Access Statistics for Jan Dhaene

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic equivalence principle for systematic longevity risk management 0 0 0 0 0 1 3 6
Application de l'indice médical dans les contrats d'assurance maladie en Belgique 0 0 0 5 0 0 3 21
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 1 69 0 0 5 283
Buy-and-Hold Strategies and Comonotonic Approximations 0 0 1 44 0 0 2 207
Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior 0 0 0 7 1 1 10 56
Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior 0 0 0 4 0 1 7 20
Convex order and comonotonic conditional mean risk sharing 0 0 0 0 0 3 6 9
Convex order and comonotonic conditional mean risk sharing 0 0 0 0 0 0 4 6
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency 0 0 1 72 0 1 6 142
Le nouveau mécanisme belge d'indexation des primes des contrats d'assurance "hospitalisation" 0 0 0 11 0 0 2 39
Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation 0 0 0 0 0 1 2 4
On the transferability of reserves in lifelong health insurance contracts 0 0 0 0 0 0 0 3
On the transferability of reserves in lifelong health insurance contracts 0 0 0 2 0 0 1 12
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 1 0 0 2 5
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 0 0 0 1 3
Optimal allocation of policy deductibles for exchangeable risks 0 0 0 4 0 0 4 22
Optimal capital allocation principles 0 1 1 138 1 2 7 349
Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets 0 0 0 9 1 1 9 56
Option prices and model-free measurement of implied herd behavior in stock markets 0 0 1 8 0 0 6 42
Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts 0 1 2 30 0 2 6 66
Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts 0 0 0 0 1 1 1 2
Reserve-dependent benefits and costs in life and health insurance contracts 0 0 0 0 0 0 1 2
Systemic Risk: Conditional Distortion Risk Measures 2 2 4 16 3 4 11 52
Tail Mutual Exclusivity and Tail-Var Lower Bounds 0 0 0 9 0 0 1 39
Tail mutual exclusivity and Tail-VaR lower bounds 0 0 0 0 0 0 6 9
Tail mutual exclusivity and Tail-VaR lower bounds 0 0 0 0 1 1 1 3
Tail mutual exclusivity and tail-var lower bounds 0 0 0 1 0 0 2 21
The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks 0 0 0 2 0 0 3 17
The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks 0 0 0 0 1 1 1 3
The minimal entropy martingale measure in a market of traded financial and actuarial risks 0 0 0 0 1 2 3 4
Updating mechanism for lifelong insurance contracts subject to medical inflation 0 0 0 0 0 0 0 3
Updating mechanism for lifelong insurance contracts subject to medical inflation 0 0 1 11 0 0 3 33
Total Working Papers 2 4 12 443 10 22 119 1,539


