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1

Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency

Dhaene, Jan, Stassen, Ben, Barigou, Karim, Linders, Daniël, Chen, Ze

Journal:

Insurance: Mathematics and Economics

Year:

2017

Language:

english

File:

PDF, 413 KB

english, 2017

2

Static Hedging of Asian Options under Lévy Models

Albrecher, Hansjörg, Dhaene, Jan, Goovaerts, Marc, Schoutens, Wim

Journal:

The Journal of Derivatives

Year:

2005

Language:

english

File:

PDF, 284 KB

english, 2005

3

Comonotonic asset prices in arbitrage-free markets

Dhaene, Jan, Kukush, Alexander, Linders, Daniël

Journal:

Journal of Computational and Applied Mathematics

Year:

2020

Language:

english

File:

PDF, 388 KB

english, 2020

4

Modern Actuarial Risk Theory ||

Kaas, Rob, Goovaerts, Marc, Dhaene, Jan, Denuit, Michel

Year:

2008

Language:

english

File:

PDF, 2.55 MB

english, 2008

5

Upper and lower bounds for sums of random variables

Rob Kaas, Jan Dhaene, Marc J. Goovaerts

Journal:

Insurance: Mathematics and Economics

Year:

2000

Language:

english

File:

PDF, 179 KB

english, 2000

6

Optimal Capital Allocation Principles

Jan Dhaene, Andreas Tsanakas, Emiliano A. Valdez and Steven Vanduffel

Journal:

Journal of Risk and Insurance

Year:

2012

Language:

english

File:

PDF, 1.79 MB

english, 2012

7

Remarks on quantiles and distortion risk measures

Jan Dhaene, Alexander Kukush, Daniël Linders, Qihe Tang

Journal:

European Actuarial Journal

Year:

2012

Language:

english

File:

PDF, 287 KB

english, 2012

8

Bounds for the price of a European-style Asian option in a binary tree model

Huguette Reynaerts, Michele Vanmaele, Jan Dhaene, Griselda Deelstra

Journal:

European Journal of Operational Research

Year:

2006

Language:

english

File:

PDF, 312 KB

english, 2006

9

Economic Capital Allocation Derived from Risk Measures

Dhaene, Jan, Goovaerts, Mark J., Kaas, Rob

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 171 KB

english, 2003

10

IS THE CAPITAL STRUCTURE LOGIC OF CORPORATE FINANCE APPLICABLE TO INSURERS? REVIEW AND ANALYSIS

Dhaene, Jan, Van Hulle, Cynthia, Wuyts, Gunther, Schoubben, Frederiek, Schoutens, Wim

Journal:

Journal of Economic Surveys

Year:

2015

Language:

english

File:

PDF, 281 KB

english, 2015

11

Stochastic Upper Bounds for Present Value Functions

Marc J. Goovaerts, Jan Dhaene and Ann de Schepper

Journal:

Journal of Risk and Insurance

Year:

2000

Language:

english

File:

PDF, 335 KB

english, 2000

12

Bounds for present value functions with stochastic interest rates and stochastic volatility

Ann De Schepper, Marc Goovaerts, Jan Dhaene, Rob Kaas, David Vyncke

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 453 KB

english, 2002

13

Analytic bounds and approximations for annuities and Asian options

Steven Vanduffel, Zhaoning Shang, Luc Henrard, Jan Dhaene, Emiliano A. Valdez

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 366 KB

english, 2008

14

A Generative Modeling Framework for Statistical Link Analysis Based on Sparse Data

De Ridder, Simon, Manfredi, Paolo, De Geest, Jan, Deschrijver, Dirk, De Zutter, Daniel, Dhaene, Tom, Vande Ginste, Dries

Journal:

IEEE Transactions on Components Packaging and Manufacturing Technology

Year:

2018

Language:

english

File:

PDF, 9.20 MB

english, 2018

15

The Concept of Comonotonicity in Actuarial Science and Finance: Theory

Dhaene, Jan, Denuit, Michel, Goovaerts, Marc, Kaas, Rob

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 362 KB

english, 2003

16

Comonotonicity, correlation order and premium principles

Shaun Wang, Jan Dhaene

Journal:

Insurance: Mathematics and Economics

Year:

1998

Language:

english

File:

PDF, 516 KB

english, 1998

17

FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS

Delong, Łukasz, Dhaene, Jan, Barigou, Karim

Journal:

Year:

2019

Language:

english

File:

PDF, 454 KB

english, 2019

18

Fair valuation of insurance liability cash-flow streams in continuous time: Theory

