Jan Dhaene

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Affiliations

• KU Leuven / Faculteit Economie en Bedrijfswetenschappen
  • EDIRC entry
  • location:

Research profile

author of:

• Convex order and comonotonic conditional mean risk sharing (RePEc:aiz:louvad:2010043)
  by Denuit, Michel & Dhaene, J.
• Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts (RePEc:aiz:louvad:2014004)
  by Christiansen, Marcus C. & Denuit, Michel & Dhaene, Jan
• The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks (RePEc:aiz:louvad:2014055)
  by Dhaene, Jan & Stassen, Ben & Devolder, Pierre & Vellekoop, Michel
• Tail mutual exclusivity and Tail-VaR lower bounds (RePEc:aiz:louvad:2015002)
  by Cheung, Ka Chung & Denuit, Michel & Dhaene, Jan
• On the transferability of reserves in lifelong health insurance contracts (RePEc:aiz:louvad:2015008)
  by Dhaene, Jan & Godecharle, Els & Antonio, Katrien & Denuit, Michel
• Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system (RePEc:aiz:louvad:2019007)
  by Hanbali, Hamza & Claassens, Hubert & Denuit, Michel & Dhaene, Jan & Trufin, Julien
• Risk-sharing rules and their properties, with applications to peer-to-peer insurance (RePEc:aiz:louvad:2021037)
  by Denuit, Michel & Dhaene, Jan & Robert, Christian Y.
• Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance (RePEc:aiz:louvad:2023005)
  by Denuit, Michel & Dhaene, Jan & Ghossoub, Mario & Robert, Christian Y.
• An axiomatic theory for comonotonicity-based risk sharing (RePEc:aiz:louvad:2023028)
  by Dhaene, Jan & Robert, Christian Y. & Cheung, Ka Chun & Denuit, Michel
• Convex order and comonotonic conditional mean risk sharing (RePEc:aiz:louvar:2012016)
  by Denuit, Michel & Dhaene, Jan
• Reserve-dependent benefits and costs in life and health insurance contracts (RePEc:aiz:louvar:2014017)
  by Christiansen, Marcus & Denuit, Michel & Dhaene, Jan
• The minimal entropy martingale measure in a market of traded financial and actuarial risks (RePEc:aiz:louvar:2015014)
  by Dhaene, Jan & Stassen, Ben & Devolder, Pierre & Vellekoop, Michel
• Tail mutual exclusivity and Tail-VaR lower bounds (RePEc:aiz:louvar:2017004)
  by Cheung, Ka Chun & Denuit, Michel & Dhaene, Jan
• Updating mechanism for lifelong insurance contracts subject to medical inflation (RePEc:aiz:louvar:2017018)
  by Denuit, Michel & Dhaene, Jan & Hanbali, Hamza & Lucas, Nathalie & Trufin, Julien
• Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation (RePEc:aiz:louvar:2017036)
  by Dhaene, Jan & Godecharle, Els & Antonio, Katrien & Denuit, Michel & Hanbali, Hamza
• A dynamic equivalence principle for systematic longevity risk management (RePEc:aiz:louvar:2019009)
  by Hanbali, Hamza & Denuit, Michel & Dhaene, Jan & Trufin, Julien
• Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system (RePEc:aiz:louvar:2019044)
  by Hanbali, Hamza & Claassens, Hubert & Denuit, Michel & Dhaene, Jan & Trufin, Julien
• Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance (RePEc:aiz:louvar:2022026)
  by Denuit, Michel & Dhaene, Jan & Robert, Christian Y.
