Marc Goovaerts

9.1k total citations
260 papers, 5.3k citations indexed

About

Marc Goovaerts is a scholar working on Management Science and Operations Research, Finance and Economics and Econometrics. According to data from OpenAlex, Marc Goovaerts has authored 260 papers receiving a total of 5.3k indexed citations (citations by other indexed papers that have themselves been cited), including 132 papers in Management Science and Operations Research, 98 papers in Finance and 77 papers in Economics and Econometrics. Recurrent topics in Marc Goovaerts's work include Stochastic processes and financial applications (82 papers), Probability and Risk Models (79 papers) and Risk and Portfolio Optimization (69 papers). Marc Goovaerts is often cited by papers focused on Stochastic processes and financial applications (82 papers), Probability and Risk Models (79 papers) and Risk and Portfolio Optimization (69 papers). Marc Goovaerts collaborates with scholars based in Belgium, Netherlands and United States. Marc Goovaerts's co-authors include Jan Dhaene, Michel Denuit, Rob Kaas, R. Kaas, Roger J. A. Laeven, David Vyncke, J. Haezendonck, F. De Vylder, Ann De Schepper and J. T. Devreese and has published in prestigious journals such as Solid State Communications, Physica A Statistical Mechanics and its Applications and Applied Mathematics and Computation.

In The Last Decade

Marc Goovaerts

235 papers receiving 4.8k citations

Peers

Marc Goovaerts
David Heath United States
Paul Glasserman United States
Steven E. Shreve United States
L. C. G. Rogers United Kingdom
Ioannis Karatzas United States
Philip Protter United States
H. Meté Soner United States
David Heath United States
Marc Goovaerts
Citations per year, relative to Marc Goovaerts Marc Goovaerts (= 1×) peers David Heath

Countries citing papers authored by Marc Goovaerts

Since Specialization
Citations

This map shows the geographic impact of Marc Goovaerts's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Marc Goovaerts with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Marc Goovaerts more than expected).

Fields of papers citing papers by Marc Goovaerts

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Marc Goovaerts. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Marc Goovaerts. The network helps show where Marc Goovaerts may publish in the future.

Co-authorship network of co-authors of Marc Goovaerts

This figure shows the co-authorship network connecting the top 25 collaborators of Marc Goovaerts. A scholar is included among the top collaborators of Marc Goovaerts based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Marc Goovaerts. Marc Goovaerts is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Dhaene, Jan, et al.. (2005). Risk measures and dependencies of risks. Brazilian Journal of Probability and Statistics. 155–178. 7 indexed citations
2.
Dhaene, Jan, Steven Vanduffel, Marc Goovaerts, Rob Kaas, & David Vyncke. (2005). Comonotonic Approximations for Optimal Portfolio Selection Problems. Lirias (KU Leuven). 13 indexed citations
3.
Chen, Xinliang, Jan Dhaene, Marc Goovaerts, & Steven Vanduffel. (2005). A liability driven approach to asset allocation. Lirias (KU Leuven). 5(1). 52–56. 2 indexed citations
4.
Beirlant, Jan, Gerda Claeskens, Christophe Croux, et al.. (2005). Managing uncertainty:financial, actuarial and statistical modelling. Lirias (KU Leuven). 23–49. 2 indexed citations
5.
Dhaene, Jan, Steven Vanduffel, Qihe Tang, et al.. (2004). Capital requirements, risk measures and comonotonicity. UvA-DARE (University of Amsterdam). 4(1). 53–61. 18 indexed citations
6.
Kaas, Rob, Marc Goovaerts, & Qihe Tang. (2004). Some useful counterexamples regarding comonotonicity. UvA-DARE (University of Amsterdam). 4(1). 1–4. 6 indexed citations
7.
Goovaerts, Marc, Rob Kaas, Jan Dhaene, & Qihe Tang. (2003). A Unified Approach to Generate Risk Measures. Astin Bulletin. 33(2). 173–191. 33 indexed citations
8.
Dhaene, Jan, et al.. (2003). Coherent Distortion Risk Measures - A Pitfall. Insurance Mathematics and Economics. 33(2). 428–428. 3 indexed citations
9.
Goovaerts, Marc, et al.. (2003). A new approximation for the distribution of the general cash flows. Insurance Mathematics and Economics. 33(2). 419–419. 1 indexed citations
10.
Kaas, Rob, Marc Goovaerts, Jan Dhaene, & Michel Denuit. (2002). Modern Actuarial Risk Theory. Kluwer Academic Publishers eBooks. 174 indexed citations
11.
Vanmaele, Michèle, et al.. (2002). Bounds for the price of discretely sampled arithmetic Asian options. Ghent University Academic Bibliography (Ghent University). 8 indexed citations
12.
Dhaene, Jan, et al.. (2001). How to determine the Capital Requirements for a Portfolio of Annuity Liabilities. UvA-DARE (University of Amsterdam). 46(4). 533–544. 1 indexed citations
13.
Kaas, Rob, Jan Dhaene, & Marc Goovaerts. (2000). Upper and lower bounds or sum of random variables. UvA-DARE (University of Amsterdam). 146 indexed citations
14.
Goovaerts, Marc & Jan Dhaene. (1997). Actuarial applications of financial models. Centrum Wiskunde & Informatica (CWI), the national research institute for mathematics and computer science in the Netherlands. 10(1). 55–64. 1 indexed citations
15.
Goovaerts, Marc, et al.. (1991). Special volume on the occasion of the 65th birthday of Grosjean,C.C. - preface. Journal of Computational and Applied Mathematics. 37. 1–1. 7 indexed citations
16.
Haezendonck, J., et al.. (1989). Symposium on risk theory, Louvain - special issue. Insurance Mathematics and Economics. 8(1). 1–1. 1 indexed citations
17.
Goovaerts, Marc, et al.. (1986). APL, the language and its actuarial applications. Elsevier eBooks.
18.
Goovaerts, Marc, et al.. (1985). Proceedings of the 5th international-congress on computational and applied-mathematics july 27 august 1, 1992, leuven, belgium - preface. Journal of Computational and Applied Mathematics. 20. 1–1. 5 indexed citations
19.
Goovaerts, Marc, et al.. (1974). Solving the non-homogeneous first order linear differential-difference equation with constant coefficients. 6. 75–86. 1 indexed citations
20.
Sitter, J. De & Marc Goovaerts. (1973). On two inequalities satisfied by Bessel functions. Bulletin of the Belgian Mathematical Society - Simon Stevin. 46. 159–164. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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