Marc Goovaerts : Citation Profile


Are you Marc Goovaerts?

KU Leuven (50% share)
Tinbergen Instituut (50% share)

18

H index

23

i10 index

1125

Citations

RESEARCH PRODUCTION:

106

Articles

6

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   34 years (1978 - 2012). See details.
   Cites by year: 33
   Journals where Marc Goovaerts has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 34 (2.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo174
   Updated: 2021-03-01    RAS profile: 2015-07-27    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Marc Goovaerts.

Is cited by:

Dhaene, Jan (64)

Laeven, Roger (44)

Vanduffel, Steven (25)

Guillen, Montserrat (22)

Chateauneuf, Alain (18)

mostoufi, mina (14)

Ferretti, Paola (12)

Mierzejewski, Fernando (11)

Chi, Yichun (11)

Loisel, Stéphane (9)

Valdez, Emiliano (9)

Cites to:

Dhaene, Jan (82)

Laeven, Roger (28)

Schmeidler, David (14)

Chateauneuf, Alain (12)

De Schepper, Ann (11)

Gilboa, Itzhak (8)

Vanduffel, Steven (6)

Tallon, Jean-Marc (5)

Decamps, Marc (4)

Danielsson, Jon (4)

de Vries, Casper (4)

Main data


Where Marc Goovaerts has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics85
Review of Business and Economic Literature9
Journal of Risk & Insurance3
Physica A: Statistical Mechanics and its Applications2
Journal of Pension Economics and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Antwerp, Faculty of Business and Economics4

Recent works citing Marc Goovaerts (2021 and 2020)


YearTitle of citing document
2020From risk sharing to risk transfer: the analytics of collaborative insurance. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020017.

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2020Stop-loss protection for a large P2P insurance pool. (2020). Robert, Christian Y ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020028.

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2021Comonotonic risk measures in a world without risk-free assets. (2017). Svindland, Gregor ; Koch-Medina, Pablo ; Munari, Cosimo. In: Papers. RePEc:arx:papers:1602.05477.

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2020Model-Independent Price Bounds for Catastrophic Mortality Bonds. (2016). Sabanis, Sotirios ; Bahl, Raj Kumari . In: Papers. RePEc:arx:papers:1607.07108.

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2020A hybrid approach for risk assessment of loan guarantee network. (2017). Zha, Hongyuan ; Zhang, Liqing ; Yan, Junchi ; Cheng, Dawei ; Niu, Zhibin . In: Papers. RePEc:arx:papers:1702.04642.

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2020On a robust risk measurement approach for capital determination errors minimization. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1707.09829.

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2021Law-invariant insurance pricing and its limitations. (2018). Svindland, Gregor ; Munari, Cosimo ; Koch-Medina, Pablo ; Bellini, Fabio. In: Papers. RePEc:arx:papers:1808.00821.

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2020Asymptotic approximation of the probability of ruin for large values of the Poisson rate. (2019). Young, Virginia R ; Cohen, Asaf . In: Papers. RePEc:arx:papers:1902.00706.

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2020Stability properties of Haezendonck-Goovaerts premium principles. (2019). Xanthos, Foivos ; Munari, Cosimo ; Gao, Niushan. In: Papers. RePEc:arx:papers:1909.10735.

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2020Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2019). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:1909.11794.

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2020Revisiting integral functionals of geometric Brownian motion. (2020). Vostrikova, Lioudmila ; Boguslavskaya, Elena. In: Papers. RePEc:arx:papers:2001.11861.

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2020Modality for Scenario Analysis and Maximum Likelihood Allocation. (2020). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2005.02950.

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2020Model-free bounds for multi-asset options using option-implied information and their exact computation. (2020). Papapantoleon, Antonis ; Neufeld, Ariel ; Xiang, Qikun. In: Papers. RePEc:arx:papers:2006.14288.

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2020A Natural Actor-Critic Algorithm with Downside Risk Constraints. (2020). Spooner, Thomas ; Savani, Rahul. In: Papers. RePEc:arx:papers:2007.04203.

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2021Monotone additive statistics. (2021). Strack, Philipp ; Mu, Xiaosheng ; Tamuz, Omer ; Pomatto, Luciano. In: Papers. RePEc:arx:papers:2102.00618.

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2020On linear combination of generalized logistic random variables with an application to financial returns. (2020). Genc, Murat ; Mijanovi, Andjela ; Popovi, Boidar V. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:381:y:2020:i:c:s0096300320302800.

