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Researcher
Karim Barigou
- Disciplines:Applied economics
Affiliations
- Insurance Research Group (Research group)
Member
From1 Oct 2015 → 30 Sep 2020
Projects
1 - 1 of 1
- On the dependency between risks, with applications to the valuation of combined financial-actuarial risks in incomplete markets.From17 Sep 2015 → 30 Sep 2019Funding: FWO fellowships
Publications
1 - 6 of 6
- Fair valuation of insurance liabilities: interplay between actuarial judgement and market-consistency.(2019)
Authors: Karim Barigou, Jan Dhaene
- Fair valuation of insurance liability cash-flow streams in continuous time: Theory(2019)
Authors: Jan Dhaene, Karim Barigou
Pages: 196 - 208 - Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency(2019)
Authors: Karim Barigou, Jan Dhaene
Pages: 19 - 29 - FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS(2019)
Authors: Jan Dhaene, Karim Barigou
Pages: 1 - 35 - Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting(2019)
Authors: Karim Barigou, Jan Dhaene
Pages: 163 - 187 - Fair valuation of insurance liabilites: merging actuarial judgement and market-consistency(2017)
Authors: Jan Dhaene, Ben Stassen, Karim Barigou, Daniƫl Linders, Ze Chen
Pages: 14 - 27