Marc Goovaerts
Home Up Marc Goovaerts Jan Dhaene

 

Functions 

Professor University of Leuven (BELGIUM)

Extraordinary Professor (Insurance chair of non-life) at the University of Amsterdam (THE NETHERLANDS)

 

Degrees

Mathematics Degree (1968) (grote onderscheiding)

Aggregaat H.S.O. R.U.G.(1968)(=Post-graduate Teaching Diploma) (onderscheiding)

Ph.D. in Mathematics (1971) (grootste onderscheiding)

Thesis: Perturbatietheorie in het Pad-Integraal formalisme van de niet-relativistische quantummechanica met toepassing op het waterstofatoom en de harmonische oscillator.

Actuarial Degree K.U.Leuven (1973) (grote onderscheiding)

Aggregatie Hoger Onderwijs R.U.G. (1976) (=High Level Teaching Diploma) (zonder graden)

Thesis: Bijdrage tot het pad-integraalformalisme van de niet relativitische quantummechanica.

Fellowships

For the academic year 1968-1969 he obtained a fellowship of the het Francqui-Foundation.

For the academic year 1969-1970 he obtained a fellowship of the I.W.O.N.L.

 

Scientific Awards

Award of the Winkler Prins for Astronomy and Mathematical Physics (1978)

Royale Belge Award (1979)

Award organisation of a NATO ASI on Insurance Premiums (1983)

Award organisation of a NATO ASI on Insurance and Risk Theory (1985)

Journals

Journal of Computational and Applied Mathematics (K.V.I.V. 1975-1982) (North-Holland - 1982 -), Principal editor - stichter

Technische Management (De sikkel)

Adviesredactie, 1975 -1984

Bulletin van de Koninklijke vereniging voor Belgische Actuarissen

Lid redactieraad, 1979 -1987

ASTIN Bulletin (E.J. Brill)

Member Editorial Board, 1981 -

Insurance : Mathematics and Economics (North-Holland)

Editor-stichter, 1982 -

Insurance : Abstracts and Reviews (North-Holland)

Correspondent, 1982 -

Mathematical Reviews

Reviewer 1976 -

 

Books and Proceedings

North-Holland Insurance Series (1984- ) : series editor

"Insurance Premiums", North-Holland (1984), pp. 406 + XI in cooperation with F. De Vylder & J. Haezendonck

"Premiums calculation in insurance", D. Reidel (1984), pp 564 + XI editor in cooperation with F. De Vylder & J.Haezendonck

(Proceedings of the Nato ASI on Insurance Premiums, held in Leuven 1983)

"Proceedings of the International Congress on Computational and Applied Mathematics", North-Holland (1985), in cooperation with F. Broeckx, L. Wuytack, R. Piessens (Proceedings of the I.C.C.A.M. meeting, held in Leuven 1984) pp 1-668 + XVIII (1985)

APL, the language and its actuarial applications, North-Holland (1986) in cooperation with D. Stiers and J. De Kerf.

"Proceedings of the second International Conference on Computational and Applied Mathematics" July 21-26, 1986 Leuven in cooperation with Broeckx, Piesens, Wuytack (North-Holland).

"Insurance and Risk Theory" D. Reidel 1986 pp 487 editor in cooperation with F. De Vylder & J. Haezendonck.

(Proceedings of the Nato ASI on Insurance and Risk Theory, held in Maratea 1985).

APL, een taal voor rekenkundige toepassingen, in cooperation with D.J.W. Stiers, F.C.M. Broeckx.

"Proceedings of the Symposium on Risk Theory" Leuven, July 19-21 (1988), in cooperation with H. Gerber, V. Mammitzsch, J. Haezendonck.

"Proceedings of the third ICCAM" July 23-28, 1988, Leuven, in cooperation with Broeckx, Piessens, Wuytack, North-Holland.

"On effective actuarial models" North-Holland Insurance Series, June 1990 in cooperation with R. Kaas, A. Van Heerwaarden, T. Bauwelinckx..

"Liber Amicorum W. Kok & J. van Klinken, in cooperation with H. Wolthuis, R. Kaas and B. Alting von Gesau.

"Proceedings of the fourth ICCAM", July , 1990, Leuven, Belgium, in cooperation with Broeckx, Piessens, Wuytack, North-Holland.

H. Wolthuis, M. Goovaerts, "Reserving and Solvency in the EC", in the CAIRE Insurance and Finance Series, Ceuterick (1993).

"Proceedings of the fifth ICCAM", July 1992, Leuven, Belgium, in cooperation with F. Broekx, R. Piessens and L. Wuytack, North Holland.

R. Kaas, A.E. Van Heerwaarden, M. Goovaerts, "Ordering of Actuarial Risks", Caire Education Series 1 pp. 144.

D. Dannenburg, R. Kaas, M. Goovaerts, "Basic Credibility models", Ceuterick (1996) pp.153.

"Proceedings of the sixth ICCAM", July 1994, Leuven, Belgium, in cooperation with F. Broeckx, R. Piessens and L. Wuytack, North Holland.

"Praktijkgids 1997 Aanvullende bedrijfspensioenen", in cooperation with T. Bauwelinckx pp. 529.

"Praktijkgids 1998 Aanvullende bedrijfspensioenen", in cooperation with T. Bauwelinckx.
"Proceeding of the seventh ICCAM", July 1996, Leuven, Belgium, in cooperation with F. Broeckx, R. Piessens and L. Wuytack, (1998) (North Holland).
"Praktijkgids 1999 Aanvullende bedrijfspensioenen in cooperation with T. Bauwelinckx.
"Proceedings of the eight ICCAM, July 1998, Leuven, Belgium, in cooperation with F. Broeckx, R. Piessens and L. Wuytack, (2000) (North Holland).
"Praktijkgids 2000 Aanvullende bedrijfspensioenen in cooperation with T. Bauwelinckx.

Organization of International Congresses

1983 Nato ASI on Insurance Premiums - Leuven, 17-31 July Director (together with J. Haezendonck & F. De Vylder)

1984 International Congress on Computational and Applied Mathematics - Leuven, 24-27 July

1985 Nato ASI on Insurance and Risk Theory - Maratea (Italy) Director (together with J. Haezendonck and F. De Vylder)

1986 Second International Congress on Computational and Applied Mathematics, Leuven, 21-26 July.

1988 Symposium on Risk Theory, Leuven, 19-21 July

1988 Third International Congress on Computational and Applied Mathematics, Leuven, 25-28 July.

1990 Fourth International Congress on Computational and Applied Mathematics, Leuven,23-27 July.

1992 Fifth International Congress on Computional and Applied Mathematics, Leuven 27 July - 1 August

1994 Sixth International Congress on Computional and Applied Mathematics, Leuven July, 25 - 30.

1995 26st Astin Colloquium Leuven

1995 Chairman Scientific Committee ICA 1995, Brussels

1996 Seventh International Congress on Computational and Applied Mathematics, Leuven, July 21-26, 1996.

1997 First IME meeting Amsterdam August 21-24, 1997.

1998 Eight International Congres on Computational and Applied Mathematics, Leuven, 25 July – 1 August 1998.
1998 Second meeting of IME Lausanne July 24-27 Member Scientific committe
1999 Third meeting of IME London July 25-28 Member Scientific committe
2000 Ninth ICCAM Leuven July 17-21

2000 Fourth meeting of IME Barcelona July 26-29 Member Scientific committe

 

Member of the Jury of the following scientific awards

Winterthur Price, Boleslaw Monic Price Award. ICA-award Montreal 1992

ICA-award Brussels 1995.

 

Publications

 

  1. M.J. Goovaerts and J.T. Devreese, "Analytic Treatment of the Coulomb Potential in the Path Integral Formalisms by Exact Summation of a Perturbation Expansion", J. Math. Phys., Vol. 13, No. 7, July 1972, pp 1070-1082 and J. Math. Phys., Vol. 14, No. 1, January 1973, pp. 153.

  2. M.J. Goovaerts, J.M. De Sitter and J.T. Devreese, "Numerical Study of Two-Phonon Sidebands in the Optical Absorption of Free Polarons in the Strong-Coupling Limit", Phys. Rev. B, Vol. 7, No. 6, March 1973, pp. 2673-2644.

  3. J. Devreese, J. De Sitter and M. Goovaerts, "Theoretical Evidence for the possible Observation of relaxed excited States of Fröhlich Polarons for polar Crystals with a>3, "Solid state Communications, Vol. 9, (1971), pp. 1383-1385.

  4. M.J. Goovaerts and J.T. Devreese, "A note on Feynman's Path-Integrals", Physica, 60 (1972), pp. 97-113.

  5. M.J. Goovaerts, A. Babcenco and J.T. Devreese, "A new expansion method in the Feynman path-integral formation: Application to a one-dimensional delta function potential", J. Math. Phys., Vol. 14, No. 5, May 1973, pp. 554-559.

  6. M.J. Goovaerts and F. Broeckx, "On a generalization of the modified perturbation expansion for the density matrix in path-integral formalism", Physica 62 (1972), pp. 267-277.