• Bounds for present value functions with stochastic interest rates and stochastic volatility (RePEc:ant:wpaper:2001037)
  by DE SCHEPPER, Ann & GOOVAERTS, Marc & DHAENE, Jan & KAAS, Rob & VYNCKE, David
• Systemic Risk: Conditional Distortion Risk Measures (RePEc:arx:papers:1901.04689)
  by Jan Dhaene & Roger J. A. Laeven & Yiying Zhang
• On the causality-preservation capabilities of generative modelling (RePEc:arx:papers:2301.01109)
  by Yves-C'edric Bauwelinckx & Jan Dhaene & Tim Verdonck & Milan van den Heuvel
• Buy-and-Hold Strategies and Comonotonic Approximations (RePEc:bar:bedcje:2009213)
  by J. Marin-Solano (Universitat de Barcelona) & O. Roch (Universitat de Barcelona) & J. Dhaene (Katholieke Univerisiteit Leuven) & C. Ribas (Universitat de Barcelona) & M. Bosch-Princep (Universitat de B
• Is The Capital Structure Logic Of Corporate Finance Applicable To Insurers? Review And Analysis (RePEc:bla:jecsur:v:31:y:2017:i:1:p:169-189)
  by Jan Dhaene & Cynthia Hulle & Gunther Wuyts & Frederiek Schoubben & Wim Schoutens
• On the Distribution of Cash Flows Using Esscher Transforms (RePEc:bla:jrinsu:v:70:y:2003:i:3:p:563-575)
  by D. Vyncke & M. J. Goovaerts & A. De Schepper & R. Kaas & J. Dhaene
• Comonotonic Approximations for Optimal Portfolio Selection Problems (RePEc:bla:jrinsu:v:72:y:2005:i:2:p:253-300)
  by J. Dhaene & S. Vanduffel & M. J. Goovaerts & R. Kaas & D. Vyncke
• Can a Coherent Risk Measure Be Too Subadditive? (RePEc:bla:jrinsu:v:75:y:2008:i:2:p:365-386)
  by J. Dhaene & R. J. A. Laeven & S. Vanduffel & G. Darkiewicz & M. J. Goovaerts
• Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables (RePEc:bla:jrinsu:v:76:y:2009:i:4:p:847-866)
  by Grzegorz Darkiewicz & Griselda Deelstra & Jan Dhaene & Tom Hoedemakers & Michèle Vanmaele
• Optimal Capital Allocation Principles (RePEc:bla:jrinsu:v:79:y:2012:i:1:p:1-28)
  by Jan Dhaene & Andreas Tsanakas & Emiliano A. Valdez & Steven Vanduffel
• Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance (RePEc:bla:jrinsu:v:89:y:2022:i:3:p:615-667)
  by Michel Denuit & Jan Dhaene & Christian Y. Robert
• Risk measurement with equivalent utility principles (RePEc:bpj:strimo:v:24:y:2006:i:1:p:1-25:n:2)
  by Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger
• Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes (RePEc:cup:astinb:v:19:y:1989:i:02:p:131-138_00)
  by Dhaene, Jan
• Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes (RePEc:cup:astinb:v:19:y:1989:i:s1:p:43-50_00)
  by Dhaene, Jan
• Distributions in Life Insurance (RePEc:cup:astinb:v:20:y:1990:i:01:p:81-92_00)
  by Dhaene, Jan
• Error Bounds for Compound Poisson Approximations of the Individual Risk Model (RePEc:cup:astinb:v:22:y:1992:i:02:p:135-148_00)
  by De Pril, Nelson & Dhaene, Jan
• Some Moment Relations for the Hipp approximation (RePEc:cup:astinb:v:26:y:1996:i:01:p:117-121_00)
  by Dhaene, Jan & Sundt, Bjørn & De Pril, Nelson
• Dependency of Risks and Stop-Loss Order1 (RePEc:cup:astinb:v:26:y:1996:i:02:p:201-212_00)
  by Dhaene, Jan & Goovaerts, Marc J.
• On Bounds for the Difference Between the Stop-Loss Transforms of Two Compound Distributions (RePEc:cup:astinb:v:26:y:1996:i:02:p:225-231_00)
  by Sundt, Bjørn & Jan Dhaene,
• On Error Bounds for Approximations to Aggregate Claims Distributions (RePEc:cup:astinb:v:27:y:1997:i:02:p:243-262_01)
  by Dhaene, Jan & Sundt, Bjørn
• A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum (RePEc:cup:astinb:v:32:y:2002:i:01:p:71-80_01)
  by Kaas, R. & Dhaene, J. & Vyncke, D. & Goovaerts, M.J. & Denuit, M.
