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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
11 - 20 of 97
- Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system(2019)
Authors: Hamza Hanbali, Hubert Claassens, Jan Dhaene
Pages: 970 - 975 - Fair valuation of insurance liabilities: interplay between actuarial judgement and market-consistency.(2019)
Authors: Karim Barigou, Jan Dhaene
- Systematic risk in long-term insurance business.(2019)
Authors: Hamza Hanbali, Jan Dhaene
- Fair valuation of insurance liability cash-flow streams in continuous time: Theory(2019)
Authors: Jan Dhaene, Karim Barigou
Pages: 196 - 208 - Measuring medical inflation for health insurance portfolios in Belgium(2019)
Authors: Jan Dhaene, Hamza Hanbali
Pages: 139 - 153 - Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency(2019)
Authors: Karim Barigou, Jan Dhaene
Pages: 19 - 29 - The economic impact of air pollution.(2019)
Authors: Qian Wang, Jan Dhaene
- A dynamic equivalence principle for systematic longevity risk management(2019)
Authors: Hamza Hanbali, Michel Denuit, Jan Dhaene
Pages: 158 - 167 - FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS(2019)
Authors: Jan Dhaene, Karim Barigou
Pages: 1 - 35 - Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting(2019)
Authors: Karim Barigou, Jan Dhaene
Pages: 163 - 187