Jan Dhaene : Citation Profile

KU Leuven

21

H index

33

i10 index

1770

Citations

RESEARCH PRODUCTION:

91

Articles

29

Papers

1

Books

RESEARCH ACTIVITY:

   36 years (1989 - 2025). See details.
   Cites by year: 49
   Journals where Jan Dhaene has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 55 (3.01 %)

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   Permalink: http://citec.repec.org/pdh2
   Updated: 2025-07-05    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Jan Dhaene.

Is cited by:

Laeven, Roger (39)

Chateauneuf, Alain (29)

Vanduffel, Steven (26)

Guillen, Montserrat (24)

mostoufi, mina (19)

Mierzejewski, Fernando (16)

Ferretti, Paola (13)

De Waegenaere, Anja (12)

Milevsky, Moshe (11)

De Schepper, Ann (11)

Rulliere, Didier (10)

Cites to:

Vanduffel, Steven (27)

Laeven, Roger (15)

Milevsky, Moshe (12)

Pelsser, Antoon (12)

Blake, David (9)

Müller, Alfred (9)

Valdez, Emiliano (7)

De Schepper, Ann (6)

Stadje, Mitja (5)

Sandmann, Klaus (4)

Scholes, Myron (4)

Main data

Where Jan Dhaene has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics41
ASTIN Bulletin12
Scandinavian Actuarial Journal10
Review of Business and Economic Literature8
Journal of Risk & Insurance6
North American Actuarial Journal5
Journal of Pension Economics and Finance2

Working Papers Series with more than one paper published# docs
LIDAM Reprints ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)9
LIDAM Discussion Papers ISBA / Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)9
Tinbergen Institute Discussion Papers / Tinbergen Institute5
Papers / arXiv.org3

Recent works citing Jan Dhaene (2025 and 2024)

YearTitle of citing document
2024Conditional expectations given the sum of independent random variables with regularly varying densities. (2024). Ortega-Jimenez, Patricia ; Denuit, Michel ; Robert, Christian Y. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024006.

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2024Efficient hedging of life insurance portfolio for loss-averse insurers. (2024). Hainaut, Donatien ; Motte, Edouard. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024013.

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2024No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses. (2024). Robert, Christian Y ; Ortega-Jimenez, Patricia ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024019.

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2024Joint mixability and notions of negative dependence. (2024). Koike, Takaaki ; Wang, Ruodu ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2204.11438.

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2024Diversification quotients: Quantifying diversification via risk measures. (2024). Han, Xia ; Wang, Ruodu ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2206.13679.

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2024An optimal investment strategy aimed at maximizing the expected utility across all intermediate capital levels. (2024). Cerda-Hernandez, J ; Sikov, A. In: Papers. RePEc:arx:papers:2207.02947.

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2025On conditional distortion risk measures under uncertainty. (2025). Hu, Yijun ; Gong, Shuo ; Wei, Linxiao. In: Papers. RePEc:arx:papers:2211.00520.

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2024The limitations of comonotonic additive risk measures: a literature review. (2024). Righi, Marcelo ; Santos, Samuel Solgon ; de Oliveira, Eduardo. In: Papers. RePEc:arx:papers:2212.13864.

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2024Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity. (2024). Wakker, Peter ; Wang, Ruodu ; Principi, Giulio. In: Papers. RePEc:arx:papers:2307.08542.

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2025Mean-field Libor market model and valuation of long term guarantees. (2025). Hochgerner, Simon ; Schachinger, Gabriel ; Gach, Florian ; Kienbacher, Eva. In: Papers. RePEc:arx:papers:2310.09022.

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2024Optimal sharing, equilibria, and welfare without risk aversion. (2024). Wang, Ruodu ; Lin, Liyuan ; Lauzier, Jean-Gabriel. In: Papers. RePEc:arx:papers:2401.03328.

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2024Forecasting and Backtesting Gradient Allocations of Expected Shortfall. (2024). Koike, Takaaki. In: Papers. RePEc:arx:papers:2401.11701.

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2024Egalitarian pooling and sharing of longevity risk, a.k.a. The many ways to skin a tontine cat. (2024). Milevsky, Moshe. In: Papers. RePEc:arx:papers:2402.00855.

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2024A new characterization of second-order stochastic dominance. (2024). Guan, Yuanying ; Wang, Ruodu ; Huang, Muqiao. In: Papers. RePEc:arx:papers:2402.13355.

