Jan Dhaene

The concept of comonotonicity in actuarial science and finance: theory

Jan Dhaene, Michel Denuit, Marc Goovaerts et al. · Insurance Mathematics and Economics · 2002 · 626 citations

Financial Economics, Financial Intelligence, Accounting +3

Dependency of Risks and Stop-Loss Order

Jan Dhaene, Marc Goovaerts · Astin Bulletin · 1996 · 233 citations · Full text

Stop-loss Order, Risk Metric, Portfolio Management +16

<scp>Optimal Capital Allocation Principles</scp>

Jan Dhaene, Andreas Tsanakas, Emiliano A. Valdez et al. · Journal of Risk & Insurance · 2011 · 223 citations

Unifying Framework, Financial Risk Management, Cost Of Capital +16

Upper and lower bounds or sum of random variables

Rob Kaas, Jan Dhaene, Marc Goovaerts · Data Archiving and Networked Services (DANS) · 2000 · 202 citations

Comonotonicity, correlation order and premium principles

Jan Dhaene · Insurance Mathematics and Economics · 1998 · 160 citations

Empirical Finance, Financial Economics, Business +4