Bounds for the price of a European-style Asian option in a binary tree model. - Huguette Reynaerts; Michèle Vanmaele; Jan Dhaene; Griselda Deelstra (Eur. J. Oper. Res., 2006)

Risk measures and solvency - Special Issue: Guest Editors' Foreword. - Ömer L. Gebizlioglu; Jan Dhaene (J. Comput. Appl. Math., 2009)

Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection. - Koen Van Weert; Jan Dhaene; Marc J. Goovaerts (J. Comput. Appl. Math., 2011)

A multivariate dependence measure for aggregating risks. - Jan Dhaene; Daniël Linders; Wim Schoutens; David Vyncke (J. Comput. Appl. Math., 2014)

On an optimization problem related to static super-replicating strategies. - Xinliang Chen; Griselda Deelstra; Jan Dhaene; Daniël Linders; Michèle Vanmaele (J. Comput. Appl. Math., 2015)

The minimal entropy martingale measure in a market of traded financial and actuarial risks. - Jan Dhaene; Ben Stassen; Pierre Devolder; Michel Vellekoop 001 (J. Comput. Appl. Math., 2015)

Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior. - Runhuan Feng; Xiaochen Jing; Jan Dhaene (J. Comput. Appl. Math., 2017)

Probabilistic solutions for a class of deterministic optimal allocation problems. - Ka Chun Cheung; Jan Dhaene; Yian Rong; Sheung Chi Phillip Yam (J. Comput. Appl. Math., 2018)

Comonotonic asset prices in arbitrage-free markets. - Jan Dhaene; Alexander Kukush; Daniël Linders (J. Comput. Appl. Math., 2020)

On the causality-preservation capabilities of generative modelling. - Yves-Cédric Bauwelinckx; Jan Dhaene; Milan van den Heuvel; Tim Verdonck (J. Comput. Appl. Math., 2025)