Marc Goovaerts

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• Computing Moments Of Compound Distributions (RePEc:ags:amstas:293076)
  by Kaas, R & Goovaerts, M
• Necessary and sufficient conditions for stochastic dominance (RePEc:ags:amstas:293089)
  by Kaas, R & Goovaerts, M
• Bounds On Distribution Functions Under Integral Constraints (RePEc:ags:amstas:293091)
  by Kaas, R & Goovaerts, M
• Ordering Of Risks And Weighted Compound Distributions (RePEc:ags:amstas:293093)
  by Goovaerts, M & Vandebroeck, M & Kaas, R
• General Bounds On Ruin Probabilities (RePEc:ags:amstas:293102)
  by Kaas, R & Goovaerts, M
• Bounds for present value functions with stochastic interest rates and stochastic volatility (RePEc:ant:wpaper:2001037)
  by DE SCHEPPER, Ann & GOOVAERTS, Marc & DHAENE, Jan & KAAS, Rob & VYNCKE, David
• Transition probabilities for diffusion equations by means of path integrals (RePEc:ant:wpaper:2002026)
  by GOOVAERTS, Marc & DE SCHEPPER, Ann & DECAMPS, Marc
• Copulas and the distribution of cash flows with mixed signs (RePEc:ant:wpaper:2003009)
  by GOOVAERTS, Marc & DE SCHEPPER, Ann & HUA, Yong
• Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries (RePEc:ant:wpaper:2003027)
  by DECAMPS, Marc & DE SCHEPPER, Ann & GOOVAERTS, Marc
• On the Distribution of Cash Flows Using Esscher Transforms (RePEc:bla:jrinsu:v:70:y:2003:i:3:p:563-575)
  by D. Vyncke & M. J. Goovaerts & A. De Schepper & R. Kaas & J. Dhaene
• Comonotonic Approximations for Optimal Portfolio Selection Problems (RePEc:bla:jrinsu:v:72:y:2005:i:2:p:253-300)
  by J. Dhaene & S. Vanduffel & M. J. Goovaerts & R. Kaas & D. Vyncke
• Can a Coherent Risk Measure Be Too Subadditive? (RePEc:bla:jrinsu:v:75:y:2008:i:2:p:365-386)
  by J. Dhaene & R. J. A. Laeven & S. Vanduffel & G. Darkiewicz & M. J. Goovaerts
• Ordering Of Risks And Weighted Compound Distributions (RePEc:bla:stanee:v:40:y:1986:i:4:p:273-282)
  by M. J. Goovaerts & M. Vandebroeck & R. Kaas
• Some problems in actuarial finance involving sums of dependent risks (RePEc:bla:stanee:v:56:y:2002:i:3:p:253-269)
  by M. J. Goovaerts & R. Kaas
• Risk measurement with equivalent utility principles (RePEc:bpj:strimo:v:24:y:2006:i:1:p:1-25:n:2)
  by Denuit Michel & Dhaene Jan & Goovaerts Marc & Kaas Rob & Laeven Roger
• On the Numerical Evaluation of Stop-Loss Premiums (RePEc:cup:astinb:v:10:y:1979:i:03:p:318-324_00)
  by Covens, F. & Van Wouwe, M. & Goovaerts, M.
• A Note on Iterative Premium Calculation Principles (RePEc:cup:astinb:v:10:y:1979:i:03:p:325-329_00)
  by Goovaerts, M. J. & Vylder, F. De
• An Extension of an Invariance Property of the Swiss Premium Calculation Principle (RePEc:cup:astinb:v:11:y:1980:i:02:p:145-153_00)
  by Goovaerts, M. J. & de Vylder, F. & Mertens, F. & Hardy, R.
• Survival Probabilities Based on Pareto Claim Distributions: Comment (RePEc:cup:astinb:v:11:y:1980:i:02:p:154-157_00)
  by Goovaerts, Marc J. & de Pril, Nelson
• On Ordering and Danger of Claim Frequency Distributions (RePEc:cup:astinb:v:12:y:1981:i:01:p:72-76_00)
  by Goovaerts, M. J.
