Information about:
Marc Goovaerts

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Affiliation

• Faculteit Economie en Bedrijfswetenschappen (Faculty of Business and Economics)
  Katholieke Universiteit Leuven

  Location: Leuven, Belgium
  Homepage: http://www.econ.kuleuven.ac.be/
  Email:
  Phone:
  Fax:
  Postal: Naamsestraat 69, 3000 Leuven
  Handle: RePEc:edi:fekulbe (registered authors at this institution)

• Tinbergen Instituut (Tinbergen Institute)

  Location: Amsterdam, Netherlands
  Homepage: http://www.tinbergen.nl/
  Email:
  Phone: +31 (0)20 551 3500
  Fax: +31 (0)20 551 3555
  Postal: Roetersstraat 31, NL-1018 WB Amsterdam
  Handle: RePEc:edi:tinbenl (registered authors at this institution)

Lists

1. Number of Works
2. Number of Distinct Works
3. Number of Journal Pages
4. Number of Journal Pages, Weighted by Number of Authors

Working papers

1. Marc J. Goovaerts & Rob Kaas & Roger J.A. Laeven & Qihe Tang, 2004. "A Comonotonic Image of Independence for Additive Risk Measures," Tinbergen Institute Discussion Papers 04-030/4, Tinbergen Institute. [Downloadable!]
   Published as:
   • Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A. & Tang, Qihe, 2004. "A comonotonic image of independence for additive risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 581-594, December. [Downloadable!] (restricted)

2. Goovaerts M. & De Schepper Ann & Hua Y., 2003. "Copulas and the distribution of cash flows with mixed signs," Working Papers 2003009, University of Antwerp, Faculty of Applied Economics. [Downloadable!]

3. Decamps Marc & De Schepper Ann & Goovaerts Marc, 2003. "Path integrals as a tool for pricing interest rate contingent claims: the case of reflecting and absorbing boundaries," Working Papers 2003027, University of Antwerp, Faculty of Applied Economics. [Downloadable!]

4. Goovaerts M. & De Schepper A. & Decamps M., 2002. "Transition probabilities for diffusion equations by means of path integrals," Working Papers 2002026, University of Antwerp, Faculty of Applied Economics. [Downloadable!]

5. De Schepper A. & Goovaerts M. & Dhaene J. & Kaas R. & Vyncke D., 2001. "Bounds for present value functions with stochastic interest rates and stochastic volatility," Working Papers 2001037, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
   Published as:
   • De Schepper, Ann & Goovaerts, Marc & Dhaene, Jan & Kaas, Rob & Vyncke, David, 2002. "Bounds for present value functions with stochastic interest rates and stochastic volatility," Insurance: Mathematics and Economics, Elsevier, vol. 31(1), pages 87-103, August. [Downloadable!] (restricted)

6. Kaas, R. & Van Heerwaarden, A.E. & Goovaerts, M.J., 1988. "Between Individual And Collective Model For The Total Claims," Papers ae_3-88, Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.

1. Decamps, Marc & De Schepper, Ann & Goovaerts, Marc, 2009. "Spectral decomposition of optimal asset-liability management," Journal of Economic Dynamics and Control, Elsevier, vol. 33(3), pages 710-724, March. [Downloadable!] (restricted)

2. Goovaerts, Marc J. & Laeven, Roger J.A., 2008. "Actuarial risk measures for financial derivative pricing," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 540-547, April. [Downloadable!] (restricted)

3. J. Dhaene & R. J. A. Laeven & S. Vanduffel & G. Darkiewicz & M. J. Goovaerts, 2008. "Can a Coherent Risk Measure Be Too Subadditive?," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 75(2), pages 365-386. [Downloadable!] (restricted)

4. Marc Decamps & Marc Goovaerts & Wim Schoutens, 2006. "Self Exciting Threshold Interest Rates Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(07), pages 1093-1122. [Downloadable!] (restricted)

5. J. Dhaene & S. Vanduffel & M. J. Goovaerts & R. Kaas & D. Vyncke, 2005. "Comonotonic Approximations for Optimal Portfolio Selection Problems," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 72(2), pages 253-300. [Downloadable!] (restricted)

6. Laeven, Roger J.A. & Goovaerts, Marc J. & Hoedemakers, Tom, 2005. "Some asymptotic results for sums of dependent random variables, with actuarial applications," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 154-172, October. [Downloadable!] (restricted)

7. Hoedemakers, Tom & Darkiewicz, Grzegorz & Goovaerts, Marc, 2005. "Approximations for life annuity contracts in a stochastic financial environment," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 239-269, October. [Downloadable!] (restricted)

8. Vanduffel, Steven & Dhaene, Jan & Goovaerts, Marc, 2005. "On the evaluation of plans," Journal of Pension Economics and Finance, Cambridge University Press, vol. 4(01), pages 17-30, March. [Downloadable!]

9. Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A. & Tang, Qihe, 2004. "A comonotonic image of independence for additive risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 581-594, December. [Downloadable!] (restricted)
   Other versions:
   • Marc J. Goovaerts & Rob Kaas & Roger J.A. Laeven & Qihe Tang, 2004. "A Comonotonic Image of Independence for Additive Risk Measures," Tinbergen Institute Discussion Papers 04-030/4, Tinbergen Institute. [Downloadable!]

10. Laeven, Roger J. A. & Goovaerts, Marc J., 2004. "An optimization approach to the dynamic allocation of economic capital," Insurance: Mathematics and Economics, Elsevier, vol. 35(2), pages 299-319, October. [Downloadable!] (restricted)

11. Gerber, Hans U. & Goovaerts, Marc & Kaas, Rob & Shiu, Elias S. W., 2004. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 35(1), pages 1-1, August. [Downloadable!] (restricted)

12. Goovaerts, Marc J. & Kaas, Rob & Dhaene, Jan & Tang, Qihe, 2004. "Some new classes of consistent risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 34(3), pages 505-516, June. [Downloadable!] (restricted)

13. D. Vyncke & M. J. Goovaerts & A. De Schepper & R. Kaas & J. Dhaene, 2003. "On the Distribution of Cash Flows Using Esscher Transforms," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 70(3), pages 563-575. [Downloadable!] (restricted)

14. Hoedemakers, Tom & Beirlant, Jan & Goovaerts, Marc J. & Dhaene, Jan, 2003. "Confidence bounds for discounted loss reserves," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 297-316, October. [Downloadable!] (restricted)

15. Vanduffel, S. & Dhaene, J. & Goovaerts, M. & Kaas, R., 2003. "The hurdle-race problem," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 405-413, October. [Downloadable!] (restricted)

16. Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D., 2002. "The concept of comonotonicity in actuarial science and finance: theory," Insurance: Mathematics and Economics, Elsevier, vol. 31(1), pages 3-33, August. [Downloadable!] (restricted)

17. Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D., 2002. "The concept of comonotonicity in actuarial science and finance: applications," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 133-161, October. [Downloadable!] (restricted)

18. De Schepper, Ann & Goovaerts, Marc & Dhaene, Jan & Kaas, Rob & Vyncke, David, 2002. "Bounds for present value functions with stochastic interest rates and stochastic volatility," Insurance: Mathematics and Economics, Elsevier, vol. 31(1), pages 87-103, August. [Downloadable!] (restricted)
    Other versions:
    • De Schepper A. & Goovaerts M. & Dhaene J. & Kaas R. & Vyncke D., 2001. "Bounds for present value functions with stochastic interest rates and stochastic volatility," Working Papers 2001037, University of Antwerp, Faculty of Applied Economics. [Downloadable!]

19. Kaas, Rob & Dhaene, Jan & Goovaerts, Marc J., 2000. "Upper and lower bounds for sums of random variables," Insurance: Mathematics and Economics, Elsevier, vol. 27(2), pages 151-168, October. [Downloadable!] (restricted)

20. De Vylder, F. & Goovaerts, M., 2000. "Homogeneous risk models with equalized claim amounts," Insurance: Mathematics and Economics, Elsevier, vol. 26(2-3), pages 223-238, May. [Downloadable!] (restricted)

21. Simon, S. & Goovaerts, M. J. & Dhaene, J., 2000. "An easy computable upper bound for the price of an arithmetic Asian option," Insurance: Mathematics and Economics, Elsevier, vol. 26(2-3), pages 175-183, May. [Downloadable!] (restricted)

22. Goovaerts, Marc & Redant, Hendrik, 1999. "On the distribution of IBNR reserves," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 1-9, September. [Downloadable!] (restricted)

23. De Schepper, Ann & Goovaerts, Marc J., 1999. "The GARCH(1,1)-M model: results for the densities of the variance and the mean," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 83-94, March. [Downloadable!] (restricted)

24. De Vylder, F. Etienne & Goovaerts, Marc J., 1999. "Explicit finite-time and infinite-time ruin probabilities in the continuous case," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 155-172, May. [Downloadable!] (restricted)

25. Goovaerts, M. J. & Dhaene, J., 1999. "Supermodular ordering and stochastic annuities," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 281-290, May. [Downloadable!] (restricted)