  7. M.J. Goovaerts and F. Broeckx and P. Van Camp, "Evaluation of the even wave functions of the hydrogen atom in the path-integral formalism", Physica 64 (1973), pp. 47-62.

  8. J. Devreese, J. De Sitter and M. Goovaerts, "Optical Absorption of polarons in the Feynman-Helwarth-Iddings-Platzman Approximation", Phys. Rev B, Vol. 5, No. 6 (1972), pp. 2367-2381.

  9. J. Devreese, J. De Sitter, M. Goovaerts, "Optical absorption of polarons in the F.H.I.P. approximation", Phys. Rev. Abstracts 2, 16 (1971).

  10. J.M. De Sitter and M.J. Goovaerts, "On two inequalities satisfied by Bessel Functions", Simon Stevin, 46e Jaargang (1972-1973) Afl. IV (april 1973), pp. 159-164.

  11. C.C. Grosjean and M.J. Goovaerts, "A perturbational calculation relative to the energy states of the linear harmonic oscillator in the path-integral formulism of nonrelativistic Quantum Mechanics, "Physica 70, 2 (1973), pp. 243-256.

  12. F. Broeckx, M. Goovaerts, "Bayesiaanse statistiek met toepassing op het schatten van parameters", Het Ingenieursblad, Nr. 1-2/1974, pp. 26-29.

  13. K.K. Bajaj, M.J. Goovaerts and J.T. Devreese, "Ground State Energy of a Bound Piezoelectric Polaron", Solid State Comm., Vol. 12 (1973), pp. 1197-1199.

  14. M.J. Goovaerts, W. Meeusen and J. De Kerf, "Solving the non-homogeneous first order linear differential-difference equation with constant coefficients", Utilitas Mathematica, Vol. 6 (1974), pp. 75-86.

  15. C.C. Grosjean, F. Broeckx and M.J. Goovaerts, "Some New Transformation formulae for certain types of integrals with a product of a periodic and a non-periodic function as integrand", Bulletin de la Société Mathématique de Belgique, t. XXV, (1973), pp. 359-388.

  16. F. Broeckx, M. Goovaerts, J. Van den Broeck, "On the prior density functions proposed by Jeffreys and Haldane in a Bayesian framework", Belgisch tijdschrift voor statistiek, informatiek en operationeel onderzoek, Vol. 15, No. 1, april 1975, pp. 19-33.

  17. M.J. Goovaerts, "Path-integral evaluation of nonstationary Calogero model", J. Math. Phys. Vol. 16, No. 3, March 1975, pp. 720-723.

  18. P. Breesch, J. De Kerf, M. Goovaerts, "A note on the numerical evaluation of integrals over strongly oscillating functions". Journ. Comp. Applied Math., Vol. I, No. 1 (1975), pp. 47-49.

  19. F. Broeckx, M. Goovaerts, "Bayesiaanse Concepten bij het probleem van de estimatie van parameters", Omega, Vol. 2, No. 3 (1974), pp. 24-28.

  20. M.J. Goovaerts, "A new method for evaluating Gaussan Path-Integrals", Physica 77, No. 2, (1974), pp. 379-389.

  21. L. D'Hooge and M.J. Goovaerts, "Bayesian Inference in credibility theory", The Astin Bulletin, Vol. VIII, part 2 (1975), pp. 164-174.

  22. N. De Pril, L. D'Hooge and M.J. Goovaerts, "Continued Fractions as a tool for approximate quadrature formulae", Liber Amicorum, H. Florin (1975), pp. 95-107.

  23. W. Huybrechts and M.J. Goovaerts, "Optical absorption of piezoelectric polarens", Solid State Communications, V17, pp. 1263-1265 (1975).

  24. F. Broeckx, L. D'Hooge, M.J. Goovaerts, "An expansion method for a function as a sum exponentials". Proceedings of the first European Congress on Operations Research (edited by J.L. Brans), North-Holland, pp. 23 (1975).

  25. L. D'Hooge and M.J. Goovaerts, "Numerical Treatment of the determination of a Structure function of a tariff class based on the theory of continued fractions", Proceedings of the 20th International Congress of Actuaries, Tokyo, Oct. 1976, Vol. 1, pp. 53-65.

  26. M.J. Goovaerts, L. D'Hooge, N. De Pril, "On a class of generalized Convolutions, Part I", contribution to the 12th Astin Colloquium Portimao, Oct. 1975, Scandinavian actuarial Journal 1977, pp. 1-30.

  27. M.J. Goovaerts, "Bijdrage tot het pad-integraal formalisme van de niet relativistische quantummechanica, met inbegrip van de behandeling van enkele klassieke modellen", Thesis Aggregaat Hoger Onderwijs, pp. 1-266.

  28. F. Broeckx, L. D'Hooge, M. Goovaerts, J. Vanden Broeck, "Numerical evaluation of bounded Bayesian parameters in case of auto-correlated errors and multicollinearity in Data", Statistische Hefte, VII, Nr. 3, (1975), pp. 130-143.

  29. N. De Pril, L. D'Hooge, M.J. Goovaerts, "A bibliography on credibility theory and its applications", Journ. comp. Applied Math., Vol. II, No. 1, pp. 55-62.

  30. L. D'Hooge, J. De Kerf en M.J. Goovaerts, "Aanpassing van stertetafels door middel van Spine functions", Het Ingenieursblad, Nr. 24 (1975), pp. 538-540.

  31. M.J. Goovaerts, L. D'Hooge en N. De Pril, "Some new results on infinite divisibility", Proceedings of the 20th International Congress of Actuaries, Tokyo, Oct. 1976, Vol. 4, pp. 539-543.

  32. F. Broeckx, M. Goovaerts, J. Vanden Broeck, "Numerical estimation of Bayesian parameters involving uniform priors", Belgisch tijdschrift voor Statistiek, Informatiek en Operationeel Onderzoek, Vol. 16, Nr. 1, (1976).

  33. W. Huybrechts and M.J. Goovaerts, "Free Polaron absorption in piezo-electric semiconductors", Physica, 82 B (1976), pp. 216-226.

  34. W. Huybrechts, M.J. Goovaerts, J. De Kerf, "Optical absorption by piezo-polarons in an external static electric field", Sold State Communications, Vol. 19, pp. 1119-1121 (1976).

  35. M.J. Goovaerts, L. D'Hooge & N. De Pril, "On the Infinite Divisibility of the Product of Two G-distributed Stochastical Variables, "Applied Mathematics and Computation 3, pp. 127-135 (1977).

  36. W.J. Huybrechts, M.J. Goovaerts and J. De Kerf, "Dependence of the optical absorption by a piezo-electric polaron on an external static electric field", Physica, 92 B+C, 1, pp. 33-78 (1977).

  37. M.J. Goovaerts, L. D'Hooge, P. Van Goethem, "An analytical Approach to the Generalized Poisson Process in case of claim distributions with infinite skewneww", Mitteilunger der Vereinigung Schweiz. Versicherungsmathematiker Heft, 1, 77 (1977), pp. 59-69.

  38. R. De Groot, J. De Kerf and M.J. Goovaerts, "Algebra der schakelingen", Eclectica, 7de Jaargang Nr. 1, pp. 1-84.

  39. L. D'Hooge, J. De Kerf, M.J. Goovaerts, "Adjustment of mortality tables by means of smoothing splines", Bulletin Kon. Ver. Belg. Act. 71, pp. 78-93 (1977).

  40. M.J. Goovaerts and P. Van Goethem, "On a Berry-Esseen theorem for compound Poisson Processes", Proceedings of the 10th European Meeting of Statisticians, Leuven August 22-26 (1977), pp. 109.

  41. F. Broeckx, M. Goovaerts, J. Van den Broeck, "A Bayesian Approach to some specific business problems". Revue Belge de Statistique, d'informatique et de recherche opérationelle, 17, 2 pp. 1-14 (1977).

  42. L. D'Hooge, J. De Kerf, M.J. Goovaerts, "Adjustment of mortality tables by means of smooting splines", Proceedings of the Vith International Conference of Social Security Association, Helsinki (1975) Vol. II, pp. IV.b)95 - IV.b/117 (1977).

  43. M.J. Goovaerts & P. Van Goethem, "On a Berry-Esseen theorem for compound Poisson Processes", Journal Comp. Applied Mathematics, 4,2, pp. 93-100 (1978).

  44. M.J. Goovaerts, L. D'Hooge, N. De Pril, "On the Infinite divisibility of the ratio of two gamma-distributed variables", Stoch. Processes and Applications, 7, 3, pp. 291-297 (1978).

  45. P. Van Goethem and M.J. Goovaerts, "Approximation formulae for compound Poisson processes in case of claim distributions having infinite variance or infinite mean", Bull. Kon. Ver. Belgische Actuarissen, pp. 132-143, (1978).

  46. P. Van Goethem and M.J. Goovaerts, "Approximation formulae for compound Poisson processes for some kind of claim distributions having a prescribed asymptotic behavior", Applied Mathematics and Computation, V 5(4), pp. 243-252 (1979).

  47. L. D'Hooge en M. Goovaerts, "Enkele actuariële bedenkingen bij de veralgemeende controle op de aanvullende pensioenstelsels" Liber Amicorum, Hulpiau, pp. 263-280 (1978).