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2020Weak comonotonicity. (2020). Wang, Ruodu ; Zitikis, Riardas. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:386-397.

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2020A novel dual-weighted fuzzy proximal support vector machine with application to credit risk analysis. (2020). Yao, Xiao ; Yu, Lean ; Liu, Jia ; Yin, Hang ; Zhang, Xiaoming. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302210.

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2020Dynamic consumption and portfolio choice under prospect theory. (2020). Laeven, Roger ; van Bilsen, Servaas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:224-237.

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2020Validation of association. (2020). Ledwina, Teresa ; Miel, Bogdan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:55-67.

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2020Multi-stage nested classification credibility quantile regression model. (2020). Pitselis, Georgios. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:162-176.

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2020On sums of two counter-monotonic risks. (2020). Marceau, Etienne ; Gadoury, Simon-Pierre ; Cossette, Helene ; Chaoubi, Ihsan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:47-60.

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2020On the increasing convex order of generalized aggregation of dependent random variables. (2020). Cheung, Ka Chun ; Zhang, Yiying. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:61-69.

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2020Rate of convergence of the probability of ruin in the Cramér–Lundberg model to its diffusion approximation. (2020). Young, Virginia R ; Cohen, Asaf. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:333-340.

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2020Incorporating crossed classification credibility into the Lee–Carter model for multi-population mortality data. (2020). Pitselis, Georgios ; Bozikas, Apostolos. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:353-368.

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2020On positive homogeneity and comonotonic additivity of the principle of equivalent utility under Cumulative Prospect Theory. (2020). Chudziak, J. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:154-159.

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2020Range Value-at-Risk bounds for unimodal distributions under partial information. (2020). Vanduffel, Steven ; Kazzi, Rodrigue ; Bernard, Carole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:9-24.

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2020Stability properties of Haezendonck–Goovaerts premium principles. (2020). Xanthos, Foivos ; Munari, Cosimo ; Gao, Niushan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:94-99.

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2020On a family of coherent measures of variability. (2020). Chen, Ouxiang ; Hu, Taizhong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:173-182.

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2020On a robust risk measurement approach for capital determination errors minimization. (2020). Moresco, Marlon Ruoso ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:95:y:2020:i:c:p:199-211.

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2021Pareto-optimal reinsurance policies with maximal synergy. (2021). Ren, Jiandong ; Hong, Hanping ; Jiang, Wenjun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:185-198.

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2021Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models. (2021). Fusai, Gianluca ; Kyriakou, Ioannis ; Brignone, Riccardo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:232-247.

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2021Model-independent price bounds for Catastrophic Mortality Bonds. (2021). Sabanis, Sotirios ; Bahl, Raj Kumari . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:276-291.

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2020Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims. (2020). Madadi, Mohsen ; Rezapour, Mohsen ; Tata, Mahbanoo ; Ariyafar, Saeed. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:178:y:2020:i:c:s0047259x19304841.

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2020Linear orderings of the scale mixtures of the multivariate skew-normal distribution. (2020). Jamalizadeh, Ahad ; Izadkhah, Salman ; Amiri, Mehdi. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:179:y:2020:i:c:s0047259x20302281.

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2020Revisiting integral functionals of geometric Brownian motion. (2020). Vostrikova, Lioudmila ; Boguslavskaya, Elena. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301371.

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2020A modified version of stochastic dominance involving dependence. (2020). Montes, Susana ; Salamanca, Juan Jesus. In: Statistics & Probability Letters. RePEc:eee:stapro:v:165:y:2020:i:c:s0167715220301516.

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2021The conditional Haezendonck–Goovaerts risk measure. (2021). Guo, Jianhua ; Jiang, Renqiao ; Xun, LI. In: Statistics & Probability Letters. RePEc:eee:stapro:v:169:y:2021:i:c:s0167715220302716.

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2020An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. (2020). Karlis, Dimitris ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:104027.

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2021An expectation-maximization algorithm for the exponential-generalized inverse Gaussian regression model with varying dispersion and shape for modelling the aggregate claim amount. (2021). Jeong, Himchan ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:108210.

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2020Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2020). Hofert, Marius ; Koike, Takaaki. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:6-:d:308941.

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2020Comparing Two Different Option Pricing Methods. (2020). Rheinlander, Thorsten ; Radojii, Dragana ; Bondi, Alessandro. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:108-:d:431429.

