Jan Dhaene : Citation Profile

KU Leuven

22

H index

36

i10 index

1898

Citations

RESEARCH PRODUCTION:

91

Articles

31

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   36 years (1989 - 2025). See details.
   Cites by year: 52
   Journals where Jan Dhaene has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 56 (2.87 %)

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   Permalink: http://citec.repec.org/pdh2
   Updated: 2026-07-18    RAS profile: 2026-01-13    
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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 (40)

Chateauneuf, Alain (29)

Vanduffel, Steven (27)

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 (26)

Laeven, Roger (15)

Milevsky, Moshe (14)

Pelsser, Antoon (12)

Müller, Alfred (8)

Valdez, Emiliano (7)

De Schepper, Ann (6)

Blake, David (6)

Delong, Łukasz (5)

Stadje, Mitja (5)

Sandmann, Klaus (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 / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)9
LIDAM Discussion Papers ISBA / Universit catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)9
Papers / arXiv.org5
Tinbergen Institute Discussion Papers / Tinbergen Institute5

Recent works citing Jan Dhaene (2026 and 2025)

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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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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2025Peer-to-Peer Basis Risk Management for Renewable Production Parametric Insurance. (2025). Robert, Christian ; Denuit, Michel ; Bassire, Alicia ; Niakh, Fallou. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025007.

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2025The Three-step method in a dynamic setting. (2025). Linders, Daniel ; Devolder, Pierre ; Belhouari, Oussama. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025018.

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2026Gaussian Process-Based Mortality Monitoring using Multivariate Cumulative Sum Procedures. (2026). Vigneron, Rayane ; Salhi, Yahia ; Loisel, Stphane ; Barigou, Karim. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2026004.

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2026Impact of hedging on the cost of capital valuation for hybrid life insurance. (2026). Devolder, Pierre ; Barigou, Karim ; Belhouari, Oussama. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2026005.

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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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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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2025Optimal 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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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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2024Factor risk measures. (2024). Liu, Peng ; Assa, Hirbod. In: Papers. RePEc:arx:papers:2404.08475.

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2026Allocation 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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2026Value-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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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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2025Risk 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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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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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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2026Risk 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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2026Counter-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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2026A 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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2026Risk Sharing Among Many: Implementing a Subgame Perfect and Optimal Equilibrium. (2025). Ogaku, Michiko. In: Papers. RePEc:arx:papers:2505.04122.

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2026Partial comonotonicity and distortion riskmetrics. (2025). Huang, Muqiao. In: Papers. RePEc:arx:papers:2506.07472.

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2025Disaster Risk Financing through Taxation: A Framework for Regional Participation in Collective Risk-Sharing. (2025). Niakh, Fallou ; Charpentier, Arthur ; Hillairet, Caroline ; Ratz, Philipp. In: Papers. RePEc:arx:papers:2506.18895.

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2025Generalized Orlicz premia. (2025). Laeven, Roger ; Aygun, Mucahit ; Bellini, Fabio. In: Papers. RePEc:arx:papers:2507.09181.

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2025Pricing insurance policies with offsetting relationship. (2025). Hanbali, Hamza. In: Papers. RePEc:arx:papers:2508.13409.

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2025Higher moments under dependence uncertainty with applications in insurance. (2025). Vanduffel, Steven ; Bernard, Carole ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2508.16600.

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2025A review of the Markov model of life insurance with a view to surplus. (2025). Haccariz, Oytun ; Kleinow, Torsten ; MacDonald, Angus S. In: Papers. RePEc:arx:papers:2509.00011.

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2025A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity. (2025). Kato, Takashi ; Imamura, Yuri. In: Papers. RePEc:arx:papers:2509.12558.

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2025Mean-tail Gini framework for optimal portfolio selection. (2025). Shanthirajah, Judeto ; Ricci, Stephano ; Furman, Edward ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2509.17225.

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2025Optimal allocations with distortion risk measures and mixed risk attitudes. (2025). Ghossoub, Mario ; Wang, Ruodu ; Ren, Qinghua. In: Papers. RePEc:arx:papers:2510.18236.

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2026Further Developments on Stochastic Dominance for Different Classes of Infinite-mean Distributions. (2025). Zeng, Keyi ; Hu, Taizhong ; Su, Yuting ; Zou, Zhenfeng. In: Papers. RePEc:arx:papers:2511.00764.