• A Unified Approach to Generate Risk Measures (RePEc:cup:astinb:v:33:y:2003:i:02:p:173-191_01)
  by Goovaerts, Marc J. & Kaas, Rob & Dhaene, Jan & Tang, Qihe
• Lifelong Health Insurance Covers With Surrender Values: Updating Mechanisms In The Presence Of Medical Inflation (RePEc:cup:astinb:v:47:y:2017:i:03:p:803-836_00)
  by Dhaene, Jan & Godecharle, Els & Antonio, Katrien & Denuit, Michel & Hanbali, Hamza
• Fair Valuation Of Insurance Liability Cash-Flow Streams In Continuous Time: Applications (RePEc:cup:astinb:v:49:y:2019:i:02:p:299-333_00)
  by Delong, Å ukasz & Dhaene, Jan & Barigou, Karim
• Comonotonic approximations for the probability of lifetime ruin (RePEc:cup:jpenef:v:11:y:2012:i:02:p:285-309_00)
  by Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc
• On the evaluation of ‘saving-consumption’ plans (RePEc:cup:jpenef:v:4:y:2005:i:01:p:17-30_00)
  by Vanduffel, Steven & Dhaene, Jan & Goovaerts, Marc
• Bounds for the price of a European-style Asian option in a binary tree model (RePEc:eee:ejores:v:168:y:2006:i:2:p:322-332)
  by Reynaerts, Huguette & Vanmaele, Michele & Dhaene, Jan & Deelstra, Griselda
• Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system (RePEc:eee:hepoli:v:123:y:2019:i:10:p:970-975)
  by Hanbali, Hamza & Claassens, Hubert & Denuit, Michel & Dhaene, Jan & Trufin, Julien
• Systemic risk: Conditional distortion risk measures (RePEc:eee:insuma:v:102:y:2022:i:c:p:126-145)
  by Dhaene, Jan & Laeven, Roger J.A. & Zhang, Yiying
• Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (RePEc:eee:insuma:v:107:y:2022:i:c:p:22-37)
  by Hanbali, Hamza & Dhaene, Jan & Linders, Daniël
• On a class of approximative computation methods in the individual risk model (RePEc:eee:insuma:v:14:y:1994:i:2:p:181-196)
  by Dhaene, Jan & Pril, Nelson De
• Recursions for the individual model (RePEc:eee:insuma:v:16:y:1995:i:1:p:31-38)
  by Dhaene, Jan & Vandebroek, Martina
• The compound Poisson approximation for a portfolio of dependent risks (RePEc:eee:insuma:v:18:y:1996:i:1:p:81-85)
  by Goovaerts, M. J. & Dhaene, J.
• On the dependency of risks in the individual life model (RePEc:eee:insuma:v:19:y:1997:i:3:p:243-253)
  by Dhaene, J. & Goovaerts, M. J.
• A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (RePEc:eee:insuma:v:20:y:1997:i:1:p:35-41)
  by Vanneste, M. & Goovaerts, M. J. & De Schepper, A. & Dhaene, J.
• Comonotonicity, correlation order and premium principles (RePEc:eee:insuma:v:22:y:1998:i:3:p:235-242)
  by Wang, Shaun & Dhaene, Jan
• Supermodular ordering and stochastic annuities (RePEc:eee:insuma:v:24:y:1999:i:3:p:281-290)
  by Goovaerts, M. J. & Dhaene, J.
• The safest dependence structure among risks (RePEc:eee:insuma:v:25:y:1999:i:1:p:11-21)
  by Dhaene, Jan & Denuit, Michel
• An easy computable upper bound for the price of an arithmetic Asian option (RePEc:eee:insuma:v:26:y:2000:i:2-3:p:175-183)
  by Simon, S. & Goovaerts, M. J. & Dhaene, J.
• Upper and lower bounds for sums of random variables (RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168)
  by Kaas, Rob & Dhaene, Jan & Goovaerts, Marc J.
• Does positive dependence between individual risks increase stop-loss premiums? (RePEc:eee:insuma:v:28:y:2001:i:3:p:305-308)
  by Denuit, Michel & Dhaene, Jan & Ribas, Carmen
• The concept of comonotonicity in actuarial science and finance: theory (RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33)
  by Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D.
• Bounds for present value functions with stochastic interest rates and stochastic volatility (RePEc:eee:insuma:v:31:y:2002:i:1:p:87-103)
  by De Schepper, Ann & Goovaerts, Marc & Dhaene, Jan & Kaas, Rob & Vyncke, David
• The concept of comonotonicity in actuarial science and finance: applications (RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161)
  by Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D.
