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Jan Marcel Leonie Dhaene

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First Name: Jan
Middle Name: Marcel Leonie
Last Name: Dhaene
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RePEc Short-ID: pdh2

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Works


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Working papers

  1. Dhaene, Jan & Kukush, Alexander, 2011. "Comonotonic modification of random vector in its own probability space," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/291906, Katholieke Universiteit Leuven.
  2. Dhaene, Jan & Denuit, Michel & Vanduffel, S., 2009. "Correlation order, merging and diversification," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/275364, Katholieke Universiteit Leuven.
  3. Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc, 2009. "Comonotic approximations for a generalized provisioning problem with application to optimal portfolio selection," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/254522, Katholieke Universiteit Leuven.
  4. J. Marin-Solano (Universitat de Barcelona) & O. Roch (Universitat de Barcelona) & J. Dhaene (Katholieke Univerisiteit Leuven) & C. Ribas (Universitat de Barcelona) & M. Bosch-Princep (Universitat de B, 2009. "Buy-and-Hold Strategies and Comonotonic Approximations," Working Papers in Economics 213, Universitat de Barcelona. Espai de Recerca en Economia.
  5. Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc, 2009. "Optimal portfolio selection for general provisioning and terminal wealth problems," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/252038, Katholieke Universiteit Leuven.
  6. Dhaene, Jan & Tsanakas, Andreas & Emiliano, Valdez & Steven, Vanduffel, 2009. "Optimal capital allocation principles," MPRA Paper 13574, University Library of Munich, Germany.
  7. Shang, Zhaoning & Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc, 2009. "The distribution of path-dependent options with applications to profit sharing," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/247189, Katholieke Universiteit Leuven.
  8. Vernic, Raluca & Dhaene, Jan & Sundt, Bjorn, 2009. "Inequalities for the De Pril approximation to the distribution of the number of policies with claims," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/220846, Katholieke Universiteit Leuven.
  9. Darkiewicz, G. & Deelstra, G. & Dhaene, Jan & Hoedemakers, Tom & Vanmaele, M., 2009. "Bounds for right tails of deterministic and stochastic sums of random variables," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/200979, Katholieke Universiteit Leuven.
  10. Valdez, Emiliano & Dhaene, Jan & Mateusz, Maj & Vanduffel, Steven, 2009. "Bounds and approximations for sums of dependent log-elliptical random variables," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/206762, Katholieke Universiteit Leuven.
  11. Dhaene, Jan & Henrard, L & Landsman, Z & Vandendorpe, A & Vanduffel, Steven, 2008. "Some results on the CTE based capital allocation rule," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/199865, Katholieke Universiteit Leuven.
  12. Dhaene, Jan & Laeven, Rob & Vanduffel, Steven & Darkiewicz, Grzegorz & Goovaerts, Marc, 2008. "Can a coherent risk measure be too subadditive?," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/199866, Katholieke Universiteit Leuven.
  13. Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc, 2008. "Some Comments on QIS3," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/229628, Katholieke Universiteit Leuven.
  14. Vanduffel, Steven & Shang, Zhaoning & Henrard, Luc & Dhaene, Jan & Valdez, Emiliano, 2008. "Analytic bounds and approximations for annuities and Asian options," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/199867, Katholieke Universiteit Leuven.
  15. Chen, Xinliang & Deelstra, G. & Dhaene, Jan & Vanmaele, M., 2008. "Static super-replicating strategies for a class of exotic options," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/199873, Katholieke Universiteit Leuven.
  16. Vanduffel, Steven & Dhaene, Jan & Goovaerts, Marc & Koch, R. & Olieslagers, R. & Romijn, O., 2008. "The use of a stochastic LGD in a credit default economic capital framework," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/200962, Katholieke Universiteit Leuven.
  17. Vanmaele, Michèle & De Schepper, Ann & Dhaene, Jan & Reynaerts, Huguette & Schoutens, Wim & Van Goethem, Paul & Deelstra, Griselda & [no author], 2007. "Proceedings of the fifth Actuarial and Financial Mathematics Day," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/137895, Katholieke Universiteit Leuven.