• Bounds on Modified Stop-Loss Premiums in Case of Known Mean and Variance of the Risk Variable (RePEc:cup:astinb:v:13:y:1982:i:01:p:23-36_00)
  by De Vylder, F. & Goovaerts, M. & De Pril, N.
• A Stable Recursive Algorithm for Evaluation of Ultimate Ruin Probabilities (RePEc:cup:astinb:v:14:y:1984:i:01:p:53-59_00)
  by Goovaerts, Marc & de Vylder, Florian
• 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 (RePEc:cup:astinb:v:15:y:1985:i:01:p:69-70_00)
  by Goovaerts, M.
• Bounds on Stop-Loss Premiums for Compound Distributions (RePEc:cup:astinb:v:16:y:1986:i:01:p:13-17_00)
  by Kaas, R. & Goovaerts, M. J.
• On the Probability and Severity of Ruin (RePEc:cup:astinb:v:17:y:1987:i:02:p:151-163_00)
  by Gerber, Hans U. & Goovaerts, Marc J. & Kaas, Rob
• On Stop-Loss Premiums for the Individual Model (RePEc:cup:astinb:v:18:y:1988:i:01:p:91-97_00)
  by Kaas, R. & van Heerwaarden, A. E. & Goovaerts, M. J.
• Between Individual and Collective Model for the Total Claims (RePEc:cup:astinb:v:18:y:1988:i:02:p:169-174_00)
  by Kaas, R. & van Heerwaarden, A. E. & Goovaerts, M. J.
• The Schmitter Problem (RePEc:cup:astinb:v:21:y:1991:i:01:p:129-132_00)
  by Brockett, P. & Goovaerts, M. & Taylor, G.
• Evaluating Compound Generalized Poisson Distributions Recursively (RePEc:cup:astinb:v:21:y:1991:i:02:p:193-198_00)
  by Goovaerts, M. J. & Kaas, R.
• Maximizing Compound Poisson Stop-Loss Premiums Numerically with Given Mean and Variance (RePEc:cup:astinb:v:22:y:1992:i:02:p:225-233_00)
  by Kaas, R. & Vanneste, M. & Goovaerts, M.J.
• Dependency of Risks and Stop-Loss Order1 (RePEc:cup:astinb:v:26:y:1996:i:02:p:201-212_00)
  by Dhaene, Jan & Goovaerts, Marc J.
• Exact Credibility for Weighted Observations (RePEc:cup:astinb:v:27:y:1997:i:02:p:287-295_01)
  by Kaas, Rob & Dannenburg, Dennis & Goovaerts, Marc
• A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum (RePEc:cup:astinb:v:32:y:2002:i:01:p:71-80_01)
  by Kaas, R. & Dhaene, J. & Vyncke, D. & Goovaerts, M.J. & Denuit, M.
• A Unified Approach to Generate Risk Measures (RePEc:cup:astinb:v:33:y:2003:i:02:p:173-191_01)
  by Goovaerts, Marc J. & Kaas, Rob & Dhaene, Jan & Tang, Qihe
• Bayesian Inference in Credibility Theory (RePEc:cup:astinb:v:8:y:1975:i:02:p:164-174_00)
  by D'Hooge, L. & Goovaerts, M. J.
• Comonotonic approximations for the probability of lifetime ruin (RePEc:cup:jpenef:v:11:y:2012:i:02:p:285-309_00)
  by Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc
• On the evaluation of ‘saving-consumption’ plans (RePEc:cup:jpenef:v:4:y:2005:i:01:p:17-30_00)
  by Vanduffel, Steven & Dhaene, Jan & Goovaerts, Marc
• Spectral decomposition of optimal asset-liability management (RePEc:eee:dyncon:v:33:y:2009:i:3:p:710-724)
  by Decamps, Marc & De Schepper, Ann & Goovaerts, Marc
• Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions (RePEc:eee:econom:v:23:y:1983:i:1:p:77-90)
  by Goovaerts, M. J. & De Vylder, F.
