| Modern actuarial risk theory: using R R Kaas, M Goovaerts, J Dhaene, M Denuit Springer Science & Business Media, 2008 | 1535 | 2008 |
| Actuarial theory for dependent risks: measures, orders and models M Denuit, J Dhaene, M Goovaerts, R Kaas John Wiley & Sons, 2006 | 1228 | 2006 |
| The concept of comonotonicity in actuarial science and finance: theory J Dhaene, M Denuit, MJ Goovaerts, R Kaas, D Vyncke Insurance: Mathematics and Economics 31 (1), 3-33, 2002 | 946 | 2002 |
| The concept of comonotonicity in actuarial science and finance: applications J Dhaene, M Denuit, MJ Goovaerts, R Kaas, D Vyncke Insurance: Mathematics and Economics 31 (2), 133-161, 2002 | 534 | 2002 |
| Risk measures and comonotonicity: a review J Dhaene, S Vanduffel, MJ Goovaerts, R Kaas, Q Tang, D Vyncke Stochastic models 22 (4), 573-606, 2006 | 388 | 2006 |
| Dependency of Risks and Stop-Loss Order1 J Dhaene, MJ Goovaerts ASTIN Bulletin: The Journal of the IAA 26 (2), 201-212, 1996 | 317 | 1996 |
| Upper and lower bounds for sums of random variables R Kaas, J Dhaene, MJ Goovaerts Insurance: Mathematics and Economics 27 (2), 151-168, 2000 | 298 | 2000 |
| Optimal capital allocation principles J Dhaene, A Tsanakas, EA Valdez, S Vanduffel Journal of Risk and Insurance 79 (1), 1-28, 2012 | 292 | 2012 |
| Economic capital allocation derived from risk measures J Dhaene, MJ Goovaerts, R Kaas North American Actuarial Journal 7 (2), 44-56, 2003 | 265 | 2003 |
| Comonotonicity, correlation order and premium principles S Wang, J Dhaene Insurance: Mathematics and Economics 22 (3), 235-242, 1998 | 205 | 1998 |
| Can a coherent risk measure be too subadditive? J Dhaene, RJA Laeven, S Vanduffel, G Darkiewicz, MJ Goovaerts Journal of Risk and Insurance 75 (2), 365-386, 2008 | 185 | 2008 |
| The safest dependence structure among risks J Dhaene, M Denuit Insurance: Mathematics and Economics 25 (1), 11-21, 1999 | 156 | 1999 |
| On the dependency of risks in the individual life model J Dhaene, MJ Goovaerts Insurance: Mathematics and Economics 19 (3), 243-253, 1997 | 154 | 1997 |
| Some new classes of consistent risk measures MJ Goovaerts, R Kaas, J Dhaene, Q Tang Insurance: Mathematics and Economics 34 (3), 505-516, 2004 | 141 | 2004 |
| Comonotonicity and maximal stop-loss premiums J Dhaene, S Wang, VR Young, M Goovaerts Bulletin of the Swiss Association of Actuaries 2, 99-113, 2000 | 136 | 2000 |
| Risk measurement with equivalent utility principles M Denuit, J Dhaene, M Goovaerts, R Kaas, R Laeven Statistics & Risk Modeling 24 (1), 1-25, 2006 | 116 | 2006 |
| An easy computable upper bound for the price of an arithmetic Asian option S Simon, MJ Goovaerts, J Dhaene Insurance: Mathematics and Economics 26 (2-3), 175-183, 2000 | 115 | 2000 |
| Remarks on quantiles and distortion risk measures J Dhaene, A Kukush, D Linders, Q Tang European Actuarial Journal 2, 319-328, 2012 | 114 | 2012 |
| Some results on the CTE-based capital allocation rule J Dhaene, L Henrard, Z Landsman, A Vandendorpe, S Vanduffel Insurance: Mathematics and Economics 42 (2), 855-863, 2008 | 108 | 2008 |
| Bounds for the price of discrete arithmetic Asian options M Vanmaele, G Deelstra, J Liinev, J Dhaene, MJ Goovaerts Journal of Computational and Applied Mathematics 185 (1), 51-90, 2006 | 102 | 2006 |
Kaas, RobProfessor of Actuarial Statistics, University of Amsterdam在 uva.nl 的电子邮件经过验证
