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Author ID: vyncke.david Recent zbMATH articles by "Vyncke, David"
Published as: Vyncke, David; Vyncke, D.
External Links: MGP
Documents Indexed: 12 Publications since 2001
Co-Authors: 12 Co-Authors with 12 Joint Publications
395 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

11 Publications have been cited 654 times in 405 Documents Cited by Year
The concept of comonotonicity in actuarial science and finance: theory. Zbl 1051.62107
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D.
270
2002
The concept of comonotonicity in actuarial science and finance: applications. Zbl 1037.62107
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D.
159
2002
Risk measures and comonotonicity: a review. Zbl 1159.91403
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D.
139
2006
A simple geometric proof that comonotonic risks have the convex-largest sum. Zbl 1061.62511
Kaas, R.; Dhaene, J.; Vyncke, D.; Goovaerts, M. J.; Denuit, M.
27
2002
The herd behavior index: a new measure for the implied degree of co-movement in stock markets. Zbl 1237.91237
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
24
2012
A multivariate dependence measure for aggregating risks. Zbl 1386.91172
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
12
2014
Convex upper and lower bounds for present value functions. Zbl 0971.91030
Vyncke, D.; Goovaerts, M.; Dhaene, J.
7
2001
Capital requirements, risk measures and comonotonicity. Zbl 1357.91018
Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David
7
2004
Bounds for present value functions with stochastic interest rates and stochastic volatility. Zbl 1092.91527
De Schepper, Ann; Goovaerts, Marc; Dhaene, Jan; Kaas, Rob; Vyncke, David
7
2002
Multivariate risk sharing and the derivation of individually rational Pareto optima. Zbl 1310.91076
Chateauneuf, Alain; Mostoufi, Mina; Vyncke, David
1
2015
Stable laws and the present value of fixed cash flows. Zbl 1084.91508
Goovaerts, Marc J.; De Schepper, Ann; Vyncke, David; Dhaene, Jan; Kaas, Rob
1
2003
Multivariate risk sharing and the derivation of individually rational Pareto optima. Zbl 1310.91076
Chateauneuf, Alain; Mostoufi, Mina; Vyncke, David
1
2015
A multivariate dependence measure for aggregating risks. Zbl 1386.91172
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
12
2014
The herd behavior index: a new measure for the implied degree of co-movement in stock markets. Zbl 1237.91237
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David
24
2012
Risk measures and comonotonicity: a review. Zbl 1159.91403
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D.
139
2006
Capital requirements, risk measures and comonotonicity. Zbl 1357.91018
Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, Marc; Kaas, Rob; Vyncke, David
7
2004
Stable laws and the present value of fixed cash flows. Zbl 1084.91508
Goovaerts, Marc J.; De Schepper, Ann; Vyncke, David; Dhaene, Jan; Kaas, Rob
1
2003
The concept of comonotonicity in actuarial science and finance: theory. Zbl 1051.62107
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D.
270
2002
The concept of comonotonicity in actuarial science and finance: applications. Zbl 1037.62107
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D.
159
2002
A simple geometric proof that comonotonic risks have the convex-largest sum. Zbl 1061.62511
Kaas, R.; Dhaene, J.; Vyncke, D.; Goovaerts, M. J.; Denuit, M.
27
2002
Bounds for present value functions with stochastic interest rates and stochastic volatility. Zbl 1092.91527
De Schepper, Ann; Goovaerts, Marc; Dhaene, Jan; Kaas, Rob; Vyncke, David
7
2002
Convex upper and lower bounds for present value functions. Zbl 0971.91030
Vyncke, D.; Goovaerts, M.; Dhaene, J.
7
2001
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Cited by 467 Authors