  48. M. Goovaerts, N. De Pril, L. D'Hooge, On the infinite divisibility of the ration of two gamma-distributed variables, Proceedings on the 11th European Meeting of Statisticians, Oslo, August 14-18, pp. 111 (1978).

  49. R. De Groot en M.J. Goovaerts, "On generalized Tchebycheff inequalities for stop-loss premiums", Bulletin de l'Association des actuaires Diplômés de I.S.F.A., pp. 55-60 (1979).

  50. F. Covens, M. Van Wouwe, M. Goovaerts, "On the numerical evaluation of stop-loss premiums" Astin Bulletin 10, pp. 318-324 (1979).

  51. P. Van Goethem en M.J. Goovaerts "Actuarieel gebruik van de James-Stein estimatietheorie", Tijdschrift voor Economie en Management, (sept. 1979), Vol. XXIV, 2, pp. 211-223 (1979).

  52. R. De Groot, L. D'Hooge, M.J. Goovaerts, "On an extension of some stop-loss inequalities based on convex analysis" (Int. Congres of Actuaries, Zürich), Proceedings, Tl, pp. 169-177 (1980).

  53. M.J. Goovaerts en N. De Pril, "On a note by Ralph Gardfield", Arch Nr. 1, pp. 3-6 (1979).

  54. M.J. Goovaerts en J. Swiggers, "Over de inflatiegevoeligheid van een aantal actuariële modellen voor aanvullende pensioenstelsels", Liber Amicorum, Economie en Werkelijkheid, pp, 215-228 (1980).

  55. M.J. Goovaerts en F. De Vylder, "A note on additive premium calculation principles", Bulletin van de KVBA, pp. 89-93, (1980).

  56. M.J. Goovaerts en F. De Vylder, "A note on iterative premium calculation principles", Astin Bulletin 10, pp. 326-329 (1979).

  57. F. De Vylder, M.J. Goovaerts, "An invariance property of the Swiss premium calculation principles, M.V.S.V. 79, pp. 105-120, 2 (1979).

  58. F. De Vylder, M.J. Goovaerts, "Convexity property of the Swiss premium principle", Blätter XIV, Heft 3 pp. 427-437 (1980).

  59. M.J. Goovaerts, M. Declercq, "On a application of a Smoothing Inequality to the estimation of Stop-Loss premiums", Scan. Act. Journ., pp. 33-40 (1980).

  60. M. Goovaerts, M. Van Wouwe, "The generalized Waring Distribution as a Mixed Poisson with a Generalized gamma mixing distribution", Bull. Kon. Ver. Belgische Actuarissen, pp. 95-98 (1980).

  61. M.J. Goovaerts and F. De Vylder, "Premium calculation principles, some properties", Het Verzekeringsarchief, 57, 1, pp. 6-13 (1980).

  62. M.J. Goovaerts and F. De Vylder, "Upper Bounds on Stop-Loss Premiums under constraints on claimsize distributions as derived from representation theorems for distribution functions", Scan. Act. Journal, pp. 141-148 (1980).

  63. M.J. Goovaerts, "Some further Results on Ordering of Risk", Blätter, Band XV, Heft 1, pp. 1-6, (1981).

  64. M.J. Goovaerts, "On ordering and danger of claim frequency distributions", Astin Bulletin, 12 (1981), pp. 72-76.

  65. M.J. Goovaerts, F. De Vylder, F. Mertens, R. Hardy, "An extension of an invariance property of the Swiss premium calculation principle", Astin Bulletin 11, pp. 145-153 (1980).

  66. W. Santermans and M. Goovaerts, "On the numerical evaluation of Survival Probabilities", Arch, Nr. 1, pp. 53-59 (1980).

  67. M. Goovaerts and N. De Pril, "The BETA-prime distribution : a remark on a recent paper by H. Seal", Astin Bulletin, 11, pp. 154-157 (1981).

  68. H.U. Gerber and M.J. Goovaerts, "On the representation of additive principles of premium calculation", Skan. Act. Journal, pp. 221-227 (1981).

  69. H.U. Gerber, M. Goovaerts, N. De Pril, "The Wiener process with drift between a linear retaining and an absorbing barrier". Journal Comp. Applied Math. 7, 4, pp. 267-269 (1981).

  70. M.J. Goovaerts, L. D'Hooge and F. Broeckx, "A characterization of the exponential principle by means of the mean value and the zero utility premium calculation principle", Bulletin van de Koninklijke Vereniging van Belgische Actuarissen, pp. 63-70 (1981).

  71. J. Haezendonck & M. Goovaerts, "A new premium calculation principle based on Orlicz norms", Insurance VI nl, pp. 41-54 (1982).

  72. M. Goovaerts, F. De Vylder, J. Haezendonck, "Stop-Loss dominance", Blätter XVI, Heft 3 (1984), pp. 301-310.

  73. M.J. Goovaerts, "A remark on survival probabilities for a weighted Poisson Process with an Infinitely divisible mixing distribution", Skand. Act. Journal (1982), pp. 211-215.

  74. De Vylder F. en M. Goovaerts, "Analytical best upper bounds for stop-loss premiums", Insurance : Mathematics and Economics 1, 3, pp. 197-212 (1982).

  75. F. De Vylder and M. Goovaerts, "Upper bounds for ruin probabilities in a New General Risk Model by the Martingales method", Journal of Comp. Applied Math., 8, 2, pp. 121-126 (1982).

  76. M.J. Goovaerts, F. Broeckx, "Modelling of Insurance Premiums", Proceedings of the LASTED International Symposium on Modelling, identification and control", pp. 7-9 (1981).

  77. M.J. Goovaerts, F. De Vylder & J. Haezendonck, "Ordering of risks: a Review", Insurance Mathematics and Economics 1, 2, pp. 131-161 (1982).

  78. F. De Vylder & M. Goovaerts, "Upper and Lower Bounds on Stop-loss Premiums in Case of known Expectation and Variance of the Risk Variable", Mitteilungen der Vereinigung schweiz. Versicherungsmathematiker, Heft 1, pp. 149-164 (1982).

  79. M. Goovaerts, J. Haezendonck, F. De Vylder, "Numerical best bounds on stop-loss premiums", Insurance Mathematics and Economics, 1, 4, pp. 287-302 (1982).

  80. F. De Vylder, M. Goovaerts, N. De Pril, "Upper and Lower Bounds on Modified Stop-Loss Premiums in case of Known Expectation and Variance of the Risk Variable", Astin Bulletin V13, 1 (1982), pp. 23-35.

  81. N. De Pril, L. D'Hooge, M. Goovaerts, "Een actuarieel onderzoek van de financiële leefbaarheid van de voorzorgkas voor geneesheren". Liber Amicorum Prof. H. Vandenborre, Bulletin van de K.V.B.A. (1982), pp. 77-108.

  82. M. Goovaerts, "Moral Hazard" en "Theorie van de verzekeringen" in de Encyclopedie van de bedrijfseconomie, Kluwer.

  83. N. De Pril & M. Goovaerts, "Bounds for the optimal critical claim size of a bonus system", Insurance : Mathematics and Economics, 2, 1, pp. 27-33 (1982).

  84. M.J. Goovaerts & F. De Vylder, "Numerical bounds on stop-loss premiums in case of known mean and variance of the risk variable" Proceedings of the International LASTED Symposium, Acta Press, (Paris), pp. 225-227 (1982).

  85. F. De Vylder & M. Goovaerts, "Maximization of the variance of a stop-loss reinsured risk" Insurance Mathematics and economics 2, 2 pp. 75-80 (1983).

  86. M. Goovaerts, F. De Vylder, "Stop-loss ordering for scale and power mixtures of distributions" S.A.J. (1984), pp. 95-101.

  87. M.J. Goovaerts & F. De Vylder, "A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions" Insurance Mathematics and economics, V3, 3 pp. 201-204 (1984).

  88. M. Goovaerts, F. De Vylder, J. Haezendonck, "Insurance Premiums", North-Holland, VII + 398 (1984).

  89. F. De Vylder, M. Goovaerts, "Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk", Insurance : Mathematics & Economics 2,4 (1983), pp. 241-250.

  90. F. Broeckx, F. De Vylder, J. Bertels, M. Goovaerts, "Linear programming with an infinite number of inequality constraints, solving an insurance problem", Bulletin Sogesci (1984), pp. 16.

  91. M. Goovaerts, F. De Vylder, "Upper and Lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions", Journal of Econometrics 23 (1983), pp. 77-90.

  92. M. Goovaerts & F. De Vylder, "A stable algorithm for evaluation of ultimate ruin probabilities", Astin Bulletin 14, 1 (1984), pp. 53-60.

  93. F. De Vylder & M. Goovaerts, "Dangerous distributions and ruin probabilities in the classical risk model", ICA Sydney 1984, T3, pp. 111-120.

  94. M. Van Wouwe, M. Goovaerts, F. De Vylder, "Claim size constrained bounds on ruin probabilities", I.C.A. Sydney 1984, T3, pp. 187-195.

