Jan Dhaene
Home Up Marc Goovaerts Jan Dhaene

 

Functions 

Professor University of Leuven (BELGIUM)

 

Degrees

Master degree in mathematics (1985)

Master degree in actuarial sciences (1987)

Ph.D. in Actuarial Science (1987) 

 

Refereed Journals:

  1. DHAENE J. (1989). "Stochastic interest rates and autoregressive integrated moving average processes", ASTIN Bulletin, 19 (2), 131-138.

  2. DHAENE J. (1990). "Distributions in life insurance", ASTIN Bulletin, 20 (1), 81-92.

  3. VANDEBROEK M., DHAENE J. (1990). "Optimal premium control in a non-life insurance business", Scandinavian Actuarial Journal, 1990 (1-2), 3-13.

  4. DHAENE J. (1991). "Approximating the compound negative binomial distribution by the compound Poisson distribution", Bulletin of the Swiss Association of Actuaries, 1991 (1), 117-121.

  5. DE PRIL N., DHAENE J. (1992). "Error bounds for compound Poisson approximations of the individual risk model", ASTIN Bulletin, 22 (2), 135-148.

  6. DHAENE J. (1992). "Actuarial functions and random rates of return", Bulletin van de Koninklijke Vereniging van Belgische Actuarissen, 85, 23-36.

  7. DHAENE J., DE PRIL N. (1994). "On a class of approximative computation methods in the individual risk model", Insurance : Mathematics and Economics, 14, 181-196.

  8. DHAENE J., VANDEBROEK M. (1995). "Recursions for the individual model", Insurance : Mathematics and Economics, 16, 31-38.

  9. SUNDT B., DHAENE J. (1996). "On bounds for the difference between the stop loss transforms of two compound distributions", ASTIN Bulletin, 26(2), 225-231.

  10. DHAENE J., SUNDT B., DE PRIL N. (1996). "Some moment relations for the Hipp approximation", ASTIN Bulletin, 26 (1), 117 - 121.

  11. GOOVAERTS M.J., DHAENE J. (1996). "The compound Poisson approximation for a portfolio of dependent risks", Insurance : Mathematics and Economics, 18 (1), 81-85.

  12. DHAENE J., GOOVAERTS M.J. (1996). "Dependency of risks and stop-loss order", ASTIN Bulletin, 26(2), 201-212.

  13. VANNESTE M., GOOVAERTS M.J., DE SCHEPPER A., DHAENE J. (1997). "A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate", Insurance: Mathematics & Economics, 20, 35-41.

  14. DHAENE J., GOOVAERTS M.J. (1997). "On the dependency of risks in the individual life model", Insurance: Mathematics & Economics, 19(3), 243-253.

  15. GOOVAERTS M.J., DHAENE J. (1997). "Actuarial applications of financial models", CWI Quarterly, 10(1), 55-64.

  16. DHAENE J., SUNDT B. (1997). "On error bounds for approximations to aggregate claims distributions", ASTIN Bulletin, 27(2), 243-262.

  17. RIBAS C., GOOVAERTS M.J., DHAENE J. (1998). "A note on the stop-loss preserving property of Wang’s premium principle", Bulletin of the Swiss Association of Actuaries, 1998 (2), 237-241.

  18. DHAENE J., SUNDT B. (1998). "On approximating distributions by approximating their De Pril-transforms", Scandinavian Actuarial Journal, 1998(1), 1-23.

  19. SUNDT B., DHAENE, J., DE PRIL N. (1998). "Some results on moments and cumulants", Scandinavian Actuarial Journal, 1998(1), 24-40..

  20. WANG S., DHAENE J. (1998). "Comonotonicity, correlation order and premium principles", Insurance: Mathematics & Economics, 22(3), 235-242.

  21. DHAENE J., DENUIT M (1999). "The safest dependence structure among risks", Insurance: Mathematics & Economics, 25(1), 11-22.

  22. DENUIT M, DHAENE J., VAN WOUWE M. (1999). "The economics of insurance: a review and some recent developments", Mitteilungen der Schweiz. Aktuarvereinigung, 1999(2), 137-175.

  23. GOOVAERTS M.J., DHAENE J. (1999). "Supermodular ordering and stochastic annuities", Insurance: Mathematics & Economics, 24(3), 281-290.

  24. DHAENE J., WILLMOT G.E., SUNDT B. (1999). "Recursions for distribution functions and stop-loss premiums", Scandinavian Actuarial Journal, 1999 (1), 52-65.

  25. GOOVAERTS M., DHAENE J., DE SCHEPPER A. (2000). "Stochastic upper bounds for present value functions", The Journal of Risk and Insurance, 67(1), 1-14.

  26. DHAENE J., VANNESTE M., WOLTHUIS H. (2000). "A note on dependencies in multiple life statuses", Mitteilungen der Schweiz. Aktuarvereinigung, 2000(1), 19-34.

  27. SIMON S., GOOVAERTS M.J., DHAENE J. (2000). "An easy computable upper bound for the price of an arithmetic Asian option", Insurance: Mathematics & Economics, 26(2-3), 175-184.

