Jan Dhaene

7.8k citations
207 papers · 5.1k · h-index 32

Impact in

Papers in

    • Risk and Portfolio Optimization 96
    • Probability and Risk Models 52
    • Stochastic processes and financial applications 77
    • Financial Risk and Volatility Modeling 23
    • Financial Markets and Investment Strategies 13

Jan Dhaene

196 papers receiving 4.7k citations

Peers

Jan Dhaene
Comparison fields: 5 of 110
  • Management Science and Operations Research 3.3k
  • Finance 2.5k
  • Demography 1.8k
  • Statistics and Probability 933
  • General Decision Sciences 152
Replace Michel Denuit with:
Michel Denuit Belgium
Jean‐Marc Eber Switzerland
Philippe Artzner France
Hans U. Gerber Switzerland
Hans Föllmer Germany
Alexander Schied Germany
Freddy Delbaen Switzerland
Harry H. Panjer Canada
Nicole El Karoui France
Nizar Touzi France
Jan Dhaene relative to Michel Denuit Belgium Michel Denuit's profile →
Citations per field
00.5×1.5×
Michel Denuit · 1×
Citations per year

Countries citing papers authored by Jan Dhaene

Since Specialization
Citations

This map shows the geographic impact of Jan Dhaene'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 Jan Dhaene with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jan Dhaene more than expected).

Fields of papers citing papers by Jan Dhaene

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jan Dhaene. 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 Jan Dhaene. The network helps show where Jan Dhaene may publish in the future.

Co-authors

The 25 scholars most cited alongside Jan Dhaene, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Jan Dhaene Line = papers co-authored together Jan Dhaene links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 207 papers — load more, or switch the sort, to bring in the rest.

#Work
1 2002488
2 2008352
3
Actuarial Theory for Dependent Risks: Measures, Orders and Models
2005352
4 2005349
5 2006231
6 2002174
7 1996173
8
Modern Actuarial Risk Theory: Using R
2010153
9 2011149
10 2000147
11 1998111
12 2003100
13 199988
14 201285
15 200869
16 200764
17 200059
18 200856
19 200555
20 201254

About Jan Dhaene

Jan Dhaene is a scholar working on Management Science and Operations Research, Finance, Economics and Econometrics, Demography and Statistics and Probability, having authored 207 papers that have together received 5.1k indexed citations. Recurring topics across this work include Risk and Portfolio Optimization (96 papers), Insurance, Mortality, Demography, Risk Management (84 papers), Stochastic processes and financial applications (77 papers), Insurance and Financial Risk Management (59 papers), Probability and Risk Models (52 papers), Financial Risk and Volatility Modeling (23 papers), Economic theories and models (22 papers) and Financial Markets and Investment Strategies (13 papers). The work is most often cited by research in Management Science and Operations Research (3.3k citations), Finance (2.5k citations), Demography (1.8k citations), Statistics and Probability (933 citations) and General Decision Sciences (152 citations). Jan Dhaene has collaborated with scholars based in Belgium, United States and Netherlands. Frequent co-authors include Marc Goovaerts, Michel Denuit, Rob Kaas, David Vyncke, R. Kaas, Steven Vanduffel, Daniël Linders, Shaoyu Wang, Wim Schoutens and Qihe Tang. Their work appears in journals such as Insurance Mathematics and Economics, Astin Bulletin, Journal of Computational and Applied Mathematics, Scandinavian Actuarial Journal and Journal of Risk & Insurance.

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.

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