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Publications

by alumni of

KU Leuven → Sub-Faculteit Economische en Bedrijfswetenschappen

University of Leuven → Sub-Faculty of Economics and Business

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books |

Working papers

2012

  1. Michael Bashshur & Gert Cornelissen & Marc Le Menestrel & Julian Rode, 2012, "Rules or consequences? The role of ethical mindsets in moral dynamics," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1299, Jan.

2011

  1. Irina Cojuharenco & Gert Cornelissen & Natalia Karelaia, 2011, "One person in the battlefield is not a warrior: Self-construal, perceived ability to make a difference, and socially responsible behavior," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1292, Oct.

2007

  1. Gert Cornelissen & Siegfried Dewitte & Luk Warlop, 2007, "Social value orientation as a moral intuition: Decision-making in the dictator game," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1028, Apr.

2004

  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, Tinbergen Institute, number 04-030/4, Mar.

2002

  1. GOOVAERTS, Marc & DE SCHEPPER, Ann & DECAMPS, Marc, 2002, "Transition probabilities for diffusion equations by means of path integrals," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2002026, Aug.

2001

  1. DE SCHEPPER, Ann & GOOVAERTS, Marc & DHAENE, Jan & KAAS, Rob & VYNCKE, David, 2001, "Bounds for present value functions with stochastic interest rates and stochastic volatility," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2001037, Dec.

1988

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

1985

  1. Kaas, R & Goovaerts, M, 1985, "Bounds On Distribution Functions Under Integral Constraints," University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business, number 293091, Apr, DOI: 10.22004/ag.econ.293091.
  2. Goovaerts, M & Vandebroeck, M & Kaas, R, 1985, "Ordering Of Risks And Weighted Compound Distributions," University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business, number 293093, Apr, DOI: 10.22004/ag.econ.293093.
  3. Kaas, R & Goovaerts, M, 1985, "General Bounds On Ruin Probabilities," University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business, number 293102, Nov, DOI: 10.22004/ag.econ.293102.

Undated

  1. DECAMPS, Marc & DE SCHEPPER, Ann & GOOVAERTS, Marc, undated, "Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2003027.
  2. Kaas, R & Goovaerts, M, undated, "Computing Moments Of Compound Distributions," University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business, number 293076, DOI: 10.22004/ag.econ.293076.
  3. Kaas, R & Goovaerts, M, undated, "Necessary and sufficient conditions for stochastic dominance," University of Amsterdam, Actuarial Science and Econometrics Archive, University of Amsterdam, Faculty of Economics and Business, number 293089, DOI: 10.22004/ag.econ.293089.
  4. GOOVAERTS, Marc & DE SCHEPPER, Ann & HUA, Yong, undated, "Copulas and the distribution of cash flows with mixed signs," Working Papers, University of Antwerp, Faculty of Business and Economics, number 2003009.

Journal articles

2012

  1. Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc, 2012, "Comonotonic approximations for the probability of lifetime ruin," Journal of Pension Economics and Finance, Cambridge University Press, volume 11, issue 2, pages 285-309, April.
  2. Goovaerts, Marc & Linders, Daniël & Van Weert, Koen & Tank, Fatih, 2012, "On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 1, pages 10-18, DOI: 10.1016/j.insmatheco.2012.02.012.
  3. Dhaene, Jan & Goovaerts, Marc & Vanmaele, Michèle & Van Weert, Koen, 2012, "Convex order approximations in the case of cash flows of mixed signs," Insurance: Mathematics and Economics, Elsevier, volume 51, issue 2, pages 249-256, DOI: 10.1016/j.insmatheco.2012.04.003.

2011

  1. Shang, Zhaoning & Goovaerts, Marc & Dhaene, Jan, 2011, "A recursive approach to mortality-linked derivative pricing," Insurance: Mathematics and Economics, Elsevier, volume 49, issue 2, pages 240-248, September.
  2. Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A., 2011, "Worst case risk measurement: Back to the future?," Insurance: Mathematics and Economics, Elsevier, volume 49, issue 3, pages 380-392, DOI: 10.1016/j.insmatheco.2011.06.001.

