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 9 17
An axiomatic theory for comonotonicity-based risk sharing 0 0 1 5 0 2 16 26
Application de l'indice médical dans les contrats d'assurance maladie en Belgique 0 0 0 5 0 1 2 28
Axiomatic characterizations of some simple risk-sharing rules 0 0 1 12 1 2 14 37
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 0 70 0 0 6 293
Buy-and-Hold Strategies and Comonotonic Approximations 0 0 0 44 0 3 9 218
Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior 0 0 0 7 0 0 9 68
Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior 0 0 0 4 0 0 10 34
Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance 0 0 0 11 0 1 10 24
Compensation-based risk-sharing 0 0 0 0 0 0 7 7
Convex order and comonotonic conditional mean risk sharing 0 0 0 0 0 1 9 17
Convex order and comonotonic conditional mean risk sharing 0 0 0 0 0 0 18 31
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables 0 0 2 2 0 0 8 8
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency 0 0 0 77 0 0 5 164
Le nouveau mécanisme belge d'indexation des primes des contrats d'assurance "hospitalisation" 0 0 1 12 1 1 6 45
Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation 0 0 0 0 0 0 8 18
On the causality-preservation capabilities of generative modelling 1 1 1 16 1 1 11 40
On the transferability of reserves in lifelong health insurance contracts 0 0 0 0 0 0 6 12
On the transferability of reserves in lifelong health insurance contracts 0 0 0 2 0 0 11 26
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 2 0 0 5 19
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 0 0 2 9 13
Optimal allocation of policy deductibles for exchangeable risks 0 0 0 5 0 1 7 32
Optimal capital allocation principles 1 1 1 142 1 3 10 374
Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets 0 0 0 9 1 2 5 61
Option prices and model-free measurement of implied herd behavior in stock markets 0 0 0 9 0 0 12 57
Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts 0 0 0 32 0 0 10 80
Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts 0 0 0 0 0 1 15 19
Reserve-dependent benefits and costs in life and health insurance contracts 0 0 0 0 0 1 17 22
Risk-sharing Rules and their properties with applications to peer-to-peer insurance 0 0 1 4 0 1 15 25
Risk-sharing rules and their properties, with applications to peer-to-peer insurance 0 0 3 25 0 2 17 54
Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance 0 0 0 0 0 1 11 14
Systemic Risk: Conditional Distortion Risk Measures 0 0 0 18 0 0 7 72
Tail Mutual Exclusivity and Tail-Var Lower Bounds 0 0 0 9 0 1 5 44
Tail mutual exclusivity and Tail-VaR lower bounds 0 0 0 0 0 2 12 15
Tail mutual exclusivity and Tail-VaR lower bounds 0 0 0 0 0 0 3 12
Tail mutual exclusivity and tail-var lower bounds 0 0 0 1 0 2 10 43
The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks 0 0 0 2 0 2 6 26
The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks 0 0 0 0 0 0 10 20
The minimal entropy martingale measure in a market of traded financial and actuarial risks 0 0 0 0 0 0 5 10
Updating mechanism for lifelong insurance contracts subject to medical inflation 0 0 0 13 1 1 5 43
Updating mechanism for lifelong insurance contracts subject to medical inflation 0 0 0 0 0 1 7 14
Total Working Papers 2 2 11 538 6 36 377 2,182