  28. DHAENE J., WANG S., YOUNG, V.R., GOOVAERTS, M.J. (2000). "Comonotonicity and maximal stop-loss premiums", Bulletin of the Swiss Association of Actuaries, 2000(2), 99-113.

  29. KAAS . R., DHAENE J., GOOVAERTS M.J. (2000). "Upper and lower bounds for sums of random variables", Insurance: Mathematics & Economics 27, 151-168.

  30. DHAENE J., GOOVAERTS M.J., KAAS . R. (2000). "Discussion of "Self-annuization and ruin in retirement" by Milevski, M.A. and Robinson C.", North American Actuarial Journal, vol. 4(4), 124-126.

  31. COSSETTE H., DENUIT M., DHAENE J., MARCEAU E. (2001). "Stochastic approximations of present value functions", Bulletin of the Swiss Association of Actuaries, to appear.

  32. DENUIT M, DHAENE J., RIBAS C. (2001). "Does positive dependence between individual risks increase stop-loss premiums?", Insurance: Mathematics & Economics, vol 28(3), 305-308.

  33. GOOVAERTS M.J., DHAENE J., VANDEN BORRE E., REDANT R. (2001). "Some remarks on IBNR evaluation techniques" Belgian Actuarial Bulletin, to appear.

  34. DENUIT M., DHAENE J., LE BAILLY DE TILLEGHEM, C., TEGHEM, S. (2001). "Measuring the impact of a dependence among insured lifelengths", Belgian Actuarial Bulletin, to appear.

  35. VYNCKE D., GOOVAERTS M.J., DHAENE J. (2001). "Convex upper and lower bounds for present value functions", Applied Stochastic Models in Business and Industry, vol. 17(2), 149-164.

  36. DENUIT M., DHAENE J. (2001). "Bonus-malus scales using exponential loss functions", Blätter der Deutsche Gesellschaft für Versicherungsmathematik, 25, 13-27.

  37. BERMUDEZ L., DENUIT M., DHAENE J. (2001). "Exponential bonus-malus systems integrating a priori risk classification", Journal of Actuarial Practice, to appear.

 

Other Publications

  1. DHAENE J. (1991). Verdelingsfuncties, Benaderingen en Foutengrenzen van Stochastische Grootheden geassocieerd aan Verzekeringspolissen en -Portefeuilles, doctoraal proefschrift, promotor N. De Pril, K.U.Leuven, 146 p.

  2. DE PRIL N., DHAENE J. (1995). "Some remarks on the definition of the basic building blocks in life insurance mathematics", Transactions of the 25th International Congress of Actuaries, 1, 129-136.

  3. DE PRIL N., DHAENE J. (1995). "Segmentering", Commissie voor Verzekeringen, Ministerie van Economische Zaken, 31 p..

  4. DHAENE J., VAN DINGENEN G., KOOLS, O., VANDUFFEL S., VERLAAK R. (1996). "Actuariële bedenkingen bij een eenvormig opgelegd bonus-malus stelsel", Onderzoeksrapport D.T.E.W., K.U.Leuven, 9633, 8 p., opgesteld in opdracht van de Associatie van Belgische Actuarissen.

  5. DE PRIL N., DHAENE J. (1996). "Segmentering in verzekeringen", Onderzoeksrapport D.T.E.W., K.U.Leuven, 9648.

  6. GOOVAERTS M.J., DHAENE J. (1997). "Premie-differentiatie, bonus-malus en solidariteit", Liber Amicorum Prof. R. Dillemans, Boekdeel 2, Kluwer, 1997, 157-168; ook verschenen in Jubileum Uitgave, 50 jaar Opleiding Actuariële Wetenschappen, Universiteit van Amsterdam, deel 2, 127-139.

  7. GOOVAERTS M.J., DHAENE J. (1998). "On the characterization of Wang’s class of premium principles", Transactions of the 26th International Congress of Actuaries, vol. 4, 121-134.

  8. GOOVAERTS M.J., DHAENE J. (1998). "Ervaringstarifering als actuarieel instrument", Liber Amicorum Hubert Claassens. Verzekering: theorie en praktijk, CRIS, Maklu-Uitgevers nv en Academia-Bruylant, 387-392.

  9. DE PRIL N., DHAENE J., SIMON S. (1999). "Risico en verzekering", Liber Amicorum Prof. Dr. De Groot R..

  10. SPREEUW J., DHAENE J. (1999). "Het actuariaat en het temmen van risico’s in de 21e eeuw", De Actuaris, Bulletin van het Actuarieel Genootschap, jaargang 6, nummer 4.

  11. DHAENE J., VERLINDEN A. (2000). "Actuariële aspecten van aanvullende pensioenen", in Praktijkgids Aanvullende Bedrijfspensioenen, redactie Goovaerts, M. en Bauwelinckx, T., Ced-Samson, Wolters Kluwer, 161-216.

  12. KAAS R., DHAENE J, VYNCKE D., GOOVAERTS, M.J., DENUIT M. (2001). "A simple geometric proof that comonotonic risks have the convex-largest sum", " Research Report 0119, Department of Applied Economics, K.U.Leuven, pp. 11.

 

Vacs  n.v.