David Vyncke
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
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- Risk and Portfolio Optimization
- Probability and Risk Models
Papers in
- Finance 24
- Stochastic processes and financial applications 18
- Financial Risk and Volatility Modeling 7
- Capital Investment and Risk Analysis 4
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- Risk and Portfolio Optimization 17
- Probability and Risk Models 9
- Co-authors
- Jan Dhaene (21 shared papers)Marc Goovaerts (14 shared papers)R. Kaas (6 shared papers)Michel Denuit (4 shared papers)Steven Vanduffel (7 shared papers)Daniël Linders (6 shared papers)Wim Schoutens (6 shared papers)Rob Kaas (6 shared papers)
- Journals
- Insurance Mathematics and Economics (5 papers)Journal of Risk & Insurance (3 papers)Applied Stochastic Models in Business and Industry (1 paper)Astin Bulletin (1 paper)Stochastic Models (1 paper)
- Partner nations
- BelgiumUnited StatesNetherlands
In The Last Decade
David Vyncke
26 papers receiving 796 citations
David Vyncke's Hit Papers
Peers
Comparison fields: 5 of 53
- Finance 507
- Management Science and Operations Research 535
- Demography 241
- Statistics and Probability 130
- Economics and Econometrics 358
Countries citing papers authored by David Vyncke
This map shows the geographic impact of David Vyncke's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by David Vyncke with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites David Vyncke more than expected).
Fields of papers citing papers by David Vyncke
This network shows the impact of papers produced by David Vyncke. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by David Vyncke. The network helps show where David Vyncke may publish in the future.
Co-authors
The 14 scholars most cited alongside David Vyncke, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 28 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The concept of comonotonicity in actuarial science and finance: theory Hit paper breakdown → | 2002 | 501 |
| 2 | 2012 | 54 | |
| 3 | 2005 | 53 | |
| 4 | 2006 | 53 | |
| 5 | Solvency capital, risk measures and comonotonicity: a review | 2004 | 28 |
| 6 | An accurate analytical approximation for the price of a European-style arithmetic Asian option | 2004 | 27 |
| 7 | 2002 | 22 | |
| 8 | 2013 | 21 | |
| 9 | Capital requirements, risk measures and comonotonicity | 2004 | 19 |
| 10 | 2005 | 13 | |
| 11 | 2003 | 9 | |
| 12 | 2011 | 8 | |
| 13 | 2013 | 7 | |
| 14 | 2002 | 7 | |
| 15 | Clinical and functional outcome of the Birmingham hip resurfacing. | 2011 | 7 |
| 16 | 2002 | 6 | |
| 17 | 2010 | 6 | |
| 18 | 2015 | 4 | |
| 19 | Risk measures and optimal portfolio selection | 2003 | 3 |
| 20 | 2001 | 3 |
About David Vyncke
David Vyncke is a scholar working on Finance, Management Science and Operations Research, Economics and Econometrics, Demography and Surgery, having authored 28 papers that have together received 863 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (18 papers), Risk and Portfolio Optimization (17 papers), Probability and Risk Models (9 papers), Insurance, Mortality, Demography, Risk Management (8 papers), Financial Risk and Volatility Modeling (7 papers), Economic theories and models (5 papers), Capital Investment and Risk Analysis (4 papers) and Complex Systems and Time Series Analysis (4 papers). The work is most often cited by research in Finance (507 citations), Management Science and Operations Research (535 citations), Demography (241 citations), Statistics and Probability (130 citations) and Economics and Econometrics (358 citations). David Vyncke has collaborated with scholars based in Belgium, United States and Netherlands. Frequent co-authors include Jan Dhaene, Marc Goovaerts, R. Kaas, Michel Denuit, Steven Vanduffel, Daniël Linders, Wim Schoutens, Rob Kaas, Qihe Tang and Ann De Schepper. Their work appears in journals such as Insurance Mathematics and Economics, Journal of Risk & Insurance, Applied Stochastic Models in Business and Industry, Astin Bulletin and Stochastic Models.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.