Details about Jan Dhaene

Homepage:	https://www.jandhaene.org
Workplace:	Faculteit Economie en Bedrijfswetenschappen (Faculty of Business and Economics), KU Leuven (University of Leuven), (more information at EDIRC)

Access statistics for papers by Jan Dhaene.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pdh2

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Working Papers

2024

1. Axiomatic characterizations of some simple risk-sharing rules
   Papers, arXiv.org

2023

2. An axiomatic theory for comonotonicity-based risk sharing
   LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (1)
3. Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance
   LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (7)
4. On the causality-preservation capabilities of generative modelling
   Papers, arXiv.org

2022

5. Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance
   LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (7)
   Also in LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2021)
   Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven (2021)
   See also Journal Article Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance, Journal of Risk & Insurance, The American Risk and Insurance Association (2022) View citations (12) (2022)

2019

6. A dynamic equivalence principle for systematic longevity risk management
   LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (3)
   See also Journal Article A dynamic equivalence principle for systematic longevity risk management, Insurance: Mathematics and Economics, Elsevier (2019) View citations (3) (2019)
7. Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system
   LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
   Also in LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2019)
   See also Journal Article Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system, Health Policy, Elsevier (2019) (2019)
8. Systemic Risk: Conditional Distortion Risk Measures
   Papers, arXiv.org View citations (2)
   See also Journal Article Systemic risk: Conditional distortion risk measures, Insurance: Mathematics and Economics, Elsevier (2022) View citations (15) (2022)

2017

9. Application de l'indice médical dans les contrats d'assurance maladie en Belgique
   Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven
10. Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency
    Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven
    See also Journal Article Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency, Insurance: Mathematics and Economics, Elsevier (2017) View citations (32) (2017)
11. Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation
    LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (2)
    See also Journal Article LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION, ASTIN Bulletin, Cambridge University Press (2017) View citations (2) (2017)
12. Tail mutual exclusivity and Tail-VaR lower bounds
    LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (3)
    Also in Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven (2015)
    LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2015) View citations (1)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2015) View citations (1)
    See also Journal Article Tail mutual exclusivity and Tail-VaR lower bounds, Scandinavian Actuarial Journal, Taylor & Francis Journals (2017) View citations (1) (2017)
13. Updating mechanism for lifelong insurance contracts subject to medical inflation
    LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (3)
    Also in Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven (2016)

2016

14. Le nouveau mécanisme belge d'indexation des primes des contrats d'assurance "hospitalisation"
    Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven

2015

15. Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior
    Tinbergen Institute Discussion Papers, Tinbergen Institute
    Also in Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven (2015) View citations (2)
16. On the transferability of reserves in lifelong health insurance contracts
    Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven
    Also in LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2015)
17. Optimal allocation of policy deductibles for exchangeable risks
    Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven
    See also Journal Article Optimal allocation of policy deductibles for exchangeable risks, Insurance: Mathematics and Economics, Elsevier (2016) View citations (2) (2016)
18. Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
    Also in Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven (2015)
    See also Journal Article Option prices and model-free measurement of implied herd behavior in stock markets, International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd. (2015) View citations (1) (2015)
19. The minimal entropy martingale measure in a market of traded financial and actuarial risks
    LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (6)
    Also in LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2014)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2014)

2014

20. Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts
    LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (6)
    Also in LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2014) View citations (6)
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2014) View citations (7)

2012

21. Convex order and comonotonic conditional mean risk sharing
    LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) View citations (55)
    Also in LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2010)
    See also Journal Article Convex order and comonotonic conditional mean risk sharing, Insurance: Mathematics and Economics, Elsevier (2012) View citations (45) (2012)

2009

22. Buy-and-Hold Strategies and Comonotonic Approximations
    Working Papers in Economics, Universitat de Barcelona. Espai de Recerca en Economia View citations (1)
23. Optimal capital allocation principles
    MPRA Paper, University Library of Munich, Germany View citations (13)
    See also Journal Article Optimal Capital Allocation Principles, Journal of Risk & Insurance, The American Risk and Insurance Association (2012) View citations (92) (2012)

2001

24. Bounds for present value functions with stochastic interest rates and stochastic volatility
    Working Papers, University of Antwerp, Faculty of Business and Economics View citations (1)
    See also Journal Article Bounds for present value functions with stochastic interest rates and stochastic volatility, Insurance: Mathematics and Economics, Elsevier (2002) View citations (1) (2002)

Journal Articles

2023

1. Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
   Scandinavian Actuarial Journal, 2023, 2023, (3), 219-243