26. De Vylder, F. E. & Goovaerts, M. J., 1999. "Inequality extensions of Prabhu's formula in ruin theory," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 249-271, May. [Downloadable!] (restricted)

27. De Vylder, F. & Goovaerts, M., 1999. "Solvency margins and equalization reserves," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 103-115, March. [Downloadable!] (restricted)

28. Spreeuw, Jaap & Goovaerts, Marc, 1998. "Prediction of claim numbers based on hazard rates," Insurance: Mathematics and Economics, Elsevier, vol. 23(1), pages 59-69, October. [Downloadable!] (restricted)

29. De Vylder, F. & Goovaerts, M. & Marceau, E., 1997. "The solution of Schmitter's simple problem: Numerical illustration," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 43-58, June. [Downloadable!] (restricted)

30. Vanneste, M. & Goovaerts, M. J. & De Schepper, A. & Dhaene, J., 1997. "A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 35-41, June. [Downloadable!] (restricted)

31. Goovaerts, Marc & De Schepper, Ann, 1997. "IBNR reserves under stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 21(3), pages 225-244, December. [Downloadable!] (restricted)

32. Dhaene, J. & Goovaerts, M. J., 1997. "On the dependency of risks in the individual life model," Insurance: Mathematics and Economics, Elsevier, vol. 19(3), pages 243-253, May. [Downloadable!] (restricted)

33. De Vylder, F. & Goovaerts, M. & Marceau, E., 1997. "The bi-atomic uniform minimal solution of Schmitter's problem," Insurance: Mathematics and Economics, Elsevier, vol. 20(1), pages 59-78, June. [Downloadable!] (restricted)

34. Goovaerts, M. J. & Dhaene, J., 1996. "The compound Poisson approximation for a portfolio of dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 18(1), pages 81-85, May. [Downloadable!] (restricted)

35. De Vylder, F. & Goovaerts, M. J., 1994. "A note on the solution of practical ruin problems," Insurance: Mathematics and Economics, Elsevier, vol. 15(2-3), pages 181-186, December. [Downloadable!] (restricted)

36. De Schepper, A. & Teunen, M. & Goovaerts, M., 1994. "An analytical inversion of a Laplace transform related to annuities certain," Insurance: Mathematics and Economics, Elsevier, vol. 14(1), pages 33-37, April. [Downloadable!] (restricted)

37. Vanneste, M. & Goovaerts, M. J. & Labie, E., 1994. "The distributions of annuities," Insurance: Mathematics and Economics, Elsevier, vol. 15(1), pages 37-48, October. [Downloadable!] (restricted)

38. Goovaerts, M. J., 1993. "Ordering of risks : Angela van Heerwaarden, (Thesis publishers, Amsterdam, 1992) pp. 159, fl.37,50/US $21,-, ISBN 90.5170.122.5," Insurance: Mathematics and Economics, Elsevier, vol. 12(1), pages 61-61, February. [Downloadable!] (restricted)

39. Goovaerts, M. J. & Kaas, R., 1993. "Editorial: Disability risk in the EC," Insurance: Mathematics and Economics, Elsevier, vol. 13(2), pages 99-99, November. [Downloadable!] (restricted)

40. Beirlant, J. & Derveaux, V. & De Meyer, A. M. & Goovaerts, M. J. & Labie, E. & Maenhoudt, B., 1992. "Statistical risk evaluation applied to (Belgian) car insurance," Insurance: Mathematics and Economics, Elsevier, vol. 10(4), pages 289-302, January. [Downloadable!] (restricted)

41. De Schepper, A. & Goovaerts, M. & Delbaen, F., 1992. "The Laplace transform of annuities certain with exponential time distribution," Insurance: Mathematics and Economics, Elsevier, vol. 11(4), pages 291-294, December. [Downloadable!] (restricted)

42. De Vylder, F. & Goovaerts, M. J., 1992. "Optimal parameter estimation under zero-excess assumptions in a classical model," Insurance: Mathematics and Economics, Elsevier, vol. 11(1), pages 1-6, April. [Downloadable!] (restricted)

43. De Schepper, A. & Goovaerts, M., 1992. "Some further results on annuities certain with random interest," Insurance: Mathematics and Economics, Elsevier, vol. 11(4), pages 283-290, December. [Downloadable!] (restricted)

44. De Vylder, F. & Goovaerts, M. J., 1992. "Estimation of the heterogeneity parameter in the Buhlmann-Straub credibility theory model," Insurance: Mathematics and Economics, Elsevier, vol. 10(4), pages 233-238, January. [Downloadable!] (restricted)