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2021An Expectation-Maximization Algorithm for the Exponential-Generalized Inverse Gaussian Regression Model with Varying Dispersion and Shape for Modelling the Aggregate Claim Amount. (2021). Jeong, Himchan ; Tzougas, George. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:19-:d:477237.

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2021Machine Learning or Econometrics for Credit Scoring: Lets Get the Best of Both Worlds *. (2020). Hurlin, Christophe ; Tokpavi, Sessi ; Hue, Sullivan ; Dumitrescu, Elena . In: Working Papers. RePEc:hal:wpaper:hal-02507499.

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2020Bounding basis risk using s-convex orders on Beta-unimodal distributions. (2020). Montesinos, Pierre ; Loisel, Stephane ; Lefevre, Claude. In: Working Papers. RePEc:hal:wpaper:hal-02611208.

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2020Refundable deductible insurance. (2020). Marmol, Maite ; Claramunt, Maria Merce. In: Working Papers. RePEc:hal:wpaper:hal-02909299.

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2021Worst-Case Expected Shortfall with Univariate and Bivariate Marginals. (2021). Das, Bikramjit ; Dhara, Anulekha ; Natarajan, Karthik. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:33:y:2021:i:1:p:370-389.

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2020The Distributionally Robust Chance-Constrained Vehicle Routing Problem. (2020). Wiesemann, Wolfram ; Ghosal, Shubhechyya. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:3:p:716-732.

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2020Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate. (2020). Ma, Chaoqun ; Wu, Hui ; Yue, Shengjie. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09929-4.

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2020Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds. (2020). Hurlin, Christophe ; Dumitrescu, ElenaIvona ; Tokpavi, Sessi ; Hue, Sullivan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2839.

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2020The relation between PD and LGD: an application to a corporate loan portfolio. (2020). Santos, Antonio. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202009.

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2020The distortion principle for insurance pricing: properties, identification and robustness. (2020). Escobar, Debora Daniela ; Ch, Georg. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-018-3119-1.

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2021On coverage limits and deductibles for SAI loss severities. (2021). Li, Xiaohu ; You, Yinping ; Fang, Rui. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03770-x.

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2020A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8.

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2020On Minimal Copulas under the Concordance Order. (2020). Fuchs, Sebastian ; Ahn, Jae Youn. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:184:y:2020:i:3:d:10.1007_s10957-019-01618-4.

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Marc Goovaerts is editor of


Journal
Insurance: Mathematics and Economics

Works by Marc Goovaerts:


