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Researcher
Marc Goovaerts
- Disciplines:Applied economics
Affiliations
- Insurance Research Group (Research group)
Member
From1 Nov 2005 → 17 Feb 2018
Projects
1 - 1 of 1
- Estimation and management of the risk allocation in financial portfolios.From1 Mar 2009 → 30 Sep 2010Funding: National Bank of Belgium
Publications
1 - 10 of 29
- The impact factor of IME(2015)
Authors: Marc Goovaerts
Pages: 1 - 4 - Special Issue: Proceedings of the Fifteenth International Congress on Computational and Applied Mathematics (ICCAM-2010), Leuven, Belgium, 5-9 July, 2010: Preface(2012)
Authors: Marc Goovaerts, Stefan Vandewalle
Pages: 3541 - 3541 - Transform analysis and asset pricing for general diffusion process: A recursive approach(2012)
Authors: Marc Goovaerts, Roger Laeven, Zhaoning Shang
Pages: 47 - 81 - Proceedings of the Fifteenth International Congress on Computational and Applied Mathematics (ICCAM-2010), Leuven, Belgium, 5-9 July, 2010(2012)
Authors: Marc Goovaerts, Stefan Vandewalle
- Convex order approximations in case of cash flows of mixed signs(2012)
Authors: Jan Dhaene, Marc Goovaerts
Pages: 249 - 256 - On the interplay between distortion-, mean value- and Haezendonck-Goovaerts risk measures(2012)
Authors: Marc Goovaerts, Daniël Linders, Koen Van Weert
Pages: 10 - 18 - Worst case risk measurement: Back to the future?(2011)
Authors: Marc Goovaerts, Roger Laeven
Pages: 380 - 392 - Congressional contributions to Computational and Applied Mathematics Preface(2011)
Authors: Marc Goovaerts
Pages: 4517 - 4518 - Optimal portfolio selection: the comonotonic approach.(2011)
Authors: Marc Goovaerts, Jan Dhaene
- A recursive approach to mortality-linked derivative pricing(2011)
Authors: Marc Goovaerts, Jan Dhaene
Pages: 240 - 248