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- Marc Goovaerts

Discipline name
D-index
D-index (Discipline H-index) only includes papers and citation values for an examined
discipline in contrast to General H-index which accounts for publications across all
disciplines.
Citations
Publications
World Ranking
National Ranking

Economics and Finance
D-index
46
Citations
9,809
286
World Ranking
1021
National Ranking
11

2022 - Research.com Economics and Finance in Belgium Leader Award

- Statistics
- Mathematical analysis
- Finance

Marc Goovaerts mainly focuses on Comonotonicity, Random variable, Actuarial science, Mathematical economics and Econometrics. His Comonotonicity research is multidisciplinary, incorporating perspectives in Distribution, Order, Risk measure, Portfolio and Asian option. Marc Goovaerts has researched Random variable in several fields, including Independence, Upper and lower bounds and Esscher transform.

His studies in Actuarial science integrate themes in fields like Value, Regression analysis, Credibility theory and Finance. His biological study spans a wide range of topics, including Tail value at risk, Class, Dual and Capital requirement. Marc Goovaerts has included themes like SIMPLE algorithm, Risk process, Capital allocation line and Economic capital in his Econometrics study.

- The concept of comonotonicity in actuarial science and finance: theory (477 citations)
- Modern Actuarial Risk Theory (409 citations)
- The concept of comonotonicity in actuarial science and finance: applications (334 citations)

His primary areas of study are Actuarial science, Applied mathematics, Econometrics, Mathematical economics and Comonotonicity. His work deals with themes such as Credibility theory and Finance, which intersect with Actuarial science. His Applied mathematics study also includes

- Distribution which is related to area like Combinatorics,
- Cash flow that connect with fields like Present value.

His Econometrics research is multidisciplinary, incorporating elements of Statistics and Distribution. His work carried out in the field of Comonotonicity brings together such families of science as Upper and lower bounds, Asian option and Portfolio. In his work, Axiom is strongly intertwined with Risk measure, which is a subfield of Random variable.

- Actuarial science (30.96%)
- Applied mathematics (23.62%)
- Econometrics (22.94%)

- Actuarial science (30.96%)
- Comonotonicity (20.64%)
- Mathematical economics (21.33%)

His primary areas of investigation include Actuarial science, Comonotonicity, Mathematical economics, Mathematical optimization and Applied mathematics. His research integrates issues of Expected utility hypothesis, Applied economics, Axiom, Risk measure and Credibility theory in his study of Actuarial science. His study in Comonotonicity is interdisciplinary in nature, drawing from both Quantile, Econometrics and Portfolio.

His Mathematical economics research includes elements of Class, Statistics and Dual. Marc Goovaerts has included themes like Present value and Upper and lower bounds in his Applied mathematics study. His Random variable research includes themes of Finance, Log-normal distribution and Esscher transform.

- Risk Measures and Comonotonicity: A Review (228 citations)
- Modern Actuarial Risk Theory: Using R (172 citations)
- Can a Coherent Risk Measure Be Too Subadditive (95 citations)

- Statistics
- Mathematical analysis
- Finance

The scientist’s investigation covers issues in Actuarial science, Random variable, Mathematical economics, Statistics and Comonotonicity. His study focuses on the intersection of Actuarial science and fields such as Risk measure with connections in the field of Exponential utility, Preference and Subadditivity. The Random variable study combines topics in areas such as Variables, Black–Scholes model, Range, Asian option and Esscher transform.

His work on Expected utility hypothesis, Subjective expected utility and Isoelastic utility as part of general Mathematical economics study is frequently linked to Weighting, therefore connecting diverse disciplines of science. Marc Goovaerts combines subjects such as Tail value at risk, Additive function and Linear programming with his study of Statistics. His Comonotonicity study incorporates themes from Risk-neutral measure, Stochastic differential equation, Capital requirement and Probability measure.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Modern Actuarial Risk Theory: Using R

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

**(2010)**

1361 Citations

Modern Actuarial Risk Theory: Using R

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

**(2010)**

1361 Citations

The concept of comonotonicity in actuarial science and finance: theory

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

Insurance Mathematics & Economics **(2002)**

850 Citations

The concept of comonotonicity in actuarial science and finance: theory

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

Insurance Mathematics & Economics **(2002)**

850 Citations

Modern Actuarial Risk Theory

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

**(2011)**

584 Citations

Modern Actuarial Risk Theory

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

**(2011)**

584 Citations

The concept of comonotonicity in actuarial science and finance: applications

Jan Dhaene;M Denuit;Marc Goovaerts;Robert Kaas.

Insurance Mathematics & Economics **(2002)**

487 Citations

The concept of comonotonicity in actuarial science and finance: applications

Jan Dhaene;M Denuit;Marc Goovaerts;Robert Kaas.

Insurance Mathematics & Economics **(2002)**

487 Citations

Risk Measures and Comonotonicity: A Review

Jan Dhaene;Steven Vanduffel;Marc Goovaerts;R Kaas.

Stochastic Models **(2006)**

346 Citations

Risk Measures and Comonotonicity: A Review

Jan Dhaene;Steven Vanduffel;Marc Goovaerts;R Kaas.

Stochastic Models **(2006)**

346 Citations

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