2010

  1. Decamps, Marc & De Schepper, Ann, 2010, "Edgeworth expansions of stochastic trading time," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 389, issue 16, pages 3179-3192, DOI: 10.1016/j.physa.2010.04.014.
  2. Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc, 2010, "Optimal portfolio selection for general provisioning and terminal wealth problems," Insurance: Mathematics and Economics, Elsevier, volume 47, issue 1, pages 90-97, August.
  3. Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A., 2010, "A note on additive risk measures in rank-dependent utility," Insurance: Mathematics and Economics, Elsevier, volume 47, issue 2, pages 187-189, October.
  4. Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A., 2010, "Decision principles derived from risk measures," Insurance: Mathematics and Economics, Elsevier, volume 47, issue 3, pages 294-302, December.

2009

  1. Decamps, Marc & De Schepper, Ann & Goovaerts, Marc, 2009, "Spectral decomposition of optimal asset-liability management," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 3, pages 710-724, March.
  2. Genest, Christian & Gerber, Hans U. & Goovaerts, Marc J. & Laeven, Roger J.A., 2009, "Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance," Insurance: Mathematics and Economics, Elsevier, volume 44, issue 2, pages 143-145, April.
  3. Kaas, Rob & Loos, Jeroen & Gerber, Hans & Goovaerts, Marc & Shiu, Elias, 2009, "Editorial," Insurance: Mathematics and Economics, Elsevier, volume 44, issue 2, pages 261-263, April.
  4. Goovaerts, Marc & Kaas, Rob & Shiu, Elias, 2009, "Editorial," Insurance: Mathematics and Economics, Elsevier, volume 44, issue 2, pages 267-267, April.

2008

  1. 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, volume 75, issue 2, pages 365-386, June, DOI: 10.1111/j.1539-6975.2008.00264.x.
  2. Goovaerts, Marc J. & Laeven, Roger J.A., 2008, "Actuarial risk measures for financial derivative pricing," Insurance: Mathematics and Economics, Elsevier, volume 42, issue 2, pages 540-547, April.

2007

  1. J. Dhaene & S. Vanduffel & M. Goovaerts, 2007, "Comonotonicity," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 2, pages 265-278.

2006

  1. Decamps, Marc & De Schepper, Ann & Goovaerts, Marc, 2006, "A path integral approach to asset-liability management," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 363, issue 2, pages 404-416, DOI: 10.1016/j.physa.2005.08.059.
  2. 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., volume 9, issue 07, pages 1093-1122, DOI: 10.1142/S0219024906003937.
  3. Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger, 2006, "Risk measurement with equivalent utility principles," Statistics & Risk Modeling, De Gruyter, volume 24, issue 1, pages 1-25, July, DOI: 10.1524/stnd.2006.24.1.1.

2005

  1. M. Decamps & M. Goovaerts & A. De Schepper, 2005, "Pricing Exotic Options under Local Volatility," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 1, pages 49-68.
  2. 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, volume 72, issue 2, pages 253-300, June, DOI: 10.1111/j.1539-6975.2005.00123.x.
  3. Vanduffel, Steven & Dhaene, Jan & Goovaerts, Marc, 2005, "On the evaluation of ‘saving-consumption’ plans," Journal of Pension Economics and Finance, Cambridge University Press, volume 4, issue 1, pages 17-30, March.
  4. 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, volume 37, issue 2, pages 154-172, October.
  5. Hoedemakers, Tom & Darkiewicz, Grzegorz & Goovaerts, Marc, 2005, "Approximations for life annuity contracts in a stochastic financial environment," Insurance: Mathematics and Economics, Elsevier, volume 37, issue 2, pages 239-269, October.
  6. J. Beirlant & G. Claeskens & C. Croux & H. Degryse & H. Dewachter & G. Dhaene & J. Dhaene & I. Gijbels & M. Goovaerts & M. Hubert & F. Roodhooft & W. Schouten & M. Willekens, 2005, "Managing Uncertainty: Financial, Actuarial and Statistical Modeling," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 1, pages 23-48.
  7. M. Goovaerts & A. De Schepper & Y. Hua & G. Darkiewicz & D: Vyncke, 2005, "On the Use of Copulas for Calculating the Present Value of a General Cash Flow," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 1, pages 69-94.
  8. D. Vyncke & M. Goovaerts & J. Dhaene & S. Vanduffel, 2005, "Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 1, pages 103-114.
  9. Marc Goovaerts & Rob Kaas & Roger Laeven & Qihe Tang & Raluca Vernic, 2005, "The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2005, issue 6, pages 446-461, DOI: 10.1080/03461230500361943.
  10. Marc Goovaerts & Eddy Van den Borre & Roger Laeven, 2005, "Managing Economic and Virtual Economic Capital Within Financial Conglomerates," North American Actuarial Journal, Taylor & Francis Journals, volume 9, issue 3, pages 77-89, DOI: 10.1080/10920277.2005.10596212.

