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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
21 - 25 of 25
- Stochastic models in health insurance.From1 Jan 2012 → 31 Dec 2015Funding: FWO research project (including WEAVE projects)
- The medical index: aligning actuarial practice with juridical and societal goalsFrom1 Oct 2011 → 31 Oct 2013Funding: Own budget, for example: patrimony, inscription fees, gifts
- Valuation and hedging in a world of financial and actuarial risks.From1 Oct 2011 → 31 Aug 2015Funding: Own budget, for example: patrimony, inscription fees, gifts
- Management of financial and actuarial risks: modeling, regulation, incentives and market effects.From1 Oct 2011 → 30 Sep 2012Funding: BOF - Concerted Research Project from 1994
- Measuring the degree of herd behavior in financial markets.From1 Oct 2009 → 27 Jun 2013Funding: 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