This map shows the geographic impact of Jan Dhaene'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 Jan Dhaene with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jan Dhaene more than expected).
This network shows the impact of papers produced by Jan Dhaene. 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 Jan Dhaene. The network helps show where Jan Dhaene may publish in the future.
Co-authorship network of co-authors of Jan Dhaene
This figure shows the co-authorship network connecting the top 25 collaborators of Jan Dhaene.
A scholar is included among the top collaborators of Jan Dhaene 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 Jan Dhaene. Jan Dhaene is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Dhaene, Jan, et al.. (2013). Premium indexing in lifelong health insurance. Far East Journal of Mathematical Sciences (FJMS). 365–384.5 indexed citations
5.
Dhaene, Jan, Alexander Kukush, Daniël Linders, & Qihe Tang. (2012). Remarks on Quantiles and Distortion Risk Measures. SSRN Electronic Journal.4 indexed citations
6.
Marı́n-Solano, Jesús, et al.. (2009). Buy-and-Hold Strategies and Comonotonic Approximations. Dipòsit Digital de la Universitat de Barcelona (Universitat de Barcelona). 9(1). 17–28.2 indexed citations
7.
Deelstra, Griselda, et al.. (2006). Static super-replicating strategies for exotic options. Insurance Mathematics and Economics. 39(3). 417–418.2 indexed citations
8.
Marı́n-Solano, Jesús, et al.. (2006). Buy and hold strategies in optimal portfolio selection problems: Comonotonic approximations. Insurance Mathematics and Economics. 39(3). 421–421.1 indexed citations
9.
Dhaene, Jan, et al.. (2005). Basel II: Capital Requirements for Equity Investment Portfolios. Lirias (KU Leuven). 5(1). 37–45.4 indexed citations
10.
Dhaene, Jan, et al.. (2005). Risk measures and dependencies of risks. Brazilian Journal of Probability and Statistics. 155–178.7 indexed citations
Chen, Xinliang, Jan Dhaene, Marc Goovaerts, & Steven Vanduffel. (2005). A liability driven approach to asset allocation. Lirias (KU Leuven). 5(1). 52–56.2 indexed citations
13.
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
Dhaene, Jan, et al.. (2003). Coherent Distortion Risk Measures - A Pitfall. Insurance Mathematics and Economics. 33(2). 428–428.3 indexed citations
16.
Kaas, Rob, Marc Goovaerts, Jan Dhaene, & Michel Denuit. (2002). Modern Actuarial Risk Theory. Kluwer Academic Publishers eBooks.174 indexed citations
17.
Vanmaele, Michèle, et al.. (2002). Bounds for the price of discretely sampled arithmetic Asian options. Ghent University Academic Bibliography (Ghent University).8 indexed citations
18.
Dhaene, Jan, et al.. (2001). How to determine the Capital Requirements for a Portfolio of Annuity Liabilities. UvA-DARE (University of Amsterdam). 46(4). 533–544.1 indexed citations
Goovaerts, Marc & Jan Dhaene. (1997). Actuarial applications of financial models. Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands. 10(1). 55–64.1 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.