Dhaene Jan

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Kaas, RobProfessor of Actuarial Statistics, University of Amsterdam確認したメールアドレス: uva.nl
Steven VanduffelProfessor, Vrije Universiteit Brussel確認したメールアドレス: vub.be
David VynckeUniversiteit Gent確認したメールアドレス: ugent.be
Michel DenuitISBA, LIDAM, UCLouvain確認したメールアドレス: uclouvain.be
Vanmaele MichèleGhent University, Department of Applied Mathematics, Computer Science and Statistics確認したメールアドレス: ugent.be
Wim Schoutens確認したメールアドレス: kuleuven.be
Griselda DeelstraUniversité libre de Bruxelles確認したメールアドレス: ulb.ac.be
Daniël LindersKU Leuven, Belgium確認したメールアドレス: kuleuven.be
Ann De SchepperUniversity of Antwerp確認したメールアドレス: uantwerpen.be
Qihe TangUniversity of New South Wales確認したメールアドレス: unsw.edu.au
Emiliano A. ValdezUniversity of Connecticut確認したメールアドレス: uconn.edu
Kukush AlexanderProfessor at Taras Shevchenko National University of Kyiv, Senior Researcher at NRCRM確認したメールアドレス: knu.ua
Shaun WangSouthern University of Science and Technology, China確認したメールアドレス: risklighthouse.com
Luc HenrardUniversity of Namur確認したメールアドレス: unamur.be
Karim BarigouUCLouvain確認したメールアドレス: uclouvain.be
Andreas TsanakasProfessor of Risk Management, Bayes Business School, City, University of London確認したメールアドレス: city.ac.uk
Ze ChenSchool of Finance, Renmin University of China確認したメールアドレス: ruc.edu.cn
Jan BeirlantKU Leuven確認したメールアドレス: wis.kuleuven.be
Julien TrufinProfessor of actuarial science at ULB確認したメールアドレス: ulb.ac.be
Virginia R. YoungDepartment of Mathematics, University of Michigan確認したメールアドレス: umich.edu

フォロー

Dhaene Jan

Ordinary Professor Actuarial Science, KU Leuven

確認したメールアドレス: kuleuven.be - ホームページ

Actuarial science risk management mathematical finance


タイトル引用回数順公開年順タイトル順	引用先引用先	年
Modern actuarial risk theory R Kaas, M Goovaerts, J Dhaene Springer Science & Business Media, 2008	1568	2008
Actuarial theory for dependent risks: measures, orders and models M Denuit, J Dhaene, M Goovaerts, R Kaas John Wiley & Sons, 2006	1282	2006
The concept of comonotonicity in actuarial science and finance: theory J Dhaene, M Denuit, MJ Goovaerts, R Kaas, D Vyncke Insurance: Mathematics and Economics 31 (1), 3-33, 2002	953	2002
The concept of comonotonicity in actuarial science and finance: applications J Dhaene, M Denuit, MJ Goovaerts, R Kaas, D Vyncke Insurance: Mathematics and Economics 31 (2), 133-161, 2002	537	2002
Risk measures and comonotonicity: a review J Dhaene, S Vanduffel, MJ Goovaerts, R Kaas, Q Tang, D Vyncke Stochastic models 22 (4), 573-606, 2006	394	2006
Dependency of Risks and Stop-Loss Order1 J Dhaene, MJ Goovaerts ASTIN Bulletin: The Journal of the IAA 26 (2), 201-212, 1996	321	1996
Optimal capital allocation principles J Dhaene, A Tsanakas, EA Valdez, S Vanduffel Journal of Risk and Insurance 79 (1), 1-28, 2012	302	2012
Upper and lower bounds for sums of random variables R Kaas, J Dhaene, MJ Goovaerts Insurance: Mathematics and Economics 27 (2), 151-168, 2000	294	2000
Economic capital allocation derived from risk measures J Dhaene, MJ Goovaerts, R Kaas North American Actuarial Journal 7 (2), 44-56, 2003	257	2003
Comonotonicity, correlation order and premium principles S Wang, J Dhaene Insurance: Mathematics and Economics 22 (3), 235-242, 1998	205	1998
Can a coherent risk measure be too subadditive? J Dhaene, RJA Laeven, S Vanduffel, G Darkiewicz, MJ Goovaerts Journal of Risk and Insurance 75 (2), 365-386, 2008	183	2008
On the dependency of risks in the individual life model J Dhaene, MJ Goovaerts Insurance: Mathematics and Economics 19 (3), 243-253, 1997	159	1997
The safest dependence structure among risks J Dhaene, M Denuit Insurance: Mathematics and Economics 25 (1), 11-21, 1999	155	1999
Some new classes of consistent risk measures MJ Goovaerts, R Kaas, J Dhaene, Q Tang Insurance: Mathematics and Economics 34 (3), 505-516, 2004	142	2004
Comonotonicity and maximal stop-loss premiums J Dhaene, S Wang, VR Young, M Goovaerts Bulletin of the Swiss Association of Actuaries 2, 99-113, 2000	136	2000
Remarks on quantiles and distortion risk measures J Dhaene, A Kukush, D Linders, Q Tang European Actuarial Journal 2, 319-328, 2012	125	2012
Risk measurement with equivalent utility principles M Denuit, J Dhaene, M Goovaerts, R Kaas, R Laeven Statistics & Risk Modeling 24 (1), 1-25, 2006	117	2006
An easy computable upper bound for the price of an arithmetic Asian option S Simon, MJ Goovaerts, J Dhaene Insurance: Mathematics and Economics 26 (2-3), 175-183, 2000	116	2000
Some results on the CTE-based capital allocation rule J Dhaene, L Henrard, Z Landsman, A Vandendorpe, S Vanduffel Insurance: Mathematics and Economics 42 (2), 855-863, 2008	108	2008
Bounds for the price of discrete arithmetic Asian options M Vanmaele, G Deelstra, J Liinev, J Dhaene, MJ Goovaerts Journal of Computational and Applied Mathematics 185 (1), 51-90, 2006	100	2006

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