• The effectiveness of temporary marginal cost subsidies (RePEc:eee:indorg:v:2:y:1984:i:3:p:235-249)
  by De Bondt, Raymond R. & Goovaerts, Marc J.
• Insurance: Mathematics and Economics (RePEc:eee:insuma)
  from Elsevier as editor
• Bounds on stop-loss premiums and ruin probabilities (RePEc:eee:insuma:v:10:y:1991:i:2:p:153-159)
  by Steenackers, A. & Goovaerts, M. J.
• A recursive evaluation of the finite time ruin probability based on an equation of Seal (RePEc:eee:insuma:v:10:y:1991:i:2:p:93-97)
  by Kling, B. M. & Goovaerts, M. J.
• Editorial (RePEc:eee:insuma:v:10:y:1992:i:4:p:231-231)
  by Goovaerts, M. J. & Kaas, R. & De Vylder, F.
• Estimation of the heterogeneity parameter in the Buhlmann-Straub credibility theory model (RePEc:eee:insuma:v:10:y:1992:i:4:p:233-238)
  by De Vylder, F. & Goovaerts, M. J.
• Statistical risk evaluation applied to (Belgian) car insurance (RePEc:eee:insuma:v:10:y:1992:i:4:p:289-302)
  by Beirlant, J. & Derveaux, V. & De Meyer, A. M. & Goovaerts, M. J. & Labie, E. & Maenhoudt, B.
• Optimal parameter estimation under zero-excess assumptions in a classical model (RePEc:eee:insuma:v:11:y:1992:i:1:p:1-6)
  by De Vylder, F. & Goovaerts, M. J.
• Stochastic processes defined from a Lagrangian (RePEc:eee:insuma:v:11:y:1992:i:1:p:55-69)
  by De Vylder, F. & Goovaerts, M. J. & Kaas, R.
• A summary of new results on optimal parameter estimation under zero-excess assumptions (RePEc:eee:insuma:v:11:y:1992:i:2:p:153-161)
  by De Vylder, F. & Goovaerts, M. J.
• Editorial (RePEc:eee:insuma:v:11:y:1992:i:2:p:81-82)
  by de Vylder, F. & Goovaerts, M. J. & Kaas, R.
• A stochastic approach to insurance cycles (RePEc:eee:insuma:v:11:y:1992:i:2:p:97-107)
  by Goovaerts, M. J. & De Vylder, F. & Kaas, R.
• Optimal parameter estimation under zero excess assumptions in the Buhlmann--Straub model (RePEc:eee:insuma:v:11:y:1992:i:3:p:167-171)
  by De Vylder, F. & Goovaerts, M.
• Interest randomness in annuities certain (RePEc:eee:insuma:v:11:y:1992:i:4:p:271-281)
  by De Schepper, A. & De Vylder, F. & Goovaerts, M. & Kaas, R.
• Some further results on annuities certain with random interest (RePEc:eee:insuma:v:11:y:1992:i:4:p:283-290)
  by De Schepper, A. & Goovaerts, M.
• The Laplace transform of annuities certain with exponential time distribution (RePEc:eee:insuma:v:11:y:1992:i:4:p:291-294)
  by De Schepper, A. & Goovaerts, M. & Delbaen, F.
• Ordering of risks : Angela van Heerwaarden, (Thesis publishers, Amsterdam, 1992) pp. 159, fl.37,50/US $21,-, ISBN 90.5170.122.5 (RePEc:eee:insuma:v:12:y:1993:i:1:p:61-61)
  by Goovaerts, M. J.
• Editorial: Disability risk in the EC (RePEc:eee:insuma:v:13:y:1993:i:2:p:99-99)
  by Goovaerts, M. J. & Kaas, R.
