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Dhaene, Jan; Tsanakas, Andreas; Valdez, Emiliano; … - In: The journal of risk and insurance : the journal of the … 79 (2012) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10009517734

Can a coherent risk measure be too subadditive?

Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2006

Persistent link: https://www.econbiz.de/10003329677

Can a coherent risk measure be too subadditive?

Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 365-386

Persistent link: https://www.econbiz.de/10003713544

Reconciling credit correlations

Chernih, Andrew; Henrard, Luc; Vanduffel, Steven - In: The journal of risk model validation 4 (2010/11) 2, pp. 47-64

Persistent link: https://www.econbiz.de/10003995410

Optimal insurance in the presence of multiple policyholders

Bernard, Carole; Liu, Fangda; Vanduffel, Steven - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 638-656

Persistent link: https://www.econbiz.de/10012487474

Risk-Sharing Rules and Their Properties, With Applications to Peer-to-Peer Insurance

Denuit, Michel; Dhaene, Jan; Robert, Christian - 2022

This paper offers a systematic treatment of risk-sharing rules for insurance losses, based on a list of relevant properties. A number of candidate risk-sharing rules are considered, including the conditional mean risk-sharing rule proposed in Denuit and Dhaene (2012). and the newly introduced...

Persistent link: https://www.econbiz.de/10013492346

Financing choices of insurance companies : a summary of the literature

Dhaene, Jan; Saerens, Matthias; Schoubben, Frederiek; … - In: Review of business and economic literature 58 (2013) 4, pp. 286-307

Persistent link: https://www.econbiz.de/10010459320

Is the capital structure logic of corporate finance applicable to insurers? : review and analysis

Dhaene, Jan; Van Hulle, Cynthia M.; Wuyts, Gunther; … - In: Journal of economic surveys 31 (2017) 1, pp. 169-189

Persistent link: https://www.econbiz.de/10011757029

Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting

Barigou, Karim; Dhaene, Jan - In: Scandinavian actuarial journal 2019 (2019) 2, pp. 163-187

Persistent link: https://www.econbiz.de/10012194944

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