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Marc Goovaerts

Marc Goovaerts

D-Index & Metrics

Economics and Finance

D-Index
48
Citations
12251
World Ranking
1497
National Ranking
15

Overview

Marc Goovaerts was a researcher affiliated with KU Leuven in Belgium, specializing in areas related to economics, econometrics, and finance as well as business, management, and accounting. Their work primarily focused on subfields including finance and accounting.

The main topics addressed in their research covered banking stability, regulation, and efficiency; credit risk and financial regulations; and financial distress and bankruptcy prediction.

Goovaerts contributed to academic literature through publications such as:

  • The use of a Stochastic Loss Given Default in a Credit Default Economic Capital Framework (2025) in the SSRN Electronic Journal

Their research appeared predominantly in the SSRN Electronic Journal, reflecting their engagement with scholarly discourse in this venue.

Throughout their career, Goovaerts collaborated with several frequent co-authors, including:

  • Jan Dhaene
  • Steven Vanduffel
  • Robert Koch
  • Ruben Olieslagers
  • Olivier Romijn

Best Publications

  • Modern Actuarial Risk Theory: Using R

    R. Kaas;Marc Goovaerts;Jan Dhaene;Michel Denuit

  • The concept of comonotonicity in actuarial science and finance: theory

    Jan Dhaene;Michel Denuit;Marc Goovaerts;Robert Kaas

  • Modern Actuarial Risk Theory

    Rob Kaas;Marc Goovaerts;Jan Dhaene;Michel Denuit

  • The concept of comonotonicity in actuarial science and finance: applications

    Jan Dhaene;M Denuit;Marc Goovaerts;Robert Kaas

  • Risk Measures and Comonotonicity: A Review

    Jan Dhaene;Steven Vanduffel;Marc Goovaerts;R Kaas

  • Effective actuarial methods

    M.J. Goovaerts;R. Kaas;A.E. van Heerwaarden;T. Bauwelinckx

  • Upper and lower bounds for sums of random variables

    Robert Kaas;Robert Kaas;Jan Dhaene;Jan Dhaene;Marc Goovaerts;Marc Goovaerts

  • On the Probability and Severity of Ruin

    Hans U. Gerber;Marc J. Goovaerts;Rob Kaas

  • Ordering of actuarial risks

    Robert Kaas;AE Van Heerwaarden;Marc Goovaerts

  • Economic capital allocation derived from risk measures

    Jan Dhaene;Mark J. Goovaerts;Rob Kaas

  • Dependency of risks and stop-loss order.

    Jan Dhaene;Marc J. Goovaerts

  • Insurance: Mathematics and Economics

    Marc J. Goovaerts

  • A credit scoring model for personal loans

    A Steenackers;Marc Goovaerts;Marc Goovaerts

  • Insurance premiums: Theory and applications

    M. J. Goovaerts;Florent de Vylder;J. Haezendonck

  • Can a Coherent Risk Measure Be Too Subadditive

    Jan Dhaene;Rob Laeven;Steven Vanduffel;Grzegorz Darkiewicz

  • Recursive calculation of finite-time ruin probabilities

    FE De Vylder;Marc Goovaerts;Marc Goovaerts

  • On the dependency of risks in the individual life model.

    J.L.M. Dhaene;M.J. Goovaerts

  • Some new classes of consistent risk measures

    Marc J. Goovaerts;Marc J. Goovaerts;Rob Kaas;Jan Dhaene;Jan Dhaene;Qihe Tang

  • Comonotonicity and maximal stop-loss premiums

    Jan Dhaene;Shaun Wang;Virginia Young;Marc Goovaerts

  • Risk Measures and Comonotonicity: A Review

    Jan Dhaene;Steven Vanduffel;Qihe Tang;Marc J. Goovaerts

  • The Concept of Comonotonicity in Actuarial Science and Finance: Theory

    Jan Dhaene;Michel Denuit;Marc Goovaerts;Rob Kaas

Frequent Co-Authors

Jan Dhaene
Jan Dhaene KU Leuven
Michel Denuit
Michel Denuit Université Catholique de Louvain
Wim Schoutens
Wim Schoutens KU Leuven
Patrick L. Brockett
Patrick L. Brockett The University of Texas at Austin
Virginia R. Young
Virginia R. Young University of Michigan–Ann Arbor

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