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2026Cost-of-capital valuation with risky assets. (2025). Albrecher, Hansjorg ; Lindskog, Filip. In: Papers. RePEc:arx:papers:2511.00895.

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2025Mean Field Analysis of Mutual Insurance Market. (2025). Li, Bohan ; Phillip, Sheung Chi ; Hin, Kenneth Tsz. In: Papers. RePEc:arx:papers:2511.12292.

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2025Extended Convolution Bounds on the Fr\{e}chet Problem: Robust Risk Aggregation and Risk Sharing. (2025). Liu, Yang ; Teng, Houhan. In: Papers. RePEc:arx:papers:2511.21929.

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2026Orlicz-Lorentz premia and distortion Haezendonck-Goovaerts risk measures. (2025). Grosse-Erdmann, Karl ; Goulard, Aline. In: Papers. RePEc:arx:papers:2512.03267.

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2026Capital allocation and tail central moments for the multivariate normal mean-variance mixture distribution. (2026). Chen, Yuyu ; Tan, Soon Wei ; Calder, Enrique. In: Papers. RePEc:arx:papers:2601.00568.

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2026Quantitative Methods in Finance. (2026). Vansteenberghe, Eric. In: Papers. RePEc:arx:papers:2601.12896.

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2026Optimal Risk-Sharing Rules in Network-based Decentralized Insurance. (2026). Thomann, Enrique A ; Marshall, Nicholas F ; Loke, Sooie-Hoe ; Fogarty, Heather N. In: Papers. RePEc:arx:papers:2602.05155.

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2026Pareto and Bowley Reinsurance Games in Peer-to-Peer Insurance. (2026). Nguyen, Thai ; Wa, Tak ; Hin, Kenneth Tsz ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2602.14223.

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2026A Laplace-based perspective on conditional mean risk sharing. (2026). Blier-Wong, Christopher. In: Papers. RePEc:arx:papers:2603.01434.

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2026Capital-Allocation-Induced Risk Sharing. (2026). Hin, Kenneth Tsz ; Feng, Runhuan ; Chong, Wing Fung. In: Papers. RePEc:arx:papers:2603.26491.

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2026Linear Risk Sharing in Community-Based Insurance: Ruin Reduction in the Compound Poisson Model. (2026). Robert, Christian Y ; Denuit, Michel. In: Papers. RePEc:arx:papers:2603.29530.

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2026$\alpha$-robust utility maximization with intractable claims: A quantile optimization approach. (2026). Xu, Zuo Quan ; Chen, Xinyu. In: Papers. RePEc:arx:papers:2604.04649.

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2026Comonotonic improvement under feasibility constraints. (2026). Lauzier, Jean-Gabriel ; Blier-Wong, Christopher. In: Papers. RePEc:arx:papers:2604.24546.

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2026On the Expected Maximum Deficit and the Optimal Allocation of Reserves. (2026). Zuyderhoff, Pierre ; Lefevre, Claude. In: Papers. RePEc:arx:papers:2605.16448.

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2026Asymptotic Behaviour of Unexpected Losses and Risk Ratios for Co-Monotonic Alternatives. (2026). Nendel, Max. In: Papers. RePEc:arx:papers:2605.18049.

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2026The Balance Property: The Constrained Case, with a View on Risk Sharing. (2026). Wuthrich, Mario V. In: Papers. RePEc:arx:papers:2606.07276.

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2025Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty. (2025). de Vecchi, Corrado ; Streicher, Jan ; Nendel, Max. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:739.

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2025From listings to all-tenant rents: a probabilistic model. (2025). Petri, Marko Nanut ; Strasser, Flurina ; Nussli, Emanuel ; Pipino, Antonio ; Arulraj-Cordonier, Rachel ; Bech, Morten Linnemann. In: BIS Working Papers. RePEc:bis:biswps:1317.

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2025Risk Based Capital and Performance of Insurance Companies in Nigeria. (2025). Ajike, Idowu Mobolaji ; Olushola, Kolurejo John. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:10:p:1574-1594.

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2024Pareto‐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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2025The Equilibrium Effects of Mortality Risk. (2025). Regis, Luca ; Modena, Andrea ; Rizzini, Giorgio. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_709.

