Daniel Linders PhD., CQF
Daniël Linders obtained his master's degree in Mathematics in 2007 at the KU Leuven. In 2009, he finished the two year program of Actuarial Science at the KU Leuven. During these two years, he did an internship at Dexia Bank Belgium and Dexia Insurance Belgium. He obtained his PhD in 2013 under the supervision of Professor Jan Dhaene (KU Leuven). His PhD is titled ‘Measuring herd behavior in stock markets’. In the period 2013-2015, he was a postdoctoral researcher at the KU Leuven, funded by the Axa Research Fund. In the period 2015-2016, he worked at the University of Amsterdam. After his PhD, he was visiting lecturer at the University of Antwerp (Belgium), Université Libre de Bruxelles (Belgium), University of Waterloo (Canada) and ISM Adonaï (Benin).
- The Herd Behavior Index
- Multivariate derivatives
- Market consistent valuation
My research is situated at the crossovers of Actuarial Science and Quantitative Finance. I am interested in developing quantitative solutions for actuarial and financial problems which involve dependent risks. Examples are: Basket option pricing, determining solvency requirements, valuation of liabilities involving financial and actuarial risks, etc.
- 2007: Master of Science in Mathematics (KU Leuven, Belgium)
- 2008: Master in Insurance (KU Leuven, Belgium)
- 2009: Master in Financial and Actuarial Engineering (KU Leuven, Belgium)
- 2013: Doctoral program in Business Economics (KU Leuven, Belgium)
- 2016: Certificate in Quantitative Finance (FitchLearning, London)
Distinctions / Awards
- 2019: TIAA research grant - 1 year, with Servaas van Bilsen (University of Amsterdam, Netherlands). Ttitle: 'Optimal Variable Annuity Design'.
- 2015: Society of Actuaries - 1 year, with Fan Yang (U. of Waterloo, Canada). Title: 'Risk Aggregation with Partial Dependence Information'.
- 2015: Exploratory Bilateral co-operation Program Tsinghua University - KU Leuven - with Jan Dhaene (KU Leuven, PI), Bingzheng Chen (Tsinghua University, PI), Tim Verdonck (KU Leuven, Co-PI), Lihong Zhang & Feng Gao (Tsinghua University, Co-PI). Title: 'Measuring and Managing Systematic Risk in Financial Markets'
- 2014: Research Foundation Flanders (Travel Grant)
- 2013: AXA Research Fund - 2 years. Title: 'Measuring and managing fear in financial markets'