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Marc Goovaerts

(deceased)

Personal Details

This person is deceased (Date: 18 Feb 2018)
First Name:Marc
Middle Name:J.
Last Name:Goovaerts
Suffix:
RePEc Short-ID:pgo174
Terminal Degree:1971 Sub-Faculteit Economische en Bedrijfswetenschappen; KU Leuven (from RePEc Genealogy)

Research output

as
Jump to: Working papers Articles Books Editorship

Working papers

  1. Kaas, R & Goovaerts, M, 2019. "Necessary and sufficient conditions for stochastic dominance," University of Amsterdam, Actuarial Science and Econometrics Archive 293089, University of Amsterdam, Faculty of Economics and Business.
  2. 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.
  3. GOOVAERTS, Marc & DE SCHEPPER, Ann & DECAMPS, Marc, 2002. "Transition probabilities for diffusion equations by means of path integrals," Working Papers 2002026, University of Antwerp, Faculty of Business and Economics.
  4. 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 2001037, University of Antwerp, Faculty of Business and Economics.
  5. 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.
  6. Kaas, R & Goovaerts, M, 1985. "General Bounds On Ruin Probabilities," University of Amsterdam, Actuarial Science and Econometrics Archive 293102, University of Amsterdam, Faculty of Economics and Business.
  7. Kaas, R & Goovaerts, M, 1985. "Bounds On Distribution Functions Under Integral Constraints," University of Amsterdam, Actuarial Science and Econometrics Archive 293091, University of Amsterdam, Faculty of Economics and Business.
  8. Goovaerts, M & Vandebroeck, M & Kaas, R, 1985. "Ordering Of Risks And Weighted Compound Distributions," University of Amsterdam, Actuarial Science and Econometrics Archive 293093, University of Amsterdam, Faculty of Economics and Business.
  9. Kaas, R & Goovaerts, M, 1984. "Computing Moments Of Compound Distributions," University of Amsterdam, Actuarial Science and Econometrics Archive 293076, University of Amsterdam, Faculty of Economics and Business.
  10. 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 2003027, University of Antwerp, Faculty of Business and Economics.
  11. GOOVAERTS, Marc & DE SCHEPPER, Ann & HUA, Yong, "undated". "Copulas and the distribution of cash flows with mixed signs," Working Papers 2003009, University of Antwerp, Faculty of Business and Economics.