2004

  1. Decamps, Marc & De Schepper, Ann & Goovaerts, Marc, 2004, "Applications of δ-function perturbation to the pricing of derivative securities," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 342, issue 3, pages 677-692, DOI: 10.1016/j.physa.2004.05.035.
  2. Goovaerts, Marc J. & Kaas, Rob & Dhaene, Jan & Tang, Qihe, 2004, "Some new classes of consistent risk measures," Insurance: Mathematics and Economics, Elsevier, volume 34, issue 3, pages 505-516, June.
  3. Gerber, Hans U. & Goovaerts, Marc & Kaas, Rob & Shiu, Elias S. W., 2004, "Editorial," Insurance: Mathematics and Economics, Elsevier, volume 35, issue 1, pages 1-1, August.
  4. Laeven, Roger J. A. & Goovaerts, Marc J., 2004, "An optimization approach to the dynamic allocation of economic capital," Insurance: Mathematics and Economics, Elsevier, volume 35, issue 2, pages 299-319, October.
  5. 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, volume 35, issue 3, pages 581-594, December.
  6. Tom Hoedemakers & Marc Goovaerts, 2004, "“Risk and Discounted Loss Reserves,” Greg Taylor, January 2004," North American Actuarial Journal, Taylor & Francis Journals, volume 8, issue 4, pages 146-149, DOI: 10.1080/10920277.2004.10596176.

2003

  1. D. Smeesters & L. Warlop & G. Cornelissen & P. Vanden Abeele, 2003, "Consumer Motivation to Recycle When Recycling is Mandatory. Two Exploratory Studies," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 3, pages 451-468.
  2. 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, volume 70, issue 3, pages 563-575, September, DOI: 10.1111/1539-6975.t01-1-00065.
  3. Goovaerts, Marc J. & Kaas, Rob & Dhaene, Jan & Tang, Qihe, 2003, "A Unified Approach to Generate Risk Measures," ASTIN Bulletin, Cambridge University Press, volume 33, issue 2, pages 173-191, November.
  4. Hoedemakers, Tom & Beirlant, Jan & Goovaerts, Marc J. & Dhaene, Jan, 2003, "Confidence bounds for discounted loss reserves," Insurance: Mathematics and Economics, Elsevier, volume 33, issue 2, pages 297-316, October.
  5. Vanduffel, S. & Dhaene, J. & Goovaerts, M. & Kaas, R., 2003, "The hurdle-race problem," Insurance: Mathematics and Economics, Elsevier, volume 33, issue 2, pages 405-413, October.
  6. Jan Dhaene & Mark Goovaerts & Rob Kaas, 2003, "Economic Capital Allocation Derived from Risk Measures," North American Actuarial Journal, Taylor & Francis Journals, volume 7, issue 2, pages 44-56, DOI: 10.1080/10920277.2003.10596084.
  7. Marc Decamps & Marc Goovaerts, 2003, "“Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends”, Hans U. Gerber and Elias S. W. Shiu, January 2003," North American Actuarial Journal, Taylor & Francis Journals, volume 7, issue 3, pages 54-55, DOI: 10.1080/10920277.2003.10596101.
  8. Marc Goovaerts & Ann De Schepper & David Vyncke & Jan Dhaene & Rob Kaas, 2003, "Stable Laws and the Present Value of Fixed Cash Flows," North American Actuarial Journal, Taylor & Francis Journals, volume 7, issue 4, pages 32-43, DOI: 10.1080/10920277.2003.10596116.
  9. Marc Decamps & Marc Goovaerts, 2003, "“Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003," North American Actuarial Journal, Taylor & Francis Journals, volume 7, issue 4, pages 94-95, DOI: 10.1080/10920277.2003.10596120.