Delong, Łukasz, Dhaene, Jan, Barigou, Karim

Journal:

Insurance: Mathematics and Economics

Year:

2019

Language:

english

File:

PDF, 467 KB

english, 2019

19

The Intermediate Model for the Solvency of a Financial Institution

Dhaene, Jan, Van Hulle, Karel, Zaks, Yaniv

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 285 KB

english, 2014

20

Optimal Capital Allocation Principles

Jan Dhaene, Andreas Tsanakas, Emiliano A. Valdez, Steven Vanduffel

Journal:

Journal of Risk and Insurance

Year:

2012

Language:

english

File:

PDF, 635 KB

english, 2012

21

Tail Variance premiums for log-elliptical distributions

Landsman, Zinoviy, Pat, Nika, Dhaene, Jan

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 315 KB

english, 2013

22

Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables

Grzegorz Darkiewicz, Griselda Deelstra, Jan Dhaene, Tom Hoedemakers and Michèle Vanmaele

Journal:

Journal of Risk and Insurance

Year:

2009

Language:

english

File:

PDF, 1.54 MB

english, 2009

23

In-line NDT with X-Ray CT combining sample rotation and translation

De Schryver, Thomas, Dhaene, Jelle, Dierick, Manuel, Boone, Matthieu N., Janssens, Eline, Sijbers, Jan, van Dael, Mattias, Verboven, Pieter, Nicolai, Bart, Van Hoorebeke, Luc

Journal:

NDT & E International

Year:

2016

Language:

english

File:

PDF, 1.33 MB

english, 2016

24

Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages

Amiri, Masoud, Dhaene, Jan, Izadi, Muhyiddin, Khaledi, Baha-Eldin

Journal:

Communication in Statistics- Theory and Methods

Year:

2020

File:

PDF, 1.39 MB

2020

25

Correlation order, merging and diversification

Jan Dhaene, Michel Denuit, Steven Vanduffel

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 1.31 MB

english, 2009

26

Stable Laws and the Present Value of Fixed Cash Flows

Goovaerts, Marc J., De Schepper, Ann, Vyncke, David, Dhaene, Jan, Kaas, Rob

Journal:

North American Actuarial Journal

Year:

2003

Language:

english

File:

PDF, 242 KB

english, 2003

27

Optimal Premium Control in a Non-life Insurance Business

Vandebroek, Martina, Dhaene, Jan

Journal:

Scandinavian Actuarial Journal

Year:

1990

Language:

english

File:

PDF, 519 KB

english, 1990

28

A generic platform for hyperspectral mapping of wood

Defoirdt, Nele, Sen, Ali, Dhaene, Jelle, De Mil, Tom, Pereira, Helena, Van Acker, Joris, Van den Bulcke, Jan

Journal:

Wood Science and Technology

Year:

2017

Language:

english

File:

PDF, 2.30 MB

english, 2017

29

Error Bounds for Compound Poisson Approximations of the Individual Risk Model

De Pril, Nelson, Dhaene, Jan

Journal:

Year:

1992

Language:

english

File:

PDF, 543 KB

english, 1992

30

Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts

Christiansen, Marcus Christian, Denuit, Michel, Dhaene, Jan

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 326 KB

english, 2013

31

Recursions for Distribution Functions and Stop-Loss Transforms

Dhaene, Jan, Willmot, Gordon, Sundt, Bjørn

Journal:

Scandinavian Actuarial Journal

Year:

1999

Language:

english

File:

PDF, 190 KB

english, 1999

32

Tail Mutual Exclusivity and Tail-VaR Lower Bounds

Cheung, Ka Chun, Denuit, Michel, Dhaene, Jan

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 243 KB

english, 2015

33

Expression profile of telomerase subunits in human pleural mesothelioma

Dhaene, Karl, Wauters, Jan, Weyn, Barbara, Timmermans, Jean-Pierre, van Marck, Eric

Journal:

The Journal of Pathology

Year:

2000

Language:

english

File:

PDF, 159 KB

english, 2000

34

A multivariate dependence measure for aggregating risks

Dhaene, Jan, Linders, Daniël, Schoutens, Wim, Vyncke, David

Journal:

Journal of Computational and Applied Mathematics

Year:

2014

Language:

english

File:

PDF, 423 KB

english, 2014

35

Bonus-Malus scales using exponential loss functions

Michel Denuit, Jan Dhaene

Journal:

Blätter der DGVFM

Year:

2001

Language:

english

File:

PDF, 772 KB

english, 2001

36

Convex order approximations in the case of cash flows of mixed signs

Jan Dhaene, Marc Goovaerts, Michèle Vanmaele, Koen Van Weert

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 268 KB

english, 2012

37

[IEEE 2016 IEEE Electrical Design of Advanced Packaging and Systems (EDAPS) - Honolulu, HI (2016.12.14-2016.12.16)] 2016 IEEE Electrical Design of Advanced Packaging and Systems (EDAPS) - A novel methodology to create generative statistical models of interconnects

De Ridder, Simon, Manfredi, Paolo, De Geest, Jan, Dhaene, Tom, De Zutter, Daniel, Vande Ginste, Dries

Year:

2016

Language:

english

File:

PDF, 11.99 MB

english, 2016

38

Probabilistic solutions for a class of deterministic optimal allocation problems

Cheung, Ka Chun, Dhaene, Jan, Rong, Yian, Yam, Sheung Chi Phillip

Journal:

Journal of Computational and Applied Mathematics

Year:

2018

Language:

english

File:

PDF, 512 KB

english, 2018

39

A recursive approach to mortality-linked derivative pricing

Zhaoning Shang, Marc Goovaerts, Jan Dhaene

Journal:

Insurance: Mathematics and Economics

Year:

2011

Language:

english

File:

PDF, 529 KB

english, 2011

40

Inequalities for the De Pril approximation to the distribution of the number of policies with claims

Vernic, Raluca, Dhaene, Jan, Sundt, Bjørn

Journal:

Scandinavian Actuarial Journal

Year:

2010

Language:

english

File:

PDF, 187 KB

english, 2010

41

[IEEE 2008 International Conference on Complex, Intelligent and Software Intensive Systems - Barcelona, Spain (2008.03.4-2008.03.7)] 2008 International Conference on Complex, Intelligent and Software Intensive Systems - Ontology Based and Context-Aware Hospital Nurse Call Optimization

Ongenae, Femke, Strobbe, Matthias, Hollez, Jan, Jans, Gregory De, Turck, Filip De, Dhaene, Tom, Demeester, Piet, Verhoeve, Piet

Year:

2008

Language:

english

File:

PDF, 534 KB

english, 2008

42

On the evaluation of ‘saving-consumption’ plans

VANDUFFEL, STEVEN, DHAENE, JAN, GOOVAERTS, MARC

Journal:

Journal of Pension Economics and Finance

Year:

2005

Language:

english

File:

PDF, 314 KB

english, 2005

43

Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency

Barigou, Karim, Chen, Ze, Dhaene, Jan

Journal:

Insurance: Mathematics and Economics

Year:

2019

Language:

english

File:

PDF, 460 KB

english, 2019

44

Bounds and approximations for sums of dependent log-elliptical random variables

Emiliano A. Valdez, Jan Dhaene, Mateusz Maj, Steven Vanduffel

Journal:

Insurance: Mathematics and Economics

Year:

2009

Language:

english

File:

PDF, 1.80 MB

english, 2009

45

Convex order and comonotonic conditional mean risk sharing

Michel Denuit, Jan Dhaene

Journal:

Insurance: Mathematics and Economics

Year:

2012

Language:

english

File:

PDF, 234 KB

english, 2012

46

Inequalities for the De Pril Approximation to the Distribution of the Number of Policies with Claims

Vernic, Raluca, Dhaene, Jan, Sundt, Bjorn

Journal:

SSRN Electronic Journal

Year:

2009

Language:

english

File:

PDF, 348 KB

english, 2009

47

Some Results on the Cte Based Capital Allocation Rule

Dhaene, Jan, Vanduffel, Steven

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 312 KB

english, 2006

48

Distortion risk measures for sums of random variables

Grzegorz Darkiewicz, Jan Dhaene, Marc Goovaerts

Journal:

Blätter der DGVFM

Year:

2004

Language:

english

File:

PDF, 418 KB

english, 2004

49

On the (in-)dependence between financial and actuarial risks

Dhaene, Jan, Kukush, Alexander, Luciano, Elisa, Schoutens, Wim, Stassen, Ben

Journal:

Insurance: Mathematics and Economics

Year:

2013

Language:

english

File:

PDF, 428 KB

english, 2013

50

On the distribution of discounted loss reserves using generalized linear models

Hoedemakers *, Tom, Beirlant, Jan, Goovaerts, Marc J., Dhaene, Jan

Journal:

Scandinavian Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 280 KB

english, 2005

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