Projects per year
Personal profile
Biography
I am a Lecturer in Actuarial Science at the Department of Econometrics and Business Statistics. I received a Ph.D. degree from KU Leuven, Belgium, in 2019, after which I stayed as a research fellow in the Actuarial Research Group.
Since 2015, I am a member of the Institute of Actuaries in Belgium. I have worked as an actuary in the risk management department of AXA Belgium, and I have been involved as a consultant in the construction of the medical index for the private health insurance sector.
My background is in Actuarial science (M.Sc. from UC Louvain, Belgium) and Mathematics (B.Sc. from Université Pierre et Marie Curie, France).
Research interests
My research revolves around aspects of risk management, risk measurement, and pricing. I am interested in developing tools to advance the practice of risk assessment, as well as in addressing issues related to the affordability and the accessibility of insurance.
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research area keywords
- Actuarial science
- Risk analysis and management
- Dependence modelling
- Pricing
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Finished
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Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
Hanbali, H., Dhaene, J. & Linders, D., Nov 2022, In: Insurance: Mathematics and Economics. 107, p. 22-37 16 p.Research output: Contribution to journal › Article › Research › peer-review
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Erratum: Pricing insurance policies with offsetting relationship (Annals of Actuarial Science (2021) (1-27) DOI: 10.1017/S1748499521000208)
Hanbali, H., Jul 2022, In: Annals of Actuarial Science. 16, 2, p. 288 1 p.Research output: Contribution to journal › Comment / Debate › Other › peer-review
Open Access -
Monotone tail functions: definitions, properties, and application to risk-reducing strategies
Hanbali, H. & Linders, D., 15 Dec 2022, In: Journal of Computational and Applied Mathematics. 416, 20 p., 114484.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile1 Citation (Scopus) -
Pricing insurance policies with offsetting relationship
Hanbali, H., Jul 2022, In: Annals of Actuarial Science. 16, 2, p. 261-287 27 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Value-at-risk, tail value-at-risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, H., Linders, D. & Dhaene, J., 2022, (Accepted/In press) In: Scandinavian Actuarial Journal. 25 p.Research output: Contribution to journal › Article › Research › peer-review
3 Citations (Scopus)
Prizes
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SCOR Prize for Young Doctors
Hanbali, Hamza (Recipient), Dec 2020
Prize: Prize (including medals and awards)