2002

  1. M. J. Goovaerts & R. Kaas, 2002, "Some problems in actuarial finance involving sums of dependent risks," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 56, issue 3, pages 253-269, August, DOI: 10.1111/1467-9574.03600.
  2. Kaas, R. & Dhaene, J. & Vyncke, D. & Goovaerts, M.J. & Denuit, M., 2002, "A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum," ASTIN Bulletin, Cambridge University Press, volume 32, issue 1, pages 71-80, May.
  3. 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, volume 31, issue 1, pages 3-33, August.
  4. 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, volume 31, issue 1, pages 87-103, August.
  5. 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, volume 31, issue 2, pages 133-161, October.

2001

  1. M. Goovaerts, 2001, "Actuarieel onderzoek en opleiding aan de KULeuven," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 4, pages 483-490.
  2. M. Goovaerts & J. Dhaene & E. Vanden Borre, 2001, "Some Remarks on IBNR Evaluation Techniques," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 4, pages 525-532.
  3. J. DHaene & M. Goovaerts & S. Vanduffel & D. Vyncke, 2001, "How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 4, pages 533-544.
  4. J. DHaene & M. Goovaerts & R. Kaas, 2001, "Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 4, pages 545-562.
  5. D. Vyncke & M. Goovaerts & J. Dhaene, 2001, "Convex upper and lower bounds for present value functions," Applied Stochastic Models in Business and Industry, John Wiley & Sons, volume 17, issue 2, pages 149-164, April, DOI: 10.1002/asmb.437.

2000

  1. 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, volume 26, issue 2-3, pages 175-183, May.
  2. De Vylder, F. & Goovaerts, M., 2000, "Homogeneous risk models with equalized claim amounts," Insurance: Mathematics and Economics, Elsevier, volume 26, issue 2-3, pages 223-238, May.
  3. Kaas, Rob & Dhaene, Jan & Goovaerts, Marc J., 2000, "Upper and lower bounds for sums of random variables," Insurance: Mathematics and Economics, Elsevier, volume 27, issue 2, pages 151-168, October.
  4. Jan Dhaene & Marc Goovaerts & Rob Kaas, 2000, "“Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000," North American Actuarial Journal, Taylor & Francis Journals, volume 4, issue 4, pages 124-126, DOI: 10.1080/10920277.2000.10595941.

1999

  1. De Vylder, F. & Goovaerts, M., 1999, "Solvency margins and equalization reserves," Insurance: Mathematics and Economics, Elsevier, volume 24, issue 1-2, pages 103-115, March.
  2. 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, volume 24, issue 1-2, pages 83-94, March.
  3. 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, volume 24, issue 3, pages 155-172, May.
  4. De Vylder, F. E. & Goovaerts, M. J., 1999, "Inequality extensions of Prabhu's formula in ruin theory," Insurance: Mathematics and Economics, Elsevier, volume 24, issue 3, pages 249-271, May.
  5. Goovaerts, M. J. & Dhaene, J., 1999, "Supermodular ordering and stochastic annuities," Insurance: Mathematics and Economics, Elsevier, volume 24, issue 3, pages 281-290, May.
  6. Goovaerts, Marc & Redant, Hendrik, 1999, "On the distribution of IBNR reserves," Insurance: Mathematics and Economics, Elsevier, volume 25, issue 1, pages 1-9, September.
  7. Ann De Schepper & Bart Heijnen & Marc Goovaerts, 1999, "A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 1999, issue 1, pages 1-14, DOI: 10.1080/03461230050131849.

1998

  1. Spreeuw, Jaap & Goovaerts, Marc, 1998, "Prediction of claim numbers based on hazard rates," Insurance: Mathematics and Economics, Elsevier, volume 23, issue 1, pages 59-69, October.
  2. F. De Vylder & Marc Goovaerts, 1998, "“On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998," North American Actuarial Journal, Taylor & Francis Journals, volume 2, issue 1, pages 72-74, DOI: 10.1080/10920277.1998.10595672.
  3. F. De Vylder & Marc Goovaerts, 1998, "“On a Class of Renewal Risk Processes”, David C.M. Dickson, July 1998," North American Actuarial Journal, Taylor & Francis Journals, volume 2, issue 3, pages 68-70, DOI: 10.1080/10920277.1998.10595724.

