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  1. Moral hazard in peer-to-peer insurance with social connection

    Article • SSRN Electronic Journal, January 2024, Elsevier

    Prof. Dr. Jan Dhaene

  2. Publisher Correction: Book review: pricing insurance risk – theory and practice

    Article • European Actuarial Journal, April 2023, Springer Science + Business Media

    Prof. Dr. Jan Dhaene

  3. Book review: Pricing insurance risk – theory and practice (by Stephen J. Mildenhall and John A. Major)

    Article • European Actuarial Journal, March 2023, Springer Science + Business Media

    Prof. Dr. Jan Dhaene

  4. Understanding the Correlation Risk Premium

    Article • SSRN Electronic Journal, January 2023, Elsevier

    Prof. Dr. Jan Dhaene

  5. Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance

    Article • SSRN Electronic Journal, January 2023, Elsevier

    Prof. Dr. Jan Dhaene

  6. Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables

    Article • Insurance Mathematics and Economics, November 2022, Elsevier

    Prof. Dr. Jan Dhaene

  7. Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables

    Article • Scandinavian Actuarial Journal, June 2022, Taylor & Francis

    Prof. Dr. Jan Dhaene

  8. Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance

    Article • Journal of Risk & Insurance, June 2022, Wiley

    Prof. Dr. Jan Dhaene

  9. Systemic risk: Conditional distortion risk measures

    Article • Insurance Mathematics and Economics, January 2022, Elsevier

    Prof. Dr. Jan Dhaene

  10. Fair dynamic valuation of insurance liabilities via convex hedging

    Article • Insurance Mathematics and Economics, May 2021, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Communication in Statistics- Theory and Methods, December 2020, Taylor & Francis

    Prof. Dr. Jan Dhaene

  12. Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach

    Article • Scandinavian Actuarial Journal, April 2020, Taylor & Francis

    Prof. Dr. Jan Dhaene

  13. Comonotonic asset prices in arbitrage-free markets

    Article • Journal of Computational and Applied Mathematics, January 2020, Elsevier

    Prof. Dr. Jan Dhaene

  14. Fair Dynamic Valuation of Insurance Liabilities: A Loss Averse Convex Hedging Approach

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Prof. Dr. Jan Dhaene

  15. Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system

    Article • Health Policy, October 2019, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Insurance Mathematics and Economics, September 2019, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Insurance Mathematics and Economics, September 2019, Elsevier

    Prof. Dr. Jan Dhaene

  18. A dynamic equivalence principle for systematic longevity risk management

    Article • Insurance Mathematics and Economics, May 2019, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Astin Bulletin, April 2019, Cambridge University Press

    Prof. Dr. Jan Dhaene

  20. Measuring medical inflation for health insurance portfolios in Belgium

    Article • European Actuarial Journal, March 2019, Springer Science + Business Media

    Prof. Dr. Jan Dhaene

  21. Fair Dynamic Valuation of Insurance Liabilities via Convex Hedging

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Scandinavian Actuarial Journal, October 2018, Taylor & Francis

    Prof. Dr. Jan Dhaene

  23. Probabilistic solutions for a class of deterministic optimal allocation problems

    Article • Journal of Computational and Applied Mathematics, July 2018, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Insurance Mathematics and Economics, March 2018, Elsevier

    Prof. Dr. Jan Dhaene

  25. Inline multi-material identification via dual energy radiographic measurements

    Article • NDT & E International, March 2018, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Wood Science and Technology, February 2018, Springer Science + Business Media

    Prof. Dr. Jan Dhaene

  27. Comonotonic Asset Prices in Arbitrage-Free Markets

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Prof. Dr. Jan Dhaene

  28. Fair Valuation of Insurance Liability Cash-Flow Streams in Continuous Time: Theory

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Prof. Dr. Jan Dhaene

  29. Fair Valuation of Insurance Liabilities Via Mean-variance Hedging in a Multi-period Setting

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Prof. Dr. Jan Dhaene

  30. Fair Valuation of Insurance Liability Cash-Flow Streams in Continuous Time: Applications

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Prof. Dr. Jan Dhaene

  31. Fair Dynamic Valuation of Insurance Liabilities: Merging Actuarial Judgement With Market- and Time-Consistency

    Article • SSRN Electronic Journal, January 2018, Elsevier

    Prof. Dr. Jan Dhaene

  32. Built to bite? Differences in cranial morphology and bite performance between narrow- and broad-headed European glass eels

    Article • Journal of Morphology, November 2017, Wiley

    Dominique Adriaens, Prof. Dr. Jan Dhaene

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

    Article • Insurance Mathematics and Economics, September 2017, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Astin Bulletin, June 2017, Cambridge University Press

