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Marc J. Goovaerts · Study
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Author
Marc J. Goovaerts
49 works
· latest 2019
· 3 institutions
cluster: provisional
ORCID 0000-0003-1809-4159
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46
Citations
8,219
Works here
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Most cited in this library
Insurance: Mathematics and Economics
2004 · 1,308 citations
Modern Actuarial Risk Theory
2008 · 661 citations
The concept of comonotonicity in actuarial science and finance: theory
2002 · 634 citations
Actuarial Theory for Dependent Risks
2005 · 536 citations
Actuarial Theory for Dependent Risks: Measures, Orders and Models
2005 · 498 citations
Works
49 shown
Necessary and sufficient conditions for stochastic dominance
RePEc: Research Papers in Economics
·
2019
·
2 authors
·
preprint
·
Open access
1
citations
Risk Utility Ranking
Wiley StatsRef: Statistics Reference Online
·
2014
·
2 authors
·
other
0
citations
On the Interplay between Distortion, Mean Value and Haezendonck-Goovaerts Risk Measures
Insurance Mathematics and Economics
·
2011
·
4 authors
·
Open access
43
citations
Decision principles derived from risk measures
Insurance Mathematics and Economics
·
2010
·
3 authors
49
citations
A note on additive risk measures in rank-dependent utility
Insurance Mathematics and Economics
·
2010
·
3 authors
28
citations
Modern Actuarial Risk Theory: Using R
UvA-DARE (University of Amsterdam)
·
2010
·
4 authors
·
book
223
citations
Can a Coherent Risk Measure Be Too Subadditive?
Journal of Risk & Insurance
·
2008
·
5 authors
·
Open access
105
citations
Modern Actuarial Risk Theory
Springer eBooks
·
2008
·
4 authors
·
book
661
citations
Optimal approximations for risk measures of sums of lognormals based on conditional expectations
Journal of Computational and Applied Mathematics
·
2007
·
5 authors
·
Open access
56
citations
Actuarial risk measures for financial derivative pricing
Insurance Mathematics and Economics
·
2007
·
2 authors
·
Open access
81
citations
SELF EXCITING THRESHOLD INTEREST RATES MODELS
International Journal of Theoretical and Applied Finance
·
2006
·
3 authors
·
Open access
52
citations
Risk Measures and Comonotonicity: A Review
Stochastic Models
·
2006
·
6 authors
·
Open access
56
citations
Encyclopedia of Actuarial Science
Wiley eBooks
·
2006
·
1 author
·
other
258
citations
Risk measurement with equivalent utility principles
Statistics & Risk Modeling
·
2006
·
5 authors
·
Open access
77
citations
Actuarial Theory for Dependent Risks: Measures, Orders and Models
·
2005
·
4 authors
498
citations
The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
Scandinavian Actuarial Journal
·
2005
·
5 authors
·
Open access
104
citations
Actuarial Theory for Dependent Risks
Wiley eBooks
·
2005
·
4 authors
·
book
536
citations
Comonotonic Approximations for Optimal Portfolio Selection Problems
Journal of Risk & Insurance
·
2005
·
5 authors
70
citations
Bounds for the price of discrete arithmetic Asian options
Journal of Computational and Applied Mathematics
·
2005
·
5 authors
·
Open access
66
citations
Static Hedging of Asian Options under Lévy Models
The Journal of Derivatives
·
2005
·
4 authors
·
Open access
73
citations
Risk measurement with the equivalent Choquet and rank-dependent expected utility principles
DIAL (Catholic University of Leuven)
·
2005
·
5 authors
·
report
0
citations
A comonotonic image of independence for additive risk measures
Insurance Mathematics and Economics
·
2004
·
4 authors
·
Open access
65
citations
Insurance: Mathematics and Economics
Encyclopedia of Actuarial Science
·
2004
·
1 author
·
other
1,308
citations
An optimization approach to the dynamic allocation of economic capital
Insurance Mathematics and Economics
·
2004
·
2 authors
89
citations
Some new classes of consistent risk measures
Insurance Mathematics and Economics
·
2004
·
4 authors
·
Open access
109
citations
An accurate analytical approximation for the price of a European-style arithmetic Asian option
Lirias (KU Leuven)
·
2004
·
3 authors
·
report
·
Open access
32
citations
A Unified Approach to Generate Risk Measures
Astin Bulletin
·
2003
·
4 authors
·
Open access
46
citations
The concept of comonotonicity in actuarial science and finance: applications
Insurance Mathematics and Economics
·
2002
·
5 authors
·
Open access
398
citations
The concept of comonotonicity in actuarial science and finance: theory
Insurance Mathematics and Economics
·
2002
·
5 authors
·
Open access
634
citations
A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
Astin Bulletin
·
2002
·
5 authors
·
Open access
59
citations
Modern Actuarial Risk Theory
Kluwer Academic Publishers eBooks
·
2002
·
4 authors
·
book
282
citations
Economic capital allocation derived from risk measures
UvA-DARE (University of Amsterdam)
·
2002
·
3 authors
·
other
·
Open access
198
citations
An easy computable upper bound for the price of an arithmetic Asian option
Insurance Mathematics and Economics
·
2000
·
2 authors
·
Open access
81
citations
Stochastic Upper Bounds for Present Value Functions
Journal of Risk & Insurance
·
2000
·
3 authors
·
Open access
60
citations
Upper and lower bounds or sum of random variables
UvA-DARE (University of Amsterdam)
·
2000
·
3 authors
190
citations
On the dependency of risks in the individual life model
Insurance Mathematics and Economics
·
1997
·
2 authors
·
Open access
109
citations
Dependency of Risks and Stop-Loss Order
Astin Bulletin
·
1996
·
2 authors
·
Open access
224
citations
Practical actuarial credibility models
UvA-DARE (University of Amsterdam)
·
1996
·
3 authors
·
book
74
citations
An analytical inversion of a Laplace transform related to annuities certain
Insurance Mathematics and Economics
·
1994
·
3 authors
31
citations
Ordering of actuarial risks
UvA-DARE (University of Amsterdam)
·
1994
·
3 authors
·
book
180
citations
The Laplace transform of annuities certain with exponential time distribution
Insurance Mathematics and Economics
·
1992
·
3 authors
50
citations
Effective actuarial methods
UvA-DARE (University of Amsterdam)
·
1990
·
4 authors
·
book
192
citations
A credit scoring model for personal loans
Insurance Mathematics and Economics
·
1989
·
2 authors
148
citations
Optimal reinsurance in relation to ordering of risks
Insurance Mathematics and Economics
·
1989
·
3 authors
69
citations
Recursive calculation of finite-time ruin probabilities
Insurance Mathematics and Economics
·
1988
·
2 authors
108
citations
On the Probability and Severity of Ruin
Astin Bulletin
·
1987
·
3 authors
·
Open access
175
citations
Upper bounds on stop-loss premiums in case of known moments up to the fourth order
Insurance Mathematics and Economics
·
1986
·
2 authors
53
citations
Insurance premiums: Theory and applications
·
1984
·
3 authors
·
book
131
citations
A new premium calculation principle based on Orlicz norms
Insurance Mathematics and Economics
·
1982
·
2 authors
87
citations