1997

  1. Kaas, Rob & Dannenburg, Dennis & Goovaerts, Marc, 1997, "Exact Credibility for Weighted Observations," ASTIN Bulletin, Cambridge University Press, volume 27, issue 2, pages 287-295, November.
  2. Dhaene, J. & Goovaerts, M. J., 1997, "On the dependency of risks in the individual life model," Insurance: Mathematics and Economics, Elsevier, volume 19, issue 3, pages 243-253, May.
  3. 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, volume 20, issue 1, pages 35-41, June.
  4. De Vylder, F. & Goovaerts, M. & Marceau, E., 1997, "The solution of Schmitter's simple problem: Numerical illustration," Insurance: Mathematics and Economics, Elsevier, volume 20, issue 1, pages 43-58, June.
  5. De Vylder, F. & Goovaerts, M. & Marceau, E., 1997, "The bi-atomic uniform minimal solution of Schmitter's problem," Insurance: Mathematics and Economics, Elsevier, volume 20, issue 1, pages 59-78, June.
  6. Goovaerts, Marc & De Schepper, Ann, 1997, "IBNR reserves under stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, volume 21, issue 3, pages 225-244, December.
  7. A. De Schepper & M. J. Goovaerts & R. Kaas, 1997, "A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 1997, issue 1, pages 1-10, DOI: 10.1080/03461238.1997.10413974.

1996

  1. Goovaerts, M. J. & Dhaene, J., 1996, "The compound Poisson approximation for a portfolio of dependent risks," Insurance: Mathematics and Economics, Elsevier, volume 18, issue 1, pages 81-85, May.
  2. M. Vanneste & M. Goovaerts & F. De Vylder & R. Kaas, 1996, "A stochastic approach to catastrophic risks," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 1996, issue 2, pages 99-108, DOI: 10.1080/03461238.1996.10413966.

1994

  1. De Schepper, A. & Teunen, M. & Goovaerts, M., 1994, "An analytical inversion of a Laplace transform related to annuities certain," Insurance: Mathematics and Economics, Elsevier, volume 14, issue 1, pages 33-37, April.
  2. Vanneste, M. & Goovaerts, M. J. & Labie, E., 1994, "The distributions of annuities," Insurance: Mathematics and Economics, Elsevier, volume 15, issue 1, pages 37-48, October.
  3. De Vylder, F. & Goovaerts, M. J., 1994, "A note on the solution of practical ruin problems," Insurance: Mathematics and Economics, Elsevier, volume 15, issue 2-3, pages 181-186, December.

1993

  1. 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, volume 12, issue 1, pages 61-61, February.
  2. Goovaerts, M. J. & Kaas, R., 1993, "Editorial: Disability risk in the EC," Insurance: Mathematics and Economics, Elsevier, volume 13, issue 2, pages 99-99, November.

1992

  1. Goovaerts, M. J. & Kaas, R. & De Vylder, F., 1992, "Editorial," Insurance: Mathematics and Economics, Elsevier, volume 10, issue 4, pages 231-231, January.
  2. De Vylder, F. & Goovaerts, M. J., 1992, "Estimation of the heterogeneity parameter in the Buhlmann-Straub credibility theory model," Insurance: Mathematics and Economics, Elsevier, volume 10, issue 4, pages 233-238, January.
  3. 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, volume 10, issue 4, pages 289-302, January.
  4. De Vylder, F. & Goovaerts, M. J., 1992, "Optimal parameter estimation under zero-excess assumptions in a classical model," Insurance: Mathematics and Economics, Elsevier, volume 11, issue 1, pages 1-6, April.
  5. De Vylder, F. & Goovaerts, M. J. & Kaas, R., 1992, "Stochastic processes defined from a Lagrangian," Insurance: Mathematics and Economics, Elsevier, volume 11, issue 1, pages 55-69, April.
  6. 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, volume 11, issue 2, pages 153-161, August.
  7. de Vylder, F. & Goovaerts, M. J. & Kaas, R., 1992, "Editorial," Insurance: Mathematics and Economics, Elsevier, volume 11, issue 2, pages 81-82, August.
  8. Goovaerts, M. J. & De Vylder, F. & Kaas, R., 1992, "A stochastic approach to insurance cycles," Insurance: Mathematics and Economics, Elsevier, volume 11, issue 2, pages 97-107, August.
  9. De Vylder, F. & Goovaerts, M., 1992, "Optimal parameter estimation under zero excess assumptions in the Buhlmann--Straub model," Insurance: Mathematics and Economics, Elsevier, volume 11, issue 3, pages 167-171, October.
  10. De Schepper, A. & De Vylder, F. & Goovaerts, M. & Kaas, R., 1992, "Interest randomness in annuities certain," Insurance: Mathematics and Economics, Elsevier, volume 11, issue 4, pages 271-281, December.
  11. De Schepper, A. & Goovaerts, M., 1992, "Some further results on annuities certain with random interest," Insurance: Mathematics and Economics, Elsevier, volume 11, issue 4, pages 283-290, December.
  12. De Schepper, A. & Goovaerts, M. & Delbaen, F., 1992, "The Laplace transform of annuities certain with exponential time distribution," Insurance: Mathematics and Economics, Elsevier, volume 11, issue 4, pages 291-294, December.