42 Dhaene, Jan
32 Cheung, Ka Chun
28 Goovaerts, Marc J.
21 Wang, Ruodu
16 Vanduffel, Steven
15 Kaas, Rob
14 Linders, Daniël
13 Denuit, Michel M.
13 Tang, Qihe
11 Deelstra, Griselda
11 Vanmaele, Michèle
10 Yang, Jingping
9 Laeven, Roger J. A.
9 Lo, Ambrose
9 Tan, Ken Seng
8 Chi, Yichun
8 Puccetti, Giovanni
7 Ahn, Jae Youn
7 Embrechts, Paul
7 Hoedemakers, Tom
7 Hu, Taizhong
7 Schoutens, Wim
6 Furman, Edward
6 Landsman, Zinoviy M.
6 Vyncke, David
5 Artikis, Constantinos T.
5 Artikis, Panagiotis T.
5 Boonen, Tim J.
5 Cai, Jun
5 Hua, Lei
5 Kolev, Nikolai
5 Kukush, Oleksandr Georgiĭovych
5 Mao, Tiantian
5 Valdez, Emiliano A.
5 Wu, Xianyi
5 Yam, Sheung Chi Phillip
5 Zitikis, Ričardas
4 Asimit, Alexandru V.
4 Bernard, Carole L.
4 Hu, Yijun
4 Kim, Joseph Hyun Tae
4 Lee, Woojoo
4 Li, Xiaohu
4 Liu, Haiyan
4 Rüschendorf, Ludger
4 Sordo, Miguel Ángel
4 Tsanakas, Andreas
4 Van Weert, Koen
4 Weng, Chengguo
4 Yang, Fan
4 Yang, Hailiang
4 Yao, Jing
4 Zhang, Yiying
4 Zheng, Yanting
3 Badescu, Alexandru M.
3 Chen, Xinliang
3 Cui, Wei
3 Durante, Fabrizio
3 Henrard, Luc
3 Hobson, David Graham
3 Jouini, Elyès
3 Laurence, Peter
3 Liinev, Jan
3 Mamon, Rogemar S.
3 Mesfioui, Mhamed
3 Montes, Ignacio
3 Papapantoleon, Antonis
3 Pitselis, Georgios
3 Robert, Christian Yann
3 Su, Jianxi
3 Tank, Fatih
3 Wang, Tai-Ho
3 Wen, Limin
3 Yin, Chuancun
3 Zhang, Yi
3 Zhou, Xian
2 Agorastos, Kostas A.
2 Ahcan, Ales
2 Albrecher, Hansjörg
2 Apaydın, Ayşen
2 Balbás, Alejandro
2 Beirlant, Jan
2 Bolancé, Catalina
2 Chen, Ouxiang
2 Chen, Yanhong
2 Chong, Wing Fung
2 Choo, Weihao
2 Cong, Jianfa
2 Cornilly, Dries
2 Cossette, Hélène
2 Darkiewicz, Grzegorz
2 de Jong, Piet
2 De Schepper, Ann
2 Diallo, Ibrahima
2 Fang, Ying
2 Feng, Runhuan
2 Fuchs, Sebastian L.
2 Gebizlioğlu, Ömer L.
2 Guillen, Montserrat
2 Hanbali, Hamza
...and 367 more Authors
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Cited in 68 Serials

168 Insurance Mathematics & Economics
32 Journal of Computational and Applied Mathematics
20 ASTIN Bulletin
17 North American Actuarial Journal
13 Scandinavian Actuarial Journal
10 Journal of Multivariate Analysis
10 Communications in Statistics. Theory and Methods
9 Quantitative Finance
8 Statistics & Probability Letters
6 Finance and Stochastics
6 European Actuarial Journal
5 Annals of Operations Research
5 Communications in Statistics. Simulation and Computation
5 European Journal of Operational Research
5 Dependence Modeling
4 Journal of Applied Probability
4 International Journal of Approximate Reasoning
4 Mathematical Problems in Engineering
4 Mathematical Finance
4 Methodology and Computing in Applied Probability
3 Operations Research
3 Journal of Information & Optimization Sciences
3 Stochastic Models
3 SIAM Journal on Financial Mathematics
2 SIAM Journal on Control and Optimization
2 Applied Mathematics. Series B (English Edition)
2 Abstract and Applied Analysis
2 International Journal of Theoretical and Applied Finance
2 Journal of Interdisciplinary Mathematics
2 Journal of Industrial and Management Optimization
1 Advances in Applied Probability
1 Journal of Mathematical Analysis and Applications
1 Fuzzy Sets and Systems
1 Information Sciences
1 Journal of Economic Theory
1 Journal of Optimization Theory and Applications
1 Acta Mathematicae Applicatae Sinica. English Series
1 Statistical Science
1 Science in China. Series A
1 Japan Journal of Industrial and Applied Mathematics
1 The Annals of Applied Probability
1 Economic Quality Control
1 Applied Mathematical Modelling
1 Computational Statistics and Data Analysis
1 Journal of Computer and Systems Sciences International
1 Theory of Probability and Mathematical Statistics
1 Economic Theory
1 Top
1 Applied Mathematical Finance
1 Lifetime Data Analysis
1 INFORMS Journal on Computing
1 Lobachevskii Journal of Mathematics
1 Applied Stochastic Models in Business and Industry
1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
1 Journal of Systems Science and Complexity
1 Decisions in Economics and Finance
1 Journal of Applied Mathematics
1 Acta Mathematica Scientia. Series B. (English Edition)
1 4OR
1 Journal of the Korean Statistical Society
1 Advances in Mathematical Physics
1 Probability Surveys
1 Advances in Decision Sciences
1 Theoretical Economics
1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
1 Communications in Mathematics and Statistics
1 Open Mathematics
1 AIMS Mathematics

Citations by Year