Articles

  1. 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, vol. 51(2), pages 249-256.
  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, vol. 51(1), pages 10-18.
  3. 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, vol. 11(2), pages 285-309, April.
  4. Shang, Zhaoning & Goovaerts, Marc & Dhaene, Jan, 2011. "A recursive approach to mortality-linked derivative pricing," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 240-248, September.
  5. Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A., 2011. "Worst case risk measurement: Back to the future?," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 380-392.
  6. Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc, 2010. "Optimal portfolio selection for general provisioning and terminal wealth problems," Insurance: Mathematics and Economics, Elsevier, vol. 47(1), pages 90-97, August.
  7. Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A., 2010. "Decision principles derived from risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 294-302, December.
  8. 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, vol. 47(2), pages 187-189, October.
  9. Goovaerts, Marc & Kaas, Rob & Shiu, Elias, 2009. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 267-267, April.
  10. Kaas, Rob & Loos, Jeroen & Gerber, Hans & Goovaerts, Marc & Shiu, Elias, 2009. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 261-263, April.
  11. 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.
  12. 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, vol. 44(2), pages 143-145, April.
  13. 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, June.
  14. 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.
  15. 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, vol. 0(2), pages 265-278.
  16. 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.
  17. Decamps, Marc & De Schepper, Ann & Goovaerts, Marc, 2006. "A path integral approach to asset-liability management," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 363(2), pages 404-416.
  18. Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger, 2006. "Risk measurement with equivalent utility principles," Statistics & Risk Modeling, De Gruyter, vol. 24(1), pages 1-25, July.
  19. 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, June.
  20. 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.
  21. Vanduffel, Steven & Dhaene, Jan & Goovaerts, Marc, 2005. "On the evaluation of ‘saving-consumption’ plans," Journal of Pension Economics and Finance, Cambridge University Press, vol. 4(1), pages 17-30, March.
  22. 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, vol. 0(1), pages 69-94.
  23. 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, vol. 0(1), pages 103-114.
  24. 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, vol. 2005(6), pages 446-461.
  25. 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, vol. 0(1), pages 49-68.
  26. 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.
  27. 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, vol. 0(1), pages 23-48.
  28. 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, vol. 9(3), pages 77-89.
  29. Tom Hoedemakers & Marc Goovaerts, 2004. "“Risk and Discounted Loss Reserves,” Greg Taylor, January 2004," North American Actuarial Journal, Taylor & Francis Journals, vol. 8(4), pages 146-149.
  30. 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, vol. 342(3), pages 677-692.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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, September.
  36. 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, vol. 7(3), pages 54-55.
  37. 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.
  38. 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, vol. 7(4), pages 32-43.
  39. Goovaerts, Marc J. & Kaas, Rob & Dhaene, Jan & Tang, Qihe, 2003. "A Unified Approach to Generate Risk Measures," ASTIN Bulletin, Cambridge University Press, vol. 33(2), pages 173-191, November.
  40. 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, vol. 7(4), pages 94-95.
  41. 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.
  42. Jan Dhaene & Mark Goovaerts & Rob Kaas, 2003. "Economic Capital Allocation Derived from Risk Measures," North American Actuarial Journal, Taylor & Francis Journals, vol. 7(2), pages 44-56.
  43. 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, vol. 32(1), pages 71-80, May.
  44. 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.
  45. 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, vol. 56(3), pages 253-269, August.
  46. 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.
  47. 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.
  48. 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, vol. 0(4), pages 483-490.
  49. 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, vol. 17(2), pages 149-164, April.
  50. 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, vol. 0(4), pages 545-562.
  51. 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, vol. 0(4), pages 525-532.
  52. 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, vol. 0(4), pages 533-544.
  53. 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.
  54. 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, vol. 4(4), pages 124-126.
  55. 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.
  56. 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.
  57. 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.
  58. Goovaerts, M. J. & Dhaene, J., 1999. "Supermodular ordering and stochastic annuities," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 281-290, May.
  59. Goovaerts, Marc & Redant, Hendrik, 1999. "On the distribution of IBNR reserves," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 1-9, September.
  60. 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, vol. 1999(1), pages 1-14.
  61. 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.
  62. 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.
  63. De Vylder, F. & Goovaerts, M., 1999. "Solvency margins and equalization reserves," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 103-115, March.
  64. 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.
  65. 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, vol. 2(1), pages 72-74.
  66. 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, vol. 2(3), pages 68-70.
  67. Goovaerts, Marc & De Schepper, Ann, 1997. "IBNR reserves under stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 21(3), pages 225-244, December.
  68. 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.
  69. Kaas, Rob & Dannenburg, Dennis & Goovaerts, Marc, 1997. "Exact Credibility for Weighted Observations," ASTIN Bulletin, Cambridge University Press, vol. 27(2), pages 287-295, November.
  70. 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, vol. 1997(1), pages 1-10.
  71. 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.
  72. 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.
  73. 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.
  74. Dhaene, Jan & Goovaerts, Marc J., 1996. "Dependency of Risks and Stop-Loss Order1," ASTIN Bulletin, Cambridge University Press, vol. 26(2), pages 201-212, November.
  75. M. Vanneste & M. Goovaerts & F. De Vylder & R. Kaas, 1996. "A stochastic approach to catastrophic risks," Scandinavian Actuarial Journal, Taylor & Francis Journals, vol. 1996(2), pages 99-108.
  76. 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.
  77. 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.
  78. 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.
