Jan Dhaene
- Management Science and Operations Research top 0.05%
- Finance top 0.2%
- Economics and Econometrics top 0.5%
- Demography top 0.05%
- Statistics and Probability top 0.5%
- Co-authors
- Marc GoovaertsMichel DenuitRob KaasDavid VynckeR. KaasSteven VanduffelDaniël LindersShaoyu Wang
- Topics
- Risk and Portfolio Optimization (96 papers)Insurance, Mortality, Demography, Risk Management (84 papers)Stochastic processes and financial applications (77 papers)
- Partner nations
- BelgiumUnited StatesNetherlands
In The Last Decade
Jan Dhaene
212 papers receiving 4.7k citations
Peers
Comparison fields: 5 of 141
- Management Science and Operations Research 3.0k
- Finance 2.3k
- Economics and Econometrics 2.0k
- Demography 1.7k
- Statistics and Probability 882
Countries citing papers authored by Jan Dhaene
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).
Fields of papers citing papers by Jan Dhaene
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.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 1 | |
| 2 | 1 | |
| 3 | 32 | |
| 4 | Premium indexing in lifelong health insurance | 5 |
| 5 | Remarks on Quantiles and Distortion Risk Measures | 4 |
| 6 | Buy-and-Hold Strategies and Comonotonic Approximations | 2 |
| 7 | Static super-replicating strategies for exotic options | 2 |
| 8 | Buy and hold strategies in optimal portfolio selection problems: Comonotonic approximations | 1 |
| 9 | Basel II: Capital Requirements for Equity Investment Portfolios | 4 |
| 10 | Risk measures and dependencies of risks | 7 |
| 11 | 13 | |
| 12 | A liability driven approach to asset allocation | 2 |
| 13 | Capital requirements, risk measures and comonotonicity | 18 |
| 14 | 33 | |
| 15 | Coherent Distortion Risk Measures - A Pitfall | 3 |
| 16 | 174 | |
| 17 | Bounds for the price of discretely sampled arithmetic Asian options | 8 |
| 18 | How to determine the Capital Requirements for a Portfolio of Annuity Liabilities | 1 |
| 19 | 146 | |
| 20 | Actuarial applications of financial models | 1 |
About Jan Dhaene
Jan Dhaene is a scholar working on Finance, Management Science and Operations Research and Demography, having authored 223 papers that have together received 5.1k indexed citations. Recurring topics across this work include Risk and Portfolio Optimization (96 papers), Insurance, Mortality, Demography, Risk Management (84 papers) and Stochastic processes and financial applications (77 papers). The work is most often cited by research in Management Science and Operations Research (3.0k citations), Finance (2.3k citations) and Demography (1.7k citations). Jan Dhaene has collaborated with scholars based in Belgium, United States and Netherlands. Frequent co-authors include Marc Goovaerts, Michel Denuit, Rob Kaas, David Vyncke, R. Kaas, Steven Vanduffel, Daniël Linders, Shaoyu Wang, Wim Schoutens and Qihe Tang. Their work appears in journals such as European Journal of Operational Research, Annals of Botany and Postharvest Biology and Technology.
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.