• Confidence bounds for discounted loss reserves (RePEc:eee:insuma:v:33:y:2003:i:2:p:297-316)
  by Hoedemakers, Tom & Beirlant, Jan & Goovaerts, Marc J. & Dhaene, Jan
• The hurdle-race problem (RePEc:eee:insuma:v:33:y:2003:i:2:p:405-413)
  by Vanduffel, S. & Dhaene, J. & Goovaerts, M. & Kaas, R.
• Some new classes of consistent risk measures (RePEc:eee:insuma:v:34:y:2004:i:3:p:505-516)
  by Goovaerts, Marc J. & Kaas, Rob & Dhaene, Jan & Tang, Qihe
• Some results on the CTE-based capital allocation rule (RePEc:eee:insuma:v:42:y:2008:i:2:p:855-863)
  by Dhaene, J. & Henrard, L. & Landsman, Z. & Vandendorpe, A. & Vanduffel, S.
• Static super-replicating strategies for a class of exotic options (RePEc:eee:insuma:v:42:y:2008:i:3:p:1067-1085)
  by Chen, X. & Deelstra, G. & Dhaene, J. & Vanmaele, M.
• Analytic bounds and approximations for annuities and Asian options (RePEc:eee:insuma:v:42:y:2008:i:3:p:1109-1117)
  by Vanduffel, Steven & Shang, Zhaoning & Henrard, Luc & Dhaene, Jan & Valdez, Emiliano A.
• Bounds and approximations for sums of dependent log-elliptical random variables (RePEc:eee:insuma:v:44:y:2009:i:3:p:385-397)
  by Valdez, Emiliano A. & Dhaene, Jan & Maj, Mateusz & Vanduffel, Steven
• Correlation order, merging and diversification (RePEc:eee:insuma:v:45:y:2009:i:3:p:325-332)
  by Dhaene, Jan & Denuit, Michel & Vanduffel, Steven
• Optimal portfolio selection for general provisioning and terminal wealth problems (RePEc:eee:insuma:v:47:y:2010:i:1:p:90-97)
  by Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc
• A recursive approach to mortality-linked derivative pricing (RePEc:eee:insuma:v:49:y:2011:i:2:p:240-248)
  by Shang, Zhaoning & Goovaerts, Marc & Dhaene, Jan
• The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets (RePEc:eee:insuma:v:50:y:2012:i:3:p:357-370)
  by Dhaene, Jan & Linders, Daniël & Schoutens, Wim & Vyncke, David
• Convex order approximations in the case of cash flows of mixed signs (RePEc:eee:insuma:v:51:y:2012:i:2:p:249-256)
  by Dhaene, Jan & Goovaerts, Marc & Vanmaele, Michèle & Van Weert, Koen
• Convex order and comonotonic conditional mean risk sharing (RePEc:eee:insuma:v:51:y:2012:i:2:p:265-270)
  by Denuit, Michel & Dhaene, Jan
• Tail Variance premiums for log-elliptical distributions (RePEc:eee:insuma:v:52:y:2013:i:3:p:441-447)
  by Landsman, Zinoviy & Pat, Nika & Dhaene, Jan
• On the (in-)dependence between financial and actuarial risks (RePEc:eee:insuma:v:52:y:2013:i:3:p:522-531)
  by Dhaene, Jan & Kukush, Alexander & Luciano, Elisa & Schoutens, Wim & Stassen, Ben
• Reducing risk by merging counter-monotonic risks (RePEc:eee:insuma:v:54:y:2014:i:c:p:58-65)
  by Cheung, Ka Chun & Dhaene, Jan & Lo, Ambrose & Tang, Qihe
• Optimal allocation of policy deductibles for exchangeable risks (RePEc:eee:insuma:v:71:y:2016:i:c:p:87-92)
  by Manesh, Sirous Fathi & Khaledi, Baha-Eldin & Dhaene, Jan
• Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency (RePEc:eee:insuma:v:76:y:2017:i:c:p:14-27)
  by Dhaene, Jan & Stassen, Ben & Barigou, Karim & Linders, Daniël & Chen, Ze
• An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (RePEc:eee:insuma:v:79:y:2018:i:c:p:92-100)
  by Zhou, Ming & Dhaene, Jan & Yao, Jing
• A dynamic equivalence principle for systematic longevity risk management (RePEc:eee:insuma:v:86:y:2019:i:c:p:158-167)
  by Hanbali, Hamza & Denuit, Michel & Dhaene, Jan & Trufin, Julien
• Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency (RePEc:eee:insuma:v:88:y:2019:i:c:p:19-29)