1991

  1. Steenackers, A. & Goovaerts, M. J., 1991, "Bounds on stop-loss premiums and ruin probabilities," Insurance: Mathematics and Economics, Elsevier, volume 10, issue 2, pages 153-159, July.
  2. 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, volume 10, issue 2, pages 93-97, July.
  3. A. Steenackers & M. Goovaerts, 1991, "A review of the numerical calculation of ruin probabilities by means of recursions," Applied Stochastic Models and Data Analysis, John Wiley & Sons, volume 7, issue 1, pages 77-91, March, DOI: 10.1002/asm.3150070108.

1990

  1. Bauwelinckx, T. & Goovaerts, M. J., 1990, "On a multilevel hierarchical credibility algorithm," Insurance: Mathematics and Economics, Elsevier, volume 9, issue 2-3, pages 221-228, September.

1989

  1. Gerber, Hans & Mammitzsch, Volker & Haezendonck, Jean & Goovaerts, Marc, 1989, "Editorial," Insurance: Mathematics and Economics, Elsevier, volume 8, issue 1, pages 1-1, March.
  2. Van Heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J., 1989, "Optimal reinsurance in relation to ordering of risks," Insurance: Mathematics and Economics, Elsevier, volume 8, issue 1, pages 11-17, March.
  3. Kaas, R. & Van Heerwaarden, A. E. & Goovaerts, M. J., 1989, "Combining Panjer's recursion with convolution," Insurance: Mathematics and Economics, Elsevier, volume 8, issue 1, pages 19-21, March.
  4. Goovaerts, M. J. & Bauwelinckx, T. & Stoop, C., 1989, "The practical application of credibility theory," Insurance: Mathematics and Economics, Elsevier, volume 8, issue 1, pages 23-29, March.
  5. Steenackers, A. & Goovaerts, M. J., 1989, "A credit scoring model for personal loans," Insurance: Mathematics and Economics, Elsevier, volume 8, issue 1, pages 31-34, March.
  6. Van Heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J., 1989, "Properties of the Esscher premium calculation principle," Insurance: Mathematics and Economics, Elsevier, volume 8, issue 4, pages 261-267, December.

1988

  1. De Vylder, F. & Goovaerts, M. J., 1988, "Recursive calculation of finite-time ruin probabilities," Insurance: Mathematics and Economics, Elsevier, volume 7, issue 1, pages 1-7, January.

1987

  1. Kaas, R. & Goovaerts, M. J., 1987, "On the use of QUADPACK for the calculation of risk theoretical quantities," Insurance: Mathematics and Economics, Elsevier, volume 6, issue 1, pages 33-42, January.
  2. Goovaerts, M. J. & Taylor, G. C., 1987, "Premium rating under non-exponential utility," Insurance: Mathematics and Economics, Elsevier, volume 6, issue 4, pages 245-257, November.
  3. 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, volume 6, issue 4, pages 289-293, November.