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Robustification of the Chain-Ladder Method 0 1 2 3 1 2 4 9
A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum 0 0 0 1 0 1 1 15
A Unified Approach to Generate Risk Measures 0 0 0 1 0 0 1 15
A dynamic equivalence principle for systematic longevity risk management 0 0 0 5 0 1 4 29
A recursive approach to mortality-linked derivative pricing 0 0 0 16 1 1 4 66
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate 0 0 0 38 0 0 2 167
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models 0 0 0 1 0 1 4 23
An easy computable upper bound for the price of an arithmetic Asian option 0 0 1 69 2 2 6 167
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 0 4 72
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 0 0 3 128
Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables 0 0 0 2 0 0 0 30
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 0 20 0 0 0 115
Bounds for the price of a European-style Asian option in a binary tree model 0 0 0 12 0 0 2 70
Can a Coherent Risk Measure Be Too Subadditive? 0 0 2 33 1 1 10 182
Comonotonic Approximations for Optimal Portfolio Selection Problems 1 1 1 23 1 5 5 97
Comonotonic approximations for the probability of lifetime ruin* 0 0 0 5 0 0 0 32
Comonotonicity 0 0 0 10 1 1 8 83
Comonotonicity, correlation order and premium principles 0 0 2 102 0 0 3 240
Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables 0 0 0 1 0 1 2 8
Confidence bounds for discounted loss reserves 0 0 0 25 0 0 0 103
Convex order and comonotonic conditional mean risk sharing 0 1 3 12 0 1 6 64
Convex order approximations in the case of cash flows of mixed signs 0 0 0 2 0 0 0 18
Convex upper and lower bounds for present value functions 0 0 0 0 1 1 1 2
Correlation order, merging and diversification 0 0 0 16 0 0 0 55
De nabije toekomst van het Actuariaat in Leuven 0 0 0 3 0 2 3 46
Dependency of Risks and Stop-Loss Order1 0 0 0 0 0 0 2 16
Distributions in Life Insurance 0 0 0 2 0 0 1 10
Does positive dependence between individual risks increase stop-loss premiums? 0 0 1 21 0 0 1 105
Economic Capital Allocation Derived from Risk Measures 0 0 0 0 0 1 4 5
Error Bounds for Compound Poisson Approximations of the Individual Risk Model 0 0 0 1 0 0 0 6
FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS 0 0 0 6 1 1 3 20
Fair dynamic valuation of insurance liabilities via convex hedging 0 1 2 2 0 4 9 9
Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency 0 1 2 6 2 4 6 25
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency 0 0 3 11 1 6 13 47
Fair valuation of insurance liability cash-flow streams in continuous time: Theory 0 0 0 1 0 0 2 19
Het Actuariaat in Leuven: 2001-2003 en de toekomst 0 0 0 1 0 0 0 31
How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities 0 0 0 5 0 0 1 53
IS THE CAPITAL STRUCTURE LOGIC OF CORPORATE FINANCE APPLICABLE TO INSURERS? REVIEW AND ANALYSIS 0 0 0 5 0 1 3 27
LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION 0 0 1 6 0 0 3 21
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 21 0 0 3 103
On Bounds for the Difference Between the Stop-Loss Transforms of Two Compound Distributions 0 0 0 0 0 0 0 1
On Error Bounds for Approximations to Aggregate Claims Distributions 0 0 0 0 1 1 2 8
On a class of approximative computation methods in the individual risk model 0 0 1 57 2 3 4 157
On the (in-)dependence between financial and actuarial risks 0 0 2 22 0 1 6 61
On the Distribution of Cash Flows Using Esscher Transforms 0 0 0 8 0 1 1 30
On the dependency of risks in the individual life model 0 0 0 50 0 1 3 132
On the evaluation of ‘saving-consumption’ plans 0 0 0 10 0 0 2 72
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 0 0 1 1 9
Optimal Capital Allocation Principles 0 0 0 22 0 0 4 128
Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk 0 0 0 5 1 1 3 52
Optimal allocation of policy deductibles for exchangeable risks 0 0 0 1 0 0 0 13
Optimal portfolio selection for general provisioning and terminal wealth problems 0 0 0 11 0 0 0 68
Option prices and model-free measurement of implied herd behavior in stock markets 0 0 0 2 0 0 5 21
Recursions for the individual model 0 0 0 21 2 2 4 83
Reducing risk by merging counter-monotonic risks 0 0 0 9 0 0 4 83
Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation 0 0 1 18 0 0 6 119
Risk measurement with equivalent utility principles 0 0 0 0 1 1 6 6
Some Moment Relations for the Hipp approximation 0 0 0 1 0 0 0 6
Some Remarks on IBNR Evaluation Techniques 0 0 0 12 0 0 0 70
Some new classes of consistent risk measures 0 0 0 86 0 0 2 220
Some results on the CTE-based capital allocation rule 0 0 1 43 0 0 7 211
Stable Laws and the Present Value of Fixed Cash Flows 0 0 0 0 0 0 0 2
Static super-replicating strategies for a class of exotic options 0 0 1 45 0 1 11 195
Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes 0 0 0 0 0 0 0 5
Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes 0 0 0 1 0 0 0 4
Supermodular ordering and stochastic annuities 0 0 0 21 0 0 2 85
Tail Variance premiums for log-elliptical distributions 0 0 0 12 0 0 0 40
The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets 0 0 3 27 1 2 15 156
The compound Poisson approximation for a portfolio of dependent risks 0 0 1 49 0 1 2 119
The concept of comonotonicity in actuarial science and finance: applications 0 0 3 94 0 2 12 272
The concept of comonotonicity in actuarial science and finance: theory 1 3 5 340 1 5 16 848
The hurdle-race problem 0 0 0 41 0 0 0 190
The safest dependence structure among risks 0 0 0 27 0 0 0 86
Upper and lower bounds for sums of random variables 0 0 0 179 0 0 3 450
“Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 0 0 0 0 1 1 2 6
Total Journal Articles 2 8 38 1,731 22 61 247 6,341


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modern Actuarial Risk Theory 0 0 1 1 1 5 19 19
Total Books 0 0 1 1 1 5 19 19


Statistics updated 2022-01-05