    Prof. Dr. Jan Dhaene

  35. Multisensor X-ray inspection of internal defects in horticultural products

    Article • Postharvest Biology and Technology, June 2017, Elsevier

    Prof. Dr. Jan Dhaene

  36. A generic platform for hyperspectral mapping of wood

    Article • Wood Science and Technology, April 2017, Springer Science + Business Media

    Prof. Dr. Jan Dhaene

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

    Article • Journal of Computational and Applied Mathematics, February 2017, Elsevier

    Prof. Dr. Jan Dhaene

  38. Updating mechanism for lifelong insurance contracts subject to medical inflation

    Article • European Actuarial Journal, January 2017, Springer Science + Business Media

    Prof. Dr. Jan Dhaene

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

    Article • NDT & E International, December 2016, Elsevier

    Prof. Dr. Jan Dhaene

  40. The effect of craniokinesis on the middle ear of domestic chickens (Gallus gallus domesticus)

    Article • Journal of Anatomy, November 2016, Wiley

    Prof. Dr. Jan Dhaene

  41. Optimal allocation of policy deductibles for exchangeable risks

    Article • Insurance Mathematics and Economics, November 2016, Elsevier

    Prof. Dr. Jan Dhaene

  42. Investigating plywood behaviour in outdoor conditions

    Article • International Wood Products Journal, October 2016, Taylor & Francis

    Prof. Dr. Jan Dhaene

  43. The microstructure of capsule containing self-healing materials: A micro-computed tomography study

    Article • Materials Characterization, September 2016, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • International Biodeterioration & Biodegradation, May 2016, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Holzforschung, January 2016, De Gruyter

    Dr Vladimirs Biziks, Prof. Dr. Jan Dhaene

  46. Moisture behavior and structural changes of plywood during outdoor exposure

    Article • European Journal of Wood and Wood Products, November 2015, Springer Science + Business Media

    Prof. Dr. Jan Dhaene

  47. Tail mutual exclusivity and Tail-VaR lower bounds

    Article • Scandinavian Actuarial Journal, September 2015, Taylor & Francis

    Prof. Dr. Jan Dhaene

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

    Article • Journal of Economic Surveys, August 2015, Wiley

    Prof. Dr. Jan Dhaene

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

    Article • Journal of Computational and Applied Mathematics, July 2015, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • International Journal of Financial Engineering, June 2015, World Scientific Pub Co Pte Lt

    Prof. Dr. Jan Dhaene

  51. On an optimization problem related to static super-replicating strategies

    Article • Journal of Computational and Applied Mathematics, April 2015, Elsevier

    Prof. Dr. Jan Dhaene

  52. Optimal Allocation of Policy Deductibles for Exchangeable Risks

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Prof. Dr. Jan Dhaene

  53. Tail Mutual Exclusivity and Tail-VaR Lower Bounds

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Prof. Dr. Jan Dhaene

  54. A realistic projection simulator for laboratory based X-ray micro-CT

    Article • Nuclear Instruments and Methods in Physics Research Section B Beam Interactions with Materials and Atoms, January 2015, Elsevier

    Prof. Dr. Jan Dhaene

  55. Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior

    Article • SSRN Electronic Journal, January 2015, Elsevier

    Prof. Dr. Jan Dhaene

  56. The multivariate Black & Scholes market: conditions for completeness and no-arbitrage

    Article • Theory of Probability and Mathematical Statistics, July 2014, American Mathematical Society (AMS)

    Prof. Dr. Jan Dhaene

  57. Reserve-dependent benefits and costs in life and health insurance contracts

    Article • Insurance Mathematics and Economics, July 2014, Elsevier

    Prof. Dr. Jan Dhaene

  58. A multivariate dependence measure for aggregating risks

    Article • Journal of Computational and Applied Mathematics, June 2014, Elsevier

    Prof. Dr. Jan Dhaene

  59. Reducing risk by merging counter-monotonic risks

    Article • Insurance Mathematics and Economics, January 2014, Elsevier

    Prof. Dr. Jan Dhaene

  60. Ordered random vectors and equality in distribution

    Article • Scandinavian Actuarial Journal, July 2013, Taylor & Francis

    Prof. Dr. Jan Dhaene

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

    Article • Insurance Mathematics and Economics, May 2013, Elsevier

    Prof. Dr. Jan Dhaene

  62. Tail Variance premiums for log-elliptical distributions

    Article • Insurance Mathematics and Economics, May 2013, Elsevier

    Prof. Dr. Jan Dhaene

  63. Ordered Random Vectors and Equality in Distribution

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Prof. Dr. Jan Dhaene

  64. A Multivariate Dependence Measure for Aggregating Risks

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Prof. Dr. Jan Dhaene

  65. Ordered Random Vectors and Equality in Distribution

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Prof. Dr. Jan Dhaene

  66. A Multivariate Dependence Measure for Aggregating Risks

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Prof. Dr. Jan Dhaene

  67. Remarks on quantiles and distortion risk measures

    Article • European Actuarial Journal, November 2012, Springer Science + Business Media

