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Researcher
Jan Dhaene
- Disciplines:Probability theory, Other mathematical sciences and statistics not elsewhere classified
Affiliations
- Insurance Research Group (Research group)
Responsible
From1 Mar 2024 → Today - Insurance Research Group (Research group)
Member
From1 Nov 2005 → Today
Projects
1 - 10 of 25
- Risk Pooling for Peer-to-Peer InsuranceFrom17 Aug 2022 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Actuaries and STatisticians endeavour to design innovative, inclusive insurance products in a changing RISK landscapeFrom1 Jan 2022 → TodayFunding: FWO EOS
- Theoretical and Practical Aspects of Advanced Risk Analytics in a Dynamic Insurance and Finance Environment.From1 Oct 2021 → TodayFunding: BOF - projects
- Causal Machine Learning in Finance and InsuranceFrom29 Sep 2021 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Herd behavior indexFrom20 Sep 2021 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
- Valuation and Advanced Learning methods for Emerging, global Risks In Actuarial scienceFrom24 Aug 2021 → 30 Sep 2023Funding: Own budget, for example: patrimony, inscription fees, gifts
- Implied measurement of co-movement between asset pricesFrom1 May 2021 → TodayFunding: BOF - doctoral mandates
- VALERIA: Valuation and Advanced Learning methods for Emerging, global Risks In Actuarial scienceFrom1 Jan 2021 → TodayFunding: BOF - doctoral mandates
- Economic and Financial Data Infrastructure for Empirical Research in Economics and BusinessFrom1 May 2020 → TodayFunding: FWO International research infrastructure (IRI)
- Economic and Financial Data Infrastructure for Empirical Research in Economics and BusinessFrom1 May 2020 → TodayFunding: Own budget, for example: patrimony, inscription fees, gifts
Publications
1 - 10 of 97
- Publisher Correction: Book review: pricing insurance risk - theory and practice (APR, 10.1007/s13385-023-00344-6, 2023)(2023)
Authors: Jan Dhaene
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables(2023)
Authors: Daniël Linders, Jan Dhaene
Pages: 219 - 243 - Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables(2022)
Authors: Jan Dhaene, Daniël Linders
Pages: 22 - 37 - Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables(2022)
Authors: Jan Dhaene
Pages: 22 - 37 - Risk-Sharing Rules and their Properties, with Applications to Peer-to-Peer Insurance(2022)
Authors: Jan Dhaene
Pages: 615 - 667 - Systemic risk: Conditional distortion risk measures(2022)
Authors: Jan Dhaene
Pages: 126 - 145 - Fair dynamic valuation of insurance liabilities via convex hedging(2021)
Authors: Jan Dhaene
Pages: 1 - 13 - Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages.(2020)
Authors: Jan Dhaene
Pages: 6385 - 6395 - Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach(2020)
Authors: Jan Dhaene
Pages: 792 - 818 - Comonotonic asset prices in arbitrage-free markets(2020)
Authors: Jan Dhaene, Daniël Linders