Jan Dhaene

According to our database, Jan Dhaene authored at least 10 papers between 2006 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

On the causality-preservation capabilities of generative modelling.

Yves-Cédric Bauwelinckx, Jan Dhaene, Milan van den Heuvel, Tim Verdonck

J. Comput. Appl. Math., 2025

2020

Comonotonic asset prices in arbitrage-free markets.

Jan Dhaene, Alexander Kukush, Daniël Linders

J. Comput. Appl. Math., 2020

2018

Probabilistic solutions for a class of deterministic optimal allocation problems.

Ka Chun Cheung, Jan Dhaene, Yian Rong, Sheung Chi Phillip Yam

J. Comput. Appl. Math., 2018

2017

Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior.

Runhuan Feng, Xiaochen Jing, Jan Dhaene

J. Comput. Appl. Math., 2017

2015

The minimal entropy martingale measure in a market of traded financial and actuarial risks.

Jan Dhaene, Ben Stassen, Pierre Devolder, Michel Vellekoop

J. Comput. Appl. Math., 2015

On an optimization problem related to static super-replicating strategies.

Xinliang Chen, Griselda Deelstra, Jan Dhaene, Daniël Linders, Michèle Vanmaele

J. Comput. Appl. Math., 2015

2014

A multivariate dependence measure for aggregating risks.

Jan Dhaene, Daniël Linders, Wim Schoutens, David Vyncke

J. Comput. Appl. Math., 2014

2011

Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection.

Koen Van Weert, Jan Dhaene, Marc J. Goovaerts

J. Comput. Appl. Math., 2011

2009

Risk measures and solvency - Special Issue: Guest Editors' Foreword.

Ömer L. Gebizlioglu, Jan Dhaene

J. Comput. Appl. Math., 2009

2006

Bounds for the price of a European-style Asian option in a binary tree model.

Huguette Reynaerts, Michèle Vanmaele, Jan Dhaene, Griselda Deelstra

Eur. J. Oper. Res., 2006