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 0 2 8
Application de l'indice médical dans les contrats d'assurance maladie en Belgique 0 0 0 5 0 0 2 24
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 0 69 0 0 1 285
Buy-and-Hold Strategies and Comonotonic Approximations 0 0 0 44 0 0 0 207
Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior 0 0 0 7 0 0 0 56
Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior 0 0 0 4 0 0 0 20
Convex order and comonotonic conditional mean risk sharing 0 0 0 0 0 0 0 6
Convex order and comonotonic conditional mean risk sharing 0 0 0 0 0 0 1 11
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency 0 0 0 73 2 3 5 149
Le nouveau mécanisme belge d'indexation des primes des contrats d'assurance "hospitalisation" 0 0 0 11 0 0 0 39
Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation 0 0 0 0 0 0 1 5
On the transferability of reserves in lifelong health insurance contracts 0 0 0 0 1 1 1 4
On the transferability of reserves in lifelong health insurance contracts 0 0 0 2 0 0 0 12
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 0 0 0 1 4
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 1 0 1 2 7
Optimal allocation of policy deductibles for exchangeable risks 0 1 1 5 0 1 2 24
Optimal capital allocation principles 0 0 3 141 0 1 5 354
Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets 0 0 0 9 0 0 0 56
Option prices and model-free measurement of implied herd behavior in stock markets 0 0 0 8 0 0 0 42
Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts 0 0 0 0 0 0 1 3
Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts 0 1 2 32 0 1 2 68
Reserve-dependent benefits and costs in life and health insurance contracts 0 0 0 0 0 0 2 4
Systemic Risk: Conditional Distortion Risk Measures 0 0 0 16 0 2 7 59
Tail Mutual Exclusivity and Tail-Var Lower Bounds 0 0 0 9 0 0 0 39
Tail mutual exclusivity and Tail-VaR lower bounds 0 0 0 0 0 0 0 3
Tail mutual exclusivity and Tail-VaR lower bounds 0 0 0 0 0 0 0 9
Tail mutual exclusivity and tail-var lower bounds 0 0 0 1 0 0 6 28
The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks 0 0 0 2 0 1 3 20
The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks 0 0 0 0 0 0 3 7
The minimal entropy martingale measure in a market of traded financial and actuarial risks 0 0 0 0 0 0 1 5
Updating mechanism for lifelong insurance contracts subject to medical inflation 0 1 1 12 0 1 2 35
Updating mechanism for lifelong insurance contracts subject to medical inflation 0 0 0 0 0 0 2 5
Total Working Papers 0 3 7 451 3 12 52 1,598


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 0 1 4 0 0 2 11
A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum 0 0 0 1 0 0 0 15
A Unified Approach to Generate Risk Measures 0 0 0 1 0 0 0 15
A dynamic equivalence principle for systematic longevity risk management 0 0 0 5 0 0 1 30
A recursive approach to mortality-linked derivative pricing 0 0 1 17 0 0 2 69
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate 0 0 0 38 0 0 0 167
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models 0 0 0 1 0 0 0 24
An easy computable upper bound for the price of an arithmetic Asian option 0 0 0 69 0 0 0 167
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 1 2 74
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 0 0 1 129
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 1 72
Can a Coherent Risk Measure Be Too Subadditive? 0 0 0 33 0 0 0 184
Comonotonic Approximations for Optimal Portfolio Selection Problems 0 0 0 23 0 0 1 98
Comonotonic approximations for the probability of lifetime ruin* 0 0 0 5 0 0 0 32
Comonotonicity 0 0 0 10 0 0 2 86
Comonotonicity, correlation order and premium principles 0 0 0 102 0 0 1 241
Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables 0 0 0 1 0 0 0 8
Confidence bounds for discounted loss reserves 0 0 0 25 0 0 0 103
Convex order and comonotonic conditional mean risk sharing 0 0 0 13 0 2 5 72
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 0 0 0 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 2 48
Dependency of Risks and Stop-Loss Order1 0 1 2 2 0 1 2 19
Distributions in Life Insurance 0 0 0 2 0 0 0 10
Does positive dependence between individual risks increase stop-loss premiums? 0 0 0 21 0 0 1 107
Economic Capital Allocation Derived from Risk Measures 0 0 0 0 0 1 3 8
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 7 0 0 1 23
Fair dynamic valuation of insurance liabilities via convex hedging 0 0 0 3 0 0 2 16
Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency 0 0 2 9 0 0 4 32
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency 0 0 0 12 0 0 2 50
Fair valuation of insurance liability cash-flow streams in continuous time: Theory 0 0 0 1 0 0 0 19
Het Actuariaat in Leuven: 2001-2003 en de toekomst 0 0 0 2 0 0 1 33
How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities 0 0 0 5 0 0 0 53
IS THE CAPITAL STRUCTURE LOGIC OF CORPORATE FINANCE APPLICABLE TO INSURERS? REVIEW AND ANALYSIS 0 0 0 5 0 0 0 27
LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION 0 0 0 6 0 0 3 25
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 1 22 0 1 2 106
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 0 0 0 8
On a class of approximative computation methods in the individual risk model 0 0 0 57 0 0 0 157
On the (in-)dependence between financial and actuarial risks 0 0 3 25 0 0 3 64
On the Distribution of Cash Flows Using Esscher Transforms 0 0 0 8 0 0 1 31
On the dependency of risks in the individual life model 0 0 0 50 0 1 1 133
On the evaluation of ‘saving-consumption’ plans 0 0 0 10 0 0 0 72
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 0 0 0 0 9
Optimal Capital Allocation Principles 0 0 4 26 1 2 10 139
Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk 0 0 0 5 0 0 0 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 1 1 69
Option prices and model-free measurement of implied herd behavior in stock markets 0 0 0 2 0 1 1 22
Recursions for the individual model 0 0 0 21 0 0 0 83
Reducing risk by merging counter-monotonic risks 0 0 0 9 0 0 5 88
Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation 0 0 0 18 0 0 0 121
Risk measurement with equivalent utility principles 0 0 1 1 0 0 2 8
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 87 0 0 0 221
Some results on the CTE-based capital allocation rule 0 0 1 46 1 1 3 218
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 0 46 0 0 1 202
Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes 0 0 0 1 0 0 1 5
Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes 0 0 0 0 0 2 2 7
Supermodular ordering and stochastic annuities 0 0 0 21 0 0 0 85
Tail Variance premiums for log-elliptical distributions 0 0 0 12 0 0 1 41
The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets 0 0 0 27 0 0 0 156
The compound Poisson approximation for a portfolio of dependent risks 0 0 0 49 0 0 0 119
The concept of comonotonicity in actuarial science and finance: applications 0 0 1 96 0 1 4 282
The concept of comonotonicity in actuarial science and finance: theory 0 1 4 345 1 4 10 862
The hurdle-race problem 0 0 1 42 0 0 1 191
The safest dependence structure among risks 0 0 0 28 0 0 2 89
Upper and lower bounds for sums of random variables 0 0 0 179 0 0 3 453
“Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 0 0 0 0 0 0 0 6
Total Journal Articles 0 2 22 1,766 3 21 93 6,484


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 0 1 0 2 13 32
Total Books 0 0 0 1 0 2 13 32


Statistics updated 2023-05-07