    Prof. Dr. Jan Dhaene

  68. Convex order and comonotonic conditional mean risk sharing

    Article • Insurance Mathematics and Economics, September 2012, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Insurance Mathematics and Economics, September 2012, Elsevier

    Prof. Dr. Jan Dhaene

  70. The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets

    Article • Insurance Mathematics and Economics, May 2012, Elsevier

    Prof. Dr. Jan Dhaene

  71. Index Options: A Model-Free Approach

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Prof. Dr. Jan Dhaene

  72. Index Options: A Model-Free Approach

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Prof. Dr. Jan Dhaene

  73. FIX: The Fear Index—Measuring Market Fear

    Article • January 2012, Springer Science + Business Media

    Prof. Dr. Jan Dhaene

  74. A recursive approach to mortality-linked derivative pricing

    Article • Insurance Mathematics and Economics, September 2011, Elsevier

    Prof. Dr. Jan Dhaene

  75. Comonotonic approximations for the probability of lifetime ruin

    Article • Journal of Pension Economics and Finance, May 2011, Cambridge University Press

    Prof. Dr. Jan Dhaene

  76. Optimal Capital Allocation Principles

    Article • Journal of Risk & Insurance, March 2011, Wiley

    Prof. Dr. Jan Dhaene

  77. Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection

    Article • Journal of Computational and Applied Mathematics, March 2011, Elsevier

    Prof. Dr. Jan Dhaene

  78. On Partial Hedging and Counter-Monotonic Sums

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Prof. Dr. Jan Dhaene

  79. Comonotonic Modification of Random Vector in Its Own Probability Space

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Prof. Dr. Jan Dhaene

  80. An Overview of Comonotonicity and Its Applications in Finance and Insurance

    Article • January 2011, Springer Science + Business Media

    Prof. Dr. Jan Dhaene

  81. The Herd Behavior Index: A New Measure for Systemic Risk in Financial Markets

    Article • SSRN Electronic Journal, January 2011, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Scandinavian Actuarial Journal, December 2010, Taylor & Francis

    Prof. Dr. Jan Dhaene

  83. Optimal portfolio selection for general provisioning and terminal wealth problems

    Article • Insurance Mathematics and Economics, August 2010, Elsevier

    Prof. Dr. Jan Dhaene

  84. Correlation order, merging and diversification

    Article • Insurance Mathematics and Economics, December 2009, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Journal of Risk & Insurance, November 2009, Wiley

    Prof. Dr. Jan Dhaene

  86. Risk measures and solvency — Special Issue

    Article • Journal of Computational and Applied Mathematics, November 2009, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Insurance Mathematics and Economics, June 2009, Elsevier

    Prof. Dr. Jan Dhaene

  88. A Robustification of the Chain-Ladder Method

    Article • North American Actuarial Journal, April 2009, Taylor & Francis

    Prof. Dr. Jan Dhaene

  89. Optimal approximations for risk measures of sums of lognormals based on conditional expectations

    Article • Journal of Computational and Applied Mathematics, November 2008, Elsevier