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2024Improved model-free bounds for multi-asset options using option-implied information and deep learning. (2024). Liu, Shuaiqiang ; Dragazi, Evangelia ; Papapantoleon, Antonis. In: Papers. RePEc:arx:papers:2404.02343.

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2024Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475.

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2024Allocation Mechanisms in Decentralized Exchange Markets with Frictions. (2024). Wang, Ruodu ; Ghossoub, Mario ; Principi, Giulio. In: Papers. RePEc:arx:papers:2404.10900.

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2024Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification. (2024). Zhao, Yimiao ; Liu, Yang ; Geng, Bingzhen. In: Papers. RePEc:arx:papers:2404.18029.

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2024On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures. (2024). Zhang, Yiying ; Pu, Tong. In: Papers. RePEc:arx:papers:2405.07549.

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2024Efficiency in Pure-Exchange Economies with Risk-Averse Monetary Utilities. (2024). Zhu, Michael Boyuan ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2406.02712.

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2024Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty. (2024). Nendel, Max ; Streicher, Jan ; de Vecchi, Corrado. In: Papers. RePEc:arx:papers:2406.19242.

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2024Counter-monotonic risk allocations and distortion risk measures. (2024). Wang, Ruodu ; Ren, Qinghua ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2407.16099.

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2024Risk sharing with Lambda value at risk under heterogeneous beliefs. (2024). Wei, Yunran ; Liu, Peng ; Tsanakas, Andreas. In: Papers. RePEc:arx:papers:2408.03147.

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2024A novel k-generation propagation model for cyber risk and its application to cyber insurance. (2024). Zhang, Xin ; Ren, NA. In: Papers. RePEc:arx:papers:2408.14151.

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2024Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures. (2024). Chong, Wing Fung ; Zhu, Michael B ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2409.05103.

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2024Sensitivity Analysis of Ruin of an Insurance Company in Ghana. (2024). Pabifio, Daniel Tawiah. In: Papers. RePEc:arx:papers:2410.11846.

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2024Stochastic Loss Reserving: Dependence and Estimation. (2024). Shen, Yang ; Furman, Edward ; Fleck, Andrew. In: Papers. RePEc:arx:papers:2410.14985.

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2024Canonical insurance models: stochastic equations and comparison theorems. (2024). Furrer, Christian ; Christiansen, Marcus C. In: Papers. RePEc:arx:papers:2411.12522.

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2025On multivariate contribution measures of systemic risk with applications in cryptocurrency market. (2025). Zhang, Yiying ; Pu, Tong ; Li, Junxue ; Wen, Limin. In: Papers. RePEc:arx:papers:2411.13384.

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2024Risk models from tree-structured Markov random fields following multivariate Poisson distributions. (2024). Cot, Benjamin ; Cossette, H'Elene ; Dubeau, Alexandre ; Marceau, Etienne. In: Papers. RePEc:arx:papers:2412.00607.

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2024Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures. (2024). Wang, Ruodu ; Ren, Qinghua ; Ghossoub, Mario. In: Papers. RePEc:arx:papers:2412.00655.

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2025A Hybrid Framework for Reinsurance Optimization: Integrating Generative Models and Reinforcement Learning. (2025). Dong, Stella C ; Finlay, James R. In: Papers. RePEc:arx:papers:2501.06404.

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2025Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security. (2025). Zongxia, Liang ; Runhuan, Feng ; Yilun, Song. In: Papers. RePEc:arx:papers:2502.13742.

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2025Distortion risk measures of sums of two counter-monotonic risks. (2025). Huang, Chunle. In: Papers. RePEc:arx:papers:2503.05256.

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2025Marginal expected shortfall: Systemic risk measurement under dependence uncertainty. (2025). Lin, Sheldon X ; Furman, Edward ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2504.19953.

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2025Stochastic dominance for linear combinations of infinite-mean risks. (2025). Hu, Taizhong ; Chen, Yuyu ; Shneer, Seva ; Zou, Zhenfeng. In: Papers. RePEc:arx:papers:2505.01739.

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2025Risk Sharing Among Many: Implementing a Subgame Perfect and Optimal Equilibrium. (2025). Ogaku, Michiko. In: Papers. RePEc:arx:papers:2505.04122.

