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Co-authors
(122)
Marc J. Goovaerts
103
Rob Kaas
40
Steven Vanduffel
39
Michel Denuit
36
David Vyncke
21
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(21)
INSUR MATH ECON
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Authors
Jan Dhaene
Jan Dhaene,Catholic University of Leuven,Financial Economics,Metallurgy,Mathematical & Quantitative Methods
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Jan Dhaene
Catholic University of Leuven
Publications:
204
|
Citations:
2067
Fields:
Financial Economics
,
Metallurgy
,
Mathematical & Quantitative Methods
View FAQ about top research areas and Fields of study
Collaborated with
122 co-authors
from 1989 to 2012
|
Cited by
846 authors
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Annual
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Publications
(204)
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Optimal Capital Allocation Principles
(
Citations: 1
)
Jan Dhaene
,
Andreas Tsanakas
,
Emiliano A. Valdez
,
Steven Vanduffel
Journal:
Journal of Risk and Insurance - J RISK INS
, 2012
Index options: A model-free approach
Daniël Linders
,
Jan Dhaene
,
Hippolyte Hounnon
,
Michèle Vanmaele
Published in 2012.
The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
Jan Dhaene
,
Wim Schoutens
,
David Vyncke
Published in 2012.
Comonotonic approximations for the probability of lifetime ruin
KOEN VAN WEERT
,
JAN DHAENE
,
MARC GOOVAERTS
Published in 2012.
FIX - The fear index. Measuring market fear
Jan Dhaene
,
Julia Dony
,
Monika Forys
,
Daniël Linders
,
Wim Schoutens
Published in 2011.
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Citations
(2067 times by 732 publications)
Optimal Capital Allocation Principles
(
Citations: 1
)
Jan Dhaene
,
Andreas Tsanakas
,
Emiliano A. Valdez
,
Steven Vanduffel
Journal:
Journal of Risk and Insurance - J RISK INS
, 2012
Pricing CDOs with state-dependent stochastic recovery rates
Salah Amraoui
,
Laurent Cousot
,
Sebastien Hitier
,
Jean-Paul Laurent
Journal:
Quantitative Finance - QUANT FINANC
, vol. ahead-of-p, no. ahead-of-p, pp. 1-22, 2012
Tail Conditional Expectation for the Multivariate Pareto Distribution of the Second Kind: Another Approach
(
Citations: 2
)
Raluca Vernic
Journal:
Methodology and Computing in Applied Probability - METHODOL COMPUT APPL PROBAB
, vol. 13, no. 1, pp. 121-137, 2011
Comonotonicity of optimal investments and the design of structured financial products
(
Citations: 1
)
Marc Oliver Rieger
Journal:
Finance and Stochastics
, vol. 15, no. 1, pp. 27-55, 2011
Control of investment portfolio based on complex quantile risk measures
E. M. Bronshtein
,
M. M. Kachkaeva
,
E. V. Tulupova
Journal:
Journal of Computer and Systems Sciences International - J COMPUT SYST SCI INT-ENGL TR
, vol. 50, no. 1, pp. 174-180, 2011
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