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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
71 - 80 of 97
- Optimal portfolio selection: the comonotonic approach.(2011)
Authors: Marc Goovaerts, Jan Dhaene
- A recursive approach to mortality-linked derivative pricing(2011)
Authors: Marc Goovaerts, Jan Dhaene
Pages: 240 - 248 - Actuarial and financial mathematics conference: Interplay between finance and insurance(2011)
Authors: Jan Dhaene
- Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection(2011)
Authors: Koen Van Weert, Jan Dhaene, Marc Goovaerts
Pages: 3245 - 3256 - Optimal portfolio selection for general provisioning and terminal wealth problems(2010)
Authors: Koen Van Weert, Jan Dhaene, Marc Goovaerts
Pages: 90 - 97 - Optimal portfolio selection for general provisioning and terminal wealth problems(2010)
Authors: Koen Van Weert, Jan Dhaene, Marc Goovaerts
Pages: 90 - 97 - Actuarial and financial mathematics conference: Interplay between finance and insurance(2010)
Authors: Jan Dhaene, Wim Schoutens
- An overview of comonotonicity and its applications in finance and insurance(2010)
Authors: Jan Dhaene
Pages: 155 - 179Number of pages: 25 - Comonotonic approximations for the probability of lifetime ruin(2010)
Authors: Koen Van Weert, Jan Dhaene, Marc Goovaerts
Pages: 285 - 309 - Inequalities for the De Pril approximation to the distribution of the number of policies with claims(2010)
Authors: Jan Dhaene
Pages: 249 - 267