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2025Partial comonotonicity and distortion riskmetrics. (2025). Huang, Muqiao. In: Papers. RePEc:arx:papers:2506.07472.

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2024Mitigating wildfire losses via insuranceâ€linked securities: Modeling and risk management perspectives. (2024). Su, Jianxi ; Li, Hong. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:2:p:383-414.

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2024Paretoâ€efficient risk sharing in centralized insurance markets with application to flood risk. (2024). Chong, Wing Fung ; Ghossoub, Mario ; Boonen, Tim J. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:91:y:2024:i:2:p:449-488.

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2024Insurance–finance arbitrage. (2024). Artzner, Philippe ; Schmidt, Thorsten ; Eisele, Karltheodor. In: Mathematical Finance. RePEc:bla:mathfi:v:34:y:2024:i:3:p:739-773.

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2024Machine Learning techniques in joint default assessment. (2024). luciano, elisa ; Semeraro, Patrizia ; Fadda, Edoardo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:723.

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2024On the flexibility and loading maximization for weighted premiums. (2024). Vliora, Polyxeni ; Psarrakos, Georgios. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:481:y:2024:i:c:s0096300324004053.

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2025Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination. (2025). Yildirim, Ramazan ; ben Hamida, Hela ; Mejri, Sami ; Aloui, Chaker. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002353.

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2024Risk reduction and portfolio optimization using clustering methods. (2024). Thos, Anna-Katharina ; Sass, Jorn. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:1-16.

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2025Threshold Autoregressive Nearest-Neighbour Models for Claims Reserving. (2025). Siu, Tak Kuen. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:180-208.

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2024A simulation-based method for estimating systemic risk measures. (2024). Zhou, YI ; Ye, Wuyi ; Chen, Pengzhan ; Wu, Bin. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:1:p:312-324.

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2024Designing risk-free service for renewable wind and solar resources. (2024). Palepu, Sai ; Gupta, Aparna. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:2:p:715-728.

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2024Monotonicity of equilibria in nonatomic congestion games. (2024). Scarsini, Marco ; Dose, Valerio ; Cominetti, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:2:p:754-766.

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2024A theory of multivariate stress testing. (2024). Wang, Ruodu ; Millossovich, Pietro ; Tsanakas, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:3:p:851-866.

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2025Optimal reinsurance with multivariate risks and dependence uncertainty. (2025). Xia, YI ; Liu, Peng ; Hu, Junlei ; Fadina, Tolulope. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:231-242.

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2024How green screening influences risk transmission among stock-bond indices: Insight into the dependence structure. (2024). Pan, Zhijie ; Zheng, Yanting ; Xu, Dandan ; Wang, Ting. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011759.

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2024Probability equivalent level for CoVaR and VaR. (2024). Ortega-Jimenez, Patricia ; Sordo, Miguel A ; Pellerey, Franco ; Suarez-Llorens, Alfonso. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:115:y:2024:i:c:p:22-35.

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2024Pooling functional disability and mortality in long-term care insurance and care annuities: A matrix approach for multi-state pools. (2024). Sherris, Michael ; Ziveyi, Jonathan ; Kabuche, Doreen ; Villegas, Andres M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:165-188.

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2024Tail mean-variance portfolio selection with estimation risk. (2024). Huang, Zhenzhen ; Wei, Pengyu ; Weng, Chengguo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:218-234.

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2024Random distortion risk measures. (2024). Zang, Xin ; Yang, Jingping ; Jiang, Fan ; Xia, Chenxi. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:51-73.

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2024Coping with longevity via hedging: Fair dynamic valuation of variable annuities. (2024). Chen, ZE ; Yang, Tianyu ; Feng, Runhuan ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:154-169.

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2024Star-shaped acceptability indexes. (2024). Righi, Marcelo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:117:y:2024:i:c:p:170-181.

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2024Stochastic orders and distortion risk contribution ratio measures. (2024). Zhang, Yiying. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:104-122.

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2024Effective experience rating for large insurance portfolios via surrogate modeling. (2024). Lin, Sheldon X ; Vanegas, Sebastian Calcetero ; Badescu, Andrei L. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:25-43.

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2024A unified theory of decentralized insurance. (2024). Zhang, Ning ; Liu, Ming ; Feng, Runhuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:157-178.