2022

2. Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
   Insurance: Mathematics and Economics, 2022, 107, (C), 22-37
3. Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages
   Communications in Statistics - Theory and Methods, 2022, 51, (18), 6385-6395
4. Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance
   Journal of Risk & Insurance, 2022, 89, (3), 615-667 View citations (12)
   See also Working Paper Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance, LIDAM Reprints ISBA (2022) View citations (7) (2022)
5. Systemic risk: Conditional distortion risk measures
   Insurance: Mathematics and Economics, 2022, 102, (C), 126-145 View citations (15)
   See also Working Paper Systemic Risk: Conditional Distortion Risk Measures, Papers (2019) View citations (2) (2019)

2021

6. Fair dynamic valuation of insurance liabilities via convex hedging
   Insurance: Mathematics and Economics, 2021, 98, (C), 1-13 View citations (3)

2020

7. Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach
   Scandinavian Actuarial Journal, 2020, 2020, (9), 792-818 View citations (3)

2019

8. A dynamic equivalence principle for systematic longevity risk management
   Insurance: Mathematics and Economics, 2019, 86, (C), 158-167 View citations (3)
   See also Working Paper A dynamic equivalence principle for systematic longevity risk management, LIDAM Reprints ISBA (2019) View citations (3) (2019)
9. FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS
   ASTIN Bulletin, 2019, 49, (2), 299-333 View citations (17)
10. Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency
    Insurance: Mathematics and Economics, 2019, 88, (C), 19-29 View citations (20)
11. Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
    Scandinavian Actuarial Journal, 2019, 2019, (2), 163-187 View citations (5)
12. Fair valuation of insurance liability cash-flow streams in continuous time: Theory
    Insurance: Mathematics and Economics, 2019, 88, (C), 196-208 View citations (7)
13. Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system
    Health Policy, 2019, 123, (10), 970-975
    See also Working Paper Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system, LIDAM Discussion Papers ISBA (2019) (2019)

2018

14. An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
    Insurance: Mathematics and Economics, 2018, 79, (C), 92-100 View citations (6)

2017

15. Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency
    Insurance: Mathematics and Economics, 2017, 76, (C), 14-27 View citations (32)
    See also Working Paper Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency, Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven (2017) (2017)
16. IS THE CAPITAL STRUCTURE LOGIC OF CORPORATE FINANCE APPLICABLE TO INSURERS? REVIEW AND ANALYSIS
    Journal of Economic Surveys, 2017, 31, (1), 169-189 View citations (1)
17. LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION
    ASTIN Bulletin, 2017, 47, (3), 803-836 View citations (2)
    See also Working Paper Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation, LIDAM Reprints ISBA (2017) View citations (2) (2017)
18. Tail mutual exclusivity and Tail-VaR lower bounds
    Scandinavian Actuarial Journal, 2017, 2017, (1), 88-104 View citations (1)
    See also Working Paper Tail mutual exclusivity and Tail-VaR lower bounds, LIDAM Reprints ISBA (2017) View citations (3) (2017)

2016

19. Optimal allocation of policy deductibles for exchangeable risks
    Insurance: Mathematics and Economics, 2016, 71, (C), 87-92 View citations (2)
    See also Working Paper Optimal allocation of policy deductibles for exchangeable risks, Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven (2015) (2015)

2015

20. Option prices and model-free measurement of implied herd behavior in stock markets
    International Journal of Financial Engineering (IJFE), 2015, 02, (02), 1-35 View citations (1)
    See also Working Paper Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets, Tinbergen Institute Discussion Papers (2015) View citations (1) (2015)
21. Ordered random vectors and equality in distribution
    Scandinavian Actuarial Journal, 2015, 2015, (3), 221-244

2014

22. Reducing risk by merging counter-monotonic risks
    Insurance: Mathematics and Economics, 2014, 54, (C), 58-65 View citations (15)

2013

23. On the (in-)dependence between financial and actuarial risks
    Insurance: Mathematics and Economics, 2013, 52, (3), 522-531 View citations (17)
24. Tail Variance premiums for log-elliptical distributions
    Insurance: Mathematics and Economics, 2013, 52, (3), 441-447 View citations (4)