• An analytical inversion of a Laplace transform related to annuities certain (RePEc:eee:insuma:v:14:y:1994:i:1:p:33-37)
  by De Schepper, A. & Teunen, M. & Goovaerts, M.
• The distributions of annuities (RePEc:eee:insuma:v:15:y:1994:i:1:p:37-48)
  by Vanneste, M. & Goovaerts, M. J. & Labie, E.
• A note on the solution of practical ruin problems (RePEc:eee:insuma:v:15:y:1994:i:2-3:p:181-186)
  by De Vylder, F. & Goovaerts, M. J.
• The compound Poisson approximation for a portfolio of dependent risks (RePEc:eee:insuma:v:18:y:1996:i:1:p:81-85)
  by Goovaerts, M. J. & Dhaene, J.
• On the dependency of risks in the individual life model (RePEc:eee:insuma:v:19:y:1997:i:3:p:243-253)
  by Dhaene, J. & Goovaerts, M. J.
• A new premium calculation principle based on Orlicz norms (RePEc:eee:insuma:v:1:y:1982:i:1:p:41-53)
  by Haezendonck, J. & Goovaerts, M.
• Ordering of risks: a review (RePEc:eee:insuma:v:1:y:1982:i:2:p:131-161)
  by Goovaerts, M. J. & De Vylder, F. & Haezendonck, J.
• Analytical best upper bounds on stop-loss premiums (RePEc:eee:insuma:v:1:y:1982:i:3:p:163-175)
  by De Vylder, F. & Goovaerts, M. J.
• Numerical best bounds on stop-loss preminus (RePEc:eee:insuma:v:1:y:1982:i:4:p:287-302)
  by Goovaerts, M. J. & Haezendonck, J. & De Vylder, F.
• A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (RePEc:eee:insuma:v:20:y:1997:i:1:p:35-41)
  by Vanneste, M. & Goovaerts, M. J. & De Schepper, A. & Dhaene, J.
• The solution of Schmitter's simple problem: Numerical illustration (RePEc:eee:insuma:v:20:y:1997:i:1:p:43-58)
  by De Vylder, F. & Goovaerts, M. & Marceau, E.
• The bi-atomic uniform minimal solution of Schmitter's problem (RePEc:eee:insuma:v:20:y:1997:i:1:p:59-78)
  by De Vylder, F. & Goovaerts, M. & Marceau, E.
• IBNR reserves under stochastic interest rates (RePEc:eee:insuma:v:21:y:1997:i:3:p:225-244)
  by Goovaerts, Marc & De Schepper, Ann
• Prediction of claim numbers based on hazard rates (RePEc:eee:insuma:v:23:y:1998:i:1:p:59-69)
  by Spreeuw, Jaap & Goovaerts, Marc
• Solvency margins and equalization reserves (RePEc:eee:insuma:v:24:y:1999:i:1-2:p:103-115)
  by De Vylder, F. & Goovaerts, M.
• The GARCH(1,1)-M model: results for the densities of the variance and the mean (RePEc:eee:insuma:v:24:y:1999:i:1-2:p:83-94)
  by De Schepper, Ann & Goovaerts, Marc J.
• Explicit finite-time and infinite-time ruin probabilities in the continuous case (RePEc:eee:insuma:v:24:y:1999:i:3:p:155-172)
  by De Vylder, F. Etienne & Goovaerts, Marc J.
• Inequality extensions of Prabhu's formula in ruin theory (RePEc:eee:insuma:v:24:y:1999:i:3:p:249-271)
  by De Vylder, F. E. & Goovaerts, M. J.
• Supermodular ordering and stochastic annuities (RePEc:eee:insuma:v:24:y:1999:i:3:p:281-290)
  by Goovaerts, M. J. & Dhaene, J.
