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 2 3 3
Application de l'indice médical dans les contrats d'assurance maladie en Belgique 0 0 2 5 1 1 3 18
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 0 68 0 0 10 278
Buy-and-Hold Strategies and Comonotonic Approximations 0 0 0 43 0 0 2 205
Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior 0 0 1 7 1 1 8 46
Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior 0 0 2 4 1 1 5 13
Convex order and comonotonic conditional mean risk sharing 0 0 0 0 1 2 3 3
Convex order and comonotonic conditional mean risk sharing 0 0 0 0 0 1 2 2
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency 0 0 1 71 0 1 12 136
Le nouveau mécanisme belge d'indexation des primes des contrats d'assurance "hospitalisation" 0 0 0 11 0 0 2 37
Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation 0 0 0 0 0 0 2 2
On the transferability of reserves in lifelong health insurance contracts 0 0 0 2 0 0 1 11
On the transferability of reserves in lifelong health insurance contracts 0 0 0 0 0 0 3 3
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 0 0 0 2 2
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 1 1 0 0 3 3
Optimal allocation of policy deductibles for exchangeable risks 0 0 0 4 0 1 5 18
Optimal capital allocation principles 0 0 0 137 0 1 11 342
Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets 0 0 1 9 2 2 9 47
Option prices and model-free measurement of implied herd behavior in stock markets 0 0 1 7 0 0 14 36
Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts 0 1 1 28 1 2 7 60
Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts 0 0 0 0 0 0 1 1
Reserve-dependent benefits and costs in life and health insurance contracts 0 0 0 0 0 0 1 1
Systemic Risk: Conditional Distortion Risk Measures 0 0 2 12 2 6 20 41
Tail Mutual Exclusivity and Tail-Var Lower Bounds 0 0 0 9 1 1 4 38
Tail mutual exclusivity and Tail-VaR lower bounds 0 0 0 0 1 1 2 2
Tail mutual exclusivity and Tail-VaR lower bounds 0 0 0 0 2 2 3 3
Tail mutual exclusivity and tail-var lower bounds 0 0 1 1 1 1 9 19
The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks 0 0 0 2 0 0 1 14
The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks 0 0 0 0 0 1 2 2
The minimal entropy martingale measure in a market of traded financial and actuarial risks 0 0 0 0 0 0 1 1
Updating mechanism for lifelong insurance contracts subject to medical inflation 0 0 0 0 0 1 3 3
Updating mechanism for lifelong insurance contracts subject to medical inflation 0 0 0 10 0 0 2 30
Total Working Papers 0 1 13 431 14 28 156 1,420


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 1 1 0 2 2 5
A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum 0 0 1 1 1 1 2 14
A Unified Approach to Generate Risk Measures 1 1 1 1 1 2 2 14
A dynamic equivalence principle for systematic longevity risk management 0 0 5 5 1 2 16 25
A recursive approach to mortality-linked derivative pricing 0 0 0 16 0 0 1 62
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate 0 0 1 38 1 2 6 165
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models 0 0 0 1 0 1 5 19
An easy computable upper bound for the price of an arithmetic Asian option 0 0 0 68 0 0 3 161
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 0 5 68
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 0 0 1 125
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 0 68
Can a Coherent Risk Measure Be Too Subadditive? 0 0 0 31 0 0 2 172
Comonotonic Approximations for Optimal Portfolio Selection Problems 0 0 0 22 0 0 2 92
Comonotonic approximations for the probability of lifetime ruin* 0 0 0 5 0 0 1 32
Comonotonicity 0 1 1 10 0 3 4 75
Comonotonicity, correlation order and premium principles 0 1 1 100 1 2 6 237
Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables 0 0 1 1 0 1 3 6
Confidence bounds for discounted loss reserves 0 0 0 25 0 0 1 103
Convex order and comonotonic conditional mean risk sharing 0 0 0 9 3 7 12 58
Convex order approximations in the case of cash flows of mixed signs 0 0 0 2 0 0 1 18
Convex upper and lower bounds for present value functions 0 0 0 0 0 0 0 1
Correlation order, merging and diversification 0 0 0 16 0 1 5 55
De nabije toekomst van het Actuariaat in Leuven 0 0 0 3 0 0 1 43
Dependency of Risks and Stop-Loss Order1 0 0 0 0 0 1 4 14
Distributions in Life Insurance 0 0 1 2 0 0 3 9
Does positive dependence between individual risks increase stop-loss premiums? 0 0 0 20 1 1 3 104
Economic Capital Allocation Derived from Risk Measures 0 0 0 0 0 0 0 1
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 2 4 6 2 5 11 17
Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency 0 1 3 4 2 6 14 19
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency 0 1 1 8 1 4 7 34
Fair valuation of insurance liability cash-flow streams in continuous time: Theory 0 0 1 1 4 5 14 17
Het Actuariaat in Leuven: 2001-2003 en de toekomst 0 0 0 1 0 2 3 31
How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities 0 0 0 5 0 0 0 52
IS THE CAPITAL STRUCTURE LOGIC OF CORPORATE FINANCE APPLICABLE TO INSURERS? REVIEW AND ANALYSIS 0 0 0 5 0 1 5 24
LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION 0 0 0 5 0 0 4 18
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 21 0 1 5 100
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 1 6
On a class of approximative computation methods in the individual risk model 0 0 1 56 0 0 3 153
On the (in-)dependence between financial and actuarial risks 0 0 0 20 0 0 2 55
On the Distribution of Cash Flows Using Esscher Transforms 0 0 0 8 0 0 2 29
On the dependency of risks in the individual life model 0 0 0 50 0 1 1 129
On the evaluation of ‘saving-consumption’ plans 0 0 0 10 0 0 0 70
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 0 2 3 5 8
Optimal Capital Allocation Principles 0 0 1 22 0 1 11 124
Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk 0 0 0 5 0 1 4 49
Optimal allocation of policy deductibles for exchangeable risks 0 0 0 1 0 1 1 13
Optimal portfolio selection for general provisioning and terminal wealth problems 0 0 0 11 0 0 1 68
Option prices and model-free measurement of implied herd behavior in stock markets 0 0 0 2 0 0 3 16
Recursions for the individual model 0 0 0 21 0 0 0 79
Reducing risk by merging counter-monotonic risks 0 0 0 9 0 0 4 79
Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation 0 0 0 17 0 0 7 113
Risk measurement with equivalent utility principles 0 0 2 12 0 0 9 50
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 1 1 70
Some new classes of consistent risk measures 0 0 0 86 2 2 3 218
Some results on the CTE-based capital allocation rule 1 1 1 42 2 3 7 204
Stable Laws and the Present Value of Fixed Cash Flows 0 0 0 0 0 0 2 2
Static super-replicating strategies for a class of exotic options 0 0 0 44 1 2 5 184
Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes 0 0 0 0 0 0 3 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 0 83
Tail Variance premiums for log-elliptical distributions 0 0 1 12 0 2 6 40
The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets 1 1 2 24 1 11 32 141
The compound Poisson approximation for a portfolio of dependent risks 0 1 1 48 1 2 3 117
The concept of comonotonicity in actuarial science and finance: applications 0 0 0 91 0 1 2 260
The concept of comonotonicity in actuarial science and finance: theory 0 0 4 335 0 0 11 832
The hurdle-race problem 0 0 0 41 0 1 3 190
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 0 447
“Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 0 0 0 0 0 1 2 4
Total Journal Articles 3 11 35 1,705 27 83 288 6,144


Statistics updated 2021-01-03