| A neural-network analyzer for mortality forecast D Hainaut ASTIN Bulletin: The Journal of the IAA 48 (2), 481-508, 2018 | 107 | 2018 |
| Mortality modelling with Lévy processes D Hainaut, P Devolder Insurance: Mathematics and Economics 42 (1), 409-418, 2008 | 77 | 2008 |
| Multidimensional Lee–Carter model with switching mortality processes D Hainaut Insurance: Mathematics and Economics 50 (2), 236-246, 2012 | 50 | 2012 |
| Management of a pension fund under mortality and financial risks D Hainaut, P Devolder Insurance: Mathematics and economics 41 (1), 134-155, 2007 | 43 | 2007 |
| A model for interest rates with clustering effects D Hainaut Quantitative Finance 16 (8), 1203-1218, 2016 | 34 | 2016 |
| A structural model for credit risk with switching processes and synchronous jumps D Hainaut, DB Colwell The European Journal of Finance 22 (11), 1040-1062, 2016 | 32 | 2016 |
| Optimal funding of defined benefit pension plans D Hainaut, G Deelstra Journal of pension economics & finance 10 (1), 31-52, 2011 | 27 | 2011 |
| An interest rate tree driven by a Lévy process D Hainaut, R MacGilchrist Journal of Derivatives 18 (2), 33, 2010 | 27 | 2010 |
| Hedging of options in the presence of jump clustering D Hainaut, F Moraux Journal of Computational Finance, Forthcoming, 2018 | 24 | 2018 |
| Contagion modeling between the financial and insurance markets with time changed processes D Hainaut Insurance: Mathematics and Economics 74, 63-77, 2017 | 24 | 2017 |
| A switching self-exciting jump diffusion process for stock prices D Hainaut, F Moraux Annals of Finance 15, 267-306, 2019 | 23 | 2019 |
| An intensity model for credit risk with switching Lévy processes D Hainaut, O Le Courtois Quantitative Finance 14 (8), 1453-1465, 2014 | 23 | 2014 |
| Life annuitization: Why and how much? D Hainaut, P Devolder ASTIN Bulletin: the Journal of the IAA 36 (2), 629-654, 2006 | 19 | 2006 |
| Wavelet-based feature extraction for mortality projection D Hainaut, M Denuit ASTIN Bulletin: The Journal of the IAA 50 (3), 675-707, 2020 | 18 | 2020 |
| Optimal timing for annuitization, based on jump diffusion fund and stochastic mortality D Hainaut, G Deelstra Journal of Economic Dynamics and Control 44, 124-146, 2014 | 18 | 2014 |
| Clustered Lévy processes and their financial applications D Hainaut Journal of computational and applied mathematics 319, 117-140, 2017 | 16 | 2017 |
| Dynamic asset allocation under VaR constraint with stochastic interest rates D Hainaut Annals of Operations Research 172 (1), 97-117, 2009 | 16 | 2009 |
| A self-organizing predictive map for non-life insurance D Hainaut European Actuarial Journal 9 (1), 173-207, 2019 | 15 | 2019 |
| A bivariate Hawkes process for interest rate modeling D Hainaut Economic Modelling 57, 180-196, 2016 | 15 | 2016 |
| Option pricing in illiquid markets: A fractional jump–diffusion approach D Hainaut, N Leonenko Journal of Computational and Applied Mathematics 381, 112995, 2021 | 14 | 2021 |
Griselda DeelstraUniversité libre de BruxellesVerified email at ulb.ac.be