• On the distribution of IBNR reserves (RePEc:eee:insuma:v:25:y:1999:i:1:p:1-9)
  by Goovaerts, Marc & Redant, Hendrik
• An easy computable upper bound for the price of an arithmetic Asian option (RePEc:eee:insuma:v:26:y:2000:i:2-3:p:175-183)
  by Simon, S. & Goovaerts, M. J. & Dhaene, J.
• Homogeneous risk models with equalized claim amounts (RePEc:eee:insuma:v:26:y:2000:i:2-3:p:223-238)
  by De Vylder, F. & Goovaerts, M.
• Upper and lower bounds for sums of random variables (RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168)
  by Kaas, Rob & Dhaene, Jan & Goovaerts, Marc J.
• Bounds for the optimal critical claim size of a bonus system (RePEc:eee:insuma:v:2:y:1983:i:1:p:27-32)
  by de Pril, Nelson & Goovaerts, Marc
• Maximization of the variance of a stop-loss reinsured risk (RePEc:eee:insuma:v:2:y:1983:i:2:p:75-80)
  by De Vylder, F. & Goovaerts, M.
• Best bounds on the stop loss premium in case of known range, expectation, variance and mode of the risk (RePEc:eee:insuma:v:2:y:1983:i:4:p:241-249)
  by de Vylder, F. & Goovaerts, M.
• The concept of comonotonicity in actuarial science and finance: theory (RePEc:eee:insuma:v:31:y:2002:i:1:p:3-33)
  by Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D.
• Bounds for present value functions with stochastic interest rates and stochastic volatility (RePEc:eee:insuma:v:31:y:2002:i:1:p:87-103)
  by De Schepper, Ann & Goovaerts, Marc & Dhaene, Jan & Kaas, Rob & Vyncke, David
• The concept of comonotonicity in actuarial science and finance: applications (RePEc:eee:insuma:v:31:y:2002:i:2:p:133-161)
  by Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D.
• Confidence bounds for discounted loss reserves (RePEc:eee:insuma:v:33:y:2003:i:2:p:297-316)
  by Hoedemakers, Tom & Beirlant, Jan & Goovaerts, Marc J. & Dhaene, Jan
• The hurdle-race problem (RePEc:eee:insuma:v:33:y:2003:i:2:p:405-413)
  by Vanduffel, S. & Dhaene, J. & Goovaerts, M. & Kaas, R.
• Some new classes of consistent risk measures (RePEc:eee:insuma:v:34:y:2004:i:3:p:505-516)
  by Goovaerts, Marc J. & Kaas, Rob & Dhaene, Jan & Tang, Qihe
• Editorial (RePEc:eee:insuma:v:35:y:2004:i:1:p:1-1)
  by Gerber, Hans U. & Goovaerts, Marc & Kaas, Rob & Shiu, Elias S. W.
• An optimization approach to the dynamic allocation of economic capital (RePEc:eee:insuma:v:35:y:2004:i:2:p:299-319)
  by Laeven, Roger J. A. & Goovaerts, Marc J.
• A comonotonic image of independence for additive risk measures (RePEc:eee:insuma:v:35:y:2004:i:3:p:581-594)
  by Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A. & Tang, Qihe
• Some asymptotic results for sums of dependent random variables, with actuarial applications (RePEc:eee:insuma:v:37:y:2005:i:2:p:154-172)
  by Laeven, Roger J.A. & Goovaerts, Marc J. & Hoedemakers, Tom
• Approximations for life annuity contracts in a stochastic financial environment (RePEc:eee:insuma:v:37:y:2005:i:2:p:239-269)
  by Hoedemakers, Tom & Darkiewicz, Grzegorz & Goovaerts, Marc
• Bounds for classical ruin probabilities (RePEc:eee:insuma:v:3:y:1984:i:2:p:121-131)
  by De Vylder, F. & Goovaerts, M.
• The structure of the distribution of a couple of observable random variables in credibility theory (RePEc:eee:insuma:v:3:y:1984:i:3:p:179-188)
  by de Vylder, F. & Goovaerts, M.