  95. M.J. Goovaerts & N. De Pril, "Multi- en interdisciplinaire evaluatiestudie betreffende de stormvloedkring te Antwerpen (Oosterweel), deelstudie : verzekeringspremie bij niet-uitvoering van de stormvloedkring" (1982), pp. 1-17.

  96. M.J. Goovaerts, "ordering of risks" in Proceedings of the NATO ASI on Insurance Premiums" (1984), pp. 195-239.

  97. M. Van Wouwe, F. De Vylder, M. Goovaerts, "The influence of reinsurance limits on infinite time ruin probabilities", Proceedings of the NATO ASI on Insurance Premiums (1984), pp. 493-504.

  98. D. Stiers & M. Goovaerts, F. De Vylder, Methoden ter bepaling van schadereserves", BARAB (1984) 77, pp. 97-114.

  99. D. De Vylder & M. Goovaerts, "Bounds for classical ruin probabilities", Insurance Mathematics and Economics, V3,2, pp. 121-132 (1984).

  100. F. De Vylder, M. Goovaerts, "The structure of the distribution of a couple of observable random variables in credibility theory", Insurance Mathematics and Economics, V3,3, pp. 197-188 (1984).

  101. R.R. De Bondt & M.J. Goovaerts, "The effectiveness of temporary marginal cost subsidies", International Journal of Industrial Organization 2/1984), pp. 235-249.

  102. F. Broeckx, M. Goovaerts, F. De Vylder, "Ordering of risks and ruin probabilities", Proceedings Macquarie Risk Seminar (1984). Also in Insurance Mathematics and Economics V5,1 (1986), pp. 35-40.

  103. M.J. Goovaerts, R. Kaas, "Application of the problem of moments to derive bounds on integrals with integral constraints", Insurance Mathematics and Economics (1985) V4,2, pp. 99-112.

  104. F. De Vylder, M. Goovaerts, J. Haezendonck, J. Garrido, "Bornes pour espérances sous des constraintes d'égalité", Bulletin de l'A.R.A.B. (1984), pp. 29-44.

  105. M. Goovaerts & F. Broeckx, "Analytic treatment of a periodic s-function potential in the path-integral formalism", Siam Journal on Applied Mathematics, (1985) pp. 479-490.

  106. F. De Vylder, M. Goovaerts, "Semilinear credibility with several approximating functions", Insurance : Mathematics and Economics, V4,3 (1985), pp. 155-162.

  107. C.C. Grosjean & M.J. Goovaerts, "On the series expansion of certain types of integral transforms, part I", Proceedings ICCAM (1984), pp. 38. Also in Journal of Computational and Applied Mathematics, Vol. 12-13 pp. 277-298

  108. R. Kaas & M. Goovaerts, "Best bounds for positive distribution with fixed moments", AE 15/84, pp. 1-22. Also in Proceedings Macquarie Risk Seminar (1984) and Insurance Mathematics and Economics : V 5,1 (1986) pp. 87-92.

  109. M.J. Goovaerts & R. Kaas, "A note an a formula for profit return", Proceedings of the Akersloot Astin Symposium (1984) AE 24/84, pp. 115-119.

  110. M.J. Goovaerts, "Premium Principles", Proceedings of the 16th European Meeting of Statisticians (1984), pp. 23.

  111. M. Van Wouwe, F., F. De Vylder, M. Goovaerts, "Some numerical results on semi-linear credibility estimators", Proceedings of the Akersloot Astin Symposium (1984), pp. 75-88.

  112. M. Goovaerts, "Rate making", Proceedings of the Akersloot Astin Symposium (1984), pp. 47-55.

  113. R. Kaas & M. Goovaerts, "Computing moments of compound distributions", SAJ, pp. 35-38 (1985).

  114. R. Kaas & M. Goovaerts "Bounds on distribution functions under integral constraints" Bulletin ARAB. 79, pp. 45-60 (1985).

  115. W. Hoogstad & M. Goovaerts "Credibility Theory" in Surveys of Actuarial Studies. (1987) pp 1-115.

  116. M. Van Wouwe, F. De Vylder & M. Goovaerts "Some numerical methods for calculating semilinear credibility estimators", NATO ASI Insurance and Risk Theory. Maratea (1986), Reidel Publishing Company, pp. 325-348.

  117. R. Kaas & M. Goovaerts "Application of the problem of moments to various insurance problems in non-life". Proceedings NATO ASI Insurance and Risk Theory. Maratea (1986), Reidel Publishing Company, pp. 79-118.

  118. R. Kaas & M. Goovaerts, De Ridder R. "General bounds on ruin probabilities" NATO ASI Insurance and Risk Theory, Maratea (1986), Reidel Publishing Company, pp. 459-465.

  119. J. Th. Runnenburg & M.J. Goovaerts "Bounds on compound distributions and stop-loss premiums". Insurance Mathematics and Economics (1985), pp. 287-294.

  120. M.J. Goovaerts "Actuariaat, Theorie en Toepassingen" Het Verzekerings-Archief (1985) 62, 2 pp. 93-104.

  121. B. Heijnen & M.J. Goovaerts "Additivity and premium calculation principles" Blatter (1986) pp. 217-223.

  122. M. Vandebroeck, D. Gysels, M. Goovaerts "Probability bounds on compound distributions with given moments on claim distributions", NATO ASI Insurance and Risk Theory, Maratea (1986), Reidel Publishing Company, pp. 367-372.

  123. R. Kaas & M. Goovaerts, "Necessary and sufficient conditions for stochastic dominance", Bulletin ARAB, V79, pp. 81-87 (1985).

  124. R. Kaas, M. Goovaerts, "Bounds on stop-loss premiums for compound distributions, Astin Bulletin, V16, No. 1 pp. 13-18.

  125. R. Kaas, M. Goovaerts, "General bounds on ruin probabilities". Insurance Mathematics and Economics, V5,2 (April 1986), pp. 165-168.

  126. M.J. Goovaerts, M. Vandebroeck, R. Kaas, "Ordering of Risks and Weighted Compound Distributions", Statistica Neerlandica (1986), pp. 273-282.

  127. K. Janssen, J. Haezendonck, M. Goovaerts, "Upper bounds on Stop-Loss Premiums in case of known moments up to the fourth order" Insurance Mathematics and Economics. 5(1986) pp. 315-334.

  128. R. Kaas & M. Goovaerts "Extremal values of Stop-Loss premiums under moment contraints" Insurance Mathematics and Economics. V5,4 (1986) pp. 279-285.

  129. M. Van Wouwe, G. Elsen, M. Goovaerts, "Numerical inequalities for tails of compound distributions" II SOR Proceedings(1987) pp. 583-590.

  130. R. Kaas, Th. Bauwelinckx, M. Goovaerts, "Some elementary stop-loss inequalities" Mitteilungen V.S.V. Heft 2 pp. 225-229.

  131. H. Gerber, R. Kaas, M. Goovaerts, "On the severity of ruin", Astin Bulletin. V17, 2 (1987) pp 151-164.

  132. R. Kaas, M. Goovaerts, "A new methode for deriving bounds for integrals with respect to measures allowed to vary under conical and integral contraints" J. CAM. V20 (1987) pp 289-299.

  133. B. Heijnen, M.J. Goovaerts, "Bounds on modified stop-loss premiums in case of unimodal distributions", IISOR Proceedings, Bulletin KVBA (1987) pp. 545-558.

  134. M.J. Goovaerts "Modelbouw bij verzekeringen onder onvolledige informatie" in Financiering en Belegging, Stand van zaken anno 1986, pp. 477-495.

  135. M.J. Goovaerts "Ontwikkelingen in het schade-actuariaat" Het Verzekeringsarchief. V64-3 (1987) pp 185-195.

  136. R. Kaas, M. Goovaerts "On the use of QUADPACK for the calculation of risk theoretical quantities" Insurance Mathematics and Economics 6(1987) 33-42.

  137. H. Gerber, R. Kaas, M. Goovaerts "The severity of ruin in case of completely monotone claim distributions". (1988) IAA Proceedings Helsinki. V1, pp 175-184.

  138. R. Kaas, M.J. Goovaerts "Unimodal distributions in Insurance" BARAB. 68/81, (1987) pp 61-66.

  139. T. Bauwelinckx, R. Kaas, M. Goovaerts "Upper bounds for the stop-loss premiums for the individual model" BARAB. V81 (1987) pp 67-72

  140. M.J. Goovaerts, "An APL software for credibility theory", APL87 conference proceedings (1987) pp. 103-127. BARAB V81 (1987) pp 117-124.

  141. E. Van den Berg, R. Kaas & M. Goovaerts "Numerical evaluation of compound distributions" (1987) Proceeding S.O.R. pp. 533-544.

  142. M.J. Goovaerts & G.C. Taylor, "Premium rating under on-exponential utility" IME V6, 4 (1987) pp 245-258.

  143. F. De Vylder & M. Goovaerts "Recursive calculation of finite-time ruin probabilities" IME V7, 1 (1988) pp 1-8.

  144. C.C. Grosjean & M.J. Goovaerts, "The analytical evaluation of one-dimensional Gaussian path-integrade" J. CAM. V21, 3 (1988) pp 311-332.

