Jan Dhaene

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2025 J jnl
On the causality-preservation capabilities of generative modelling.
J. Comput. Appl. Math.
Yves-Cédric Bauwelinckx, Jan Dhaene, Milan van den Heuvel, Tim Verdonck
2023 J jnl
On the causality-preservation capabilities of generative modelling.
CoRR
Yves-Cédric Bauwelinckx, Jan Dhaene, Tim Verdonck, Milan van den Heuvel
2020 J jnl
Comonotonic asset prices in arbitrage-free markets.
J. Comput. Appl. Math.
Jan Dhaene, Alexander Kukush, Daniël Linders
2018 J jnl
Probabilistic solutions for a class of deterministic optimal allocation problems.
J. Comput. Appl. Math.
Ka Chun Cheung, Jan Dhaene, Yian Rong, Sheung Chi Phillip Yam
2017 J jnl
Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior.
J. Comput. Appl. Math.
Runhuan Feng, Xiaochen Jing, Jan Dhaene
2015 J jnl
On an optimization problem related to static super-replicating strategies.
J. Comput. Appl. Math.
Xinliang Chen, Griselda Deelstra, Jan Dhaene, Daniël Linders, Michèle Vanmaele
2015 J jnl
The minimal entropy martingale measure in a market of traded financial and actuarial risks.
J. Comput. Appl. Math.
Jan Dhaene, Ben Stassen, Pierre Devolder, Michel Vellekoop
2014 J jnl
A multivariate dependence measure for aggregating risks.
J. Comput. Appl. Math.
Jan Dhaene, Daniël Linders, Wim Schoutens, David Vyncke
2011 J jnl
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection.
J. Comput. Appl. Math.
Koen Van Weert, Jan Dhaene, Marc J. Goovaerts
2009 J jnl
Risk measures and solvency - Special Issue: Guest Editors' Foreword.
J. Comput. Appl. Math.
Ömer L. Gebizlioglu, Jan Dhaene
2006 J jnl
Bounds for the price of a European-style Asian option in a binary tree model.
Eur. J. Oper. Res.
Huguette Reynaerts, Michèle Vanmaele, Jan Dhaene, Griselda Deelstra