Access Statistics for Jan Dhaene

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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 1 4 6 14
An axiomatic theory for comonotonicity-based risk sharing 0 0 1 4 2 7 12 20
Application de l'indice médical dans les contrats d'assurance maladie en Belgique 0 0 0 5 0 1 2 27
Axiomatic characterizations of some simple risk-sharing rules 0 0 1 11 0 5 9 29
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 0 70 1 1 3 290
Buy-and-Hold Strategies and Comonotonic Approximations 0 0 0 44 1 3 6 214
Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior 0 0 0 7 1 2 6 65
Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior 0 0 0 4 2 6 8 32
Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance 0 0 0 11 0 5 7 21
Compensation-based risk-sharing 0 0 0 0 0 4 4 4
Convex order and comonotonic conditional mean risk sharing 0 0 0 0 0 1 5 13
Convex order and comonotonic conditional mean risk sharing 0 0 0 0 1 8 13 26
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables 0 0 2 2 0 3 6 6
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency 0 0 0 77 1 5 5 164
Le nouveau mécanisme belge d'indexation des primes des contrats d'assurance "hospitalisation" 0 1 1 12 0 5 5 44
Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation 0 0 0 0 1 5 6 15
On the causality-preservation capabilities of generative modelling 0 0 0 15 2 6 11 38
On the transferability of reserves in lifelong health insurance contracts 0 0 0 2 2 6 7 22
On the transferability of reserves in lifelong health insurance contracts 0 0 0 0 0 1 4 9
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 0 0 4 5 9
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 2 0 1 2 15
Optimal allocation of policy deductibles for exchangeable risks 0 0 0 5 2 4 4 29
Optimal capital allocation principles 0 0 0 141 0 3 5 368
Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets 0 0 0 9 0 1 2 58
Option prices and model-free measurement of implied herd behavior in stock markets 0 0 0 9 4 8 10 54
Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts 0 0 0 0 0 10 10 14
Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts 0 0 0 32 0 7 7 77
Reserve-dependent benefits and costs in life and health insurance contracts 0 0 0 0 0 15 15 20
Risk-sharing Rules and their properties with applications to peer-to-peer insurance 0 1 1 4 2 10 12 22
Risk-sharing rules and their properties, with applications to peer-to-peer insurance 0 2 3 25 0 9 15 51
Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance 0 0 0 0 0 4 6 9
Systemic Risk: Conditional Distortion Risk Measures 0 0 0 18 0 2 7 72
Tail Mutual Exclusivity and Tail-Var Lower Bounds 0 0 0 9 0 2 3 42
Tail mutual exclusivity and Tail-VaR lower bounds 0 0 0 0 0 4 8 11
Tail mutual exclusivity and Tail-VaR lower bounds 0 0 0 0 0 0 2 11
Tail mutual exclusivity and tail-var lower bounds 0 0 0 1 3 5 6 39
The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks 0 0 0 2 0 2 2 22
The Minimal Entropy Martingale Measure in a market of traded financial and actuarial risks 0 0 0 0 0 5 9 18
The minimal entropy martingale measure in a market of traded financial and actuarial risks 0 0 0 0 0 3 4 9
Updating mechanism for lifelong insurance contracts subject to medical inflation 0 0 1 13 0 4 5 42
Updating mechanism for lifelong insurance contracts subject to medical inflation 0 0 0 0 0 5 5 12
Total Working Papers 0 4 10 534 26 186 269 2,057

