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51

Reducing risk by merging counter-monotonic risks

Cheung, Ka Chun, Dhaene, Jan, Lo, Ambrose, Tang, Qihe

Journal:

Insurance: Mathematics and Economics

Year:

2014

Language:

english

File:

PDF, 420 KB

english, 2014

52

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

53

On approximating distributions by approximating their De Pril transforms

Dhaene, Jan, Sundt, Bjørn

Journal:

Scandinavian Actuarial Journal

Year:

1998

Language:

english

File:

PDF, 914 KB

english, 1998

54

Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables

Vanduffel, Steven, Hoedemakers, Tom, Dhaene, Jan

Journal:

North American Actuarial Journal

Year:

2005

Language:

english

File:

PDF, 139 KB

english, 2005

55

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

56

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

57

Some results on moments and cumulants

Sundt, Bjørn, Dhaene, Jan, De Pril, Nelson

Journal:

Scandinavian Actuarial Journal

Year:

1998

Language:

english

File:

PDF, 664 KB

english, 1998

58

[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

59

[IEEE 32nd European Microwave Conference, 2002 - Milan, Italy (2002.10.4-2002.10.6)] 32nd European Microwave Conference, 2002 - Parameterized Circuit Modeling of Planar Transmission Line Structures on Arbitrary Substrates

Dhaene, Tom, De Geest, Jan, De Zutter, Daniel

Year:

2002

Language:

english

File:

PDF, 2.85 MB

english, 2002

60

“Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000

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

Journal:

North American Actuarial Journal

Year:

2000

Language:

english

File:

PDF, 124 KB

english, 2000

61

The minimal entropy martingale measure in a market of traded financial and actuarial risks

Dhaene, Jan, Stassen, Ben, Devolder, Pierre, Vellekoop, Michel

Journal:

Journal of Computational and Applied Mathematics

Year:

2015

Language:

english

File:

PDF, 460 KB

english, 2015

62

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

63

Comonotonic approximations for the probability of lifetime ruin

VAN WEERT, KOEN, DHAENE, JAN, GOOVAERTS, MARC

Journal:

Journal of Pension Economics and Finance

Year:

2012

Language:

english

File:

PDF, 607 KB

english, 2012

64

Ordered random vectors and equality in distribution

Cheung, Ka Chun, Dhaene, Jan, Kukush, Alexander, Linders, Daniël

Journal:

Scandinavian Actuarial Journal

Year:

2015

Language:

english

File:

PDF, 215 KB

english, 2015

65

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

66

Corrigendum

Dhaene, Jan, Willmot, Gordon, Sundt, Bjørn

Journal:

Scandinavian Actuarial Journal

Year:

2007

File:

PDF, 36 KB

2007

67

Risk measurement with equivalent utility principles

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

Journal:

Statistics & Decisions

Year:

2006

Language:

english

File:

PDF, 230 KB

english, 2006

68

On an optimization problem related to static super-replicating strategies

Chen, Xinliang, Deelstra, Griselda, Dhaene, Jan, Linders, Daniël, Vanmaele, Michèle

Journal:

Journal of Computational and Applied Mathematics

Year:

2015

Language:

english

File:

PDF, 554 KB

english, 2015

69

Option prices and model-free measurement of implied herd behavior in stock markets

Linders, Daniël, Dhaene, Jan, Schoutens, Wim

Journal:

International Journal of Financial Engineering

Year:

2015

Language:

english

File:

PDF, 439 KB

english, 2015

70

Assessment of wood microstructural changes after one-stage thermo-hydro treatment (THT) by micro X-ray computed tomography

Biziks, Vladimirs, Van den Bulcke, Jan, Grinins, Juris, Militz, Holger, Andersons, Bruno, Andersone, Ingeborga, Dhaene, Jelle, Van Acker, Joris

Journal:

Year:

2015

Language:

english

File:

PDF, 1.25 MB

english, 2015

71

Moisture behavior and structural changes of plywood during outdoor exposure

Li, Wanzhao, Van den Bulcke, Jan, De Windt, Imke, Dhaene, Jelle, Van Acker, Joris

Journal:

European Journal of Wood and Wood Products

Year:

2016

Language:

english

File:

PDF, 1.76 MB

english, 2016

72

Relating MOE decrease and mass loss due to fungal decay in plywood and MDF using resonalyser and X-ray CT scanning

Li, Wanzhao, Van den Bulcke, Jan, De Windt, Imke, Defoirdt, Nele, Dhaene, Jelle, Dierick, Manuel, Sol, Hugo, Van Acker, Joris

Journal:

International Biodeterioration & Biodegradation

Year:

2016

Language:

english

File:

PDF, 1.39 MB

english, 2016

73

Tail mutual exclusivity and Tail-VaR lower bounds

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

Journal:

Scandinavian Actuarial Journal

Year:

2015

Language:

english

File:

PDF, 429 KB

english, 2015

74

Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes

Journal:

Year:

1989

Language:

english

File:

PDF, 307 KB

english, 1989

75

[IEEE 29th European Microwave Conference, 1999 - Munich, Germany (1999.10.4-1999.10.6)] 29th European Microwave Conference, 1999 - Adaptive Sampling Algorithm for Accurate Modeling of General Interconnection Structures

De Geest, Jan, Dhaene, Tom, Fache, Niels, De Zutter, Daniel

Year:

1999

Language:

english

File:

PDF, 427 KB

english, 1999

76

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

77

Design of a semantic person-oriented nurse call management system

Ongenae, F., Strobbe, M., Hollez, J., Jans, G. De, Turck, F. De, Dhaene, T., Demeester, P., Verhoeve, P.

Journal:

International Journal of Web and Grid Services

Year:

2008

Language:

english

File:

PDF, 612 KB

english, 2008

78

Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior

Feng, Runhuan, Jing, Xiaochen, Dhaene, Jan

Journal:

Journal of Computational and Applied Mathematics

Year:

2016

Language:

english

File:

PDF, 493 KB

english, 2016

79

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

80

Optimal allocation of policy deductibles for exchangeable risks

Manesh, Sirous Fathi, Khaledi, Baha-Eldin, Dhaene, Jan

Journal:

Insurance: Mathematics and Economics

Year:

2016

Language:

english

File:

PDF, 543 KB

english, 2016

81

Dependency of Risks and Stop-Loss Order

Dhaene, Jan, Goovaerts, Marc J.

Journal:

Year:

1996

Language:

english

File:

PDF, 528 KB

english, 1996

82

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

83

Updating mechanism for lifelong insurance contracts subject to medical inflation

Denuit, Michel, Dhaene, Jan, Hanbali, Hamza, Lucas, Nathalie, Trufin, Julien

Journal:

European Actuarial Journal

Year:

2017

Language:

english

File:

PDF, 1.14 MB

english, 2017

84

LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION

Dhaene, Jan, Godecharle, Els, Antonio, Katrien, Denuit, Michel, Hanbali, Hamza

Journal:

Year:

2017

Language:

english

File:

PDF, 590 KB

english, 2017

85

[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

86

Distributions in Life Insurance

Journal:

Year:

1990

Language:

english

File:

PDF, 384 KB

english, 1990

87

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

88

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

89

An approximation method for risk aggregations and capital allocation rules based on additive risk factor models

Zhou, Ming, Dhaene, Jan, Yao, Jing

Journal:

Insurance: Mathematics and Economics

Year:

2018

Language:

english

File:

PDF, 344 KB

english, 2018

90

Investigating the interaction between internal structural changes and water sorption of MDF and OSB using X-ray computed tomography

Li, Wanzhao, Van den Bulcke, Jan, Dhaene, Jelle, Zhan, Xianxu, Mei, Changtong, Van Acker, Joris

Journal:

Wood Science and Technology

Year:

2018

Language:

english

File:

PDF, 1.57 MB

english, 2018

91

On Error Bounds for Approximations to Aggregate Claims Distributions

Dhaene, Jan, Sundt, Bjørn

Journal:

Year:

1997

Language:

english

File:

PDF, 620 KB

english, 1997

92

On Bounds for the Difference Between the Stop-Loss Transforms of Two Compound Distributions

Sundt, Bjørn, Jan Dhaene,

Journal:

Year:

1996

Language:

english

File:

PDF, 266 KB

english, 1996

93

Some Moment Relations for the Hipp approximation

Dhaene, Jan, Sundt, Bjørn, De Pril, Nelson

Journal:

Year:

1996

Language:

english

File:

PDF, 173 KB

english, 1996

94

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

95

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

96

Optimal Allocation of Policy Deductibles for Exchangeable Risks

Fathi Manesh, Sirous, Khaledi, Baha-Eldin, Dhaene, Jan

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 268 KB

english, 2015

97

Ordered Random Vectors and Equality in Distribution

Cheung, Ka Chun, Dhaene, Jan, Kukush, Alexander, Linders, Daniël

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 390 KB

english, 2013

98

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

99

A Unified Approach to Generate Risk Measures

Goovaerts, Marc J., Kaas, Rob, Dhaene, Jan, Tang, Qihe

Journal:

Year:

2003

Language:

english

File:

PDF, 288 KB

english, 2003

100

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

Barigou, Karim, Dhaene, Jan

Journal:

Scandinavian Actuarial Journal

Year:

2018

Language:

english

File:

PDF, 2.10 MB

english, 2018