  145. M.J. Goovaerts & C. Stoop "De grenzen van de verzekerbaarheid; enkele actuariele aspecten" De Verzekeringswereld, VZW oktober 87, pp 67-68.

  146. M.J. Goovaerts & C. Stoop "Practical Rating" The Review (1987) pp 4-7.

  147. R. Kaas, A.E. Van Heerwaarden, M.J. Goovaerts, "On stop-loss premiums for the individual model, Astin Bulletin V18, 1 (1988) pp 91-97.

  148. A.E. Van Heerwaarden, M.J. Goovaerts, R. Kaas, "New upperbounds for stop-loss premiums for the individual model" IME V6, 4 (1987) pp 289-294.

  149. M.J. Goovaerts & W.C.A. Kok : Actuariaat : een wetenschap of een vaardigheid, Actuarieel Perspectief, (1988), pp 65-70.

  150. W.C.A. Kok & M.J. Goovaerts : Het verschil tussen leven en schade: een actuariële analyse, Actuarieel Perspectief, (1988), pp 161-166.

  151. M.J. Goovaerts Actuariële Wetenschappen in "Wetenschap nu en morgen", (1989), pp 201-207.

  152. A.E. Van Heerwaarden, R. Kaas, M. Goovaerts "Optimal reinsurance in relation to ordering of risks".IME(1989) 8,1 pp 11-18.

  153. C. Stoop and M. Goovaerts "Colors in Insurance I", The Review (July 1988), pp 22-29.

  154. C. Stoop and M. Goovaerts "Colors in Insurance II", The Review (July 1988), pp 42-44..

  155. R. Kaas, A.E. Van Heerwaarden, M.J. Goovaerts "Between individual and collective model for the total claims", Astin Bulletin 18, pp 169-174.

  156. R. Kaas, A.E. Van Heerwaarden, M.J. Goovaerts "Combining Panjer's recursion with convolution".IME 8,1 (1989) pp 19-21.

  157. T. Bauwelinckx & M. Goovaerts "Toepassing van credibiliteitstheorie op praktische tarificatieproblemen in de schadeverzekeringen : een geautomatiseerde aanpak, Bulletin ARAB (1989), pp 67-72.

  158. M.J. Goovaerts, T. Bauwelinckx, C. Stoop "The practical application of credibility theory".IME (1989) 8,1 pp 23-30.

  159. M.J. Goovaerts "Credibiliteit als brug tussen praktijk en theorie". VVP Magazine (1988) pp 12-16

  160. A. Steenackers, M.J. Goovaerts "A credit scoring model for personal loans", IME Vol 8, Nr. 1 (1989) pp 31-34.

  161. M.J. Goovaerts, T. Bauwelinckx, C. Stoop "De praktische toepassing van credibiliteitstheorie" pp 49-70. Proceedings 25 jaar Astin (1989).

  162. M.J. Goovaerts, C. Stoop "Optimal Reinsurance" in Reactions, 1989, August 24-25, 42(1989).

  163. A. Steenackers, T. Bauwelinckx, M. Goovaerts "Recursive evaluation of the terms in the development of the adjustement coefficient as a power series in the safety loading", MSVM, Heft 2 (1989), pp 293-299.

  164. A.E.Van Heerwaerden, R.Kaas, M.J. Goovaerts "Properties of the Esscher premium calculation principle"IME. 8,4, (1989) pp 261-268.

  165. M.J. Goovaerts & C. Stoop, "Actuarial Theory", Reactions, (1989), pp 110-112.

  166. M.J. Goovaerts & C. Stoop, "An Optimal Program", Reactions, (1989), pp 64-66.

  167. B.Heijnen & Marc Goovaerts, "Best bounds on Risks altered by deductibles under incomplete information", S.A.J. (1989), pp 23-46.

  168. M.J. Goovaerts, "The relation of credibility to analysis of variance", Liber Amicorum W. Kok & J. van Klinken, (1990), 75-84.

  169. T. Bauwelinckx, M.J. Goovaerts, "On a multilevel hierarchical credibility Algorithm, IME 8, 3, (1990).

  170. M. Goovaerts, R. Kaas "Evaluating Compound Generalized Poisson Distributions Recursively", Paper presented at the XXII th Astin Colloquium (1990), Astin Bulletin 21, pp. 194-198 (1991).

  171. A.Steenackers, M. Goovaerts, "Numerical Bounds on Ruin Probabilities in case of given Mean, Variance & Maximal Value of the Claim Size, Bulletin ARAB N°84, pp 35-40, (1990).

  172. B. Kling, M.J. Goovaerts, "A Recursive Evaluation of the Finite Time Ruin Probabilities", IME 10, n°2, pp. 93-97 (1991).

  173. A. Steenackers, M.J. Goovaerts "A Review of Numerical Calculation of Ruin Probabilities by means of Recursions", Applied Stochastic Models and Data Analysis, Vol 7, 77-91, (1991).

  174. M. Goovaerts, P. Brockett, G. Taylor, "The Schmitter Problem", Astin Bulletin 21, 1, pp. 129-132, (1991).

  175. Steenackers A., M. Goovaerts, "Bounds on Stop-loss premiums and Ruin Probabilities, IME 10, pp 153-159, (1991).

  176. M. Goovaerts, "Path Integral Evaluation of the Three-Dimensional Potential td(r-a)", JCAM, 37, pp.113-124 (1991)

  177. T. Bauwelinckx, E. Labie, M.J. Goovaerts "A New Approach for Loaded Credibility Premiums", JCAM 37, pp.301-314 (1991).

  178. M. Goovaerts, M. Vanneste, R. Kaas, "Maximalisering van Stop-loss verzekeringspremies bij gegeven verwachting en variantie van schade", Liber Amicorum Prof. Dr. G. De Leve (1991).

  179. Kaas R., M. Vanneste, M. Goovaerts, "Maximizing Poisson stop-loss premiums numerically with given mean and variance", Astin (1992). V22 (2) pp.225-233

  180. J. Beirlant, V. Derveaux, M.J. Goovaerts, D. De Meyer, E. Labie, B. Maenhoudt, "Statistical Risk evaluation applied to (Belgium carinsurance", IME 10 (1991) pp. 289-302

  181. F. De Vylder, M.J. Goovaerts, R. Kaas, "Stochastic Processes defined from a Lagrangian", IME V11 (1) (1992) pp.55-69

  182. M.J. Goovaerts, F. De Vylder, R. Kaas, "A stochastic approach to insurance cycles", IME V11 (2) (1992) pp. 97-107

  183. F. De Vylder, M.J. Goovaerts, "Optimal parameter estimation under zero excess assumptions in a classical model", IME V11 (1) pp.1-6

  184. F. De Vylder, M.J. Goovaerts, "Estimation of the heterogenety parameter in the Bühlmann-Straub credibility theory model IME V10 (4) pp. 223-238

  185. F. De Vylder, M.J. Goovaerts, "Optimal parameter estimation under zero excess assumptions in the Bühlmann Straub model IME V11 (3) (1992) pp.167-172

  186. A. Steenackers, M.J. Goovaerts, "Optimal reinsurance from the viewpoint of the cedent", Proceedings I.C.A. 1992 Montreal p 271-299

  187. F. De Vylder, M.J. Goovaerts,"A summary of new results on optimal parameter estimation under zero-excess assumptions", IME V11 (2) pp 153-162 (1992)

  188. M. Vanneste, M.J.Goovaerts, F. De Vylder, R. Kaas,"A stochastic approach to insurance cycles with additional uncertainty", BARAB 1994 pp. 55-60.

  189. A. De Schepper, F. De Vylder, M. Goovaerts, R. Kaas, "Interest randomness in annuities certain",IME V11 (4) (1992) pp. 271-282.

  190. A. De Schepper, M.J. Goovaerts, "Some further results on annuities certain with random interest", IME V11 (4) (1992) pp 283-290

  191. A. De Schepper, M. Goovaerts, F. Delbaen, " The Laplace transform of annuities certain with exponential time distribution",IME V11 (4) (1992) pp 291-294

  192. A. De Schepper, M. Goovaerts, "Interest randomness and differential equations" Blatter, Band XXI, Heft 1, April 1993, pp 19-25

  193. De Vylder, M. Goovaerts, " Estimation de la variance, dans un modèle classique, si les coefficients d'aplatissement des variables sont connus", Rev. Statistique Appliquée, 1993, XLI(3),pp. 5-20.