• A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions (RePEc:eee:insuma:v:3:y:1984:i:3:p:201-204)
  by Goovaerts, M. & de Vylder, F.
• Actuarial risk measures for financial derivative pricing (RePEc:eee:insuma:v:42:y:2008:i:2:p:540-547)
  by Goovaerts, Marc J. & Laeven, Roger J.A.
• Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance (RePEc:eee:insuma:v:44:y:2009:i:2:p:143-145)
  by Genest, Christian & Gerber, Hans U. & Goovaerts, Marc J. & Laeven, Roger J.A.
• Editorial (RePEc:eee:insuma:v:44:y:2009:i:2:p:261-263)
  by Kaas, Rob & Loos, Jeroen & Gerber, Hans & Goovaerts, Marc & Shiu, Elias
• Editorial (RePEc:eee:insuma:v:44:y:2009:i:2:p:267-267)
  by Goovaerts, Marc & Kaas, Rob & Shiu, Elias
• Optimal portfolio selection for general provisioning and terminal wealth problems (RePEc:eee:insuma:v:47:y:2010:i:1:p:90-97)
  by Van Weert, Koen & Dhaene, Jan & Goovaerts, Marc
• A note on additive risk measures in rank-dependent utility (RePEc:eee:insuma:v:47:y:2010:i:2:p:187-189)
  by Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A.
• Decision principles derived from risk measures (RePEc:eee:insuma:v:47:y:2010:i:3:p:294-302)
  by Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A.
• A recursive approach to mortality-linked derivative pricing (RePEc:eee:insuma:v:49:y:2011:i:2:p:240-248)
  by Shang, Zhaoning & Goovaerts, Marc & Dhaene, Jan
• Worst case risk measurement: Back to the future? (RePEc:eee:insuma:v:49:y:2011:i:3:p:380-392)
  by Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A.
• Application of the problem of moments to derive bounds on integrals with integral constraints (RePEc:eee:insuma:v:4:y:1985:i:2:p:99-111)
  by Goovaerts, M. J. & Kaas, R.
• Semilinear credibility with several approximating functions (RePEc:eee:insuma:v:4:y:1985:i:3:p:155-162)
  by De Vylder, F. & Goovaerts, M.
• Bounds on compound distributions and stop-loss premiums (RePEc:eee:insuma:v:4:y:1985:i:4:p:287-293)
  by Runnenburg, J. Th. & Goovaerts, M. J.
• On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures (RePEc:eee:insuma:v:51:y:2012:i:1:p:10-18)
  by Goovaerts, Marc & Linders, Daniël & Van Weert, Koen & Tank, Fatih
• Convex order approximations in the case of cash flows of mixed signs (RePEc:eee:insuma:v:51:y:2012:i:2:p:249-256)
  by Dhaene, Jan & Goovaerts, Marc & Vanmaele, Michèle & Van Weert, Koen
• Ordering of risks and ruin probabilities (RePEc:eee:insuma:v:5:y:1986:i:1:p:35-39)
  by Broeckx, F. & Goovaerts, M. & De Vylder, F.
• Best bounds for positive distributions with fixed moments (RePEc:eee:insuma:v:5:y:1986:i:1:p:87-92)
  by Kaas, R. & Goovaerts, M. J.
• General bounds on ruin probabilities (RePEc:eee:insuma:v:5:y:1986:i:2:p:164-167)
  by Kaas, R. & Goovaerts, M. J.
• Extremal values of stop-loss premiums under moment constraints (RePEc:eee:insuma:v:5:y:1986:i:4:p:279-283)
  by Kaas, R. & Goovaerts, M. J.
• Upper bounds on stop-loss premiums in case of known moments up to the fourth order (RePEc:eee:insuma:v:5:y:1986:i:4:p:315-334)
  by Jansen, K. & Haezendonck, J. & Goovaerts, M. J.
• On the use of QUADPACK for the calculation of risk theoretical quantities (RePEc:eee:insuma:v:6:y:1987:i:1:p:33-42)
  by Kaas, R. & Goovaerts, M. J.