    Prof. Dr. Jan Dhaene

  90. Analytic bounds and approximations for annuities and Asian options

    Article • Insurance Mathematics and Economics, June 2008, Elsevier

    Prof. Dr. Jan Dhaene

  91. Static super-replicating strategies for a class of exotic options

    Article • Insurance Mathematics and Economics, June 2008, Elsevier

    Prof. Dr. Jan Dhaene

  92. Can a Coherent Risk Measure Be Too Subadditive?

    Article • Journal of Risk & Insurance, May 2008, Wiley

    Prof. Dr. Jan Dhaene

  93. Some results on the CTE-based capital allocation rule

    Article • Insurance Mathematics and Economics, April 2008, Elsevier

    Prof. Dr. Jan Dhaene

  94. Modern Actuarial Risk Theory

    Article • January 2008, Springer Science + Business Media

    Prof. Dr. Jan Dhaene

  95. Corrigendum

    Article • Scandinavian Actuarial Journal, September 2007, Taylor & Francis

    Prof. Dr. Jan Dhaene

  96. Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection

    Article • Journal of Computational and Applied Mathematics, June 2007, Elsevier

    Prof. Dr. Jan Dhaene

  97. Sequential Reciprocity in Two-Player, Two-Stages Games: An Experimental Analysis

    Article • SSRN Electronic Journal, January 2007, Elsevier

    Prof. Dr. Jan Dhaene

  98. Risk Measures and Comonotonicity: A Review

    Article • Stochastic Models, November 2006, Taylor & Francis

    Prof. Dr. Jan Dhaene

  99. Recursions for the Individual Risk Model

    Article • Acta Mathematicae Applicatae Sinica English Series, October 2006, Springer Science + Business Media

    Prof. Dr. Jan Dhaene

  100. Risk measurement with equivalent utility principles

    Article • Statistics & Risk Modeling, July 2006, De Gruyter

    Prof. Dr. Jan Dhaene

  101. Some Results on the Cte Based Capital Allocation Rule

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • European Journal of Operational Research, January 2006, Elsevier

    Prof. Dr. Jan Dhaene

  103. Bounds for the price of discrete arithmetic Asian options

    Article • Journal of Computational and Applied Mathematics, January 2006, Elsevier

    Prof. Dr. Jan Dhaene

  104. Risk Measurement with Equivalent Utility Principles

    Article • SSRN Electronic Journal, January 2006, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • North American Actuarial Journal, October 2005, Taylor & Francis

    Prof. Dr. Jan Dhaene

  106. Actuarial Theory for Dependent Risks

    Article • July 2005, Wiley

    Prof. Dr. Jan Dhaene

  107. Comonotonic Approximations for Optimal Portfolio Selection Problems

    Article • Journal of Risk & Insurance, May 2005, Wiley

    Prof. Dr. Jan Dhaene

  108. On the evaluation of ‘saving-consumption’ plans

    Article • Journal of Pension Economics and Finance, March 2005, Cambridge University Press

    Prof. Dr. Jan Dhaene

  109. Static Hedging of Asian Options under Lévy Models

    Article • The Journal of Derivatives, February 2005, Institutional Investor Journals

    Prof. Dr. Jan Dhaene

  110. On the distribution of discounted loss reserves using generalized linear models

    Article • Scandinavian Actuarial Journal, January 2005, Taylor & Francis

    Prof. Dr. Jan Dhaene

  111. Some new classes of consistent risk measures

    Article • Insurance Mathematics and Economics, June 2004, Elsevier

    Prof. Dr. Jan Dhaene

  112. A Unified Approach to Generate Risk Measures

    Article • Astin Bulletin, November 2003, Cambridge University Press

    Prof. Dr. Jan Dhaene

  113. Confidence bounds for discounted loss reserves

    Article • Insurance Mathematics and Economics, October 2003, Elsevier

    Prof. Dr. Jan Dhaene

  114. Stable Laws and the Present Value of Fixed Cash Flows

    Article • North American Actuarial Journal, October 2003, Taylor & Francis

    Prof. Dr. Jan Dhaene

  115. The hurdle-race problem

    Article • Insurance Mathematics and Economics, October 2003, Elsevier

    Prof. Dr. Jan Dhaene

  116. On the Distribution of Cash Flows Using Esscher Transforms

    Article • Journal of Risk & Insurance, August 2003, Wiley

    Prof. Dr. Jan Dhaene

  117. Author’s Reply: Economic Capital Allocation Derived from Risk Measures - Discussion by Jan Dhaene; Mark J. Goovaerts; Rob Kaas

    Article • North American Actuarial Journal, April 2003, Taylor & Francis

    Prof. Dr. Jan Dhaene

  118. Economic Capital Allocation Derived from Risk Measures

    Article • North American Actuarial Journal, April 2003, Taylor & Francis

    Prof. Dr. Jan Dhaene

  119. The Concept of Comonotonicity in Actuarial Science and Finance: Theory

    Article • SSRN Electronic Journal, January 2003, Elsevier

    Prof. Dr. Jan Dhaene

  120. The concept of comonotonicity in actuarial science and finance: applications

    Article • Insurance Mathematics and Economics, October 2002, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • Insurance Mathematics and Economics, August 2002, Elsevier

