Jan Dhaene

7.9k total citations
223 papers, 5.1k citations indexed

About

Jan Dhaene is a scholar working on Management Science and Operations Research, Finance and Economics and Econometrics. According to data from OpenAlex, Jan Dhaene has authored 223 papers receiving a total of 5.1k indexed citations (citations by other indexed papers that have themselves been cited), including 128 papers in Management Science and Operations Research, 107 papers in Finance and 95 papers in Economics and Econometrics. Recurrent topics in Jan Dhaene's work include Risk and Portfolio Optimization (96 papers), Insurance, Mortality, Demography, Risk Management (84 papers) and Stochastic processes and financial applications (77 papers). Jan Dhaene is often cited by papers focused on Risk and Portfolio Optimization (96 papers), Insurance, Mortality, Demography, Risk Management (84 papers) and Stochastic processes and financial applications (77 papers). Jan Dhaene collaborates with scholars based in Belgium, United States and Netherlands. Jan Dhaene's co-authors include Marc Goovaerts, Michel Denuit, Rob Kaas, David Vyncke, R. Kaas, Steven Vanduffel, Daniël Linders, Shaoyu Wang, Wim Schoutens and Qihe Tang and has published in prestigious journals such as European Journal of Operational Research, Annals of Botany and Postharvest Biology and Technology.

In The Last Decade

Jan Dhaene

212 papers receiving 4.7k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Jan Dhaene Belgium 32 3.0k 2.3k 2.0k 1.7k 882 223 5.1k
Philippe Artzner France 11 3.9k 1.3× 3.8k 1.6× 2.6k 1.3× 796 0.5× 772 0.9× 20 6.3k
Mario V. Wüthrich Switzerland 31 1.8k 0.6× 870 0.4× 1.4k 0.7× 1.5k 0.9× 692 0.8× 210 3.2k
Emiliano A. Valdez United States 24 1.1k 0.4× 1.1k 0.5× 974 0.5× 837 0.5× 737 0.8× 88 2.7k
Ričardas Zitikis Canada 25 920 0.3× 740 0.3× 649 0.3× 347 0.2× 972 1.1× 162 2.3k
Robert B. Litterman United States 24 1.5k 0.5× 3.6k 1.6× 3.5k 1.7× 214 0.1× 307 0.3× 47 6.5k
Jonathan E. Ingersoll United States 32 1.2k 0.4× 11.7k 5.0× 6.3k 3.2× 1.3k 0.8× 387 0.4× 57 13.6k
Alfred Müller Germany 26 1.5k 0.5× 941 0.4× 689 0.3× 302 0.2× 960 1.1× 69 3.2k
Elisa Luciano Italy 20 476 0.2× 1.4k 0.6× 1.1k 0.5× 493 0.3× 227 0.3× 85 2.3k
Jozef L. Teugels Belgium 22 1.1k 0.4× 1.4k 0.6× 689 0.3× 532 0.3× 850 1.0× 54 3.1k
Michael P. Clements United Kingdom 35 1.5k 0.5× 1.4k 0.6× 3.4k 1.7× 77 0.0× 251 0.3× 127 4.9k

Countries citing papers authored by Jan Dhaene

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

20 of 20 papers shown
1.
Dhaene, Jan, et al.. (2024). On the causality-preservation capabilities of generative modelling. Journal of Computational and Applied Mathematics. 457. 116312–116312. 1 indexed citations
2.
Denuit, Michel, Jan Dhaene, Mario Ghossoub, & Christian Y. Robert. (2024). Comonotonicity and Pareto optimality, with application to collaborative insurance. Insurance Mathematics and Economics. 120. 1–16. 1 indexed citations
3.
Dhaene, Jan, et al.. (2013). On the (in)-dependence between financial and actuarial risk. Institutional Research Information System University of Turin (University of Turin). 32 indexed citations
4.
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
11.
Dhaene, Jan, Steven Vanduffel, Marc Goovaerts, Rob Kaas, & David Vyncke. (2005). Comonotonic Approximations for Optimal Portfolio Selection Problems. Lirias (KU Leuven). 13 indexed citations
12.
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
14.
Goovaerts, Marc, Rob Kaas, Jan Dhaene, & Qihe Tang. (2003). A Unified Approach to Generate Risk Measures. Astin Bulletin. 33(2). 173–191. 33 indexed citations
15.
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
19.
Kaas, Rob, Jan Dhaene, & Marc Goovaerts. (2000). Upper and lower bounds or sum of random variables. UvA-DARE (University of Amsterdam). 146 indexed citations
20.
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.

Explore authors with similar magnitude of impact

Rankless by CCL
2026