  18. Dhaene, Jan & Vanduffel, Steven & Goovaerts, Marc, 2007. "Comonotonicity," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/174894, Katholieke Universiteit Leuven.
  19. Dhaene, Jan & Kukush, A & Pupashenko, M, 2006. "On the characterization of premium principles under pointwise comonotonicity," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/120087, Katholieke Universiteit Leuven.
  20. Dhaene, Jan & Ribas, Carmen & Vernic, Raluca, 2006. "Recursions for the individual risk model," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/199864, Katholieke Universiteit Leuven.
  21. Vanduffel, Steven & Dhaene, Jan, 2006. "Some results on Denault's capital allocation rule," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/121184, Katholieke Universiteit Leuven.
  22. Denuit, Michel & Dhaene, Jan & Goovaerts, Marc & Kaas, Rob & Laeven, Roger, 2006. "Risk measurement with equivalent utility principles," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/200185, Katholieke Universiteit Leuven.
  23. Vanmaele, Michèle & De Schepper, Ann & Dhaene, Jan & Reynaerts, Huguette & Schoutens, Wim & Van Goethem, Paul & [no author], 2006. "Proceedings of the fourth Actuarial and Financial Mathematics Day," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/137902, Katholieke Universiteit Leuven.
  24. Vanduffel, Steven & Chen, X & Dhaene, Jan & Goovaerts, Marc & Kaas, R & Valdez, E, 2006. "A note on optimal lower bound approximations for risk measures of sums of lognormals," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/121182, Katholieke Universiteit Leuven.
  25. Vanduffel, Steven & Dhaene, Jan & Goovaerts, Marc, 2005. "On the evaluation of 'saving-consumption' plans," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/85646, Katholieke Universiteit Leuven.
  26. Denuit, M & Dhaene, Jan & Goovaerts, Marc & Kaas, R & Laeven, R, 2005. "Risk measurement with the equivalent utility principles," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/122216, Katholieke Universiteit Leuven.
  27. Beirlant, Jan & Claeskens, Gerda & Croux, Christophe & Degryse, Hans & Dewachter, Hans & Dhaene, Geert & Dhaene, Jan & Gijbels, Irène & Goovaerts, Marc & Hubert, Mia & Roodhooft, Filip & Schoutens, W, 2005. "Managing uncertainty:financial, actuarial and statistical modelling," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/120754, Katholieke Universiteit Leuven.
  28. Vanduffel, S & Hoedemakers, Tom & Dhaene, Jan, 2005. "Closed-form approximations for constant continuous annuities," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/224722, Katholieke Universiteit Leuven.
  29. Chen, Xinliang & Dhaene, Jan & Goovaerts, Marc & Vanduffel, Steven, 2005. "A liability driven approach to asset allocation," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/200181, Katholieke Universiteit Leuven.
  30. Albrecher, Hansjörg & Dhaene, Jan & Goovaerts, Marc & Schoutens, Wim, 2005. "Static hedging of Asian options under Lévy models: the comonotonicity approach," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/200155, Katholieke Universiteit Leuven.
  31. Darkiewicz, Grzegorz & Hoedemakers, Tom & Deelstra, G & Dhaene, Jan & Vanmaele, M, 2005. "Bounds for stop-loss premiums of stochastic sums (with applications to life contingencies)," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/122733, Katholieke Universiteit Leuven.
  32. Vanmaele, Michèle & De Schepper, Ann & Dhaene, Jan & Reynaerts, Huguette & Schoutens, Wim & Van Goethem, Paul & [no author], 2005. "Proceedings of the third Actuarial and Financial Mathematics Day," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/137897, Katholieke Universiteit Leuven.
  33. Suarez, Fabian & Dhaene, Jan & Henrard, Luc & Vanduffel, Steven, 2005. "Basel II: Capital requirements for equity investment portfolios," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/200206, Katholieke Universiteit Leuven.