  194. M. Vanneste, M. Goovaerts, F. De Vylder, R. Kaas, "Evaluation techniques for distributions arising from stochastic processes defined from a Lagrangian", Blatter Band XXI, Heft 1 (1993) pp. 1 - 12

  195. M. Teunen, M. Goovaerts, "Discount factor under random interest rates", BARAB (1994) pp 13 - 22

  196. G. Dhooge, M.J. Goovaerts, A. Steenackers, " Factoren die de inkomsten en uitgaven van de sociale zekerheid", Bouwstenen voor een nieuwe sociale zekerheid bepalen", uitgegeven door R. Dillemans (1993) pp. 119-157

  197. F. De Vylder, M.J. Goovaerts, "A note on the selection of practical ruin problems", IME 15 (1994) pp. 181-186.

  198. M. Vanneste, M. Goovaerts, E. Labie, "The distribution of annuities", IME 15 (1994), pp. 37 - 48.

  199. M. Teunen, M.J. Goovaerts, "Double boundary crossing result for the Brownian motion", S.A.J.(1994) pp. 139-150.

  200. M. Teunen, M. Goovaerts, "Boundary crossing result for the Brownian motion, Blatter (1993) pp. 197-205.

  201. A. De Schepper, M. Teunen, M. Goovaerts, "An analytical inversion of a Laplace transform related to annuities certain", IME (1994) pp. 33 - 38

  202. B. Kling, M. Goovaerts, "A note on compound generalized distributions", S.A.J. (1993), 1, pp. 60-72.

  203. M. Teunen, M. Goovaerts, "Stochastische effecten bij IBNR afschattingen", Liber Amicorum G.W. De Wit (1994) pp. 469-478.

  204. M.J. Goovaerts, D.R. Dannenburg, W. Heirman, "IBNR driehoek in een Hierarchisch credibiliteitsmodel" in Liber Amicorum G.W. De Wit pp. 505-534.

  205. R.Kaas, A.E. Van Heerwaarden, M. Goovaerts, "Ordering of Acturial Risks", Caire Education Series 1, pp. 1-144.

  206. L. Teunen, M. Goovaerts, "Evaluation of Interest Randomness for Pension Valuation", Transactions ICA (1995), Volume 3, pp. 689-709.

  207. L. Teunen, M. Goovaerts, "Evaluation of Randomness due to Growth Factors for Reserving in Liability Insurance", ICA Transactions (1995), Volume 4, pp. 89-95.

  208. A. De Schepper, M. Goovaerts, "Distribution of Actuarial Functions with random Interest", ICA Transactions (1995)Volume 3, pp. 165-188..

  209. A. De Schepper, M. Goovaerts, R. Kaas, "A Recursive Scheme for perpetuities with random positive interest rates", Part I, Analytical Results. S.A.J. (1997) pp.1-10.

  210. M. Vanneste, M. Goovaerts, F. De Vylder, R. Kaas, "A stochastic Approach to catastrophic risks" S.A.J. (1996) pp. 99-108.

  211. M.J. Goovaerts, J. Dhaene, " The compound Poisson approximation for a portfolio of dependent risks", IME (1996) pp 81 - 86.

  212. J. Dhaene, M. Goovaerts, "Dependency of risks and stop-loss order", Astin Bulletin (1996), nr. 26, 2, pp. 201-212.

  213. J. Dhaene, M. Goovaerts, "On the Dependency of risks in the individual Life Model", IME 19, 3 (1997) V19, 3, 97, pp. 243-254

  214. R. Kaas, D. Dannenburg, M. Goovaerts, " Exact credibility for weighted observations", Astin bulletin (1997).

  215. M. Vanneste, M. Goovaerts, A. De Schepper, J. Dhaene, "A straightforward calculation of the distributrion of an annuity certain with stochatic Interest rate", IME 20,1 (1997) pp. 35-42

  216. M. Goovaerts, " Ontwikkelingen binnen het actuariaat", Atheneum Illustre 4 (1996) pp. 13-16

  217. F. De Vylder, M. Goovaerts, E. Marceau, " The Bi-atomic uniform extremal solution of Schmitter’s problem", IME 20,1 (1997) pp. 59-78.

  218. F. De Vylder, M. Goovaerts, E. Marceau"The numerical solution of Schmitter’s problem", IME 20,1 (1997) pp 43-58.

  219. M.J. Goovaerts ; J. Dhaene, "Premie-differentiatie, bonus-malus en solidariteit", liber Americorum Roger Dillemans.pp. 157-169 (1997)

  220. M.J. Goovaerts, J. Dhaene, "Actuarial applications of financial models", CWI Quarterly, nr. 10, 1, (1997) pp. 55-64.

  221. A. De Schepper, M.J. Goovaerts, "The GARCH(1,1)-M model, results for the densities of the variance and the mean", IME 24 (1999) pp. 83-94.

  222. M.J. Goovaerts, A. De Schepper, "IBNR reserves under stochastic interest rates", IME (1997), V 21,3, pp. 225-244.

  223. M. Teunen, M. Goovaerts, "Stochastic loss reserves based on the separation method", Giornale dell’Istituto Italiano degli Attuari Volume LVII, Roma (1994) pp. 9-17.

  224. M.J. Goovaerts, H. Smid, H. Wolthuis, "Actuariële leerstoelen, retro- en prospectief: Het Verzekeringsarchief", 74 (1997), pp. 123-130.

  225. J. Spreeuw & M. Goovaerts, "Prediction on claim numbers based on operational hazard rates", IME 23,1, pp. 59-70 (1998).

  226. F. De Vijder & M. Goovaerts, "Solvancy Margins and Equalization Reserves", IME 24 (1999), pp. 103-115.

  227. F. De Vylder & M. Goovaerts, "Discussion on the Time Value of Ruin", NAAJ, (1998), Volume2, nr.1, pp. 72-74.

  228. J.Dhaene, Shaun Wang, Virginia Young, M. Goovaerts, "Comonotonicity and Maximal Stop-Loss Premiums".

  229. M.J. Goovaerts, J. Dhaene, "On the characterization of Wangs’ class of Premium Principles", 26-ICA, Proceedings Vol. 4, pp. 121-134.

  230. F. De Vylder & M. Goovaerts, "Inequality Extensions of Prabhu’s formula in Ruin Theory". IME (1999) pp 249-271

  231. F. De Vylder & M. Goovaerts, "Homogeneous Risk Models with Equalized Claim amounts". IME (2000),26, pp 223-238

  232. F. De Vylder & M. Goovaerts, "Explicit Finite Time Ruin Probabilities in the Continuous Case", Ime (1999) pp 155-172
  233. M. Goovaerts & J. Dhaene, "Ervaringstarifering als actuarieel instrumenbt", in Liber Amicorum H. Claanens (1998), pp.387-393.
  234. M. Goovaerts & J. dhaene, "Supermodular Ordering and the Distribution of Annuities", IME 24(3) 1999 pp281-290 & Proceeding ASTIN Colloquium Glasgow 1998..
  235. F. De Vylder & M. Goovaerts, "Discussion of ‘On a Class of Renewal Risk Processes’", NAAJ. 2(3) 1998 pp. 68-70
  236. A. De Schepper, M. Goovaerts, B. Heijnen, "A Recursive Scheme for Perpetuitites with Random Positive Interest Rates II The Inpenetratable Wall", S.A.J. 1 (1999), pp. 1-14.
  237. M. Goovaerts & H. Redant, "On the distribution of IBNR reserves", IME 25, 1(1999).
  238. C. Ribas, M. Goovaerts, J. Dhaene, "A Note on the stop-loss preserving property of Wang’s premium principle", Buletin of the Swiss Association of Actuaries, 1998 (c), pp.237-241.
  239. M.J. Goovaerts, J.D'Haene, A. De Schepper, "Stochastic upperbounds for present value functions" arc Journal of Risk and Insurance (2000),Vol 67,1 pp. 1-15 XXXth Int. ASTIN Colloquium Proceedings (1999).
  240. M. Goovaerts, "International Benefits Yearbook 1999", Belgium, London, Sweet & Maxwell (1999), ed. M. Nightingale, pp. 40-48 (1998-1999).
  241. M.J. Goovaerts, "Actuariële Wiskunde: Retro en perspectief"Liber amicorum, R. De Groot (1999) pp 45-62.
  242. S.Simon, M.J. Goovaerts, J.Dhaene, "An easy computable upper bound for the price of an arithmetic Asian Option" IME 2000, V26 pp. 175-183
  243. R. Kaas, J. Dhaene, M. Goovaerts, "Upper and Lower Bounds of Random Variables" accepted IME
  244. M.J. Goovaerts, R. Kaas "Some problems in actuarial finance involving sums of dependant risks" Statistica Neerlandica
  245. J. Dhaene, M.J. Goovaerts, R. Kaas "Discussions on the paper "Self Annuitization an Ruin in Ritirement" NAAJ. accepted
  246. E. De Vylder, M. Goovaerts "Optimization problems on moment spaces of mixtures with a polynomial structure" IME accepted, Presented at the 3th IME conference.
  247. E. De Vylder, Goovaerts M., Cosette H "Classical Regression Model under zero excess assumptions" J.C.A.M. 64 (1995) 189-196
  248. D. Vyncke, M Goovaerts, J. Dhaene "Convex Upper and Lower bounds for present value functions" Res. Rep 0025 Submitted

 

Lectures and Contributions to Congresses

  1. S.C.K., Mol 30 June 1970, "Treatise of Coulomb Potentials and Path Integrals".

  2. K.V.I.V., 25 January 1971, "Monte-Carlo methode en meervoudige integralen".

  3. Belgische Natuurkundige Vereniging, 9 June 1971. "On a pertur-bation expansion for path-integrale, with an application to problems of molecular physis". M.J. Goovaerts en J.T. Devreese; "Optical properties of polarons", J.T. Devreese, A. Babcenco, J. De Sitter, M.J. Goovaerts, W. Huybrechts en L. Lemmens.

