This map shows the geographic impact of David Vyncke's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by David Vyncke with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David Vyncke more than expected).
This network shows the impact of papers produced by David Vyncke. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by David Vyncke. The network helps show where David Vyncke may publish in the future.
Co-authorship network of co-authors of David Vyncke
This figure shows the co-authorship network connecting the top 25 collaborators of David Vyncke.
A scholar is included among the top collaborators of David Vyncke based on the total number of
citations received by their joint publications. Widths of edges
represent the number of papers authors have co-authored together.
Node borders
signify the number of papers an author published with David Vyncke. David Vyncke is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
All Works
20 of 20 papers shown
1.
Goovaerts, Marc, et al.. (2016). On the Use of Copulas for Calculating the Present Value of a General Cash Flow. Ghent University Academic Bibliography (Ghent University).
Dhaene, Jan, Steven Vanduffel, Qihe Tang, et al.. (2004). Capital requirements, risk measures and comonotonicity. UvA-DARE (University of Amsterdam). 4(1). 53–61.18 indexed citations
15.
Vyncke, David, Marc Goovaerts, & Jan Dhaene. (2004). An accurate analytical approximation for the price of a European-style arithmetic Asian option. Lirias (KU Leuven). 25(2). 121–139.26 indexed citations
16.
Dhaene, Jan, Steven Vanduffel, Marc Goovaerts, R. Kaas, & David Vyncke. (2004). Comonotonic approximations for optimal portfolio selection problems: the case of terminal wealth.2 indexed citations
17.
Dhaene, Jan, et al.. (2003). Risk measures and optimal portfolio selection. Insurance Mathematics and Economics. 33(2). 425–425.2 indexed citations
Kaas, R., Jan Dhaene, David Vyncke, Marc Goovaerts, & Michel Denuit. (2001). A simple proof that comonotonic risks have the convex-largest sum. Lirias (KU Leuven).1 indexed citations
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive
bibliographic database. While OpenAlex provides broad and valuable coverage of the global
research landscape, it—like all bibliographic datasets—has inherent limitations. These include
incomplete records, variations in author disambiguation, differences in journal indexing, and
delays in data updates. As a result, some metrics and network relationships displayed in
Rankless may not fully capture the entirety of a scholar's output or impact.