  34. Vanmaele, M & Deelstra, G & Liinev, J & Dhaene, Jan & Goovaerts, Marc, 2004. "Bounds for the price of discrete arithmetic Asian options," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/85333, Katholieke Universiteit Leuven.
  35. Vanduffel, Steven & Hoedemakers, Tom & Dhaene, Jan, 2004. "Comparing approximations for risk measures of sums of non-independent lognormal random variables," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/85432, Katholieke Universiteit Leuven.
  36. Dhaene, Jan & Vanduffel, Steven & Tang, Q & Goovaerts, Marc & Kaas, R & Vyncke, David, 2004. "Solvency capital, risk measures and comonotonicity: a review," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/85435, Katholieke Universiteit Leuven.
  37. Darkiewicz, Grzegorz & Dhaene, Jan & Goovaerts, Marc, 2004. "Distortion risk measures for sums of random variables," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/200176, Katholieke Universiteit Leuven.
  38. Vanmaele, Michèle & De Schepper, Ann & Dhaene, Jan & Reynaerts, Huguette & Schoutens, Wim & Van Goethem, Paul & [no author], 2004. "Proceedings of the second Actuarial and Financial Mathematics Day," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/137896, Katholieke Universiteit Leuven.
  39. Darkiewicz, Grzegorz & Dhaene, Jan & Goovaerts, Marc, 2004. "Risk measures and dependencies of risks," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/85353, Katholieke Universiteit Leuven.
  40. Dhaene, Jan & Goovaerts, Marc & Vanduffel, Steven & Van Hulle, Cynthia, 2004. "Comonotoniciteit als risk management instrument," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/120546, Katholieke Universiteit Leuven.
  41. Dhaene, Jan & Vanduffel, Steven & Goovaerts, Marc & Kaas, R & Vyncke, David, 2004. "Comonotonic approximations for optimal portfolio selection problems," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/85468, Katholieke Universiteit Leuven.
  42. Vyncke, D & Goovaerts, Marc & Dhaene, Jan, 2003. "An accurate analytical approximation for the price of a European-style arithmetic Asian option," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/224539, Katholieke Universiteit Leuven.
  43. Goovaerts, Marc & Kaas, R. & Dhaene, Jan & Tang, Q., 2003. "A unified approach to generate risk measures," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/200990, Katholieke Universiteit Leuven.
  44. Denuit, Michel & Dhaene, Jan, 2003. "Simple characterizations of comonotonicity and countermonotonicity by extremal correlations," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/200207, Katholieke Universiteit Leuven.
  45. Hoedemakers, Tom & Beirlant, Jan & Goovaerts, Marc & Dhaene, Jan, 2003. "Claims reserving using generalized linear models," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118298, Katholieke Universiteit Leuven.
  46. Goovaerts, Marc & Dhaene, Jan & Vyncke, David & Vanduffel, Steven, 2002. "Optimal portfolio selection for cash-flows with bounded capital and risk," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/119454, Katholieke Universiteit Leuven.
  47. Hoedemakers, Tom & Beirlant, Jan & Goovaerts, Marc & Dhaene, Jan, 2002. "Confidence bounds for discounted loss reserves," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118446, Katholieke Universiteit Leuven.
  48. Dhaene, Jan & Denuit, Michel & Goovaerts, Marc & Kaas, R & Vyncke, D, 2002. "The concept of comonotonicity in actuarial science and finance : applications," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/224321, Katholieke Universiteit Leuven.
  49. Goovaerts, Marc & Dhaene, Jan & Kaas, R, 2002. "Economic capital allocation derived from risk measures," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/224322, Katholieke Universiteit Leuven.
  50. Vanduffel, S & Dhaene, Jan & Goovaerts, Marc & Kaas, R, 2002. "The hurdle-race problem," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/224324, Katholieke Universiteit Leuven.