• Premium rating under non-exponential utility (RePEc:eee:insuma:v:6:y:1987:i:4:p:245-257)
  by Goovaerts, M. J. & Taylor, G. C.
• New upper bounds for stop-loss premiums for the individual model (RePEc:eee:insuma:v:6:y:1987:i:4:p:289-293)
  by Van heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J.
• Recursive calculation of finite-time ruin probabilities (RePEc:eee:insuma:v:7:y:1988:i:1:p:1-7)
  by De Vylder, F. & Goovaerts, M. J.
• Editorial (RePEc:eee:insuma:v:8:y:1989:i:1:p:1-1)
  by Gerber, Hans & Mammitzsch, Volker & Haezendonck, Jean & Goovaerts, Marc
• Optimal reinsurance in relation to ordering of risks (RePEc:eee:insuma:v:8:y:1989:i:1:p:11-17)
  by Van Heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J.
• Combining Panjer's recursion with convolution (RePEc:eee:insuma:v:8:y:1989:i:1:p:19-21)
  by Kaas, R. & Van Heerwaarden, A. E. & Goovaerts, M. J.
• The practical application of credibility theory (RePEc:eee:insuma:v:8:y:1989:i:1:p:23-29)
  by Goovaerts, M. J. & Bauwelinckx, T. & Stoop, C.
• A credit scoring model for personal loans (RePEc:eee:insuma:v:8:y:1989:i:1:p:31-34)
  by Steenackers, A. & Goovaerts, M. J.
• Properties of the Esscher premium calculation principle (RePEc:eee:insuma:v:8:y:1989:i:4:p:261-267)
  by Van Heerwaarden, A. E. & Kaas, R. & Goovaerts, M. J.
• On a multilevel hierarchical credibility algorithm (RePEc:eee:insuma:v:9:y:1990:i:2-3:p:221-228)
  by Bauwelinckx, T. & Goovaerts, M. J.
• Applications of δ-function perturbation to the pricing of derivative securities (RePEc:eee:phsmap:v:342:y:2004:i:3:p:677-692)
  by Decamps, Marc & De Schepper, Ann & Goovaerts, Marc
• A path integral approach to asset-liability management (RePEc:eee:phsmap:v:363:y:2006:i:2:p:404-416)
  by Decamps, Marc & De Schepper, Ann & Goovaerts, Marc
• On the infinite divisibility of the ratio of two gamma-distributed variables (RePEc:eee:spapps:v:7:y:1978:i:3:p:291-297)
  by Goovaerts, M. J. & D'Hooge, L. & De Pril, N.
• Actuarieel onderzoek en opleiding aan de KULeuven (RePEc:ete:revbec:20010403)
  by M. Goovaerts
• Some Remarks on IBNR Evaluation Techniques (RePEc:ete:revbec:20010404)
  by M. Goovaerts & J. Dhaene & E. Vanden Borre
• How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities (RePEc:ete:revbec:20010405)
  by J. DHaene & M. Goovaerts & S. Vanduffel & D. Vyncke
• Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation (RePEc:ete:revbec:20010406)
  by J. DHaene & M. Goovaerts & R. Kaas
• Managing Uncertainty: Financial, Actuarial and Statistical Modeling (RePEc:ete:revbec:20050105)
  by 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
• Pricing Exotic Options under Local Volatility (RePEc:ete:revbec:20050106)
  by M. Decamps & M. Goovaerts & A. De Schepper
• On the Use of Copulas for Calculating the Present Value of a General Cash Flow (RePEc:ete:revbec:20050107)
  by M. Goovaerts & A. De Schepper & Y. Hua & G. Darkiewicz & D: Vyncke
• Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk (RePEc:ete:revbec:20050109)
  by D. Vyncke & M. Goovaerts & J. Dhaene & S. Vanduffel
• Comonotonicity (RePEc:ete:revbec:20070204)
  by J. Dhaene & S. Vanduffel & M. Goovaerts
• Between Individual And Collective Model For The Total Claims (RePEc:fth:amsact:ae_3-88)
  by Kaas, R. & Van Heerwaarden, A.E. & Goovaerts, M.J.
