Marc Goovaerts

The concept of comonotonicity in actuarial science and finance: theory

Jan Dhaene, Michel Denuit, Marc Goovaerts et al. · Insurance Mathematics and Economics · 2002 · 626 citations

Financial Economics, Financial Intelligence, Accounting +3

Dependency of Risks and Stop-Loss Order

Jan Dhaene, Marc Goovaerts · Astin Bulletin · 1996 · 233 citations · Full text

Stop-loss Order, Risk Metric, Portfolio Management +16

Upper and lower bounds or sum of random variables

Rob Kaas, Jan Dhaene, Marc Goovaerts · Data Archiving and Networked Services (DANS) · 2000 · 202 citations

Ordering of actuarial risks

R. Kaas, AE Van Heerwaarden, Marc Goovaerts · Data Archiving and Networked Services (DANS) · 1994 · 184 citations

Financial Risk Management, Risk Management, Management +5

On the Probability and Severity of Ruin

Hans U. Gerber, Marc Goovaerts, Rob Kaas · Astin Bulletin · 1987 · 182 citations · Full text

Usual Model, Economics, Reliability Engineering +13