  by Barigou, Karim & Chen, Ze & Dhaene, Jan
• Fair valuation of insurance liability cash-flow streams in continuous time: Theory (RePEc:eee:insuma:v:88:y:2019:i:c:p:196-208)
  by Delong, Łukasz & Dhaene, Jan & Barigou, Karim
• Fair dynamic valuation of insurance liabilities via convex hedging (RePEc:eee:insuma:v:98:y:2021:i:c:p:1-13)
  by Chen, Ze & Chen, Bingzheng & Dhaene, Jan & Yang, Tianyu
• Option prices and model-free measurement of implied herd behavior in stock markets (RePEc:ete:afiper:485228)
  by Daniël Linders & Jan Dhaene & Wim Schoutens
• Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (RePEc:ete:afiper:485229)
  by Runhuan Feng & Xiaochen Jing & Jan Dhaene
• Tail mutual exclusivity and tail-var lower bounds (RePEc:ete:afiper:485580)
  by Ka Chun Cheung & Michel Denuit & Jan Dhaene
• On the transferability of reserves in lifelong health insurance contracts (RePEc:ete:afiper:494492)
  by Jan Dhaene & Els Godecharle & Katrien Antonio & Michel Denuit
• Optimal allocation of policy deductibles for exchangeable risks (RePEc:ete:afiper:501184)
  by Sirous Fathi Manesh & Baha-Eldin Khaledi & Jan Dhaene
• Updating mechanism for lifelong insurance contracts subject to medical inflation (RePEc:ete:afiper:544624)
  by Michel Denuit & Jan Dhaene & Hamza Hanbali & Nathalie Lucas & Julien Trufin
• Le nouveau mécanisme belge d'indexation des primes des contrats d'assurance "hospitalisation" (RePEc:ete:afiper:545144)
  by Michel Denuit & Jan Dhaene & Hamza Hanbali & Nathalie Lucas & Julien Trufin
• Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency (RePEc:ete:afiper:578281)
  by Jan Dhaene & Ben Stassen & Karim Barigou & Daniël Linders & Ze Chen
• Application de l'indice médical dans les contrats d'assurance maladie en Belgique (RePEc:ete:afiper:578299)
  by Hamza Hanbali & Hubert Claassens & Michel Denuit & Jan Dhaene & Julien Trufin
• Risk-sharing Rules and their properties with applications to peer-to-peer insurance (RePEc:ete:afiper:689055)
  by Michel Denuit & Jan Dhaene & Christian Y Robert
• De nabije toekomst van het Actuariaat in Leuven (RePEc:ete:revbec:20010402)
  by J. Dhaene
• Some Remarks on IBNR Evaluation Techniques (RePEc:ete:revbec:20010404)
  by M. Goovaerts & J. Dhaene & E. Vanden Borre
• How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities (RePEc:ete:revbec:20010405)
  by J. DHaene & M. Goovaerts & S. Vanduffel & D. Vyncke
• Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation (RePEc:ete:revbec:20010406)
  by J. DHaene & M. Goovaerts & R. Kaas
• Het Actuariaat in Leuven: 2001-2003 en de toekomst (RePEc:ete:revbec:20050101)
  by J. Dhaene
• Managing Uncertainty: Financial, Actuarial and Statistical Modeling (RePEc:ete:revbec:20050105)
  by J. Beirlant & G. Claeskens & C. Croux & H. Degryse & H. Dewachter & G. Dhaene & J. Dhaene & I. Gijbels & M. Goovaerts & M. Hubert & F. Roodhooft & W. Schouten & M. Willekens
• Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk (RePEc:ete:revbec:20050109)
  by D. Vyncke & M. Goovaerts & J. Dhaene & S. Vanduffel
• Comonotonicity (RePEc:ete:revbec:20070204)
  by J. Dhaene & S. Vanduffel & M. Goovaerts
• Optimal capital allocation principles (RePEc:pra:mprapa:13574)
  by Dhaene, Jan & Tsanakas, Andreas & Emiliano, Valdez & Steven, Vanduffel
• Modern Actuarial Risk Theory (RePEc:spr:sprbok:978-3-540-70998-5)
  by Rob Kaas & Marc Goovaerts & Jan Dhaene & Michel Denuit
• Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages (RePEc:taf:lstaxx:v:51:y:2022:i:18:p:6385-6395)
  by Masoud Amiri & Jan Dhaene & Muhyiddin Izadi & Baha-Eldin Khaledi
• On approximating distributions by approximating their De Pril transforms (RePEc:taf:sactxx:v:1998:y:1998:i:1:p:1-23)
  by Jan Dhaene & Bjørn Sundt
• Some results on moments and cumulants (RePEc:taf:sactxx:v:1998:y:1998:i:1:p:24-40)
  by Bjørn Sundt & Jan Dhaene & Nelson De Pril
• Recursions for Distribution Functions and Stop-Loss Transforms (RePEc:taf:sactxx:v:1999:y:1999:i:1:p:52-65)
  by Jan Dhaene & Gordon Willmot & Bjørn Sundt
• Corrigendum (RePEc:taf:sactxx:v:2007:y:2007:i:3:p:226-226)
  by Jan Dhaene & Gordon Willmot & Bjørn Sundt
• Inequalities for the De Pril approximation to the distribution of the number of policies with claims (RePEc:taf:sactxx:v:2010:y:2010:i:4:p:249-267)
  by Raluca Vernic & Jan Dhaene & Bjørn Sundt
• Ordered random vectors and equality in distribution (RePEc:taf:sactxx:v:2015:y:2015:i:3:p:221-244)
  by Ka Chun Cheung & Jan Dhaene & Alexander Kukush & Daniël Linders
• Tail mutual exclusivity and Tail-VaR lower bounds (RePEc:taf:sactxx:v:2017:y:2017:i:1:p:88-104)
  by Ka Chun Cheung & Michel Denuit & Jan Dhaene
• Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (RePEc:taf:sactxx:v:2019:y:2019:i:2:p:163-187)
  by Karim Barigou & Jan Dhaene
• Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (RePEc:taf:sactxx:v:2020:y:2020:i:9:p:792-818)
  by Ze Chen & Bingzheng Chen & Jan Dhaene
• Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (RePEc:taf:sactxx:v:2023:y:2023:i:3:p:219-243)
  by Hamza Hanbali & Daniël Linders & Jan Dhaene
• A Robustification of the Chain-Ladder Method (RePEc:taf:uaajxx:v:13:y:2009:i:2:p:280-298)
  by Tim Verdonck & Martine Van Wouwe & Jan Dhaene
• “Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 (RePEc:taf:uaajxx:v:4:y:2000:i:4:p:124-126)
  by Jan Dhaene & Marc Goovaerts & Rob Kaas
• Economic Capital Allocation Derived from Risk Measures (RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56)
  by Jan Dhaene & Mark Goovaerts & Rob Kaas
• Stable Laws and the Present Value of Fixed Cash Flows (RePEc:taf:uaajxx:v:7:y:2003:i:4:p:32-43)
  by Marc Goovaerts & Ann De Schepper & David Vyncke & Jan Dhaene & Rob Kaas
• Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables (RePEc:taf:uaajxx:v:9:y:2005:i:4:p:71-82)
  by Steven Vanduffel & Tom Hoedemakers & Jan Dhaene
• The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks (RePEc:tin:wpaper:20140104)
  by Jan Dhaene & Ben Stassen & Pierre Devolder & Michel Vellekoop
• Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts (RePEc:tin:wpaper:20140117)
  by Marcus C. Christiansen & Michel M. Denuit & Jan Dhaene
• Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets (RePEc:tin:wpaper:20150002)
  by Daniël Linders & Jan Dhaene & Wim Schoutens
• Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior (RePEc:tin:wpaper:20150008)
  by Runhuan Feng & Xiaochen Jing & Jan Dhaene
• Tail Mutual Exclusivity and Tail-Var Lower Bounds (RePEc:tin:wpaper:20150024)
  by Ka Chun Cheung & Michel Denuit & Jan Dhaene
• Convex upper and lower bounds for present value functions (RePEc:wly:apsmbi:v:17:y:2001:i:2:p:149-164)
  by D. Vyncke & M. Goovaerts & J. Dhaene
• Option prices and model-free measurement of implied herd behavior in stock markets (RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500127)
  by Daniël Linders & Jan Dhaene & Wim Schoutens