World's Best Scientists 2026 revealed!
Jan Dhaene

Jan Dhaene

D-Index & Metrics

Economics and Finance

D-Index
46
Citations
11165
World Ranking
1647
National Ranking
18

Overview

Jan Dhaene is affiliated with KU Leuven in Belgium. Their research work focuses primarily on insurance and financial risk management, as well as risk and portfolio optimization. This work spans topics such as insurance, mortality, demography, and risk management, along with stochastic processes and financial applications. Further areas of interest include financial risk and volatility modeling, probability and risk models, and advanced X-ray and CT imaging.

Dhaene's recent publications include:

  • "Risk-sharing rules and their properties, with applications to peer-to-peer insurance" (2022) published in Journal of Risk & Insurance
  • "Fair dynamic valuation of insurance liabilities via convex hedging" (2021) published in Insurance Mathematics and Economics
  • "Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance" (2023) published in SSRN Electronic Journal
  • "Systemic risk: Conditional distortion risk measures" (2021) published in Insurance Mathematics and Economics
  • "Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables" (2022) published in Scandinavian Actuarial Journal

The researcher has frequently published in venues such as:

  • Astin Bulletin
  • SSRN Electronic Journal
  • Insurance Mathematics and Economics
  • arXiv (Cornell University)
  • Annals of Actuarial Science

Dhaene has collaborated extensively with several co-authors, including Steven Vanduffel, Arthur Charpentier, Marcus C. Christiansen, Griselda Deelstra, and Julien Trufin. Each of these co-authors has contributed to multiple joint publications.

Their work spans multiple subfields of study, including:

  • Management Science and Operations Research
  • Economics and Econometrics
  • Finance
  • Demography
  • Radiology, Nuclear Medicine and Imaging

Best Publications

  • Modern Actuarial Risk Theory: Using R

    R. Kaas;Marc Goovaerts;Jan Dhaene;Michel Denuit

  • Actuarial Theory for Dependent Risks: Measures, Orders and Models

    Michel Denuit;Rob Kaas;Goovaerts Marc;Jan Dhaene

  • The concept of comonotonicity in actuarial science and finance: theory

    Jan Dhaene;Michel Denuit;Marc Goovaerts;Robert Kaas

  • Modern Actuarial Risk Theory

    Rob Kaas;Marc Goovaerts;Jan Dhaene;Michel Denuit

  • The concept of comonotonicity in actuarial science and finance: applications

    Jan Dhaene;M Denuit;Marc Goovaerts;Robert Kaas

  • Risk Measures and Comonotonicity: A Review

    Jan Dhaene;Steven Vanduffel;Marc Goovaerts;R Kaas

  • Upper and lower bounds for sums of random variables

    Robert Kaas;Robert Kaas;Jan Dhaene;Jan Dhaene;Marc Goovaerts;Marc Goovaerts

  • Optimal Capital Allocation Principles

    Jan Dhaene;Andreas Tsanakas;Emiliano A. Valdez;Steven Vanduffel

  • Economic capital allocation derived from risk measures

    Jan Dhaene;Mark J. Goovaerts;Rob Kaas

  • Dependency of risks and stop-loss order.

    Jan Dhaene;Marc J. Goovaerts

  • Comonotonicity, correlation order and premium principles

    Shaun Wang;Jan Dhaene

  • Can a Coherent Risk Measure Be Too Subadditive

    Jan Dhaene;Rob Laeven;Steven Vanduffel;Grzegorz Darkiewicz

  • The safest dependence structure among risks

    Jan Dhaene;Michel Denuit

  • On the dependency of risks in the individual life model.

    J.L.M. Dhaene;M.J. Goovaerts

  • Some new classes of consistent risk measures

    Marc J. Goovaerts;Marc J. Goovaerts;Rob Kaas;Jan Dhaene;Jan Dhaene;Qihe Tang

  • Comonotonicity and maximal stop-loss premiums

    Jan Dhaene;Shaun Wang;Virginia Young;Marc Goovaerts

  • Remarks on quantiles and distortion risk measures

    Jan Dhaene;Alexander Kukush;Daniël Linders;Qihe Tang

  • An easy computable upper bound for the price of an arithmetic Asian option

    Steven Simon;Marc Goovaerts;Jan Dhaene;Jan Dhaene

  • Risk measurement with equivalent utility principles

    Michel Denuit;Jan Dhaene;Marc Goovaerts;Rob Kaas

  • Risk Measures and Comonotonicity: A Review

    Jan Dhaene;Steven Vanduffel;Qihe Tang;Marc J. Goovaerts

  • The Concept of Comonotonicity in Actuarial Science and Finance: Theory

    Jan Dhaene;Michel Denuit;Marc Goovaerts;Rob Kaas

Frequent Co-Authors

Michel Denuit
Michel Denuit Université Catholique de Louvain
Wim Schoutens
Wim Schoutens KU Leuven
Virginia R. Young
Virginia R. Young University of Michigan–Ann Arbor

External Links

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

Exploring Economics and Finance opens doors to a wide range of online degree options that can amplify your career opportunities. For those beginning their academic journey, online associate degrees offer fundamental business and administrative skills that are practical across multiple industries.

Graduate-level programs add specialized expertise. Those interested in the human side of organizations can pursue a masters in human resource management online, ideal for future HR leaders and talent strategists. If you’re drawn to analytics and decision-making, a ms data analytics online can equip you with the technical know-how to interpret economic and financial data in real-world contexts.

For prospective managers or executives, the best organizational leadership master's programs online focus on building strategic, ethical leadership skills suited for dynamic workplace environments. Together, these online degrees provide flexible pathways for different stages of your professional journey, supporting advancement across a spectrum of economic, financial, and business roles.

Best Scientists Citing Jan Dhaene

Trending Scientists