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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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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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2025Optimal insurance design with Lambda-Value-at-Risk. (2025). Boonen, Tim J ; Chen, Yuyu ; Han, Xia ; Wang, Qiuqi. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:232-246.

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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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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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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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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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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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2025Efficient evaluation of risk allocations. (2025). Blier-Wong, Christopher ; Cossette, Hlne ; Marceau, Etienne. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:119-136.

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2025A generalized tail mean-variance model for optimal capital allocation. (2025). Xie, Hengyue ; Yao, Jing ; Wang, Guojing ; Yang, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:157-179.

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2025Pricing insurance contracts with an existing portfolio as background risk. (2025). de Vecchi, Corrado ; Scherer, Matthias. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:180-193.

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2025Approximations of multi-period liability values by simple formulas. (2025). Engler, Nils ; Lindskog, Filip. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000599.

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2025Efficient hedging of life insurance portfolio for loss-averse insurers. (2025). Hainaut, Donatien ; Motte, Edouard. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:123:y:2025:i:c:s0167668725000630.

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2025Care-dependent target benefit pension plan with minimum liability gap. (2025). Ti, Ruotian ; Tao, Cheng ; Zhao, Hui ; Rong, Ximin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000745.

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2025As-if-Markov reserves for reserve-dependent payments. (2025). Djehiche, Boualem ; Christiansen, Marcus C. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000769.

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2025Forecasting and backtesting gradient allocations of expected shortfall. (2025). Koike, Takaaki. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:124:y:2025:i:c:s0167668725000770.

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2025Co-opetition in reinsurance markets: When Pareto meets Stackelberg and Nash. (2025). Young, Virginia R ; Cao, Jingyi ; Li, Dongchen ; Zou, Bin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725000800.

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2025Non-parametric estimators of scaled cash flows. (2025). Bathke, Theis ; Furrer, Christian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s016766872500099x.

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2025Individual survivor fund account: The impact of bequest motives on tontine participation. (2025). Nguyen, Thai ; Wa, Tak. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001088.

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2025Optimal risk sharing with correlated insurance businesses in a Stackelberg-Nash differential game. (2025). Liang, Zhibin ; Zhang, Qingqing ; Wu, Mengyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001180.

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2025Risk measures on Musielak-Orlicz spaces: A state-dependent perspective for insurance. (2025). Strati, Francesco. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s0167668725001210.

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2026A one-step approach for determining the optimal aggregate capital reserve and allocation. (2026). Wang, Ying ; Cai, Jun ; Jia, Huameng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:126:y:2026:i:c:s0167668725001301.

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2026No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses. (2026). Ortega-Jimenez, Patricia ; Denuit, Michel ; Robert, Christian Y. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:126:y:2026:i:c:s0167668725001416.

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2026The equilibrium effects of mortality risk. (2026). Regis, Luca ; Rizzini, Giorgio ; Modena, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:243:y:2026:i:c:s0167268126000508.

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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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2026Symmetric Bernoulli distributions and minimal dependence copulas. (2026). Semeraro, Patrizia ; Mutti, Alessandro. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:212:y:2026:i:c:s0047259x2500140x.

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2025A lattice-based approach for life insurance pricing in a stochastic correlation framework. (2025). Costabile, Massimo ; Massab, Ivar ; Russo, Emilio ; Staino, Alessandro ; Mamon, Rogemar ; Zhao, Yixing. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:235:y:2025:i:c:p:145-159.

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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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2025Effects of Traditional Reinsurance on Demographic Risk Under the Solvency II Framework. (2025). della Corte, Francesco ; Bianchessi, Emily ; Savelli, Nino ; Clemente, Gian Paolo. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:10:p:203-:d:1771202.

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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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2025Diversification Quotients: Quantifying Diversification via Risk Measures. (2025). Han, Xia ; Wang, Ruodu ; Lin, Liyuan. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:9:p:7990-8006.

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2025A Solution to the Multidimensionality in Option Pricing. (2025). Wong, Wing-Keung ; Alghalith, Moawia. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:2505.

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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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More than 100 citations found, this list is not complete...