• Modern Actuarial Risk Theory (RePEc:spr:sprbok:978-3-540-70998-5)
  by Rob Kaas & Marc Goovaerts & Jan Dhaene & Michel Denuit
• A stochastic approach to catastrophic risks (RePEc:taf:sactxx:v:1996:y:1996:i:2:p:99-108)
  by M. Vanneste & M. Goovaerts & F. De Vylder & R. Kaas
• A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results (RePEc:taf:sactxx:v:1997:y:1997:i:1:p:1-10)
  by A. De Schepper & M. J. Goovaerts & R. Kaas
• A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall (RePEc:taf:sactxx:v:1999:y:1999:i:1:p:1-14)
  by Ann De Schepper & Bart Heijnen & Marc Goovaerts
• The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (RePEc:taf:sactxx:v:2005:y:2005:i:6:p:446-461)
  by Marc Goovaerts & Rob Kaas & Roger Laeven & Qihe Tang & Raluca Vernic
• “On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998 (RePEc:taf:uaajxx:v:2:y:1998:i:1:p:72-74)
  by F. De Vylder & Marc Goovaerts
• “On a Class of Renewal Risk Processes”, David C.M. Dickson, July 1998 (RePEc:taf:uaajxx:v:2:y:1998:i:3:p:68-70)
  by F. De Vylder & Marc Goovaerts
• “Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 (RePEc:taf:uaajxx:v:4:y:2000:i:4:p:124-126)
  by Jan Dhaene & Marc Goovaerts & Rob Kaas
• Economic Capital Allocation Derived from Risk Measures (RePEc:taf:uaajxx:v:7:y:2003:i:2:p:44-56)
  by Jan Dhaene & Mark Goovaerts & Rob Kaas
• “Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends”, Hans U. Gerber and Elias S. W. Shiu, January 2003 (RePEc:taf:uaajxx:v:7:y:2003:i:3:p:54-55)
  by Marc Decamps & Marc Goovaerts
• Stable Laws and the Present Value of Fixed Cash Flows (RePEc:taf:uaajxx:v:7:y:2003:i:4:p:32-43)
  by Marc Goovaerts & Ann De Schepper & David Vyncke & Jan Dhaene & Rob Kaas
• “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 (RePEc:taf:uaajxx:v:7:y:2003:i:4:p:94-95)
  by Marc Decamps & Marc Goovaerts
• “Risk and Discounted Loss Reserves,” Greg Taylor, January 2004 (RePEc:taf:uaajxx:v:8:y:2004:i:4:p:146-149)
  by Tom Hoedemakers & Marc Goovaerts
• Managing Economic and Virtual Economic Capital Within Financial Conglomerates (RePEc:taf:uaajxx:v:9:y:2005:i:3:p:77-89)
  by Marc Goovaerts & Eddy Van den Borre & Roger Laeven
• A Comonotonic Image of Independence for Additive Risk Measures (RePEc:tin:wpaper:20040030)
  by Marc J. Goovaerts & Rob Kaas & Roger J.A. Laeven & Qihe Tang
• Convex upper and lower bounds for present value functions (RePEc:wly:apsmbi:v:17:y:2001:i:2:p:149-164)
  by D. Vyncke & M. Goovaerts & J. Dhaene
• A review of the numerical calculation of ruin probabilities by means of recursions (RePEc:wly:apsmda:v:7:y:1991:i:1:p:77-91)
  by A. Steenackers & M. Goovaerts
• Self Exciting Threshold Interest Rates Models (RePEc:wsi:ijtafx:v:09:y:2006:i:07:n:s0219024906003937)
  by Marc Decamps & Marc Goovaerts & Wim Schoutens