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Marc Goovaerts

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First Name:Marc
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Last Name:Goovaerts
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RePEc Short-ID:pgo174
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Location: Leuven, Belgium
Homepage: http://www.econ.kuleuven.ac.be/
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Postal: Naamsestraat 69, 3000 Leuven
Handle: RePEc:edi:fekulbe (more details at EDIRC)
Location: Amsterdam, Netherlands
Homepage: http://www.tinbergen.nl/
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Phone: +31 (0)20 525 1600
Fax: +31 (0)20 551 3555
Postal: Gustav Mahlerplein 117, 1082 MS Amsterdam
Handle: RePEc:edi:tinbenl (more details at EDIRC)
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  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.
  2. 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 Applied Economics.
  3. 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 Applied Economics.
  4. 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.
  5. GOOVAERTS, Marc & DE SCHEPPER, Ann & HUA, Yong, . "Copulas and the distribution of cash flows with mixed signs," Working Papers 2003009, University of Antwerp, Faculty of Applied Economics.
  6. DECAMPS, Marc & DE SCHEPPER, Ann & GOOVAERTS, Marc, . "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.
  1. 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.
  2. 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(02), pages 285-309, April.
  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, vol. 51(2), pages 249-256.
  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., 2010. "Decision principles derived from risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 47(3), pages 294-302, December.
  6. 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.
  7. 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.
  8. 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.
  9. Goovaerts, Marc & Kaas, Rob & Shiu, Elias, 2009. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 267-267, April.
  10. 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.
  11. Kaas, Rob & Loos, Jeroen & Gerber, Hans & Goovaerts, Marc & Shiu, Elias, 2009. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 261-263, April.
  12. 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.
  13. 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.
  14. J. Dhaene & S. Vanduffel & M. Goovaerts, 2007. "Comonotonicity," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(2), pages 265-278.
  15. 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.
  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. Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger, 2006. "Risk measurement with equivalent utility principles," Statistics & Risk Modeling, De Gruyter, vol. 24(1/2006), pages 25, July.
  18. 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 Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(1), pages 23-48.
  19. 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 Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(1), pages 69-94.
  20. 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.
  21. 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.
  22. M. Decamps & M. Goovaerts & A. De Schepper, 2005. "Pricing Exotic Options under Local Volatility," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(1), pages 49-68.
  23. 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.
  24. 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.
  25. D. Vyncke & M. Goovaerts & J. Dhaene & S. Vanduffel, 2005. "Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(1), pages 103-114.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. 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.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. 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.
  37. M. Goovaerts, 2001. "Actuarieel onderzoek en opleiding aan de KULeuven," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(4), pages 483-490.
  38. M. Goovaerts & J. Dhaene & E. Vanden Borre, 2001. "Some Remarks on IBNR Evaluation Techniques," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(4), pages 525-532.
  39. 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 Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(4), pages 533-544.
  40. J. DHaene & M. Goovaerts & R. Kaas, 2001. "Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation," Review of Business and Economics, Katholieke Universiteit Leuven, Faculteit Economie en Bedrijfswetenschappen, vol. 0(4), pages 545-562.
  41. 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.
  42. 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.
  43. 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.
  44. De Vylder, F. & Goovaerts, M., 1999. "Solvency margins and equalization reserves," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 103-115, March.
  45. 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.
  46. Goovaerts, Marc & Redant, Hendrik, 1999. "On the distribution of IBNR reserves," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 1-9, September.
  47. Goovaerts, M. J. & Dhaene, J., 1999. "Supermodular ordering and stochastic annuities," Insurance: Mathematics and Economics, Elsevier, vol. 24(3), pages 281-290, May.
  48. 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.
  49. 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.
  50. 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.
  51. 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.
  52. 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.
  53. 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.
  54. Goovaerts, Marc & De Schepper, Ann, 1997. "IBNR reserves under stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 21(3), pages 225-244, December.
  55. 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.
  56. 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.
  57. 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.
  58. Vanneste, M. & Goovaerts, M. J. & Labie, E., 1994. "The distributions of annuities," Insurance: Mathematics and Economics, Elsevier, vol. 15(1), pages 37-48, October.
  59. 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.
  60. 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.
  61. Goovaerts, M. J. & Kaas, R., 1993. "Editorial: Disability risk in the EC," Insurance: Mathematics and Economics, Elsevier, vol. 13(2), pages 99-99, November.
  62. 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.
  63. 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.
  64. Goovaerts, M. J. & Kaas, R. & De Vylder, F., 1992. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 10(4), pages 231-231, January.
  65. 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.
  66. 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.
  67. 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.
  68. 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.
  69. 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.
  70. 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.
  71. de Vylder, F. & Goovaerts, M. J. & Kaas, R., 1992. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 11(2), pages 81-82, August.
  72. 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.
  73. 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.
  74. 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.
  75. 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.
  76. 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.
  77. 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.
  78. 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.
  79. Gerber, Hans & Mammitzsch, Volker & Haezendonck, Jean & Goovaerts, Marc, 1989. "Editorial," Insurance: Mathematics and Economics, Elsevier, vol. 8(1), pages 1-1, March.
  80. 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.
  81. 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.
  82. 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.
  83. 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.
  84. 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.
  85. 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.
  86. 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.
  87. 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.
  88. Kaas, R. & Goovaerts, M. J., 1986. "General bounds on ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 5(2), pages 164-167, April.
  89. 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.
  90. 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.
  91. 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.
  92. 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.
  93. De Vylder, F. & Goovaerts, M., 1985. "Semilinear credibility with several approximating functions," Insurance: Mathematics and Economics, Elsevier, vol. 4(3), pages 155-162, July.
  94. 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.
  95. De Vylder, F. & Goovaerts, M., 1984. "Bounds for classical ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 3(2), pages 121-131, April.
  96. 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.
  97. 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.
  98. 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.
  99. 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.
  100. 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.
  101. 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.
  102. 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.
  103. 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.
  104. 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.
  105. 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.
  106. 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.
  107. 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.
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FIN: Finance (1) 2005-01-02. Author is listed
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