Works by Jan Dhaene:

YearTitleTypeCited
2010Convex order and comonotonic conditional mean risk sharing In: LIDAM Discussion Papers ISBA.
[Citation analysis]		paper64
2012Convex order and comonotonic conditional mean risk sharing.(2012) In: LIDAM Reprints ISBA.
[Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2012Convex order and comonotonic conditional mean risk sharing.(2012) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 64		article
2014Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper10
2014Reserve-dependent benefits and costs in life and health insurance contracts.(2014) In: LIDAM Reprints ISBA.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2014Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2014The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks In: LIDAM Discussion Papers ISBA.
[Citation analysis]		paper5
2015The minimal entropy martingale measure in a market of traded financial and actuarial risks.(2015) In: LIDAM Reprints ISBA.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2014The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks.(2014) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2015Tail mutual exclusivity and Tail-VaR lower bounds In: LIDAM Discussion Papers ISBA.
[Citation analysis]		paper3
2017Tail mutual exclusivity and Tail-VaR lower bounds.(2017) In: LIDAM Reprints ISBA.
[Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2017Tail mutual exclusivity and Tail-VaR lower bounds.(2017) In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2015Tail Mutual Exclusivity and Tail-Var Lower Bounds.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
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.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2019Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system.(2019) In: Health Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2021Risk-sharing rules and their properties, with applications to peer-to-peer insurance In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper23
2022Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance.(2022) In: LIDAM Reprints ISBA.
[Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2022Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance.(2022) In: Journal of Risk & Insurance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2023Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance In: LIDAM Discussion Papers ISBA.
[Full Text][Citation analysis]		paper11
2025Comonotonicity and Pareto optimality, with application to collaborative insurance.(2025) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2019A dynamic equivalence principle for systematic longevity risk management In: LIDAM Reprints ISBA.
[Citation analysis]		paper6
2019A dynamic equivalence principle for systematic longevity risk management.(2019) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2001Bounds for present value functions with stochastic interest rates and stochastic volatility In: Working Papers.
[Full Text][Citation analysis]		paper1
2002Bounds for present value functions with stochastic interest rates and stochastic volatility.(2002) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2019Systemic Risk: Conditional Distortion Risk Measures In: Papers.
[Full Text][Citation analysis]		paper20
2022Systemic risk: Conditional distortion risk measures.(2022) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2023On the causality-preservation capabilities of generative modelling In: Papers.
[Full Text][Citation analysis]		paper0
2024Axiomatic characterizations of some simple risk-sharing rules In: Papers.
[Full Text][Citation analysis]		paper0
2025Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables In: Papers.
[Full Text][Citation analysis]		paper0
2022Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables.(2022) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2026Compensation-based risk-sharing In: Papers.
[Full Text][Citation analysis]		paper0
2009Buy-and-Hold Strategies and Comonotonic Approximations In: Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2017IS THE CAPITAL STRUCTURE LOGIC OF CORPORATE FINANCE APPLICABLE TO INSURERS? REVIEW AND ANALYSIS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article2
2003On the Distribution of Cash Flows Using Esscher Transforms In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article5
2005Comonotonic Approximations for Optimal Portfolio Selection Problems In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article22
2008Can a Coherent Risk Measure Be Too Subadditive? In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article28
2009Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article2
2012Optimal Capital Allocation Principles In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article116
2009Optimal capital allocation principles.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2006Risk measurement with equivalent utility principles In: Statistics & Risk Modeling.
[Full Text][Citation analysis]		article42
1989Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes In: ASTIN Bulletin.
[Full Text][Citation analysis]		article11
1989Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes.(1989) In: ASTIN Bulletin.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
1990Distributions in Life Insurance In: ASTIN Bulletin.
[Full Text][Citation analysis]		article2
1992Error Bounds for Compound Poisson Approximations of the Individual Risk Model In: ASTIN Bulletin.
[Full Text][Citation analysis]		article6
1996Some Moment Relations for the Hipp approximation In: ASTIN Bulletin.
[Full Text][Citation analysis]		article2
1996Dependency of Risks and Stop-Loss Order1 In: ASTIN Bulletin.
[Full Text][Citation analysis]		article65
1996On Bounds for the Difference Between the Stop-Loss Transforms of Two Compound Distributions In: ASTIN Bulletin.
[Full Text][Citation analysis]		article1
1997On Error Bounds for Approximations to Aggregate Claims Distributions In: ASTIN Bulletin.
[Full Text][Citation analysis]		article3
2002A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum In: ASTIN Bulletin.
[Full Text][Citation analysis]		article20
2003A Unified Approach to Generate Risk Measures In: ASTIN Bulletin.
[Full Text][Citation analysis]		article13
2019FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS In: ASTIN Bulletin.
[Full Text][Citation analysis]		article17
2012Comonotonic approximations for the probability of lifetime ruin* In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article4
2024Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat? In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		article72
1999Supermodular ordering and stochastic annuities In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article10