YearTitleTypeCited
2001Bounds for present value functions with stochastic interest rates and stochastic volatility In: Working Papers.
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2002Bounds for present value functions with stochastic interest rates and stochastic volatility.(2002) In: Insurance: Mathematics and Economics.
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2002Transition probabilities for diffusion equations by means of path integrals In: Working Papers.
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2003Copulas and the distribution of cash flows with mixed signs In: Working Papers.
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2003Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries In: Working Papers.
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2003On the Distribution of Cash Flows Using Esscher Transforms In: Journal of Risk & Insurance.
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2005Comonotonic Approximations for Optimal Portfolio Selection Problems In: Journal of Risk & Insurance.
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article23
2008Can a Coherent Risk Measure Be Too Subadditive? In: Journal of Risk & Insurance.
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article22
2006Risk measurement with equivalent utility principles In: Statistics & Risk Modeling.
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article29
2012Comonotonic approximations for the probability of lifetime ruin In: Journal of Pension Economics and Finance.
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2005On the evaluation of plans In: Journal of Pension Economics and Finance.
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article2
2009Spectral decomposition of optimal asset-liability management In: Journal of Economic Dynamics and Control.
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1983Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions In: Journal of Econometrics.
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1984The effectiveness of temporary marginal cost subsidies In: International Journal of Industrial Organization.
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1991Bounds on stop-loss premiums and ruin probabilities In: Insurance: Mathematics and Economics.
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1991A recursive evaluation of the finite time ruin probability based on an equation of Seal In: Insurance: Mathematics and Economics.
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1992Editorial In: Insurance: Mathematics and Economics.
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1992Estimation of the heterogeneity parameter in the Buhlmann-Straub credibility theory model In: Insurance: Mathematics and Economics.
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1992Statistical risk evaluation applied to (Belgian) car insurance In: Insurance: Mathematics and Economics.
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1992Optimal parameter estimation under zero-excess assumptions in a classical model In: Insurance: Mathematics and Economics.
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1992Stochastic processes defined from a Lagrangian In: Insurance: Mathematics and Economics.
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1992A summary of new results on optimal parameter estimation under zero-excess assumptions In: Insurance: Mathematics and Economics.
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1992Editorial In: Insurance: Mathematics and Economics.
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1992A stochastic approach to insurance cycles In: Insurance: Mathematics and Economics.
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1992Optimal parameter estimation under zero excess assumptions in the Buhlmann--Straub model In: Insurance: Mathematics and Economics.
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1992Interest randomness in annuities certain In: Insurance: Mathematics and Economics.
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1992Some further results on annuities certain with random interest In: Insurance: Mathematics and Economics.
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1992The Laplace transform of annuities certain with exponential time distribution In: Insurance: Mathematics and Economics.
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1993Ordering of risks : Angela van Heerwaarden, (Thesis publishers, Amsterdam, 1992) pp. 159, fl.37,50/US $21,-, ISBN 90.5170.122.5. In: Insurance: Mathematics and Economics.
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1993Editorial: Disability risk in the EC In: Insurance: Mathematics and Economics.
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1994An analytical inversion of a Laplace transform related to annuities certain In: Insurance: Mathematics and Economics.
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1994The distributions of annuities In: Insurance: Mathematics and Economics.
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1994A note on the solution of practical ruin problems In: Insurance: Mathematics and Economics.
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1996The compound Poisson approximation for a portfolio of dependent risks In: Insurance: Mathematics and Economics.
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1997On the dependency of risks in the individual life model In: Insurance: Mathematics and Economics.
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1982A new premium calculation principle based on Orlicz norms In: Insurance: Mathematics and Economics.
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1982Ordering of risks: a review In: Insurance: Mathematics and Economics.
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1982Analytical best upper bounds on stop-loss premiums In: Insurance: Mathematics and Economics.
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1982Numerical best bounds on stop-loss preminus In: Insurance: Mathematics and Economics.
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1997A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate In: Insurance: Mathematics and Economics.
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1997The solution of Schmitters simple problem: Numerical illustration In: Insurance: Mathematics and Economics.
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1997The bi-atomic uniform minimal solution of Schmitters problem In: Insurance: Mathematics and Economics.
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1997IBNR reserves under stochastic interest rates In: Insurance: Mathematics and Economics.
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1998Prediction of claim numbers based on hazard rates In: Insurance: Mathematics and Economics.
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1999Solvency margins and equalization reserves In: Insurance: Mathematics and Economics.
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1999The GARCH(1,1)-M model: results for the densities of the variance and the mean In: Insurance: Mathematics and Economics.
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1999Explicit finite-time and infinite-time ruin probabilities in the continuous case In: Insurance: Mathematics and Economics.
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1999Inequality extensions of Prabhus formula in ruin theory In: Insurance: Mathematics and Economics.
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1999Supermodular ordering and stochastic annuities In: Insurance: Mathematics and Economics.
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1999On the distribution of IBNR reserves In: Insurance: Mathematics and Economics.
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2000An easy computable upper bound for the price of an arithmetic Asian option In: Insurance: Mathematics and Economics.
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2000Homogeneous risk models with equalized claim amounts In: Insurance: Mathematics and Economics.
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2000Upper and lower bounds for sums of random variables In: Insurance: Mathematics and Economics.
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1983Bounds for the optimal critical claim size of a bonus system In: Insurance: Mathematics and Economics.
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1983Maximization of the variance of a stop-loss reinsured risk In: Insurance: Mathematics and Economics.
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1983Best bounds on the stop loss premium in case of known range, expectation, variance and mode of the risk In: Insurance: Mathematics and Economics.
