Optimal Capital Allocation Principles von Dhaene, Jan, Tsanakas, Andreas, Valdez, Emiliano A., Vanduffel, Steven

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On the (in-)dependence between financial and actuarial risks von Dhaene, Jan, Kukush, Alexander, Luciano, Elisa, Schoutens, Wim, Stassen, Ben

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Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat? von Dhaene, Jan, Milevsky, Moshe A.

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Can a Coherent Risk Measure Be Too Subadditive? von Dhaene, J., Laeven, R. J. A., Vanduffel, S., Darkiewicz, G., Goovaerts, M. J.

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Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting von Barigou, Karim, Dhaene, Jan

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Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection von Denuit, Michel, Dhaene, Jan

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A recursive approach to mortality-linked derivative pricing von Shang, Zhaoning, Goovaerts, Marc, Dhaene, Jan

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Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency von Barigou, Karim, Chen, Ze, Dhaene, Jan

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Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables von Hanbali, Hamza, Dhaene, Jan, Linders, Daniel

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Bounds and approximations for sums of dependent log-elliptical random variables von Valdez, Emiliano A., Dhaene, Jan, Maj, Mateusz, Vanduffel, Steven

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Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance von Denuit, Michel, Dhaene, Jan, Robert, Christian Y.

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Comonotonicity and Pareto optimality, with application to collaborative insurance von Denuit, Michel, Dhaene, Jan, Ghossoub, Mario, Robert, Christian Y.

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Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance von Denuit, Michel, Dhaene, Jan, Ghossoub, Mario, Robert, Christian

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Systemic risk: Conditional distortion risk measures von Dhaene, Jan, Laeven, Roger J.A, Zhang, Yiying

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Risk-Sharing Rules and their Properties, with Applications to Peer-to-Peer Insurance von Denuit, Michel, Dhaene, Jan, Robert, Christian Y

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Measuring medical inflation for health insurance portfolios in Belgium von Dhaene, Jan, Hanbali, Hamza

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Correlation order, merging and diversification von Dhaene, Jan, Denuit, Michel, Vanduffel, Steven

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Upper and lower bounds for sums of random variables von Kaas, Rob, Dhaene, Jan, Goovaerts, Marc J.

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On the causality-preservation capabilities of generative modelling von Bauwelinckx, Yves-Cédric, Dhaene, Jan, van den Heuvel, Milan, Verdonck, Tim

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Comonotonic asset prices in arbitrage-free markets von Dhaene, Jan, Kukush, Alexander, Linders, Daniel

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