Marc Goovaerts
- Management Science and Operations Research top 0.05%
- Finance top 0.2%
- Economics and Econometrics top 0.5%
- Demography top 0.1%
- Statistics and Probability top 0.2%
- Co-authors
- Jan DhaeneMichel DenuitRob KaasR. KaasRoger J. A. LaevenDavid VynckeJ. HaezendonckF. De Vylder
- Topics
- Stochastic processes and financial applications (82 papers)Probability and Risk Models (79 papers)Risk and Portfolio Optimization (69 papers)
- Journals
- Solid State CommunicationsPhysica A Statistical Mechanics and its ApplicationsApplied Mathematics and Computation
- Partner nations
- BelgiumNetherlandsUnited States
In The Last Decade
Marc Goovaerts
235 papers receiving 4.8k citations
Peers
Comparison fields: 5 of 115
- Management Science and Operations Research 3.3k
- Finance 2.3k
- Economics and Econometrics 1.8k
- Demography 1.7k
- Statistics and Probability 1.0k
Countries citing papers authored by Marc Goovaerts
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
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
| # | Work | Indexed citations |
|---|---|---|
| 1 | Risk measures and dependencies of risks | 7 |
| 2 | 13 | |
| 3 | A liability driven approach to asset allocation | 2 |
| 4 | Managing uncertainty:financial, actuarial and statistical modelling | 2 |
| 5 | Capital requirements, risk measures and comonotonicity | 18 |
| 6 | Some useful counterexamples regarding comonotonicity | 6 |
| 7 | 33 | |
| 8 | Coherent Distortion Risk Measures - A Pitfall | 3 |
| 9 | A new approximation for the distribution of the general cash flows | 1 |
| 10 | 174 | |
| 11 | Bounds for the price of discretely sampled arithmetic Asian options | 8 |
| 12 | How to determine the Capital Requirements for a Portfolio of Annuity Liabilities | 1 |
| 13 | 146 | |
| 14 | Actuarial applications of financial models | 1 |
| 15 | Special volume on the occasion of the 65th birthday of Grosjean,C.C. - preface | 7 |
| 16 | Symposium on risk theory, Louvain - special issue | 1 |
| 17 | APL, the language and its actuarial applications | 0 |
| 18 | Proceedings of the 5th international-congress on computational and applied-mathematics july 27 august 1, 1992, leuven, belgium - preface | 5 |
| 19 | Solving the non-homogeneous first order linear differential-difference equation with constant coefficients | 1 |
| 20 | On two inequalities satisfied by Bessel functions | 2 |
About Marc Goovaerts
Marc Goovaerts is a scholar working on Management Science and Operations Research, Finance and Demography, having authored 260 papers that have together received 5.3k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (82 papers), Probability and Risk Models (79 papers) and Risk and Portfolio Optimization (69 papers). The work is most often cited by research in Management Science and Operations Research (3.3k citations), Finance (2.3k citations) and Demography (1.7k citations). Marc Goovaerts has collaborated with scholars based in Belgium, Netherlands and United States. Frequent 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. Their work appears in journals such as Solid State Communications, Physica A Statistical Mechanics and its Applications and Applied Mathematics and Computation.
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.