2012

25. Comonotonic approximations for the probability of lifetime ruin*
    Journal of Pension Economics and Finance, 2012, 11, (2), 285-309
26. Convex order and comonotonic conditional mean risk sharing
    Insurance: Mathematics and Economics, 2012, 51, (2), 265-270 View citations (45)
    See also Working Paper Convex order and comonotonic conditional mean risk sharing, LIDAM Reprints ISBA (2012) View citations (55) (2012)
27. Convex order approximations in the case of cash flows of mixed signs
    Insurance: Mathematics and Economics, 2012, 51, (2), 249-256 View citations (3)
28. Optimal Capital Allocation Principles
    Journal of Risk & Insurance, 2012, 79, (1), 1-28 View citations (92)
    See also Working Paper Optimal capital allocation principles, MPRA Paper (2009) View citations (13) (2009)
29. The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
    Insurance: Mathematics and Economics, 2012, 50, (3), 357-370 View citations (22)

2011

30. A recursive approach to mortality-linked derivative pricing
    Insurance: Mathematics and Economics, 2011, 49, (2), 240-248 View citations (8)

2010

31. Inequalities for the De Pril approximation to the distribution of the number of policies with claims
    Scandinavian Actuarial Journal, 2010, 2010, (4), 249-267
32. Optimal portfolio selection for general provisioning and terminal wealth problems
    Insurance: Mathematics and Economics, 2010, 47, (1), 90-97 View citations (5)

2009

33. A Robustification of the Chain-Ladder Method
    North American Actuarial Journal, 2009, 13, (2), 280-298 View citations (7)
34. Bounds and approximations for sums of dependent log-elliptical random variables
    Insurance: Mathematics and Economics, 2009, 44, (3), 385-397 View citations (13)
35. Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables
    Journal of Risk & Insurance, 2009, 76, (4), 847-866 View citations (2)
36. Correlation order, merging and diversification
    Insurance: Mathematics and Economics, 2009, 45, (3), 325-332 View citations (7)

2008

37. Analytic bounds and approximations for annuities and Asian options
    Insurance: Mathematics and Economics, 2008, 42, (3), 1109-1117 View citations (12)
38. Can a Coherent Risk Measure Be Too Subadditive?
    Journal of Risk & Insurance, 2008, 75, (2), 365-386 View citations (30)
39. Some results on the CTE-based capital allocation rule
    Insurance: Mathematics and Economics, 2008, 42, (2), 855-863 View citations (35)
40. Static super-replicating strategies for a class of exotic options
    Insurance: Mathematics and Economics, 2008, 42, (3), 1067-1085 View citations (31)

2007

41. Comonotonicity
    Review of Business and Economic Literature, 2007, LII, (2), 265-278 View citations (54)
42. Corrigendum
    Scandinavian Actuarial Journal, 2007, 2007, (3), 226-226

2006

43. Bounds for the price of a European-style Asian option in a binary tree model
    European Journal of Operational Research, 2006, 168, (2), 322-332 View citations (6)
44. Risk measurement with equivalent utility principles
    Statistics & Risk Modeling, 2006, 24, (1), 1-25 View citations (43)

2005

45. Comonotonic Approximations for Optimal Portfolio Selection Problems
    Journal of Risk & Insurance, 2005, 72, (2), 253-300 View citations (26)
46. Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables
    North American Actuarial Journal, 2005, 9, (4), 71-82 View citations (6)
47. Het Actuariaat in Leuven: 2001-2003 en de toekomst
    Review of Business and Economic Literature, 2005, L, (1), 9-14
48. Managing Uncertainty: Financial, Actuarial and Statistical Modeling
    Review of Business and Economic Literature, 2005, L, (1), 23-48
49. On the evaluation of ‘saving-consumption’ plans
    Journal of Pension Economics and Finance, 2005, 4, (1), 17-30 View citations (2)
50. Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk
    Review of Business and Economic Literature, 2005, L, (1), 103-114

2004

51. Some new classes of consistent risk measures
    Insurance: Mathematics and Economics, 2004, 34, (3), 505-516 View citations (53)

2003

52. A Unified Approach to Generate Risk Measures
    ASTIN Bulletin, 2003, 33, (2), 173-191 View citations (14)
53. Confidence bounds for discounted loss reserves
    Insurance: Mathematics and Economics, 2003, 33, (2), 297-316 View citations (6)
54. Economic Capital Allocation Derived from Risk Measures
    North American Actuarial Journal, 2003, 7, (2), 44-56 View citations (70)
55. On the Distribution of Cash Flows Using Esscher Transforms
    Journal of Risk & Insurance, 2003, 70, (3), 563-575 View citations (5)
56. Stable Laws and the Present Value of Fixed Cash Flows
    North American Actuarial Journal, 2003, 7, (4), 32-43
57. The hurdle-race problem
    Insurance: Mathematics and Economics, 2003, 33, (2), 405-413 View citations (6)

