Goovaerts Marc

Management Science and Operations Research · 2005

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Goovaerts Marc trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Michel Denuit
  2. Jan Dhaene
  3. D. Hennessy

Who trusts Goovaerts Marc overall

  1. Ka Chun Cheung
  2. Hélène Cossette
  3. Roger B. Nelsen

Papers from Goovaerts Marc's perspective

Ordered by how strongly the researchers Goovaerts Marc trusts endorse each paper. Same corpus, a different order for every researcher.

  1. On Default Correlation: A Copula Function Approach
  2. The Use of Archimedean Copulas to Model Portfolio Allocations
  3. Stochastic Orders and Risk Measures: Consistency and Bounds
  4. Correlation and dependence
  5. The Pricing of Options and Corporate Liabilities
  6. A ruin model with dependence between claim sizes and claim intervals
  7. Double hierarchical generalized linear models (with discussion)
  8. On two dependent individual risk models
  9. Best-possible bounds on sets of bivariate distribution functions
  10. The Concept of Comonotonicity in Actuarial Science and Finance: Applications

Their papers