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 3 3 4 11 4 9 15 35
A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum 0 0 0 1 0 3 8 24
A Unified Approach to Generate Risk Measures 0 0 1 2 0 2 3 19
A dynamic equivalence principle for systematic longevity risk management 0 0 0 5 2 5 6 42
A recursive approach to mortality-linked derivative pricing 0 0 1 18 0 2 5 76
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate 0 0 0 38 0 3 6 174
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models 0 0 0 3 1 6 6 35
An easy computable upper bound for the price of an arithmetic Asian option 0 0 0 69 0 1 1 170
Analytic bounds and approximations for annuities and Asian options 0 0 0 19 0 4 7 81
Bounds and approximations for sums of dependent log-elliptical random variables 0 0 0 10 0 3 4 134
Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables 0 0 0 2 0 8 9 39
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 1 21 1 2 7 122
Bounds for the price of a European-style Asian option in a binary tree model 0 0 0 12 0 0 1 75
Can a Coherent Risk Measure Be Too Subadditive? 0 0 0 33 0 4 6 191
Comonotonic Approximations for Optimal Portfolio Selection Problems 0 0 0 23 0 2 6 105
Comonotonic approximations for the probability of lifetime ruin* 0 0 0 5 0 2 3 35
Comonotonicity 0 0 0 10 1 9 15 101
Comonotonicity and Pareto optimality, with application to collaborative insurance 0 0 2 2 1 2 7 11
Comonotonicity, correlation order and premium principles 0 0 0 103 1 6 8 251
Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables 0 0 0 1 1 2 4 13
Confidence bounds for discounted loss reserves 0 0 0 25 0 3 3 106
Convex order and comonotonic conditional mean risk sharing 0 0 2 19 0 4 10 92
Convex order approximations in the case of cash flows of mixed signs 0 0 0 2 0 2 6 24
Convex upper and lower bounds for present value functions 0 0 0 1 0 2 4 8
Correlation order, merging and diversification 0 0 0 16 0 2 6 61
Corrigendum 0 0 0 0 1 1 1 2
De nabije toekomst van het Actuariaat in Leuven 0 0 0 3 0 1 1 50
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables 0 0 0 2 1 8 24 28
Dependency of Risks and Stop-Loss Order1 0 0 1 4 1 3 6 31
Distributions in Life Insurance 0 0 0 3 0 0 2 16
Does positive dependence between individual risks increase stop-loss premiums? 0 0 0 21 0 1 3 113
Economic Capital Allocation Derived from Risk Measures 0 1 2 3 0 5 7 18
Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat? 0 0 2 2 1 4 11 12
Error Bounds for Compound Poisson Approximations of the Individual Risk Model 0 0 0 2 0 4 5 12
FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS 0 0 0 7 0 6 6 31
Fair dynamic valuation of insurance liabilities via convex hedging 0 0 0 4 1 7 9 26
Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency 0 0 0 9 2 9 9 51
Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach 0 0 0 1 0 4 6 8
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting 0 1 1 1 0 8 9 10
Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency 0 0 1 18 0 5 8 66
Fair valuation of insurance liability cash-flow streams in continuous time: Theory 0 0 0 3 0 2 3 28
Het Actuariaat in Leuven: 2001-2003 en de toekomst 0 0 0 2 0 2 2 35
How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities 0 0 0 6 0 0 1 58
IS THE CAPITAL STRUCTURE LOGIC OF CORPORATE FINANCE APPLICABLE TO INSURERS? REVIEW AND ANALYSIS 0 0 1 8 0 4 8 40
Inequalities for the De Pril approximation to the distribution of the number of policies with claims 0 0 0 0 0 3 4 4
LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION 0 0 0 6 0 4 6 32
Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages 0 0 0 0 0 0 0 0
Managing Uncertainty: Financial, Actuarial and Statistical Modeling 0 0 0 23 0 2 6 114
On Bounds for the Difference Between the Stop-Loss Transforms of Two Compound Distributions 0 0 0 0 1 1 2 5
On Error Bounds for Approximations to Aggregate Claims Distributions 0 0 0 0 0 3 5 14
On a class of approximative computation methods in the individual risk model 0 0 0 59 0 9 9 171
On approximating distributions by approximating their De Pril transforms 0 0 0 0 0 3 3 3
On the (in-)dependence between financial and actuarial risks 0 0 0 29 2 6 9 82
On the Distribution of Cash Flows Using Esscher Transforms 0 0 0 8 0 3 4 37
On the dependency of risks in the individual life model 0 0 1 52 1 5 6 141
On the evaluation of ‘saving-consumption’ plans 0 0 0 10 3 5 7 81
Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system 0 0 0 0 1 2 2 14
Optimal Capital Allocation Principles 0 0 1 27 0 2 8 151
Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk 0 0 0 5 0 1 5 57
Optimal allocation of policy deductibles for exchangeable risks 0 0 0 1 1 2 4 17
Optimal portfolio selection for general provisioning and terminal wealth problems 0 0 0 11 1 4 5 74
Option prices and model-free measurement of implied herd behavior in stock markets 0 0 0 2 1 4 4 26
Ordered random vectors and equality in distribution 0 0 0 1 0 4 4 5
Recursions for Distribution Functions and Stop-Loss Transforms 0 0 0 0 0 0 0 1
Recursions for the individual model 0 0 0 21 0 1 2 86
Reducing risk by merging counter-monotonic risks 0 0 0 9 0 4 6 101
Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation 0 0 0 25 0 1 4 136
Risk measurement with equivalent utility principles 1 1 1 2 1 4 5 14
Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance 0 2 2 4 1 6 10 20
Some Moment Relations for the Hipp approximation 0 0 0 1 0 3 3 10
Some Remarks on IBNR Evaluation Techniques 0 0 0 13 0 1 3 75
Some new classes of consistent risk measures 0 0 0 87 0 4 4 225
Some results on moments and cumulants 0 0 0 0 1 3 6 9
Some results on the CTE-based capital allocation rule 0 0 0 47 0 4 5 224
Stable Laws and the Present Value of Fixed Cash Flows 0 0 0 0 0 3 4 7
Static super-replicating strategies for a class of exotic options 0 0 0 47 0 3 4 212
Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes 0 0 0 1 0 3 3 8
Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes 0 0 0 0 3 7 8 15
Supermodular ordering and stochastic annuities 0 0 0 21 0 2 3 89
Systemic risk: Conditional distortion risk measures 0 0 1 4 1 3 10 33
Tail Variance premiums for log-elliptical distributions 0 0 1 14 1 2 5 48
Tail mutual exclusivity and Tail-VaR lower bounds 0 0 0 0 1 2 3 3
The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets 0 0 0 28 2 5 7 169
The compound Poisson approximation for a portfolio of dependent risks 0 0 0 49 0 4 5 125
The concept of comonotonicity in actuarial science and finance: applications 0 0 0 96 1 3 6 292
The concept of comonotonicity in actuarial science and finance: theory 0 0 1 350 4 10 16 890
The hurdle-race problem 0 0 0 42 0 1 2 194
The safest dependence structure among risks 0 0 1 30 0 3 7 98
Upper and lower bounds for sums of random variables 0 0 0 179 0 1 3 456
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 3 5 10
“Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 0 0 0 0 2 4 5 11
Total Journal Articles 4 8 28 1,854 48 315 514 7,248

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 1 6 13 65
Total Books 0 0 0 3 1 6 13 65

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 0 0
Total Chapters 0 0 0 0 0 0 0 0

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Statistics updated 2026-03-04