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2002The concept of comonotonicity in actuarial science and finance: theory In: Insurance: Mathematics and Economics.
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2002The concept of comonotonicity in actuarial science and finance: applications In: Insurance: Mathematics and Economics.
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2003Confidence bounds for discounted loss reserves In: Insurance: Mathematics and Economics.
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2003The hurdle-race problem In: Insurance: Mathematics and Economics.
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2004Some new classes of consistent risk measures In: Insurance: Mathematics and Economics.
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2004Editorial In: Insurance: Mathematics and Economics.
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2004An optimization approach to the dynamic allocation of economic capital In: Insurance: Mathematics and Economics.
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2004A comonotonic image of independence for additive risk measures In: Insurance: Mathematics and Economics.
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2004A Comonotonic Image of Independence for Additive Risk Measures.(2004) In: Tinbergen Institute Discussion Papers.
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2005Some asymptotic results for sums of dependent random variables, with actuarial applications In: Insurance: Mathematics and Economics.
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2005Approximations for life annuity contracts in a stochastic financial environment In: Insurance: Mathematics and Economics.
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1984Bounds for classical ruin probabilities In: Insurance: Mathematics and Economics.
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1984The structure of the distribution of a couple of observable random variables in credibility theory In: Insurance: Mathematics and Economics.
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1984A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions In: Insurance: Mathematics and Economics.
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2008Actuarial risk measures for financial derivative pricing In: Insurance: Mathematics and Economics.
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2009Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance In: Insurance: Mathematics and Economics.
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2009Editorial In: Insurance: Mathematics and Economics.
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2009Editorial In: Insurance: Mathematics and Economics.
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2010Optimal portfolio selection for general provisioning and terminal wealth problems In: Insurance: Mathematics and Economics.
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2010A note on additive risk measures in rank-dependent utility In: Insurance: Mathematics and Economics.
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2010Decision principles derived from risk measures In: Insurance: Mathematics and Economics.
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2011A recursive approach to mortality-linked derivative pricing In: Insurance: Mathematics and Economics.
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1985Application of the problem of moments to derive bounds on integrals with integral constraints In: Insurance: Mathematics and Economics.
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1985Semilinear credibility with several approximating functions In: Insurance: Mathematics and Economics.
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1985Bounds on compound distributions and stop-loss premiums In: Insurance: Mathematics and Economics.
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2012On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures In: Insurance: Mathematics and Economics.
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2012Convex order approximations in the case of cash flows of mixed signs In: Insurance: Mathematics and Economics.
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1986Ordering of risks and ruin probabilities In: Insurance: Mathematics and Economics.
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1986Best bounds for positive distributions with fixed moments In: Insurance: Mathematics and Economics.
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article9
1986General bounds on ruin probabilities In: Insurance: Mathematics and Economics.
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1986Extremal values of stop-loss premiums under moment constraints In: Insurance: Mathematics and Economics.
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1986Upper bounds on stop-loss premiums in case of known moments up to the fourth order In: Insurance: Mathematics and Economics.
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article13
1987On the use of QUADPACK for the calculation of risk theoretical quantities In: Insurance: Mathematics and Economics.
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1987Premium rating under non-exponential utility In: Insurance: Mathematics and Economics.
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1987New upper bounds for stop-loss premiums for the individual model In: Insurance: Mathematics and Economics.
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1988Recursive calculation of finite-time ruin probabilities In: Insurance: Mathematics and Economics.
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article24
1989Editorial In: Insurance: Mathematics and Economics.
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1989Optimal reinsurance in relation to ordering of risks In: Insurance: Mathematics and Economics.
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article17
1989Combining Panjers recursion with convolution In: Insurance: Mathematics and Economics.
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1989The practical application of credibility theory In: Insurance: Mathematics and Economics.
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1989A credit scoring model for personal loans In: Insurance: Mathematics and Economics.
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article18
1989Properties of the Esscher premium calculation principle In: Insurance: Mathematics and Economics.
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article5
1990On a multilevel hierarchical credibility algorithm In: Insurance: Mathematics and Economics.
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article2
2004Applications of ?-function perturbation to the pricing of derivative securities In: Physica A: Statistical Mechanics and its Applications.
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2006A path integral approach to asset-liability management In: Physica A: Statistical Mechanics and its Applications.
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article8
1978On the infinite divisibility of the ratio of two gamma-distributed variables In: Stochastic Processes and their Applications.
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2001Actuarieel onderzoek en opleiding aan de KULeuven In: Review of Business and Economic Literature.
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2001Some Remarks on IBNR Evaluation Techniques In: Review of Business and Economic Literature.
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2001How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities In: Review of Business and Economic Literature.
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2001Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation In: Review of Business and Economic Literature.
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2005Managing Uncertainty: Financial, Actuarial and Statistical Modeling In: Review of Business and Economic Literature.
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2005Pricing Exotic Options under Local Volatility In: Review of Business and Economic Literature.
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2005On the Use of Copulas for Calculating the Present Value of a General Cash Flow In: Review of Business and Economic Literature.
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2005Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk In: Review of Business and Economic Literature.
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2007Comonotonicity In: Review of Business and Economic Literature.
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1988BETWEEN INDIVIDUAL AND COLLECTIVE MODEL FOR THE TOTAL CLAIMS In: Universiteit Amsterdam - Institute of Actuarial Sciences and Econometrics.
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