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 5 12 0 1 17 39
A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum 0 0 0 1 0 0 8 25
A Unified Approach to Generate Risk Measures 0 0 1 2 0 1 7 23
A dynamic equivalence principle for systematic longevity risk management 0 0 0 5 0 0 7 43
A recursive approach to mortality-linked derivative pricing 0 0 1 18 1 1 8 79
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate 0 0 0 38 0 0 5 176
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models 0 0 0 3 0 0 8 37
An easy computable upper bound for the price of an arithmetic Asian option 0 0 0 69 0 2 5 174
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 1 7 82
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 1 2 10 140
Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables 0 0 0 2 0 0 12 42
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 1 21 1 1 9 125
Bounds for the price of a European-style Asian option in a binary tree model 0 0 0 12 1 1 2 77
Can a Coherent Risk Measure Be Too Subadditive? 0 0 0 33 0 0 10 195
Comonotonic Approximations for Optimal Portfolio Selection Problems 0 0 0 23 0 0 9 110
Comonotonic approximations for the probability of lifetime ruin* 0 0 0 5 0 0 6 38
Comonotonicity 0 0 0 10 1 1 13 104
Comonotonicity and Pareto optimality, with application to collaborative insurance 0 1 3 3 0 2 12 16
Comonotonicity, correlation order and premium principles 0 1 1 104 0 2 12 255
Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables 0 0 0 1 0 0 6 15
Confidence bounds for discounted loss reserves 0 0 0 25 2 2 7 110
Convex order and comonotonic conditional mean risk sharing 0 2 3 21 1 11 26 110
Convex order approximations in the case of cash flows of mixed signs 0 0 0 2 0 1 9 27
Convex upper and lower bounds for present value functions 0 0 0 1 0 0 4 9
Correlation order, merging and diversification 0 0 0 16 0 1 14 69
Corrigendum 0 0 0 0 0 0 3 4
De nabije toekomst van het Actuariaat in Leuven 0 0 0 3 0 0 3 52
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables 0 0 0 2 1 1 26 30
Does positive dependence between individual risks increase stop-loss premiums? 0 0 0 21 0 1 7 119
Economic Capital Allocation Derived from Risk Measures 0 0 2 3 0 0 10 21
Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat? 0 0 0 2 4 6 13 19
FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS 0 0 0 7 1 1 16 41
Fair dynamic valuation of insurance liabilities via convex hedging 0 0 0 4 0 2 11 29
Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency 0 0 0 9 1 2 14 56
Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach 0 0 0 1 0 1 9 11
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting 0 0 1 1 0 0 10 11
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency 0 0 1 18 0 2 11 69
Fair valuation of insurance liability cash-flow streams in continuous time: Theory 0 0 0 3 1 1 10 35
Het Actuariaat in Leuven: 2001-2003 en de toekomst 0 0 0 2 0 0 2 35
How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities 0 0 0 6 1 2 7 64
IS THE CAPITAL STRUCTURE LOGIC OF CORPORATE FINANCE APPLICABLE TO INSURERS? REVIEW AND ANALYSIS 0 0 1 8 0 0 7 40
Inequalities for the De Pril approximation to the distribution of the number of policies with claims 0 0 0 0 0 0 5 5
LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION 0 0 0 6 0 1 9 36
Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages 0 0 0 0 0 1 1 1
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 1 8 117
On Error Bounds for Approximations to Aggregate Claims Distributions 0 0 0 0 0 0 5 15
On a class of approximative computation methods in the individual risk model 0 0 0 59 0 0 15 177
On approximating distributions by approximating their De Pril transforms 0 0 0 0 0 0 6 6
On the (in-)dependence between financial and actuarial risks 0 0 0 29 0 0 14 88
On the Distribution of Cash Flows Using Esscher Transforms 0 0 0 8 0 0 4 37
On the dependency of risks in the individual life model 0 0 1 52 1 1 9 144
On the evaluation of ‘saving-consumption’ plans 0 0 0 10 0 0 13 87
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 0 0 0 5 17
Optimal Capital Allocation Principles 0 0 1 27 0 2 12 156
Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk 0 0 0 5 0 2 7 59
Optimal allocation of policy deductibles for exchangeable risks 0 0 0 1 0 0 4 17
Optimal portfolio selection for general provisioning and terminal wealth problems 0 0 0 11 0 0 11 81
Option prices and model-free measurement of implied herd behavior in stock markets 0 0 0 2 0 0 6 28
Ordered random vectors and equality in distribution 0 0 0 1 0 0 7 8
Recursions for Distribution Functions and Stop-Loss Transforms 0 0 0 0 0 1 4 5
Recursions for the individual model 0 0 0 21 0 0 4 88
Reducing risk by merging counter-monotonic risks 0 0 0 9 0 1 7 103
Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation 0 0 0 25 1 1 4 138
Risk measurement with equivalent utility principles 0 0 1 2 1 1 6 16
Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance 0 0 2 4 1 3 16 27
Some Remarks on IBNR Evaluation Techniques 0 0 0 13 1 1 4 77
Some new classes of consistent risk measures 0 0 0 87 0 2 7 228
Some results on moments and cumulants 0 0 0 0 0 0 7 12
Some results on the CTE-based capital allocation rule 0 0 0 47 1 1 10 229
Stable Laws and the Present Value of Fixed Cash Flows 0 0 0 0 0 1 6 9
Static super-replicating strategies for a class of exotic options 1 1 1 48 2 3 8 217
Supermodular ordering and stochastic annuities 0 0 0 21 0 0 3 89
Systemic risk: Conditional distortion risk measures 0 1 2 5 2 7 18 45
Tail Variance premiums for log-elliptical distributions 0 0 0 14 1 1 6 51
Tail mutual exclusivity and Tail-VaR lower bounds 0 0 0 0 0 1 7 7
The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets 0 0 0 28 0 0 8 170
The compound Poisson approximation for a portfolio of dependent risks 0 0 0 49 0 0 7 127
The concept of comonotonicity in actuarial science and finance: applications 0 0 0 96 0 1 9 296
The concept of comonotonicity in actuarial science and finance: theory 0 0 0 350 0 1 15 892
The hurdle-race problem 0 0 0 42 0 1 4 196
The safest dependence structure among risks 0 0 0 30 0 0 7 100
Upper and lower bounds for sums of random variables 0 0 0 179 1 2 4 458
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables 0 0 0 0 0 1 9 14
“Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 1 1 2 2 2 2 14 20
Total Journal Articles 2 7 30 1,852 31 89 727 7,449
7 registered items for which data could not be found

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 3 2 6 24 78
Total Books 0 0 0 3 2 6 24 78

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Overview of Comonotonicity and Its Applications in Finance and Insurance 0 0 0 0 0 0 2 2
Total Chapters 0 0 0 0 0 0 2 2

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Statistics updated 2026-08-07