45. De Schepper, A. & De Vylder, F. & Goovaerts, M. & Kaas, R., 1992. "Interest randomness in annuities certain," Insurance: Mathematics and Economics, Elsevier, vol. 11(4), pages 271-281, December. [Downloadable!] (restricted)

46. De Vylder, F. & Goovaerts, M. J. & Kaas, R., 1992. "Stochastic processes defined from a Lagrangian," Insurance: Mathematics and Economics, Elsevier, vol. 11(1), pages 55-69, April. [Downloadable!] (restricted)

47. De Vylder, F. & Goovaerts, M. J., 1992. "A summary of new results on optimal parameter estimation under zero-excess assumptions," Insurance: Mathematics and Economics, Elsevier, vol. 11(2), pages 153-161, August. [Downloadable!] (restricted)

48. De Vylder, F. & Goovaerts, M., 1992. "Optimal parameter estimation under zero excess assumptions in the Buhlmann--Straub model," Insurance: Mathematics and Economics, Elsevier, vol. 11(3), pages 167-171, October. [Downloadable!] (restricted)

49. de Vylder, F. & Goovaerts, M. J. & Kaas, R., 1992. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 11(2), pages 81-82, August. [Downloadable!] (restricted)

50. Goovaerts, M. J. & Kaas, R. & De Vylder, F., 1992. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 10(4), pages 231-231, January. [Downloadable!] (restricted)

51. Goovaerts, M. J. & De Vylder, F. & Kaas, R., 1992. "A stochastic approach to insurance cycles," Insurance: Mathematics and Economics, Elsevier, vol. 11(2), pages 97-107, August. [Downloadable!] (restricted)

52. Steenackers, A. & Goovaerts, M. J., 1991. "Bounds on stop-loss premiums and ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 10(2), pages 153-159, July. [Downloadable!] (restricted)

53. Kling, B. M. & Goovaerts, M. J., 1991. "A recursive evaluation of the finite time ruin probability based on an equation of Seal," Insurance: Mathematics and Economics, Elsevier, vol. 10(2), pages 93-97, July. [Downloadable!] (restricted)

54. Bauwelinckx, T. & Goovaerts, M. J., 1990. "On a multilevel hierarchical credibility algorithm," Insurance: Mathematics and Economics, Elsevier, vol. 9(2-3), pages 221-228, September. [Downloadable!] (restricted)

55. Kaas, R. & Van Heerwaarden, A. E. & Goovaerts, M. J., 1989. "Combining Panjer's recursion with convolution," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 19-21, March. [Downloadable!] (restricted)

56. Goovaerts, M. J. & Bauwelinckx, T. & Stoop, C., 1989. "The practical application of credibility theory," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 23-29, March. [Downloadable!] (restricted)

57. Van Heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J., 1989. "Properties of the Esscher premium calculation principle," Insurance: Mathematics and Economics, Elsevier, vol. 8(4), pages 261-267, December. [Downloadable!] (restricted)

58. Gerber, Hans & Mammitzsch, Volker & Haezendonck, Jean & Goovaerts, Marc, 1989. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 1-1, March. [Downloadable!] (restricted)

59. Steenackers, A. & Goovaerts, M. J., 1989. "A credit scoring model for personal loans," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 31-34, March. [Downloadable!] (restricted)

60. Van Heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J., 1989. "Optimal reinsurance in relation to ordering of risks," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 11-17, March. [Downloadable!] (restricted)

61. De Vylder, F. & Goovaerts, M. J., 1988. "Recursive calculation of finite-time ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 7(1), pages 1-7, January. [Downloadable!] (restricted)

62. Van heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J., 1987. "New upper bounds for stop-loss premiums for the individual model," Insurance: Mathematics and Economics, Elsevier, vol. 6(4), pages 289-293, November. [Downloadable!] (restricted)

63. Kaas, R. & Goovaerts, M. J., 1987. "On the use of QUADPACK for the calculation of risk theoretical quantities," Insurance: Mathematics and Economics, Elsevier, vol. 6(1), pages 33-42, January. [Downloadable!] (restricted)

64. Goovaerts, M. J. & Taylor, G. C., 1987. "Premium rating under non-exponential utility," Insurance: Mathematics and Economics, Elsevier, vol. 6(4), pages 245-257, November. [Downloadable!] (restricted)

65. Broeckx, F. & Goovaerts, M. & De Vylder, F., 1986. "Ordering of risks and ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 5(1), pages 35-39, January. [Downloadable!] (restricted)

66. Kaas, R. & Goovaerts, M. J., 1986. "General bounds on ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 5(2), pages 164-167, April. [Downloadable!] (restricted)

