Marc Goovaerts

Catholic University of America — United States

Economics, Econometrics and Finance · Social Sciences

39h-index9.1kcitations519works0.02yr avg
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Research Topics

Stochastic processes and financial applications(121), Probability and Risk Models(117), Insurance, Mortality, Demography, Risk Management(99), Risk and Portfolio Optimization(93), Insurance and Financial Risk Management(93)

Publications519 total

The use of a Stochastic Loss Given Default in a Credit Default Economic Capital Framework
SSRN Electronic Journal·2025Open Access
Necessary and sufficient conditions for stochastic dominance
2019· 1 citedOpen Access
On the Use of Copulas for Calculating the Present Value of a General Cash Flow
Ghent University Academic Bibliography (Ghent University)·2016· 1 cited
The impact factor of IME
Insurance Mathematics and Economics·2015· 1 cited
Reinsurance Forms
Wiley StatsRef: Statistics Reference Online·2014
Risk Utility Ranking
Wiley StatsRef: Statistics Reference Online·2014
Premium Calculation and Insurance Pricing
Wiley StatsRef: Statistics Reference Online·2014· 5 cited
Comonotonicity
Wiley StatsRef: Statistics Reference Online·2014
Transform analysis and asset pricing for diffusion processes: a recursvie approach
The Journal of Computational Finance·2012· 3 cited
The mean value premium principle revisited
International Conference on Applied and Computational Mathematics·2012
Preface
Journal of Computational and Applied Mathematics·2012
Convex order approximations in the case of cash flows of mixed signs
Insurance Mathematics and Economics·2012· 5 citedOpen Access
On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures
Insurance Mathematics and Economics·2012· 43 cited
Worst case risk measurement: Back to the future?
Insurance Mathematics and Economics·2011· 26 cited
Comonotonic approximations for the probability of lifetime ruin
Journal of Pensions Economics and Finance·2011· 4 cited
A recursive approach to mortality-linked derivative pricing
Insurance Mathematics and Economics·2011· 16 cited
Preface
Journal of Computational and Applied Mathematics·2011· 1 citedOpen Access
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
Journal of Computational and Applied Mathematics·2011· 9 cited
On the Interplay between Distortion, Mean Value and Haezendonck-Goovaerts Risk Measures
SSRN Electronic Journal·2011· 11 citedOpen Access
Decision principles derived from risk measures
Insurance Mathematics and Economics·2010· 48 cited
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Frequent Co-authors

Jan Dhaene(20), Rob Kaas(15), R. Kaas(9), Michel Denuit(8), Roger J. A. Laeven(8), David Vyncke(5), Qihe Tang(5), Steven Vanduffel(4), J. Haezendonck(3), Hans U. Gerber(2), J. T. Devreese(2), Wim Schoutens(2), Dennis Dannenburg(2), R. Kaas(1), A.E. van Heerwaarden(1), Thierry Bauwelinckx(1), AE Van Heerwaarden(1), A. Steenackers(1), Florent de Vylder(1), J. De Sitter(1)