  51. Dhaene, Jan & Denuit, Michel & Goovaerts, Marc & Kaas, R & Vyncke, D, 2002. "The concept of comonotonicity in actuarial science and finance : theory," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/224320, Katholieke Universiteit Leuven.
  52. Kaas, R. & Dhaene, Jan & Vyncke, D. & Goovaerts, Marc & Denuit, M., 2002. "A simple geometric proof that comonotonic risks have the convex-largest sum," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/200098, Katholieke Universiteit Leuven.
  53. Goovaerts, Marc & De Schepper, A. & Vyncke, D. & Dhaene, Jan & Kaas, R., 2001. "Stable laws and the present value of fixed cash flows," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/200580, Katholieke Universiteit Leuven.
  54. Dhaene, Jan & Wolthuis, H & Denuit, Michel & Goovaerts, Marc, 2001. "Risk and saving contracts," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/224061, Katholieke Universiteit Leuven.
  55. Goovaerts, Marc & De Schepper, A & Vyncke, David & Dhaene, Jan & Kaas, Robert, 2001. "Stable laws and the distribution of cash-flows," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118648, Katholieke Universiteit Leuven.
  56. Kaas, Robert & Dhaene, Jan & Vyncke, David & Goovaerts, Marc & Denuit, M, 2001. "A simple proof that comonotonic risks have the convex-largest sum," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118650, Katholieke Universiteit Leuven.
  57. Goovaerts, Marc & Dhaene, Jan & Kaas, Robert, 2001. "Risk measures, measures for insolvency risk and economical capital allocation," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/123027, Katholieke Universiteit Leuven.
  58. De Schepper A. & Goovaerts M. & Dhaene J. & Kaas R. & Vyncke D., 2001. "Bounds for present value functions with stochastic interest rates and stochastic volatility," Working Papers 2001037, University of Antwerp, Faculty of Applied Economics.
  59. Vyncke, David & Goovaerts, Marc & De Schepper, A & Kaas, Robert & Dhaene, Jan, 2001. "On the distribution of cash-flows using Esscher transforms," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118649, Katholieke Universiteit Leuven.
  60. Dhaene, Jan & Goovaerts, Marc & Vanduffel, Steven & Vyncke, David, 2001. "How to determine the capital requirements for a portfolio of annuity liabilities," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/123028, Katholieke Universiteit Leuven.
  61. Dhaene, Jan, 2001. "De nabije toekomst van het Actuariaat in Leuven," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/121458, Katholieke Universiteit Leuven.
  62. Dhaene, Jan & Wang, Shaun & Young, Virginia & Goovaerts, Marc, 2000. "Comonotonicity and maximal stop-loss premiums," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/200165, Katholieke Universiteit Leuven.
  63. Cossette, H & Denuit, M & Dhaene, Jan & Marceau, E, 2000. "Stochastic approximations of present value functions," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118589, Katholieke Universiteit Leuven.
  64. Kaas, Robert & Dhaene, Jan & Goovaerts, Marc, 2000. "Upper and lower bounds for sums of random variables," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/101165, Katholieke Universiteit Leuven.
  65. Dhaene, Jan & Vanneste, M. & Wolthuis, H., 2000. "A note on dependencies in multiple life statuses," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/275365, Katholieke Universiteit Leuven.
  66. Denuit, M & Dhaene, Jan & Ribas, C, 2000. "Does positive dependence between individual risks increase stop-loss premiums?," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118588, Katholieke Universiteit Leuven.
  67. Goovaerts, Marc & Dhaene, Jan & Bauwelinckx, Thierry & Redant, Hendrik, 2000. "De berekening van schadereserves: VACS-LRC (Visual Actuarial Systems - Loss Reserving Calculations)," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/120822, Katholieke Universiteit Leuven.
  68. Goovaerts, Marc & Dhaene, Jan & Vanden, orre, E & Redant, Hendrik, 2000. "Some remarks on IBNR evaluation techniques," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118651, Katholieke Universiteit Leuven.
