David Vyncke

1.1k total citations
30 papers, 838 citations indexed

About

David Vyncke is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, David Vyncke has authored 30 papers receiving a total of 838 indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Finance, 21 papers in Management Science and Operations Research and 9 papers in Economics and Econometrics. Recurrent topics in David Vyncke's work include Stochastic processes and financial applications (18 papers), Risk and Portfolio Optimization (17 papers) and Probability and Risk Models (9 papers). David Vyncke is often cited by papers focused on Stochastic processes and financial applications (18 papers), Risk and Portfolio Optimization (17 papers) and Probability and Risk Models (9 papers). David Vyncke collaborates with scholars based in Belgium, United States and Netherlands. David Vyncke's co-authors include Jan Dhaene, Marc Goovaerts, R. Kaas, Michel Denuit, Steven Vanduffel, Wim Schoutens, Daniël Linders, Rob Kaas, Qihe Tang and Ann De Schepper and has published in prestigious journals such as European Journal of Operational Research, Journal of Computational and Applied Mathematics and Journal of Risk & Insurance.

In The Last Decade

David Vyncke

28 papers receiving 772 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
David Vyncke Belgium 10 516 488 352 232 128 30 838
Andreas Tsanakas United Kingdom 15 595 1.2× 321 0.7× 391 1.1× 247 1.1× 111 0.9× 69 832
Giacomo Scandolo Italy 7 582 1.1× 463 0.9× 302 0.9× 125 0.5× 92 0.7× 14 735
Edward Furman Canada 15 587 1.1× 373 0.8× 328 0.9× 239 1.0× 255 2.0× 44 813
Fabio Bellini Italy 15 689 1.3× 632 1.3× 415 1.2× 139 0.6× 218 1.7× 41 990
Michael Kupper Germany 17 800 1.6× 700 1.4× 399 1.1× 163 0.7× 122 1.0× 56 1.1k
Emanuela Rosazza Gianin Italy 13 953 1.8× 775 1.6× 408 1.2× 241 1.0× 207 1.6× 41 1.2k
Shaun S. Wang Singapore 9 731 1.4× 507 1.0× 621 1.8× 445 1.9× 137 1.1× 13 1.2k
Marco Frittelli Italy 15 979 1.9× 1.1k 2.2× 664 1.9× 229 1.0× 131 1.0× 41 1.4k
Steven Vanduffel Belgium 21 1.0k 2.0× 893 1.8× 559 1.6× 292 1.3× 252 2.0× 147 1.5k
Werner Hürlimann United States 14 421 0.8× 314 0.6× 249 0.7× 192 0.8× 260 2.0× 122 778

Countries citing papers authored by David Vyncke

Since Specialization
Citations

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).

Fields of papers citing papers by David Vyncke

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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).
2.
Chateauneuf, Alain, et al.. (2016). Comonotonic Monte Carlo Simulation and Its Applications in Option Pricing and Quantification of Risk. The Journal of Derivatives. 24(1). 18–28. 1 indexed citations
3.
Chateauneuf, Alain, et al.. (2015). Multivariate risk sharing and the derivation of individually rational Pareto optima. Mathematical Social Sciences. 74. 73–78. 3 indexed citations
4.
Dhaene, Jan, Daniël Linders, Wim Schoutens, & David Vyncke. (2013). A Multivariate Dependence Measure for Aggregating Risks. SSRN Electronic Journal. 1 indexed citations
5.
Dhaene, Jan, Daniël Linders, Wim Schoutens, & David Vyncke. (2013). A multivariate dependence measure for aggregating risks. Journal of Computational and Applied Mathematics. 263. 78–87. 21 indexed citations
6.
Dhaene, Jan, Daniël Linders, Wim Schoutens, & David Vyncke. (2013). A Multivariate Dependence Measure for Aggregating Risks. SSRN Electronic Journal. 7 indexed citations
7.
Dhaene, Jan, Daniël Linders, Wim Schoutens, & David Vyncke. (2012). The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets. Insurance Mathematics and Economics. 50(3). 357–370. 52 indexed citations
8.
Bracht, Hans Van Der, et al.. (2011). Clinical and functional outcome of the Birmingham hip resurfacing.. PubMed. 77(6). 771–6. 7 indexed citations
9.
Dhaene, Jan, Daniël Linders, Wim Schoutens, & David Vyncke. (2011). The Herd Behavior Index: A New Measure for Systemic Risk in Financial Markets. SSRN Electronic Journal. 3 indexed citations
10.
Dhaene, Jan, Daniël Linders, Wim Schoutens, & David Vyncke. (2011). The Herd Behavior Index: A New Measure for Systemic Risk in Financial Markets. SSRN Electronic Journal. 8 indexed citations
11.
Deelstra, Griselda, Michèle Vanmaele, & David Vyncke. (2010). Minimizing the Risk of a Financial Product Using a Put Option. Journal of Risk & Insurance. 77(4). 767–800. 5 indexed citations
12.
Dhaene, Jan, Steven Vanduffel, Marc Goovaerts, Rob Kaas, & David Vyncke. (2005). Comonotonic Approximations for Optimal Portfolio Selection Problems. Lirias (KU Leuven). 13 indexed citations
13.
14.
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
18.
Schepper, Ann De, Marc Goovaerts, Jan Dhaene, Rob Kaas, & David Vyncke. (2002). Bounds for present value functions with stochastic interest rates and stochastic volatility. Insurance Mathematics and Economics. 31(1). 87–103. 7 indexed citations
19.
Dhaene, Jan, Michel Denuit, Marc Goovaerts, Rob Kaas, & David Vyncke. (2002). The concept of comonotonicity in actuarial science and finance: applications. Insurance Mathematics and Economics. 31(2). 133–161. 21 indexed citations
20.
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.

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