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Search: person:"Goovaerts, Marc"
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Goovaerts, Marc
19
Goovaerts, Marc J.
16
Kaas, Rob
12
Dhaene, Jan
11
Laeven, Roger J.A.
9
De Schepper, Ann
4
Hoedemakers, Tom
4
Shiu, Elias
4
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3
Gerber, Hans U.
3
Van Weert, Koen
3
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2
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2
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2
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Tang, Qihe
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Goovaerts, Marc J
1
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Insurance / Mathematics & economics
25
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
5
Journal of economic dynamics & control
2
Finance : revue de l'Association Française de Finance
1
The journal of computational finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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OLC EcoSci
ECONIS (ZBW)
117
RePEc
41
USB Cologne (EcoSocSci)
3
USB Cologne (business full texts)
2
EconStor
1
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1
Transform analysis and asset pricing for diffusion processes: A recursive approach
Goovaerts, Marc J
;
Laeven, Roger J A
;
Shang, Zhaoning
- In:
The journal of computational finance
16
(
2012
)
1
,
pp. 47-83
Persistent link: https://www.econbiz.de/10010023518
Saved in:
2
On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures
Goovaerts, Marc
;
Linders, Daniël
;
Van Weert, Koen
; …
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 10-19
Persistent link: https://www.econbiz.de/10009972452
Saved in:
3
Convex order approximations in the case of cash flows of mixed signs
Dhaene, Jan
;
Goovaerts, Marc
;
Vanmaele, Michèle
;
Van …
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 249-257
Persistent link: https://www.econbiz.de/10010011606
Saved in:
4
A recursive approach to mortality-linked derivative pricing
Shang, Zhaoning
;
Goovaerts, Marc
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 240-249
Persistent link: https://www.econbiz.de/10009164484
Saved in:
5
Worst case risk measurement: Back to the future?
Goovaerts, Marc J.
;
Kaas, Rob
;
Laeven, Roger J.A.
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 380-393
Persistent link: https://www.econbiz.de/10009807365
Saved in:
6
Decision principles derived from risk measures
Goovaerts, Marc J.
;
Kaas, Rob
;
Laeven, Roger J.A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 294-303
Persistent link: https://www.econbiz.de/10008717979
Saved in:
7
A note on additive risk measures in rank-dependent utility
Goovaerts, Marc J.
;
Kaas, Rob
;
Laeven, Roger J.A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10008447802
Saved in:
8
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 90-98
Persistent link: https://www.econbiz.de/10008422774
Saved in:
9
Editorial
Goovaerts, Marc
;
Kaas, Rob
;
Shiu, Elias
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 267
Persistent link: https://www.econbiz.de/10008237876
Saved in:
10
Editorial
Kaas, Rob
;
Loos, Jeroen
;
Gerber, Hans
;
Goovaerts, Marc
; …
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 261-265
Persistent link: https://www.econbiz.de/10008237878
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