Jan Dhaene

Management Science and Operations Research · 2000–2012

A researcher in the Science corpus: 23 papers; trusts 18 researchers and is trusted by 38 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 70 citations into it; #957 of 11,946 by trust here, #241 by citations
• Finance — 68 citations into it; #1,443 of 10,518 by trust here, #513 by citations
• Economics and Econometrics — 67 citations into it; #5,048 of 23,481 by trust here, #2,587 by citations
• Demography — 38 citations into it; #318 of 4,236 by trust here, #80 by citations
• Statistics and Probability — 17 citations into it
• General Decision Sciences — 13 citations into it; #1,351 of 1,995 by trust here, #1,957 by citations

Whom Jan Dhaene trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shaun S. Wang
2. Marc J. Goovaerts
3. Michel Denuit
4. Rob Kaas
5. Hans Föllmer
6. Wim Schoutens
7. Andreas Tsanakas
8. Zinoviy Landsman
9. Werner Hürlimann
10. Stanislaw Heilpern

Who trusts Jan Dhaene overall

1. Michel Denuit
2. Marc J. Goovaerts
3. Rob Kaas
4. Steven Vanduffel
5. Carole Bernard
6. Paul Embrechts
7. Emiliano A. Valdez
8. Qihe Tang
9. Hansjörg Albrecher *
10. Michèle Vanmaele

Papers from Jan Dhaene's perspective

Ordered by how strongly the researchers Jan Dhaene trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Dual Theory of Choice under Risk
2. The Pricing of Options and Corporate Liabilities
3. Convex measures of risk and trading constraints (Finance and Stochastics)
4. On law invariant coherent risk measures
5. Coherent Risk Measures on General Probability Spaces
6. Actuarial Theory for Dependent Risks: Measures, Orders and Models
7. Theory of Games and Economic Behavior
8. Stochastic Orders and Risk Measures: Consistency and Bounds
9. Risk Measures and Comonotonicity: A Review
10. On Default Correlation: A Copula Function Approach

Their papers

• The concept of comonotonicity in actuarial science and finance: theory (2002) — 683 citations
• Risk Measures and Comonotonicity: A Review (2006) — 337 citations
• Remarks on quantiles and distortion risk measures (2012) — 124 citations
• The Concept of Comonotonicity in Actuarial Science and Finance: Applications (2002) — 418 citations
• Upper and lower bounds for sums of random variables (2000) — 237 citations
• An easy computable upper bound for the price of an arithmetic Asian option (2000) — 94 citations
• Comonotonic Approximations for Optimal Portfolio Selection Problems (2005) — 92 citations
• Some New Classes of Consistent Risk Measures (2004) — 106 citations
• Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables (2005) — 74 citations
• Stochastic Upper Bounds for Present Value Functions (2000) — 74 citations
• Optimal Capital Allocation Principles (2005) — 245 citations
• Economic Capital Allocation Derived from Risk Measures (2002) — 204 citations
• Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005) — 445 citations
• Modern Actuarial Risk Theory (2001) — 523 citations
• Convex order and comonotonic conditional mean risk sharing (2012) — 87 citations
• A Unified Approach to Generate Risk Measures (2003) — 51 citations
• Does positive dependence between individual risks increase stop-loss premiums? (2001) — 71 citations
• Optimal approximations for risk measures of sums of lognormals based on conditional expectations (2008) — 59 citations
• Comonotonicity and Maximal Stop-Loss Premiums (2010) — 83 citations
• Bounds for the price of discrete arithmetic Asian options (2006) — 62 citations