  4. K.V.I.V., 3 February 1973, "Statistiek voor de praktijk".

  5. K.V.I.V., 19 March 1973, "Bayesiaanse statistiek met toepassing op het schatten van parameters".

  6. K.U.L., 3 April 1973, Afdeling Toegepaste Wiskunde, "Numerieke oplossing van de vergelijking van Abel".

  7. Univ. Liège, 24 May 1973, Evaluation of Path-Integrals by means of perturbation expansions.

  8. Univ. Chicago, 22 May 1974, "A Bayesian approach to the estimation of production functions".

  9. Univ. Wisconsin, 26 May 1974, "Some classical models in the Feynman formalism".

  10. Turku-Finland, 17-20 June 1974, "Inference in credibility theory", 11th Astin Colloquium.

  11. K.V.I.V., 19 January 1975, "Informatietheorie in mechanica".

  12. Euro 1 Congress, 27-29 January 1975, "An expansion method for a function a sum of exponentials".

  13. Portimao, Portugal, 30.9/4.10.1975, 12th ASTIN Colloquium Actuarissen, "An analytical approach to the infinite divisibility of distribution functions".

  14. Koninklijke Vereniging van Belgische Actuarissen, 25 November 1975, "On infinitely divisible distributions : an analytical approach".

  15. Studiedag K.V.I.V. 24.November 1976, "Het ruïne criterium als maatstaf voor het vastleggen van beslissingsparameters".

  16. U.I.A., 9 December 1976, Het belang van het ruïnecriterium in de aktuariële risicotheorie.

  17. V.V.A. 26 April 1977, "De betekenis van het bonus-malus systeem in de automobielverzekering".

  18. 13th Astin Colloquium Washington 15-21 May 1977,

An analytical approach to the generalized Poisson Process in case of claim distributions with infinite skewness.

Approximation formulae for compound Poisson processes in case of claim distributions having variance or infinite mean.

  1. U.I.A. 26.5, 2.6, 9.6, 16.6.1977, "Over de ontwikkeling van momentgenererende functies voor verdelingen met divergente momenten".

  2. 10th European Meeting of Statisticians, Leuven, 22-26.8.1977, "On a Berry Esseen theorem for compound Poisson processes".

  3. 11th European Meeting for Statisticians, Oslo, 14-18.1978, "On the infinite divisibility of the ratio of two gamma-distributed variables"; "A Berry Esseen inequality for the stop-loss premium".

  4. 14th Astin Colloquium Taormina, 4-7 October 1978.

  5. K.V.I.V. 28 February 1979, "Niet parametrische testen".

  6. Second meeting of the contact group on Actuarial Sciences, Premium calculation Principles, Leuven, 19.10.1979.

  7. Univ. Copenhagen "On a parial ordering among intensities", 11 december 1979.

  8. Univ. Oslo, 12-13 december 1979, "On a Berry Esseen inequality for stop-loss premiums"; "On a partial ordering among intensities"; "Edgeworth expansions for claim distributions with infinite skewness"; "Upper bounds on stop-loss premiums based on convex analysis".

  9. K.V.I.V. 11 February 1980, "Premieberekening en aanverwante problemen".

  10. 16 June 1980, E.T. Zürich, "Some properties of the Swiss premium principle".

  11. 19-26 June 1980, Zürich-Lausanne, 21th J.C.A., "On an extension of some Stop-loss inequalities based on convex analysis".

  12. 12-18 October 1980, Oberwolfach conference on Risk Theory "Upper bounds for ruin probabilities in a new general risk model by the martingales method".

  13. 5 December 1980, Contactgroep Actuarial Sciences, "An attempt to combine credibility theory and premium calculation principles".

  14. 18 February 1981, Iasted Symposium on Modelling, Identification and control, "Modelling of Insurance Premiums".

  15. 14 May 1981, Institut des Hautes Etudes de Belgique, "Some remarks on the numerical evaluation of ruin probabilities".

  16. 22 May 1981 "Congrès de la Société Mathématique de Belgique", "On a mixture of Issher Principles".

  17. 30 May.1981, University of Copenhagen, Research meeting in insurance mathematics. "On ordering and danger of claim frequency distributions".

  18. 31 May-4 June 1981, XV Astin Colloquium, Leon, "Some further results on ordering among risks".

  19. 23 July 1981, Hamburg, Ifors '81 meeting. "Some characterization theorems for the exponential premium calculation principle".

  20. 24 August 1981, Montreal, "Stochastic Processes and their Applications, 10th Conference", Upper bounds for ruin probabilities in a new general risk model, by the Martingales methods.

  21. 9 December 1981, Brussels, "Orbel 1", Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distributions functions.

  22. 7 May.1982, Louvain, "European Meeting on Insurance Mathematics and Economics" On the approximation of the distribution of a heterogeneous risk portfolio.

  23. 1 July 1982, Second Lasted International Symposium on applied modelling and simulation, "Upper and lower bounds on stop-loss premiums in case of known expectation and variance of the risk variables", F. De Vylder, M. Goovaerts.

  24. 19- 25 September 1982, Mathematisches Forschungsinstitut Oberwolfach "Stop-loss dominance".

  25. Rapporteur at the Astin colloquium Liège on premium rating in non-life actuarial work, 26-30.9.1982.

  26. 18 May 1983, Astin Werkgroep Nederland, "Praktische toepas-baarheid van theoretische herverzekeringsformules" (Utrecht).

  27. 18 July 1983, NATO ASI on Insurance premiums, "On ordering of risks" (Leuven).

  28. 28 September 1983, "New trends in Insurance", "The application of risks to insurance problems connected with infinite time ruin probabilities".

  29. XVII Astin Colloquium, A stable recursive algoritm for calculating the ultimate ruin probability.

  30. 11 November 1983, University of Trieste, "Some new results in risk classification", "On the practical applicability of some theoretical premium formulae"

  31. 25 May 1984, Contactgroup Actuarial Sciences, "A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions".

  32. 24-27 July 1984, ICCAM, Leuven, "On the series expansion of certain types of integrals".

  33. E.M.S. Hamburg, September 3-7, 1984, "Premium Principles" (invited lecture).

  34. Oberwolfach meeting on risk theory, September 16-22, 1984, "A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions".

  35. Akersloot Astin Symposium (Nederland), 28-29 September 1984,

Report on Rate Making.

Some numerical results on semi-linear credibility.

A note on a formula for profit return.

Best bounds for positive distributions with fixed moments.

  1. Macquarie General Insurance Meeting, 18-19 October 1984.

Application of the problem of moments to derive bounds on integrals with constraints.

Ordering of risks and ruin probabilities.

22th International Congress of Actuaries (Sydney), 22-29 October 1984

Dangerous distributions and ruin probabilities in the classical risk model.

Claim size constrained bounds on ruin probabilities.

  1. 6 February 1985, Utrecht, Actuarieel Genootschap, "Credibiliteit met toepassing op leven en -niet-leven".

  2. RUCA, 12 February 1985, Premiestelling bij schadeverzekeringen.

  3. Erasmus Universiteit Rotterdam, 2 april 1985, Risico Analyse en onvolledige informatie.

  4. Univ. Amsterdam, Inaugurale Rede 22 april 1985, "Actuariaat : Theorie en Toepassingen".

  5. University of Amsterdam - Departement of Mathematics

10 May 1985 - Premieberekening in risico-theorie

13 May 1985 - Ordenen van Risico's

20 May 1985 - Optimale grenzen voor integralen met integraalbeperkingen.

  1. NATO ASI Maratea - Insurance and Risk Theory, Invited lecture : Application of the problem of moments to various insurance problem in Non-Life.

Short communications :

Ruin probabilities when exponential moments do not exist.

Additivity and premium calculation principles

Some numerical methods for calculating semilinear credibility estimators.

Probability bounds on compound distributions with given moments on claim severities.

  1. 4 October 1985, Management Center Europe. Brussels. "Pensions in the Benelux: Proposed new legislation and its effects".

  2. XVIII Astin Colloquium, Biarritz 6-10 October 1985. "Bounds on stop-loss premiums for compound distributions".

  3. 31 October. 1985, Fan Universitat Hagen, "Bounds on compound distributions, stop-loss premiums and ruin probabilities".

  4. 19 November 1985 "Dotaties aan Pensioenfondsen" in het colloquium "De nieuwe Reglementering" van de privé-pensioenfondsen in België. Wat nu ?" Georganiseerd aan de K.U.Leuven.

  5. 21 November 1985 "APL als Actuariële Programmatietaal" in APL. A Programming Language" Sofitel Brussels.

  6. 29 April 1986 "Credibility Theory and its applications" University Marburg.

  7. 30 April 1986 "Application of ordering of risks to actual calculation of reinsurance premiums" Technische Hochshule Darmstadt.

  8. 30 May 1986 Univ. Rotterdam Finbelldag "Verzekeringsmodellen bij onvolledige informatie".

  9. 5 June 1986 "Zurich Astin Group" APL and its actuarial appli-cations.