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2024Bivariate Tail Conditional Co-Expectation for elliptical distributions. (2024). Palestini, Arsen ; Cerqueti, Roy. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:251-260.

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2024A new characterization of second-order stochastic dominance. (2024). Huang, Muqiao ; Guan, Yuanying ; Wang, Ruodu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:261-267.

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2024Optimal premium pricing in a competitive stochastic insurance market with incomplete information: A Bayesian game-theoretic approach. (2024). Boonen, Tim J ; Mourdoukoutas, Fotios ; Pantelous, Athanasios A ; Koo, Bonsoo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:32-47.

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2025Mean-variance longevity risk-sharing for annuity contracts. (2025). Hanbali, Hamza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:207-235.

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2025Target benefit pension with longevity risk and stochastic interest rate valuation. (2025). Rong, Ximin ; Tao, Cheng ; Zhao, Hui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:285-301.

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2025Innovative combo product design embedding variable annuity and long-term care insurance contracts. (2025). Shen, Yang ; Sherris, Michael ; Wang, Yawei ; Ziveyi, Jonathan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:79-99.

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2025Tree-structured Markov random fields with Poisson marginal distributions. (2025). Marceau, Etienne ; Cossette, Hlne ; Ct, Benjamin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x25000132.

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2024Selling options to beat the market: Further empirical evidence. (2024). Serna, Gregorio ; Balbas, Alejandro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002453.

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2024A note on the induction of comonotonic additive risk measures from acceptance sets. (2024). Santos, Samuel S ; Moresco, Marlon R ; Righi, Marcelo B ; Horta, Eduardo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000130.

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2024The Random Effect Transformation for Three Regularity Classes. (2024). Iaulys, Jonas ; Leipus, Remigijus ; Lewkiewicz, Sylwia. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3932-:d:1543435.

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2025Borel–Cantelli Lemma for Capacities. (2025). Zong, Gaofeng ; Kao, Chunyu. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:728-:d:1598314.

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2025Capital Allocation Rules and Generalized Collapse to the Mean: Theory and Practice. (2025). Centrone, Francesca ; Gianin, Emanuela Rosazza. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:6:p:964-:d:1612548.

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2025Conditional Coherent and Convex Risk Measures Under Uncertainty. (2025). Hu, Yijun ; Gong, Shuo. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:9:p:1403-:d:1642231.

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2024Reliability and Unreliability Aspects of Travel Time Analysis on the Stochastic Network Using the Target-Oriented Perspective. (2024). Ji, Xiangfeng ; Cao, Jifeng ; Chen, Gonghang. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:12:p:5148-:d:1416501.

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2024Sustainable Energy Safety Management Utilizing an Industry-Relative Assessment of Enterprise Equipment Technical Condition. (2024). Koval, Viktor ; Palii, Svitlana ; Prokopenko, Olha ; Shmygol, Nadiia ; Cioca, Lucian-Ionel ; Filipishyna, Liliya ; Hrinchenko, Hanna. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:2:p:771-:d:1320156.

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2024Reputation risk mitigation in investment strategies. (2024). Oliveira, Carlos ; Moura, Alexandra. In: Working Papers REM. RePEc:ise:remwps:wp03092024.

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2024Option pricing in the Heston model with physics inspired neural networks. (2024). Casas, Alex ; Hainaut, Donatien. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:3:d:10.1007_s10436-024-00452-7.

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2025The Riccati tontine: how to satisfy regulators on average. (2025). Salisbury, Thomas S ; Milevsky, Moshe A. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:50:y:2025:i:1:d:10.1057_s10713-024-00105-9.

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2024Allocating Capital to Time: Introducing Credit Migration for Measuring Time-Related Risks. (2024). Dacorogna, Michel ; Albrecher, Hansjrg. In: MPRA Paper. RePEc:pra:mprapa:122323.

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2024Dynamic capital allocation rules via BSDEs: an axiomatic approach. (2024). Mastrogiacomo, Elisa ; Gianin, Emanuela Rosazza. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-04917-8.

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2024Catastrophic risk: indication, quantitative assessment and management of rare extreme events using a non-expected utility framework. (2024). Geiger, Gebhard. In: Annals of Operations Research. RePEc:spr:annopr:v:343:y:2024:i:1:d:10.1007_s10479-024-06259-z.

