J. Haezendonck

654 total citations
18 papers, 451 citations indexed

About

J. Haezendonck is a scholar working on Management Science and Operations Research, Finance and Applied Mathematics. According to data from OpenAlex, J. Haezendonck has authored 18 papers receiving a total of 451 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Management Science and Operations Research, 9 papers in Finance and 5 papers in Applied Mathematics. Recurrent topics in J. Haezendonck's work include Probability and Risk Models (9 papers), Stochastic processes and financial applications (8 papers) and Insurance, Mortality, Demography, Risk Management (4 papers). J. Haezendonck is often cited by papers focused on Probability and Risk Models (9 papers), Stochastic processes and financial applications (8 papers) and Insurance, Mortality, Demography, Risk Management (4 papers). J. Haezendonck collaborates with scholars based in Belgium and Netherlands. J. Haezendonck's co-authors include Freddy Delbaen, Marc Goovaerts, Kenneth E. Jansen and F. De Vylder and has published in prestigious journals such as Journal of Applied Probability, Insurance Mathematics and Economics and Scandinavian Actuarial Journal.

In The Last Decade

J. Haezendonck

16 papers receiving 390 citations

Peers

J. Haezendonck
Bjarne Højgaard Denmark
F. De Vylder Belgium
Rongming Wang China
Hansjörg Furrer Switzerland
Thorsten Rheinländer United Kingdom
Rong Wu China
Chengguo Weng Canada
Giacomo Scandolo Italy
Tiantian Mao China
Harri Nyrhinen Finland
Bjarne Højgaard Denmark
J. Haezendonck
Citations per year, relative to J. Haezendonck J. Haezendonck (= 1×) peers Bjarne Højgaard

Countries citing papers authored by J. Haezendonck

Since Specialization
Citations

This map shows the geographic impact of J. Haezendonck'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 J. Haezendonck with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites J. Haezendonck more than expected).

Fields of papers citing papers by J. Haezendonck

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by J. Haezendonck. 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 J. Haezendonck. The network helps show where J. Haezendonck may publish in the future.

Co-authorship network of co-authors of J. Haezendonck

This figure shows the co-authorship network connecting the top 25 collaborators of J. Haezendonck. A scholar is included among the top collaborators of J. Haezendonck 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 J. Haezendonck. J. Haezendonck is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

18 of 18 papers shown
1.
Haezendonck, J., et al.. (1989). Symposium on risk theory, Louvain - special issue. Insurance Mathematics and Economics. 8(1). 1–1. 1 indexed citations
2.
Haezendonck, J., et al.. (1989). Delay in claim settlement. Insurance Mathematics and Economics. 8(4). 321–330. 20 indexed citations
3.
Delbaen, Freddy & J. Haezendonck. (1989). A martingale approach to premium calculation principles in an arbitrage free market. Insurance Mathematics and Economics. 8(4). 269–277. 70 indexed citations
4.
Haezendonck, J., et al.. (1988). Limit theorems for the present value of the surplus of an insurance portfolio. Insurance Mathematics and Economics. 7(2). 131–138. 11 indexed citations
5.
Delbaen, Freddy, et al.. (1988). Macro-economic influences on the crossing of dividend barriers. Scandinavian Actuarial Journal. 1988(4). 231–245. 4 indexed citations
6.
Delbaen, Freddy & J. Haezendonck. (1987). Classical risk theory in an economic environment. Insurance Mathematics and Economics. 6(2). 85–116. 77 indexed citations
7.
Delbaen, Freddy & J. Haezendonck. (1986). Martingales in Markov processes applied to risk theory. Insurance Mathematics and Economics. 5(3). 201–215. 9 indexed citations
8.
Jansen, Kenneth E., J. Haezendonck, & Marc Goovaerts. (1986). Upper bounds on stop-loss premiums in case of known moments up to the fourth order. Insurance Mathematics and Economics. 5(4). 315–334. 37 indexed citations
9.
Delbaen, Freddy & J. Haezendonck. (1985). Inversed martingales in risk theory. Insurance Mathematics and Economics. 4(3). 201–206. 9 indexed citations
10.
Haezendonck, J., et al.. (1984). Representation theorems for extremal distributions. Insurance Mathematics and Economics. 3(3). 195–197.
11.
Goovaerts, Marc, et al.. (1984). Insurance premiums: Theory and applications. Medical Entomology and Zoology. 101 indexed citations
12.
Goovaerts, Marc, et al.. (1984). Premium Calculation in Insurance. 16 indexed citations
13.
Haezendonck, J., et al.. (1982). Numerical best bounds on stop-loss preminus. Insurance Mathematics and Economics. 1(4). 287–302. 17 indexed citations
14.
Goovaerts, Marc, F. De Vylder, & J. Haezendonck. (1982). Ordering of risks: a review. Insurance Mathematics and Economics. 1(2). 131–161. 12 indexed citations
15.
Haezendonck, J. & Marc Goovaerts. (1982). A new premium calculation principle based on Orlicz norms. Insurance Mathematics and Economics. 1(1). 41–53. 63 indexed citations
16.
Haezendonck, J. & F. De Vylder. (1980). A comparison criterion for explosions in point processes. Journal of Applied Probability. 17(4). 1102–1107. 2 indexed citations
17.
Haezendonck, J.. (1980). Some Mathematical Aspects of Claim Number Processes with the Markov Property. Blätter der DGVFM. 14(4). 579–584.
18.
Haezendonck, J., et al.. (1980). A comparison criterion for explosions in point processes. Journal of Applied Probability. 17(4). 1102–1107. 2 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Bjarne Højgaard Breakdown of academic impact, for papers by F. De Vylder Breakdown of academic impact, for papers by Rongming Wang Breakdown of academic impact, for papers by Hansjörg Furrer Breakdown of academic impact, for papers by Thorsten Rheinländer Breakdown of academic impact, for papers by Rong Wu Breakdown of academic impact, for papers by Chengguo Weng Breakdown of academic impact, for papers by Giacomo Scandolo Breakdown of academic impact, for papers by Tiantian Mao Breakdown of academic impact, for papers by Harri Nyrhinen
Rankless by CCL
2026