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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of public economics"
~person:"Dhaene, Jan"
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Dhaene, Jan
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Computers & operations research : and their applications to problems of world concern ; an international journal
Insurance / Mathematics & economics
Journal of public economics
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4
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3
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1
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
2
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
Hanbali, Hamza
;
Dhaene, Jan
;
Linders, Daniël
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 22-37
Persistent link: https://www.econbiz.de/10013471096
Saved in:
3
Fair dynamic valuation of insurance liabilities : merging actuarial judgement with market- and time-consistency
Barigou, Karim
;
Chen, Ze
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 19-29
Persistent link: https://www.econbiz.de/10012105356
Saved in:
4
A dynamic equivalence principle for systematic longevity risk management
Hanbali, Hamza
;
Denuit, Michel
;
Dhaene, Jan
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 158-167
Persistent link: https://www.econbiz.de/10012058854
Saved in:
5
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
Zhou, Ming
;
Dhaene, Jan
;
Yao, Jing
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011825398
Saved in:
6
Optimal allocation of policy deductibles for exchangeable risks
Manesh, Sirous Fathi
;
Khaledi, Baha-Eldin
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 87-92
Persistent link: https://www.econbiz.de/10011630612
Saved in:
7
Reserve-dependent benefits and costs in life and health insurance constracts
Christiansen, Marcus C.
;
Denuit, Michel
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 132-137
Persistent link: https://www.econbiz.de/10010402700
Saved in:
8
Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun
;
Dhaene, Jan
;
Lo, Ambrose
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
Saved in:
9
Tail variance premiums for log-elliptical distributions
Landsman, Zinoviy
;
Pat, Nika
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 441-447
Persistent link: https://www.econbiz.de/10009763631
Saved in:
10
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 90-97
Persistent link: https://www.econbiz.de/10003985403
Saved in:
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