Comonotonicity, correlation order and premium principles S Wang, J Dhaene Insurance: Mathematics and Economics 22 (3), 235-242, 1998 | 170 | 1998 |

Pricing of arithmetic basket options by conditioning G Deelstra, J Liinev, M Vanmaele Insurance: Mathematics and Economics 34 (1), 55-77, 2004 | 110 | 2004 |

An overview of comonotonicity and its applications in finance and insurance G Di Nunno, B Oksendal, G Deelstra, J Dhaene, M Vanmaele Springer, 2011 | 101* | 2011 |

The interpolation theorem for narrow quadrilateral isoparametric finite elements A Zeníšek, M Vanmaele Numerische Mathematik 72 (1), 123-141, 1995 | 97 | 1995 |

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 | 80 | 2006 |

Bounds for the price of discrete arithmetic Asian options M Vanmaele, G Deelstra, J Liinev, J Dhaene, M Goovaerts DTEW Research Report 0444, 1-38, 2004 | 80 | 2004 |

Static super-replicating strategies for exotic options X Chen, G Deelstra, J Dhaene, M Vanmaele Insurance: Mathematics & Economics 39 (3), 417-418, 2006 | 75* | 2006 |

Static Super-Replicating Strategies for Exotic Options X Chen, G Deelstra, J Dhaene, M Vanmaele | 75* | |

An overview of comonotonicity and its applications in finance and insurance G Deelstra, J Dhaene, M Vanmaele Advanced Mathematical Methods for Finance, 155, 2010 | 69 | 2010 |

A locally risk-minimizing hedging strategy for unit-linked life insurance contracts in a Lévy process financial market N Vandaele, M Vanmaele Insurance: Mathematics and Economics 42 (3), 1128-1137, 2008 | 63 | 2008 |

Bounds for Asian basket options G Deelstra, I Diallo, M Vanmaele Journal of Computational and Applied Mathematics 218 (2), 215-228, 2008 | 39 | 2008 |

Some results in lumped mass finite-element approximation of eigenvalue problems using numerical quadrature formulas AB Andreev, VA Kascieva, M Vanmaele Journal of computational and applied mathematics 43 (3), 291-311, 1992 | 39 | 1992 |

The Föllmer–Schweizer decomposition: Comparison and description T Choulli, N Vandaele, M Vanmaele Stochastic Processes and their Applications 120 (6), 853-872, 2010 | 37 | 2010 |

Applicability of the Bramble-Hilbert lemma in interpolation problems of narrow quadrilateral isoparametric finite elements A Ženíšek, M Vanmaele Journal of computational and applied mathematics 63 (1-3), 109-122, 1995 | 36 | 1995 |

Approximation of stop-loss premiums involving sums of lognormals by conditioning on two variables M Vanmaele, G Deelstra, J Liinev Insurance: Mathematics and Economics 35 (2), 343-367, 2004 | 33 | 2004 |

External finite element approximations of eigenvalue problems M Vanmaele, A Ženišek ESAIM: Mathematical Modelling and Numerical Analysis 27 (5), 565-589, 1993 | 27 | 1993 |

Disposition bias and overconfidence in institutional trades J Annaert, D Heyman, M Vanmaele, S Van Osselaer Working Paper, 2008 | 26 | 2008 |

Pricing and hedging Asian basket spread options G Deelstra, A Petkovic, M Vanmaele Journal of computational and applied mathematics 233 (11), 2814-2830, 2010 | 24 | 2010 |

Moment matching approximation of Asian basket option prices G Deelstra, I Diallo, M Vanmaele Journal of computational and applied mathematics 234 (4), 1006-1016, 2010 | 22 | 2010 |

External finite-element approximations of eigenfunctions in the case of multiple eigenvalues M Vanmaele, A Ženíšek Journal of Computational and Applied Mathematics 50 (1-3), 51-66, 1994 | 21 | 1994 |