What is he best known for?
The fields of study he is best known for:
- 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.
His most cited work include:
- 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)
What are the main themes of his work throughout his whole career to date?
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.
He most often published in these fields:
- Actuarial science (30.96%)
- Applied mathematics (23.62%)
- Econometrics (22.94%)
What were the highlights of his more recent work (between 2005-2019)?
- Actuarial science (30.96%)
- Comonotonicity (20.64%)
- Mathematical economics (21.33%)
In recent papers he was focusing on the following fields of study:
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.
Between 2005 and 2019, his most popular works were:
- 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)
In his most recent research, the most cited papers focused on:
- 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.
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