67. Kaas, R. & Goovaerts, M. J., 1986. "Best bounds for positive distributions with fixed moments," Insurance: Mathematics and Economics, Elsevier, vol. 5(1), pages 87-92, January. [Downloadable!] (restricted)

68. Jansen, K. & Haezendonck, J. & Goovaerts, M. J., 1986. "Upper bounds on stop-loss premiums in case of known moments up to the fourth order," Insurance: Mathematics and Economics, Elsevier, vol. 5(4), pages 315-334, October. [Downloadable!] (restricted)

69. Kaas, R. & Goovaerts, M. J., 1986. "Extremal values of stop-loss premiums under moment constraints," Insurance: Mathematics and Economics, Elsevier, vol. 5(4), pages 279-283, October. [Downloadable!] (restricted)

70. Goovaerts, M. J. & Kaas, R., 1985. "Application of the problem of moments to derive bounds on integrals with integral constraints," Insurance: Mathematics and Economics, Elsevier, vol. 4(2), pages 99-111, April. [Downloadable!] (restricted)

71. Runnenburg, J. Th. & Goovaerts, M. J., 1985. "Bounds on compound distributions and stop-loss premiums," Insurance: Mathematics and Economics, Elsevier, vol. 4(4), pages 287-293, October. [Downloadable!] (restricted)

72. De Vylder, F. & Goovaerts, M., 1985. "Semilinear credibility with several approximating functions," Insurance: Mathematics and Economics, Elsevier, vol. 4(3), pages 155-162, July. [Downloadable!] (restricted)

73. De Bondt, Raymond R. & Goovaerts, Marc J., 1984. "The effectiveness of temporary marginal cost subsidies," International Journal of Industrial Organization, Elsevier, vol. 2(3), pages 235-249, September. [Downloadable!] (restricted)

74. De Vylder, F. & Goovaerts, M., 1984. "Bounds for classical ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 3(2), pages 121-131, April. [Downloadable!] (restricted)

75. de Vylder, F. & Goovaerts, M., 1984. "The structure of the distribution of a couple of observable random variables in credibility theory," Insurance: Mathematics and Economics, Elsevier, vol. 3(3), pages 179-188, July. [Downloadable!] (restricted)

76. Goovaerts, M. & de Vylder, F., 1984. "A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions," Insurance: Mathematics and Economics, Elsevier, vol. 3(3), pages 201-204, July. [Downloadable!] (restricted)

77. de Pril, Nelson & Goovaerts, Marc, 1983. "Bounds for the optimal critical claim size of a bonus system," Insurance: Mathematics and Economics, Elsevier, vol. 2(1), pages 27-32, January. [Downloadable!] (restricted)

78. Goovaerts, M. J. & De Vylder, F., 1983. "Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions," Journal of Econometrics, Elsevier, vol. 23(1), pages 77-90, September. [Downloadable!] (restricted)

79. de Vylder, F. & Goovaerts, M., 1983. "Best bounds on the stop loss premium in case of known range, expectation, variance and mode of the risk," Insurance: Mathematics and Economics, Elsevier, vol. 2(4), pages 241-249, October. [Downloadable!] (restricted)

80. De Vylder, F. & Goovaerts, M., 1983. "Maximization of the variance of a stop-loss reinsured risk," Insurance: Mathematics and Economics, Elsevier, vol. 2(2), pages 75-80, April. [Downloadable!] (restricted)

81. Haezendonck, J. & Goovaerts, M., 1982. "A new premium calculation principle based on Orlicz norms," Insurance: Mathematics and Economics, Elsevier, vol. 1(1), pages 41-53, January. [Downloadable!] (restricted)

82. De Vylder, F. & Goovaerts, M. J., 1982. "Analytical best upper bounds on stop-loss premiums," Insurance: Mathematics and Economics, Elsevier, vol. 1(3), pages 163-175, July. [Downloadable!] (restricted)

83. Goovaerts, M. J. & De Vylder, F. & Haezendonck, J., 1982. "Ordering of risks: a review," Insurance: Mathematics and Economics, Elsevier, vol. 1(2), pages 131-161, April. [Downloadable!] (restricted)

84. Goovaerts, M. J. & Haezendonck, J. & De Vylder, F., 1982. "Numerical best bounds on stop-loss preminus," Insurance: Mathematics and Economics, Elsevier, vol. 1(4), pages 287-302, October. [Downloadable!] (restricted)

1. Insurance: Mathematics and Economics, Elsevier.

1. NEP-DEV: Development (1) 2004-03-22 Author is listed
2. NEP-FIN: Finance (2) 2004-03-22 2005-01-02 Author is listed

This page was last updated on 2009-11-19.