  79. Vanneste, M. & Goovaerts, M. J. & Labie, E., 1994. "The distributions of annuities," Insurance: Mathematics and Economics, Elsevier, vol. 15(1), pages 37-48, October.
  80. Goovaerts, M. J. & Kaas, R., 1993. "Editorial: Disability risk in the EC," Insurance: Mathematics and Economics, Elsevier, vol. 13(2), pages 99-99, November.
  81. 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.
  82. 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.
  83. 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.
  84. 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.
  85. 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.
  86. 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.
  87. de Vylder, F. & Goovaerts, M. J. & Kaas, R., 1992. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 11(2), pages 81-82, August.
  88. 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.
  89. 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.
  90. 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.
  91. 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.
  92. 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.
  93. Kaas, R. & Vanneste, M. & Goovaerts, M.J., 1992. "Maximizing Compound Poisson Stop-Loss Premiums Numerically with Given Mean and Variance," ASTIN Bulletin, Cambridge University Press, vol. 22(2), pages 225-233, November.
  94. Goovaerts, M. J. & Kaas, R. & De Vylder, F., 1992. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 10(4), pages 231-231, January.
  95. Brockett, P. & Goovaerts, M. & Taylor, G., 1991. "The Schmitter Problem," ASTIN Bulletin, Cambridge University Press, vol. 21(1), pages 129-132, April.
  96. Goovaerts, M. J. & Kaas, R., 1991. "Evaluating Compound Generalized Poisson Distributions Recursively," ASTIN Bulletin, Cambridge University Press, vol. 21(2), pages 193-198, November.
  97. 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, vol. 7(1), pages 77-91, March.
  98. 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.
  99. 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.
  100. 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.
  101. 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.
  102. 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.
  103. 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.
  104. Gerber, Hans & Mammitzsch, Volker & Haezendonck, Jean & Goovaerts, Marc, 1989. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 1-1, March.
  105. 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.
  106. 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.
  107. Kaas, R. & van Heerwaarden, A. E. & Goovaerts, M. J., 1988. "On Stop-Loss Premiums for the Individual Model," ASTIN Bulletin, Cambridge University Press, vol. 18(1), pages 91-97, April.
  108. Kaas, R. & van Heerwaarden, A. E. & Goovaerts, M. J., 1988. "Between Individual and Collective Model for the Total Claims," ASTIN Bulletin, Cambridge University Press, vol. 18(2), pages 169-174, November.
  109. 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.
  110. 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.
  111. 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.
  112. 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.
  113. Gerber, Hans U. & Goovaerts, Marc J. & Kaas, Rob, 1987. "On the Probability and Severity of Ruin," ASTIN Bulletin, Cambridge University Press, vol. 17(2), pages 151-163, November.
  114. Kaas, R. & Goovaerts, M. J., 1986. "General bounds on ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 5(2), pages 164-167, April.
  115. 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.
  116. M. J. Goovaerts & M. Vandebroeck & R. Kaas, 1986. "Ordering Of Risks And Weighted Compound Distributions," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 40(4), pages 273-282, December.
  117. 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.
  118. 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.
  119. 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.
  120. Kaas, R. & Goovaerts, M. J., 1986. "Bounds on Stop-Loss Premiums for Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 16(1), pages 13-17, April.
  121. 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.
  122. 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.
  123. De Vylder, F. & Goovaerts, M., 1985. "Semilinear credibility with several approximating functions," Insurance: Mathematics and Economics, Elsevier, vol. 4(3), pages 155-162, July.
  124. Goovaerts, M., 1985. "R. E. Beard, T. Pentikäinen and E. Pesonen (1984). Risk Theory (3rd edition). Chapman & Hall Ltd., London, xvii + 408 pages, £11.95 paperback/£24.50 hardbound," ASTIN Bulletin, Cambridge University Press, vol. 15(1), pages 69-70, April.
  125. 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.
  126. De Vylder, F. & Goovaerts, M., 1984. "Bounds for classical ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 3(2), pages 121-131, April.
  127. 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.
  128. Goovaerts, Marc & de Vylder, Florian, 1984. "A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities," ASTIN Bulletin, Cambridge University Press, vol. 14(1), pages 53-59, April.
  129. 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.
  130. 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.
  131. 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.
  132. 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.
  133. 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.
  134. 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.
  135. 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.
  136. De Vylder, F. & Goovaerts, M. & De Pril, N., 1982. "Bounds on Modified Stop-Loss Premiums in Case of Known Mean and Variance of the Risk Variable," ASTIN Bulletin, Cambridge University Press, vol. 13(1), pages 23-36, June.
  137. 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.
  138. 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.
  139. Goovaerts, M. J., 1981. "On Ordering and Danger of Claim Frequency Distributions," ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 72-76, June.
  140. Goovaerts, M. J. & de Vylder, F. & Mertens, F. & Hardy, R., 1980. "An Extension of an Invariance Property of the Swiss Premium Calculation Principle," ASTIN Bulletin, Cambridge University Press, vol. 11(2), pages 145-153, December.
  141. Goovaerts, Marc J. & de Pril, Nelson, 1980. "Survival Probabilities Based on Pareto Claim Distributions: Comment," ASTIN Bulletin, Cambridge University Press, vol. 11(2), pages 154-157, December.
  142. Covens, F. & Van Wouwe, M. & Goovaerts, M., 1979. "On the Numerical Evaluation of Stop-Loss Premiums," ASTIN Bulletin, Cambridge University Press, vol. 10(3), pages 318-324, December.
  143. Goovaerts, M. J. & Vylder, F. De, 1979. "A Note on Iterative Premium Calculation Principles," ASTIN Bulletin, Cambridge University Press, vol. 10(3), pages 325-329, December.
  144. 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, vol. 7(3), pages 291-297, August.
  145. D'Hooge, L. & Goovaerts, M. J., 1975. "Bayesian Inference in Credibility Theory," ASTIN Bulletin, Cambridge University Press, vol. 8(2), pages 164-174, September.

Books

  1. Rob Kaas & Marc Goovaerts & Jan Dhaene & Michel Denuit, 2008. "Modern Actuarial Risk Theory," Springer Books, Springer, edition 2, number 978-3-540-70998-5, April.

Editorship

  1. Insurance: Mathematics and Economics, Elsevier.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DEV: Development (1) 2004-03-22
  2. NEP-MIC: Microeconomics (1) 2019-09-30
  3. NEP-UPT: Utility Models & Prospect Theory (1) 2019-09-30

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