  69. Denuit, M & Dhaene, Jan & Van Wouwe, Martine, 1999. "The economics of insurance: a review and some recent developments," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118591, Katholieke Universiteit Leuven.
  70. Goovaerts, Marc & Dhaene, Jan, 1999. "Supermodular ordering and stochastic annuities," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/223220, Katholieke Universiteit Leuven.
  71. Dhaene, Jan & Denuit, Michel, 1999. "The safest dependence structure among risks," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/223269, Katholieke Universiteit Leuven.
  72. Denuit, M & Dhaene, Jan & Ribas, C, 1999. "Some positive dependence notions, with applications in actuarial sciences," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118590, Katholieke Universiteit Leuven.
  73. Simon, S & Goovaerts, Marc & Dhaene, Jan, 1999. "An easy computable upper bound for the price of an arithmetic Asian option," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118653, Katholieke Universiteit Leuven.
  74. Goovaerts, Marc & Dhaene, Jan & De Schepper, A, 1999. "Stochastic upper bounds for present value functions," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118656, Katholieke Universiteit Leuven.
  75. Ribas, C & Goovaerts, Marc & Dhaene, Jan, 1998. "A note on the stop-loss preservin property of Wang's premium principle," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/220859, Katholieke Universiteit Leuven.
  76. Wang, S & Dhaene, Jan, 1997. "Commotonicity, correlation order and premium principles," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118592, Katholieke Universiteit Leuven.
  77. Dhaene, Jan & Wang, S & Young, V & Goovaerts, Marc, 1997. "Commotonicity and maximum stop-loss premiums," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118675, Katholieke Universiteit Leuven.
  78. Goovaerts, Marc & Dhaene, Jan, 1997. "On the characterization of Wang's class of premium principles," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118669, Katholieke Universiteit Leuven.
  79. Dhaene, Jan & Vanneste, M & Wolthuis, H, 1996. "Dependencies in multi-life statusses," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118596, Katholieke Universiteit Leuven.
  80. Vanneste, M & Goovaerts, Marc & De Schepper, A & Dhaene, Jan, 1996. "A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118668, Katholieke Universiteit Leuven.
  81. Goovaerts, Marc & Dhaene, Jan & Van Dingenen, G, 1996. "Premiedifferentiatie, bonus-malus en solidariteit," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118670, Katholieke Universiteit Leuven.
  82. Goovaerts, Marc & Dhaene, Jan, 1996. "Actuarial applications of financial models," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118671, Katholieke Universiteit Leuven.
  83. De Pril, N & Dhaene, Jan, 1996. "Segmentering in verzekeringen," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118594, Katholieke Universiteit Leuven.
  84. Dhaene, Jan & Van Dingenen, G & Vanduffel, Steven & Verlaak, R & Kools, O, 1996. "Actuariële bedenkingen bij een eenvormig opgelegd bonus-malus stelsel," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118604, Katholieke Universiteit Leuven.
  85. Dhaene, Jan & Willmot, GE & Sundt, B, 1996. "Recursions for distribution functions and stop-loss transforms," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118605, Katholieke Universiteit Leuven.
  86. Dhaene, Jan & Goovaerts, Marc, 1995. "On the dependency of risks in the individual life model," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118676, Katholieke Universiteit Leuven.
  87. Dhaene, Jan & Sundt, B & De Pril, N, 1995. "Some moment relations for the Hipp approximation," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118607, Katholieke Universiteit Leuven.
  88. Dhaene, Jan & Goovaerts, Marc, 1995. "Dependency of risks and stop-loss order," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118672, Katholieke Universiteit Leuven.
  89. Sundt, B & Dhaene, Jan & De Pril, N, 1995. "Some results on moments and cumulants," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118606, Katholieke Universiteit Leuven.
  90. De Pril, N & Dhaene, Jan, 1995. "Some remarks on the definition of the basic building blocks of modern life insurance mathematics," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118608, Katholieke Universiteit Leuven.
