Statistics
Publications
95
Citations
4.5K
H-Index
35
Active since
1989
Affiliations
Jan Dhaene is an author at KU Leuven specializing in business, financial economics, and finance.
Publications per year
1989–2022
95
95
The concept of comonotonicity in actuarial science and finance: theory
Jan Dhaene, Michel Denuit, Marc Goovaerts et al. · Insurance Mathematics and Economics · 2002 · 631 citations
Dependency of Risks and Stop-Loss Order
Jan Dhaene, Marc Goovaerts · Astin Bulletin · 1996 · 235 citations · Full text
Business, Finance, Risk Management +15
<scp>Optimal Capital Allocation Principles</scp>
Jan Dhaene, Andreas Tsanakas, Emiliano A. Valdez et al. · Journal of Risk & Insurance · 2011 · 224 citations
Comonotonicity, correlation order and premium principles
Jan Dhaene · Insurance Mathematics and Economics · 1998 · 161 citations
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