1999The safest dependence structure among risks In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article54
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.
[Full Text][Citation analysis]		article62
2001Does positive dependence between individual risks increase stop-loss premiums? In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article25
2002The concept of comonotonicity in actuarial science and finance: theory In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article261
2002The concept of comonotonicity in actuarial science and finance: applications In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article216
2003Confidence bounds for discounted loss reserves In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article5
2003The hurdle-race problem In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article5
2004Some new classes of consistent risk measures In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article57
2008Some results on the CTE-based capital allocation rule In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article33
2008Static super-replicating strategies for a class of exotic options In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article29
2008Analytic bounds and approximations for annuities and Asian options In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article11
2009Bounds and approximations for sums of dependent log-elliptical random variables In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article12
2009Correlation order, merging and diversification In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article9
2010Optimal portfolio selection for general provisioning and terminal wealth problems In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article4
2011A recursive approach to mortality-linked derivative pricing In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article8
2012The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article21
2012Convex order approximations in the case of cash flows of mixed signs In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article3
2013Tail Variance premiums for log-elliptical distributions In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article5
2013On the (in-)dependence between financial and actuarial risks In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article19
2014Reducing risk by merging counter-monotonic risks In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article17
2016Optimal allocation of policy deductibles for exchangeable risks In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2017Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article34
2018An approximation method for risk aggregations and capital allocation rules based on additive risk factor models In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article9
2019Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article19
2019Fair valuation of insurance liability cash-flow streams in continuous time: Theory In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article9
2021Fair dynamic valuation of insurance liabilities via convex hedging In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article5
2001De nabije toekomst van het Actuariaat in Leuven In: Review of Business and Economic Literature.
[Full Text][Citation analysis]		article0
2001Some Remarks on IBNR Evaluation Techniques In: Review of Business and Economic Literature.
[Full Text][Citation analysis]		article0
2001How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities In: Review of Business and Economic Literature.
[Full Text][Citation analysis]		article0
2001Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation In: Review of Business and Economic Literature.
[Full Text][Citation analysis]		article3
2005Het Actuariaat in Leuven: 2001-2003 en de toekomst In: Review of Business and Economic Literature.
[Full Text][Citation analysis]		article0
2005Managing Uncertainty: Financial, Actuarial and Statistical Modeling In: Review of Business and Economic Literature.
[Full Text][Citation analysis]		article0
2005Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk In: Review of Business and Economic Literature.
[Full Text][Citation analysis]		article0
2007Comonotonicity In: Review of Business and Economic Literature.
[Full Text][Citation analysis]		article50
2008Modern Actuarial Risk Theory In: Springer Books.
[Citation analysis]		book126
2011An Overview of Comonotonicity and Its Applications in Finance and Insurance In: Springer Books.
[Citation analysis]		chapter0
2022Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article0
1998On approximating distributions by approximating their De Pril transforms In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article0
1998Some results on moments and cumulants In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article0
1999Recursions for Distribution Functions and Stop-Loss Transforms In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article0
2007Corrigendum In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article0
2010Inequalities for the De Pril approximation to the distribution of the number of policies with claims In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article0
2015Ordered random vectors and equality in distribution In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article0
2019Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article7
2020Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article6
2023Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article1
2009A Robustification of the Chain-Ladder Method In: North American Actuarial Journal.
[Full Text][Citation analysis]		article7
2000“Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 In: North American Actuarial Journal.
[Full Text][Citation analysis]		article0
2003Economic Capital Allocation Derived from Risk Measures In: North American Actuarial Journal.
[Full Text][Citation analysis]		article70
2003Stable Laws and the Present Value of Fixed Cash Flows In: North American Actuarial Journal.
[Full Text][Citation analysis]		article0
2005Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables In: North American Actuarial Journal.
[Full Text][Citation analysis]		article4
2015Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2015Option prices and model-free measurement of implied herd behavior in stock markets.(2015) In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2015Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2001Convex upper and lower bounds for present value functions In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article3

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