  91. Dhaene, Jan & Goovaerts, Marc, 1995. "The compound Poisson approximation for a portfolio of dependent risks," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118696, Katholieke Universiteit Leuven.
  92. Sundt, B & Dhaene, Jan, 1995. "Improved error bounds for approximations to the stop loss transform of compound distributions," Open Access publications from Katholieke Universiteit Leuven urn:hdl:123456789/118609, Katholieke Universiteit Leuven.

Articles

  1. Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc, 2010. "Optimal portfolio selection for general provisioning and terminal wealth problems," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 90-97, August.
  2. Grzegorz Darkiewicz & Griselda Deelstra & Jan Dhaene & Tom Hoedemakers & Michèle Vanmaele, 2009. "Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(4), pages 847-866.
  3. Valdez, Emiliano A. & Dhaene, Jan & Maj, Mateusz & Vanduffel, Steven, 2009. "Bounds and approximations for sums of dependent log-elliptical random variables," Insurance: Mathematics and Economics, Elsevier, vol. 44(3), pages 385-397, June.
  4. Dhaene, Jan & Denuit, Michel & Vanduffel, Steven, 2009. "Correlation order, merging and diversification," Insurance: Mathematics and Economics, Elsevier, vol. 45(3), pages 325-332, December.
  5. J. Dhaene & R. J. A. Laeven & S. Vanduffel & G. Darkiewicz & M. J. Goovaerts, 2008. "Can a Coherent Risk Measure Be Too Subadditive?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(2), pages 365-386.
  6. Dhaene, J. & Henrard, L. & Landsman, Z. & Vandendorpe, A. & Vanduffel, S., 2008. "Some results on the CTE-based capital allocation rule," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 855-863, April.
  7. Chen, X. & Deelstra, G. & Dhaene, J. & Vanmaele, M., 2008. "Static super-replicating strategies for a class of exotic options," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1067-1085, June.
  8. Vanduffel, Steven & Shang, Zhaoning & Henrard, Luc & Dhaene, Jan & Valdez, Emiliano A., 2008. "Analytic bounds and approximations for annuities and Asian options," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1109-1117, June.
  9. J. Dhaene & S. Vanduffel & M. Goovaerts, 2007. "Comonotonicity," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(2), pages 265-278.
  10. Reynaerts, Huguette & Vanmaele, Michele & Dhaene, Jan & Deelstra, Griselda, 2006. "Bounds for the price of a European-style Asian option in a binary tree model," European Journal of Operational Research, Elsevier, vol. 168(2), pages 322-332, January.
  11. J. Dhaene & S. Vanduffel & M. J. Goovaerts & R. Kaas & D. Vyncke, 2005. "Comonotonic Approximations for Optimal Portfolio Selection Problems," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(2), pages 253-300.
  12. Vanduffel, Steven & Dhaene, Jan & Goovaerts, Marc, 2005. "On the evaluation of plans," Journal of Pension Economics and Finance, Cambridge University Press, vol. 4(01), pages 17-30, March.
  13. D. Vyncke & M. Goovaerts & J. Dhaene & S. Vanduffel, 2005. "Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(1), pages 103-114.
  14. J. Beirlant & G. Claeskens & C. Croux & H. Degryse & H. Dewachter & G. Dhaene & J. Dhaene & I. Gijbels & M. Goovaerts & M. Hubert & F. Roodhooft & W. Schouten & M. Willekens, 2005. "Managing Uncertainty: Financial, Actuarial and Statistical Modeling," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(1), pages 23-48.
  15. J. Dhaene, 2005. "Het Actuariaat in Leuven: 2001-2003 en de toekomst," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(1), pages 9-14.
  16. Goovaerts, Marc J. & Kaas, Rob & Dhaene, Jan & Tang, Qihe, 2004. "Some new classes of consistent risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 34(3), pages 505-516, June.
  17. D. Vyncke & M. J. Goovaerts & A. De Schepper & R. Kaas & J. Dhaene, 2003. "On the Distribution of Cash Flows Using Esscher Transforms," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(3), pages 563-575.