    Prof. Dr. Jan Dhaene

  122. The concept of comonotonicity in actuarial science and finance: theory

    Article • Insurance Mathematics and Economics, August 2002, Elsevier

    Prof. Dr. Jan Dhaene

  123. A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum

    Article • Astin Bulletin, May 2002, Cambridge University Press

    Prof. Dr. Jan Dhaene

  124. Does positive dependence between individual risks increase stop-loss premiums?

    Article • Insurance Mathematics and Economics, June 2001, Elsevier

    Prof. Dr. Jan Dhaene

  125. Convex upper and lower bounds for present value functions

    Article • Applied Stochastic Models in Business and Industry, April 2001, Wiley

    Prof. Dr. Jan Dhaene

  126. Upper and lower bounds for sums of random variables

    Article • Insurance Mathematics and Economics, October 2000, Elsevier

    Prof. Dr. Jan Dhaene

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

    Article • North American Actuarial Journal, October 2000, Taylor & Francis

    Prof. Dr. Jan Dhaene

  128. An easy computable upper bound for the price of an arithmetic Asian option

    Article • Insurance Mathematics and Economics, May 2000, Elsevier

    Prof. Dr. Jan Dhaene

  129. Stochastic Upper Bounds for Present Value Functions

    Article • Journal of Risk & Insurance, March 2000, JSTOR

    Prof. Dr. Jan Dhaene

  130. The safest dependence structure among risks

    Article • Insurance Mathematics and Economics, September 1999, Elsevier

    Prof. Dr. Jan Dhaene

  131. Supermodular ordering and stochastic annuities

    Article • Insurance Mathematics and Economics, May 1999, Elsevier

    Prof. Dr. Jan Dhaene

  132. Recursions for Distribution Functions and Stop-Loss Transforms

    Article • Scandinavian Actuarial Journal, January 1999, Taylor & Francis

    Prof. Dr. Jan Dhaene

  133. Comonotonicity, correlation order and premium principles

    Article • Insurance Mathematics and Economics, July 1998, Elsevier

    Prof. Dr. Jan Dhaene

  134. On approximating distributions by approximating their De Pril transforms

    Article • Scandinavian Actuarial Journal, January 1998, Taylor & Francis

    Prof. Dr. Jan Dhaene

  135. Some results on moments and cumulants

    Article • Scandinavian Actuarial Journal, January 1998, Taylor & Francis

    Prof. Dr. Jan Dhaene

  136. On Error Bounds for Approximations to Aggregate Claims Distributions

    Article • Astin Bulletin, November 1997, Cambridge University Press

    Prof. Dr. Jan Dhaene

  137. A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate

    Article • Insurance Mathematics and Economics, June 1997, Elsevier

    Prof. Dr. Jan Dhaene

  138. On the dependency of risks in the individual life model

    Article • Insurance Mathematics and Economics, May 1997, Elsevier

    Prof. Dr. Jan Dhaene

  139. Dependency of Risks and Stop-Loss Order

    Article • Astin Bulletin, November 1996, Cambridge University Press

    Prof. Dr. Jan Dhaene

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

    Article • Astin Bulletin, November 1996, Cambridge University Press

    Prof. Dr. Jan Dhaene

  141. Some Moment Relations for the Hipp approximation

    Article • Astin Bulletin, May 1996, Cambridge University Press

    Prof. Dr. Jan Dhaene

  142. The compound Poisson approximation for a portfolio of dependent risks

    Article • Insurance Mathematics and Economics, May 1996, Elsevier

    Prof. Dr. Jan Dhaene

  143. XXVIth ASTIN Colloquium in Leuven, Belgium, 1995

    Article • Astin Bulletin, May 1996, Cambridge University Press

    Prof. Dr. Jan Dhaene

  144. Recursions for the individual model

    Article • Insurance Mathematics and Economics, April 1995, Elsevier

    Prof. Dr. Jan Dhaene

  145. On a class of approximative computation methods in the individual risk model

    Article • Insurance Mathematics and Economics, May 1994, Elsevier

    Prof. Dr. Jan Dhaene

  146. Error Bounds for Compound Poisson Approximations of the Individual Risk Model

    Article • Astin Bulletin, November 1992, Cambridge University Press

    Prof. Dr. Jan Dhaene

  147. Distributions in Life Insurance

    Article • Astin Bulletin, April 1990, Cambridge University Press

    Prof. Dr. Jan Dhaene

  148. Optimal Premium Control in a Non-life Insurance Business

    Article • Scandinavian Actuarial Journal, January 1990, Taylor & Francis

    Prof. Dr. Jan Dhaene

  149. Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes

    Article • Astin Bulletin, November 1989, Cambridge University Press

    Prof. Dr. Jan Dhaene

  150. Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes

    Article • Astin Bulletin, November 1989, Cambridge University Press

    Prof. Dr. Jan Dhaene