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2024The Distributions of the Mean of Random Vectors with Fixed Marginal Distribution. (2024). Labuschagne, Jacques ; Komisarski, Andrzej. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:37:y:2024:i:3:d:10.1007_s10959-023-01277-2.

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2024Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools. (2024). Denuit, Michel ; Robert, Christian Y. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10106-w.

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2024On the Tail Behavior for Randomly Weighted Sums of Dependent Random Variables with its Applications to Risk Measures. (2024). Cheng, Dongya. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:26:y:2024:i:4:d:10.1007_s11009-024-10118-6.

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2025Mean-Field Libor Market Model and Valuation of Long Term Guarantees. (2025). Schachinger, Gabriel ; Kienbacher, Eva ; Hochgerner, Simon ; Gach, Florian. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:27:y:2025:i:2:d:10.1007_s11009-025-10146-w.

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2025Spatiotemporal clustering of streamflow extremes and relevance to flood insurance claims: a stochastic investigation for the contiguous USA. (2025). Koutsoyiannis, Demetris ; Tsaknias, Dimosthenis ; Dimitriadis, Panayiotis ; Iliopoulou, Theano ; Papoulakos, Konstantinos. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:121:y:2025:i:1:d:10.1007_s11069-024-06766-z.

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2025ESG-driven optimal portfolio selection for separated environmental, social, and governance preferences. (2025). Shushi, Tomer. In: Operational Research. RePEc:spr:operea:v:25:y:2025:i:2:d:10.1007_s12351-025-00907-3.

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2024Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science. (2024). Yang, Yang ; Yao, Jing ; Yin, Chuancun. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:7:d:10.1007_s00362-024-01580-y.

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2024Aggregation in einem Risikoportfolio mit Abhängigkeitsstruktur. (2024). Knobloch, Ralf. In: Forschung am ivwKöln. RePEc:zbw:thkivw:284399.

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Works by Jan Dhaene:

YearTitleTypeCited
2010Convex order and comonotonic conditional mean risk sharing In: LIDAM Discussion Papers ISBA.
[Citation analysis]		paper53
2012Convex order and comonotonic conditional mean risk sharing.(2012) In: LIDAM Reprints ISBA.
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2012Convex order and comonotonic conditional mean risk sharing.(2012) In: Insurance: Mathematics and Economics.
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2014Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts In: LIDAM Discussion Papers ISBA.
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2014Reserve-dependent benefits and costs in life and health insurance contracts.(2014) In: LIDAM Reprints ISBA.
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2014Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts.(2014) In: Tinbergen Institute Discussion Papers.
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2014The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks In: LIDAM Discussion Papers ISBA.
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2015The minimal entropy martingale measure in a market of traded financial and actuarial risks.(2015) In: LIDAM Reprints ISBA.
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2014The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks.(2014) In: Tinbergen Institute Discussion Papers.
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2015Tail mutual exclusivity and Tail-VaR lower bounds In: LIDAM Discussion Papers ISBA.
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2017Tail mutual exclusivity and Tail-VaR lower bounds.(2017) In: LIDAM Reprints ISBA.
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2017Tail mutual exclusivity and Tail-VaR lower bounds.(2017) In: Scandinavian Actuarial Journal.
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2015Tail Mutual Exclusivity and Tail-Var Lower Bounds.(2015) In: Tinbergen Institute Discussion Papers.
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2015On the transferability of reserves in lifelong health insurance contracts In: LIDAM Discussion Papers ISBA.
[Citation analysis]		paper0
2019Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper1
2019Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system.(2019) In: LIDAM Reprints ISBA.
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2019Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system.(2019) In: Health Policy.
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2021Risk-sharing rules and their properties, with applications to peer-to-peer insurance In: LIDAM Discussion Papers ISBA.
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2022Risk-sharing rules and their properties, with applications to peerâ€toâ€peer insurance.(2022) In: LIDAM Reprints ISBA.
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2022Riskâ€sharing rules and their properties, with applications to peerâ€toâ€peer insurance.(2022) In: Journal of Risk & Insurance.
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2023Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance In: LIDAM Discussion Papers ISBA.
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2025Comonotonicity and Pareto optimality, with application to collaborative insurance.(2025) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 8		article
2023An axiomatic theory for comonotonicity-based risk sharing In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper1
2017Updating mechanism for lifelong insurance contracts subject to medical inflation In: LIDAM Reprints ISBA.
[Citation analysis]		paper1
2017Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation In: LIDAM Reprints ISBA.
[Citation analysis]		paper0
2017LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION.(2017) In: ASTIN Bulletin.
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This paper has nother version. Agregated cites: 0		article
2019A dynamic equivalence principle for systematic longevity risk management In: LIDAM Reprints ISBA.
[Citation analysis]		paper4
2019A dynamic equivalence principle for systematic longevity risk management.(2019) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 4		article
2001Bounds for present value functions with stochastic interest rates and stochastic volatility In: Working Papers.
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2002Bounds for present value functions with stochastic interest rates and stochastic volatility.(2002) In: Insurance: Mathematics and Economics.
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2019Systemic Risk: Conditional Distortion Risk Measures In: Papers.
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2022Systemic risk: Conditional distortion risk measures.(2022) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 20		article
2023On the causality-preservation capabilities of generative modelling In: Papers.
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2024Axiomatic characterizations of some simple risk-sharing rules In: Papers.
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2009Buy-and-Hold Strategies and Comonotonic Approximations In: Working Papers in Economics.
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2017IS THE CAPITAL STRUCTURE LOGIC OF CORPORATE FINANCE APPLICABLE TO INSURERS? REVIEW AND ANALYSIS In: Journal of Economic Surveys.
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2003On the Distribution of Cash Flows Using Esscher Transforms In: Journal of Risk & Insurance.
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2005Comonotonic Approximations for Optimal Portfolio Selection Problems In: Journal of Risk & Insurance.
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2008Can a Coherent Risk Measure Be Too Subadditive? In: Journal of Risk & Insurance.
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2009Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables In: Journal of Risk & Insurance.
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2012Optimal Capital Allocation Principles In: Journal of Risk & Insurance.
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2009Optimal capital allocation principles.(2009) In: MPRA Paper.
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2006Risk measurement with equivalent utility principles In: Statistics & Risk Modeling.
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1989Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes In: ASTIN Bulletin.
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1989Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes.(1989) In: ASTIN Bulletin.
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1990Distributions in Life Insurance In: ASTIN Bulletin.
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1992Error Bounds for Compound Poisson Approximations of the Individual Risk Model In: ASTIN Bulletin.
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1996Some Moment Relations for the Hipp approximation In: ASTIN Bulletin.
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1996Dependency of Risks and Stop-Loss Order1 In: ASTIN Bulletin.
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1996On Bounds for the Difference Between the Stop-Loss Transforms of Two Compound Distributions In: ASTIN Bulletin.
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1997On Error Bounds for Approximations to Aggregate Claims Distributions In: ASTIN Bulletin.
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2002A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum In: ASTIN Bulletin.
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2003A Unified Approach to Generate Risk Measures In: ASTIN Bulletin.
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2019FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS In: ASTIN Bulletin.
[Full Text][Citation analysis]		article15
2012Comonotonic approximations for the probability of lifetime ruin* In: Journal of Pension Economics and Finance.
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2005On the evaluation of ‘saving-consumption’ plans In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article2
2006Bounds for the price of a European-style Asian option in a binary tree model In: European Journal of Operational Research.
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2022Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables In: Insurance: Mathematics and Economics.
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2024Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat? In: Insurance: Mathematics and Economics.
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1994On a class of approximative computation methods in the individual risk model In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article7
1995Recursions for the individual model In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article7
1996The compound Poisson approximation for a portfolio of dependent risks In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article9