  18. Hoedemakers, Tom & Beirlant, Jan & Goovaerts, Marc J. & Dhaene, Jan, 2003. "Confidence bounds for discounted loss reserves," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 297-316, October.
  19. Vanduffel, S. & Dhaene, J. & Goovaerts, M. & Kaas, R., 2003. "The hurdle-race problem," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 405-413, October.
  20. Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D., 2002. "The concept of comonotonicity in actuarial science and finance: applications," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 133-161, October.
  21. Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D., 2002. "The concept of comonotonicity in actuarial science and finance: theory," Insurance: Mathematics and Economics, Elsevier, vol. 31(1), pages 3-33, August.
  22. De Schepper, Ann & Goovaerts, Marc & Dhaene, Jan & Kaas, Rob & Vyncke, David, 2002. "Bounds for present value functions with stochastic interest rates and stochastic volatility," Insurance: Mathematics and Economics, Elsevier, vol. 31(1), pages 87-103, August.
  23. J. DHaene & M. Goovaerts & R. Kaas, 2001. "Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(4), pages 545-562.
  24. M. Goovaerts & J. Dhaene & E. Vanden Borre, 2001. "Some Remarks on IBNR Evaluation Techniques," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(4), pages 525-532.
  25. J. DHaene & M. Goovaerts & S. Vanduffel & D. Vyncke, 2001. "How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(4), pages 533-544.
  26. J. Dhaene, 2001. "De nabije toekomst van het Actuariaat in Leuven," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(4), pages 477-482.
  27. Denuit, Michel & Dhaene, Jan & Ribas, Carmen, 2001. "Does positive dependence between individual risks increase stop-loss premiums?," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 305-308, June.
  28. Kaas, Rob & Dhaene, Jan & Goovaerts, Marc J., 2000. "Upper and lower bounds for sums of random variables," Insurance: Mathematics and Economics, Elsevier, vol. 27(2), pages 151-168, October.
  29. Simon, S. & Goovaerts, M. J. & Dhaene, J., 2000. "An easy computable upper bound for the price of an arithmetic Asian option," Insurance: Mathematics and Economics, Elsevier, vol. 26(2-3), pages 175-183, May.
  30. Goovaerts, M. J. & Dhaene, J., 1999. "Supermodular ordering and stochastic annuities," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 281-290, May.
  31. Dhaene, Jan & Denuit, Michel, 1999. "The safest dependence structure among risks," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 11-21, September.
  32. Wang, Shaun & Dhaene, Jan, 1998. "Comonotonicity, correlation order and premium principles," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 235-242, July.
  33. Dhaene, J. & Goovaerts, M. J., 1997. "On the dependency of risks in the individual life model," Insurance: Mathematics and Economics, Elsevier, vol. 19(3), pages 243-253, May.
  34. Vanneste, M. & Goovaerts, M. J. & De Schepper, A. & Dhaene, J., 1997. "A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 35-41, June.
  35. Goovaerts, M. J. & Dhaene, J., 1996. "The compound Poisson approximation for a portfolio of dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 18(1), pages 81-85, May.
  36. Dhaene, Jan & Vandebroek, Martina, 1995. "Recursions for the individual model," Insurance: Mathematics and Economics, Elsevier, vol. 16(1), pages 31-38, April.
  37. Dhaene, Jan & Pril, Nelson De, 1994. "On a class of approximative computation methods in the individual risk model," Insurance: Mathematics and Economics, Elsevier, vol. 14(2), pages 181-196, May.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2010-03-13 2010-03-13 Author is listed
  2. NEP-CFN: Corporate Finance (1) 2009-02-28
  3. NEP-IAS: Insurance Economics (3) 2009-02-28 2010-03-13 2010-03-13 Author is listed
  4. NEP-RMG: Risk Management (4) 2009-01-17 2009-02-28 2010-03-13 2010-03-13 Author is listed

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