1986

  1. M. J. Goovaerts & M. Vandebroeck & R. Kaas, 1986, "Ordering Of Risks And Weighted Compound Distributions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 40, issue 4, pages 273-282, December, DOI: 10.1111/j.1467-9574.1986.tb01205.x.
  2. Broeckx, F. & Goovaerts, M. & De Vylder, F., 1986, "Ordering of risks and ruin probabilities," Insurance: Mathematics and Economics, Elsevier, volume 5, issue 1, pages 35-39, January.
  3. Kaas, R. & Goovaerts, M. J., 1986, "Best bounds for positive distributions with fixed moments," Insurance: Mathematics and Economics, Elsevier, volume 5, issue 1, pages 87-92, January.
  4. Kaas, R. & Goovaerts, M. J., 1986, "General bounds on ruin probabilities," Insurance: Mathematics and Economics, Elsevier, volume 5, issue 2, pages 164-167, April.
  5. Kaas, R. & Goovaerts, M. J., 1986, "Extremal values of stop-loss premiums under moment constraints," Insurance: Mathematics and Economics, Elsevier, volume 5, issue 4, pages 279-283, October.
  6. 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, volume 5, issue 4, pages 315-334, October.

1985

  1. 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, volume 4, issue 2, pages 99-111, April.
  2. De Vylder, F. & Goovaerts, M., 1985, "Semilinear credibility with several approximating functions," Insurance: Mathematics and Economics, Elsevier, volume 4, issue 3, pages 155-162, July.
  3. Runnenburg, J. Th. & Goovaerts, M. J., 1985, "Bounds on compound distributions and stop-loss premiums," Insurance: Mathematics and Economics, Elsevier, volume 4, issue 4, pages 287-293, October.

1984

  1. De Bondt, Raymond R. & Goovaerts, Marc J., 1984, "The effectiveness of temporary marginal cost subsidies," International Journal of Industrial Organization, Elsevier, volume 2, issue 3, pages 235-249, September.
  2. De Vylder, F. & Goovaerts, M., 1984, "Bounds for classical ruin probabilities," Insurance: Mathematics and Economics, Elsevier, volume 3, issue 2, pages 121-131, April.
  3. 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, volume 3, issue 3, pages 179-188, July.
  4. 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, volume 3, issue 3, pages 201-204, July.

1983

  1. 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, volume 23, issue 1, pages 77-90, September.
  2. de Pril, Nelson & Goovaerts, Marc, 1983, "Bounds for the optimal critical claim size of a bonus system," Insurance: Mathematics and Economics, Elsevier, volume 2, issue 1, pages 27-32, January.
  3. De Vylder, F. & Goovaerts, M., 1983, "Maximization of the variance of a stop-loss reinsured risk," Insurance: Mathematics and Economics, Elsevier, volume 2, issue 2, pages 75-80, April.
  4. 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, volume 2, issue 4, pages 241-249, October.

1982

  1. Haezendonck, J. & Goovaerts, M., 1982, "A new premium calculation principle based on Orlicz norms," Insurance: Mathematics and Economics, Elsevier, volume 1, issue 1, pages 41-53, January.
  2. Goovaerts, M. J. & De Vylder, F. & Haezendonck, J., 1982, "Ordering of risks: a review," Insurance: Mathematics and Economics, Elsevier, volume 1, issue 2, pages 131-161, April.
  3. De Vylder, F. & Goovaerts, M. J., 1982, "Analytical best upper bounds on stop-loss premiums," Insurance: Mathematics and Economics, Elsevier, volume 1, issue 3, pages 163-175, July.
  4. Goovaerts, M. J. & Haezendonck, J. & De Vylder, F., 1982, "Numerical best bounds on stop-loss preminus," Insurance: Mathematics and Economics, Elsevier, volume 1, issue 4, pages 287-302, October.

1978

  1. Goovaerts, M. J. & D'Hooge, L. & De Pril, N., 1978, "On the infinite divisibility of the ratio of two gamma-distributed variables," Stochastic Processes and their Applications, Elsevier, volume 7, issue 3, pages 291-297, August.

Books

2008

  1. Rob Kaas & Marc Goovaerts & Jan Dhaene & Michel Denuit, 2008, "Modern Actuarial Risk Theory," Springer Books, Springer, number 978-3-540-70998-5, edition 2, ISBN: ARRAY(0x6f4a0d68), DOI: 10.1007/978-3-540-70998-5.

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