1997On the dependency of risks in the individual life model In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article32
1997A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article7
1998Comonotonicity, correlation order and premium principles In: Insurance: Mathematics and Economics.
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1999Supermodular ordering and stochastic annuities In: Insurance: Mathematics and Economics.
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1999The safest dependence structure among risks In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article47
2000An easy computable upper bound for the price of an arithmetic Asian option In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article30
2000Upper and lower bounds for sums of random variables In: Insurance: Mathematics and Economics.
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2001Does positive dependence between individual risks increase stop-loss premiums? In: Insurance: Mathematics and Economics.
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2002The concept of comonotonicity in actuarial science and finance: theory In: Insurance: Mathematics and Economics.
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2002The concept of comonotonicity in actuarial science and finance: applications In: Insurance: Mathematics and Economics.
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2003Confidence bounds for discounted loss reserves In: Insurance: Mathematics and Economics.
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2003The hurdle-race problem In: Insurance: Mathematics and Economics.
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2004Some new classes of consistent risk measures In: Insurance: Mathematics and Economics.
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2008Some results on the CTE-based capital allocation rule In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article32
2008Static super-replicating strategies for a class of exotic options In: Insurance: Mathematics and Economics.
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2008Analytic bounds and approximations for annuities and Asian options In: Insurance: Mathematics and Economics.
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2009Bounds and approximations for sums of dependent log-elliptical random variables In: Insurance: Mathematics and Economics.
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2009Correlation order, merging and diversification In: Insurance: Mathematics and Economics.
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2010Optimal portfolio selection for general provisioning and terminal wealth problems In: Insurance: Mathematics and Economics.
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2011A recursive approach to mortality-linked derivative pricing In: Insurance: Mathematics and Economics.
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2012The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets In: Insurance: Mathematics and Economics.
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2012Convex order approximations in the case of cash flows of mixed signs In: Insurance: Mathematics and Economics.
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2013Tail Variance premiums for log-elliptical distributions In: Insurance: Mathematics and Economics.
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2013On the (in-)dependence between financial and actuarial risks In: Insurance: Mathematics and Economics.
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2014Reducing risk by merging counter-monotonic risks In: Insurance: Mathematics and Economics.
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2016Optimal allocation of policy deductibles for exchangeable risks In: Insurance: Mathematics and Economics.
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2017Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency In: Insurance: Mathematics and Economics.
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2018An approximation method for risk aggregations and capital allocation rules based on additive risk factor models In: Insurance: Mathematics and Economics.
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2019Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency In: Insurance: Mathematics and Economics.
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2019Fair valuation of insurance liability cash-flow streams in continuous time: Theory In: Insurance: Mathematics and Economics.
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2021Fair dynamic valuation of insurance liabilities via convex hedging In: Insurance: Mathematics and Economics.
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2001De nabije toekomst van het Actuariaat in Leuven In: Review of Business and Economic Literature.
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2001Some Remarks on IBNR Evaluation Techniques In: Review of Business and Economic Literature.
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2001How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities In: Review of Business and Economic Literature.
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2001Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation In: Review of Business and Economic Literature.
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2005Het Actuariaat in Leuven: 2001-2003 en de toekomst In: Review of Business and Economic Literature.
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2005Managing Uncertainty: Financial, Actuarial and Statistical Modeling In: Review of Business and Economic Literature.
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2005Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk In: Review of Business and Economic Literature.
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2007Comonotonicity In: Review of Business and Economic Literature.
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2008Modern Actuarial Risk Theory In: Springer Books.
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2022Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages In: Communications in Statistics - Theory and Methods.
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1998On approximating distributions by approximating their De Pril transforms In: Scandinavian Actuarial Journal.
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1998Some results on moments and cumulants In: Scandinavian Actuarial Journal.
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1999Recursions for Distribution Functions and Stop-Loss Transforms In: Scandinavian Actuarial Journal.
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2007Corrigendum In: Scandinavian Actuarial Journal.
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2010Inequalities for the De Pril approximation to the distribution of the number of policies with claims In: Scandinavian Actuarial Journal.
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2015Ordered random vectors and equality in distribution In: Scandinavian Actuarial Journal.
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2019Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting In: Scandinavian Actuarial Journal.
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2020Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach In: Scandinavian Actuarial Journal.
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2023Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables In: Scandinavian Actuarial Journal.
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2009A Robustification of the Chain-Ladder Method In: North American Actuarial Journal.
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2000“Self-Annuitization and Ruin in Retirementâ€, Moshe Arye Milevsky and Chris Robinson, October 2000 In: North American Actuarial Journal.
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2003Economic Capital Allocation Derived from Risk Measures In: North American Actuarial Journal.
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2003Stable Laws and the Present Value of Fixed Cash Flows In: North American Actuarial Journal.
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2005Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables In: North American Actuarial Journal.
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2015Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets In: Tinbergen Institute Discussion Papers.
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2015Option prices and model-free measurement of implied herd behavior in stock markets.(2015) In: International Journal of Financial Engineering (IJFE).
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2015Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior In: Tinbergen Institute Discussion Papers.
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2001Convex upper and lower bounds for present value functions In: Applied Stochastic Models in Business and Industry.
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