Hilmar Gudmundsson; David Vyncke (Eur. J. Oper. Res., 2019)