2002

58. A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
    ASTIN Bulletin, 2002, 32, (1), 71-80 View citations (23)
59. Bounds for present value functions with stochastic interest rates and stochastic volatility
    Insurance: Mathematics and Economics, 2002, 31, (1), 87-103 View citations (1)
    See also Working Paper Bounds for present value functions with stochastic interest rates and stochastic volatility, Working Papers (2001) View citations (1) (2001)
60. The concept of comonotonicity in actuarial science and finance: applications
    Insurance: Mathematics and Economics, 2002, 31, (2), 133-161 View citations (221)
61. The concept of comonotonicity in actuarial science and finance: theory
    Insurance: Mathematics and Economics, 2002, 31, (1), 3-33 View citations (268)

2001

62. Convex upper and lower bounds for present value functions
    Applied Stochastic Models in Business and Industry, 2001, 17, (2), 149-164 View citations (5)
63. De nabije toekomst van het Actuariaat in Leuven
    Review of Business and Economic Literature, 2001, XLVI, (4), 477-482
64. Does positive dependence between individual risks increase stop-loss premiums?
    Insurance: Mathematics and Economics, 2001, 28, (3), 305-308 View citations (26)
65. How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities
    Review of Business and Economic Literature, 2001, XLVI, (4), 533-544
66. Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation
    Review of Business and Economic Literature, 2001, XLVI, (4), 545-562 View citations (2)
67. Some Remarks on IBNR Evaluation Techniques
    Review of Business and Economic Literature, 2001, XLVI, (4), 525-532

2000

68. An easy computable upper bound for the price of an arithmetic Asian option
    Insurance: Mathematics and Economics, 2000, 26, (2-3), 175-183 View citations (37)
69. Upper and lower bounds for sums of random variables
    Insurance: Mathematics and Economics, 2000, 27, (2), 151-168 View citations (76)
70. “Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000
    North American Actuarial Journal, 2000, 4, (4), 124-126

1999

71. Recursions for Distribution Functions and Stop-Loss Transforms
    Scandinavian Actuarial Journal, 1999, 1999, (1), 52-65
72. Supermodular ordering and stochastic annuities
    Insurance: Mathematics and Economics, 1999, 24, (3), 281-290 View citations (12)
73. The safest dependence structure among risks
    Insurance: Mathematics and Economics, 1999, 25, (1), 11-21 View citations (52)

1998

74. Comonotonicity, correlation order and premium principles
    Insurance: Mathematics and Economics, 1998, 22, (3), 235-242 View citations (73)
75. On approximating distributions by approximating their De Pril transforms
    Scandinavian Actuarial Journal, 1998, 1998, (1), 1-23
76. Some results on moments and cumulants
    Scandinavian Actuarial Journal, 1998, 1998, (1), 24-40

1997

77. A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate
    Insurance: Mathematics and Economics, 1997, 20, (1), 35-41 View citations (7)
78. On Error Bounds for Approximations to Aggregate Claims Distributions
    ASTIN Bulletin, 1997, 27, (2), 243-262 View citations (3)
79. On the dependency of risks in the individual life model
    Insurance: Mathematics and Economics, 1997, 19, (3), 243-253 View citations (39)

1996

80. Dependency of Risks and Stop-Loss Order1
    ASTIN Bulletin, 1996, 26, (2), 201-212 View citations (77)
81. On Bounds for the Difference Between the Stop-Loss Transforms of Two Compound Distributions
    ASTIN Bulletin, 1996, 26, (2), 225-231 View citations (1)
82. Some Moment Relations for the Hipp approximation
    ASTIN Bulletin, 1996, 26, (1), 117-121 View citations (2)
83. The compound Poisson approximation for a portfolio of dependent risks
    Insurance: Mathematics and Economics, 1996, 18, (1), 81-85 View citations (9)

1995

84. Recursions for the individual model
    Insurance: Mathematics and Economics, 1995, 16, (1), 31-38 View citations (8)

1994

85. On a class of approximative computation methods in the individual risk model
    Insurance: Mathematics and Economics, 1994, 14, (2), 181-196 View citations (9)

1992

86. Error Bounds for Compound Poisson Approximations of the Individual Risk Model
    ASTIN Bulletin, 1992, 22, (2), 135-148 View citations (6)

1990

87. Distributions in Life Insurance
    ASTIN Bulletin, 1990, 20, (1), 81-92 View citations (2)

1989

88. Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes
    ASTIN Bulletin, 1989, 19, (S1), 43-50 View citations (11)
    Also in ASTIN Bulletin, 1989, 19, (2), 131-138 (1989) View citations (11)

Books

2008

1. Modern Actuarial Risk Theory
   Springer Books, Springer View citations (115)