| 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 | 935 | 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 | 532 | 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 | 383 | 2006 |
| Comonotonic approximations for optimal portfolio selection problems J Dhaene, S Vanduffel, MJ Goovaerts, R Kaas, D Vyncke Journal of Risk and Insurance 72 (2), 253-300, 2005 | 96 | 2005 |
| A simple geometric proof that comonotonic risks have the convex-largest sum R Kaas, J Dhaene, D Vyncke, MJ Goovaerts, M Denuit ASTIN Bulletin: The Journal of the IAA 32 (1), 71-80, 2002 | 74 | 2002 |
| The herd behavior index: A new measure for the implied degree of co-movement in stock markets J Dhaene, D Linders, W Schoutens, D Vyncke Insurance: Mathematics and economics 50 (3), 357-370, 2012 | 69 | 2012 |
| Solvency capital, risk measures and comonotonicity: a review J Dhaene, S Vanduffel, Q Tang, M Goovaerts, R Kaas, D Vyncke DTEW Research Report 0416, 1-33, 2004 | 63 | 2004 |
| Capital requirements, risk measures and comonotonicity J Dhaene, S Vanduffel, Q Tang, MJ Goovaerts, R Kaas, D Vyncke Belgian Actuarial Bulletin 4 (1), 53-61, 2004 | 49 | 2004 |
| Convex upper and lower bounds for present value functions D Vyncke, M Goovaerts, J Dhaene Applied Stochastic Models in Business and Industry 17 (2), 149-164, 2001 | 41 | 2001 |
| An accurate analytical approximation for the price of a European-style arithmetic Asian option D Vyncke, M Goovaerts, J Dhaene Finance 25 (121–139), 113, 2004 | 40 | 2004 |
| A multivariate dependence measure for aggregating risks J Dhaene, D Linders, W Schoutens, D Vyncke Journal of Computational and Applied Mathematics 263, 78-87, 2014 | 34 | 2014 |
| Bounds for present value functions with stochastic interest rates and stochastic volatility A De Schepper, M Goovaerts, J Dhaene, R Kaas, D Vyncke Insurance: Mathematics and Economics 31 (1), 87-103, 2002 | 19 | 2002 |
| Comonotonicity: the perfect dependence D Vyncke Université Catholique de Leuven, 2003 | 18 | 2003 |
| On the distribution of cash flows using Esscher transforms D Vyncke, MJ Goovaerts, A De Schepper, R Kaas, J Dhaene Journal of Risk and Insurance 70 (3), 563-575, 2003 | 12 | 2003 |
| Minimizing the risk of a financial product using a put option G Deelstra, M Vanmaele, D Vyncke Journal of Risk and Insurance 77 (4), 767-800, 2010 | 11 | 2010 |
| Clinical and functional outcome of the Birmingham hip resurfacing H Van Der Bracht, S VAnDER EECkEn, D VynCkE, J Van Dooren, ... Acta Orthopaedica Belgica 77 (6), 771-776, 2011 | 9 | 2011 |
| Multivariate risk sharing and the derivation of individually rational Pareto optima A Chateauneuf, M Mostoufi, D Vyncke Mathematical Social Sciences 74, 73-78, 2015 | 8 | 2015 |
| On the use of copula for calculating the present value of a general cash flow M Goovaerts, A De Schepper, Y Hua, G Darkiewicz, D Vyncke Tijdschrift voor Economie en Management, 69-94, 2005 | 8* | 2005 |
| The individual risk model J Dhaene, D Vyncke Wiley, 2010 | 7 | 2010 |
| On the calibration of the 3/2 model H Gudmundsson, D Vyncke European Journal of Operational Research 276 (3), 1178-1192, 2019 | 6 | 2019 |