  10. 6 June 1986, Univ. de Lausanne "APL : Un language de program-mation actuariel?".

  11. 23 July 1986, ICCAM Leuven "The analytical evaluation of Gausman path-integrals".

  12. 21 August 1986 Vliebergh-Stencie-Leergang "Pensioensparen" UFSIA Antwerpen.

  13. 1-3 September 1986, Darmstadt, IISOR

Numerical evaluation of compound distributions

Bounds on modified stop-loss premium in case of unimodel distributions

Numerical inequalities for tails of compound distributions.

20-24 September 1986 Tel Aviv "Astin Colloquium"

On the use of Quadpack for the calculation of risk theoretical quantities.

Some elementary stop-loss inequalities.

  1. 23 October 1986 "Brugse tandheelkundige kring over pensioen-sparen".

  2. 15-16 December 1986 "Recent Actuarial Models" Brussels Some actuarial applications in APL.

  3. 21 January 1986 "Ontwikkelingen in het schade-actuariaat" KMG Klynveld Kraayenhof & Co symposium over de nieuwe verslaglegging in Nederland.

  4. 24 February 1987, KU Leuven - Pensioenformules voor directie, kaders en bedrijfsleiders : een nieuwe lente. Kleine pensioenfondsen.

  5. 17 March 1987, Eramus Universiteit Rotterdam. Voorzieningen bij grote schaden.

  6. 3 April 1987, Financieringsmethoden van private pensioenfondesen. Studiedag "Welke financieringsmethode voor welk pensioenfonds", Leuven.

  7. 24 April 1987, "Over de grenzen van de verzekerbaarheid", Vereniging Verzekeringswetenschap, Utrecht.

  8. 12 May 1987 ,"On APL software for credability theory", APL 87.

  9. 4 June 1987, "Storm en Verzekering", Studiedag Secura.

  10. 18 August 1987, "Het nieuwe Belgische bonus-malus systeem", Utrecht, Astin Actieven Nederland.

  11. 31 August 1987, Astin Colloquium Scheveningen, "Rapporteur subject Rate Making".

  12. 2 September 1987, Astin Colloquium Scheveningen Risk 1) Aversion and order of underwriting of risks. 2) The numerical evaluation of compound distributions.

  13. 8-12 September 1987, 12th SOR Passau Invited lecture, "Ordering of risks and practicals insurance models".

  14. 20-24 September 1987, "Risk Theory Oberwolfach", Recursive calculation of finite time ruin probabilities.

  15. 25 September 1987, Colloquium Groupe Cumultatif des associations d'actuaires des pays des communautés europeennes" Voorzitter.

  16. 17 March 1988, R.U. Groningen, Colloquium Econometrie : "Actuarieel toepasbare wiskundige modellen".

  17. 20 April 1988, Bunnik - Astin Groep Nederland "Produktaansprakelijkheid : een credibiliteitsmodel ter meting van de effecten van de nieuwe wetgeving".

  18. 15 June 1988, City Club of Antwerp "Aktuariaat : een discipline in bruisende evolutie".

  19. 10 July 1988, IAA congres Helsinki "The security of ruin in case of complete monotone claim distributions".

  20. 20 July 1988, Leuven, Symposium on Risk Theory, "Credibility in Practice".

  21. August 21-26, 1988 "Summer School on Risk Theory and Insurance Mathematics".

  22. October 4, 1988, ASTIN NEDERLAND, 25-jarig bestaan "De praktische toepassing van credibiliteitstheorie".

  23. 7 March 1988, Colloquium, "Maatschappelijke structuren en solidariteit in verzekeringen. Actuariële metingsmethoden van solidariteit."

  24. 24 January 1989 "Actuariël Beheer voor niet-actuarissen". Vereniging van Pensioenfondsen.

  25. 8 September 1989, Zürich, "On some effective actuarial models", Assemblée générale d'Association Suisse des actuaires.

  26. 10 November 1989, U.L.B. seminar on Pensionfunds, "Les possibilités de l'informatique pour la gestion des fonds de pensions".

  27. 16 November 1989, New York Astin Colloquium, "An algoritm for multi-level hierarchical model".

  28. 12 October 1989, Breda, "Alternatieve financieringsmethoden van pensioenfondsen", op studiedag georganiseerd door CONSULTASS BV.

  29. 3 April 1990, Astin Group, "Optimal Reinsurance Structure", Actuarieel Genootschap (The Netherlands)

  30. 16-20 April 1990, Lisboa, "A course on Credibility", Formacao de Seguros.

  31. 13 June 1990, Knokke Heist, "Stop-loss Premiums", Restin Group, Invited Lecture.

  32. 6 September 1990, Knokke, "Seminar on Credibility Theory", Software CRAC, Actuarieel Contact Programma.

  33. 8 September 1990, Bern, "Applied Hierarchical Credibility", General Assemblee of the Association of Swiss Actuaries.

  34. 10 September 1990, Montreux, "Bounds on Stop-loss Premiums and Ruin Probabilities for Given Values m and s", XXII Astin Colloquium.

  35. 17 September 1990, Oberwolfach, "Ruin Probabilities", Mathematisches Forsingsintitut Oberwolfach.

  36. 3 October 1990, Copenhagen, "Actuarial Applications of Ordering of Risks", University of Copenhagen, Insurance Seminar.

  37. 12 October 12, 1990, Brussels, "Tarification Crédit Entreprises", COBAC Internal Seminar.

  38. 17-18 October 1990, Brussels, "Life Insurance & 1992", President of the Seminar.

  39. 19 October 1990, Antwerp, "Actuariaat voor Niet-Actuarissen", Seminar.

  40. 28 March 1991, Paris, "Ordering of Risks and its applications", Invited Lecture GAN-Paris.

  41. 24 April 1991, Granada, "A review of the numerical calculation of ruin probabilities by means of recursions", Applied Stochastic Models and Data Analysis.

  42. 31 May 1991, Rotterdam, "A recursive evaluation of the finite time ruin probability", Third International Solvency Conference.

  43. 29 May 1991, "Effective Actuarial Methods", Oudstudenten-vereniging Actuariaat Leuven.

  44. 19 June 1991, De gevolgen van het nieuwe voorgestelde Bonus-Malus Systeem", Studiedag georganiseerd door SURE N.V.

  45. 3 July 1991, Astin Colloquium Stockholm, "Maximizing Compound Poison Stop-loss Premiums numerically with given Mean and Variance".

  46. 26-30 August 1991, 9th International Summer School Lausanne, "APL and its actuarial applications".

  47. 11-13 September 1991, "Nascholing schade-actuariaat, credibiliteit en veralgemeende lineaire modellen", Renasse.

  48. 9 Januari 1992, Amsterdam Astin Seminar "Bühlmann's bijdrage aan de Actuariële Wetenschap", "A new analytical approach to Solvency and Egalization".

  49. 17 februari 1992, Leuven, Contactdag Actuariële Wetenschappen "A stochastic approach to insurance cycles"

  50. 20 februari 1992, Amsterdam, Landelijke Econometristen Dag, "Het nut van en het modelmatige hoe van verzekeren".

  51. 3 juni 1992, Montreal 24th I.A.A. Congress : "Optimal reinsurance from the viewpoint of the cedent"

  52. 20 mei 1992, Utrecht Oasis, "APL bij schadeverzekeringen"

  53. 21 mei 1992, Brussel, Journées de statistique, "Estimateurs ponctuels optimaux sous des conditions d'excès nul"

  54. 26 mei 1992, U.I Antwerpen Medi-ius, "Actuariele aspecten evaluatie menselijke schade"

  55. 25 november 1992, Universiteit Amsterdam, "Egalisation reserves"

  56. 3 december 1992, 3e cycle romand de statistique, "The distribution function of annuities certain with random interest rates"

  57. 4 december 1992, University of Lausanne, "Loaded credibility premiums"

  58. 21-26 March 1993, Monte Verita (Switserland) 'A Path Integral approach to actuarial problems', Invited lecture

  59. 27 april, A.R.A.B - K.V.B.A., (Brussels) 'The distribution of annuities certain with random interest rates'.

  60. 3-6 May 1993, Chania, Sixth International Symposium on Applied Stochastic Models and Data Ananlysis, 'The Laplace transform of annuities certain with random interest rates'.

  61. 4-5 June 1993, Lausanne, Colloque Actuariel International, 'Présentation des systmes de tarification en R.C. Automobiles

  62. 25-29 July 1993, Astin Colloquium Cambridge.

  63. 4-8 September 1993, Prague, 'On the distribution of annuities certain'.

  64. 21 September 1993 Schiermonikkenoog, Nascholingscursus Schade-Actuariaat

  65. October 18-19, 1993, Copenhagen, 'Asian Life Options'

  66. December, 4, 1993, Utrecht, Astin Groep Nederland, Discussions on ICRFS.

  67. March, 15, Brussels, 'Distribution of annuities', (presented by L. Teunen)

  68. May, 5, 1994, Leuven, 'Application of Neural Networks in the insurance sector'

  69. June 21, 1994, Rome, 'Interest Randomness and IBNR methods'.

  70. September 11 - 15, 1994, Cannes, ASTIN Colloquium

  71. September 18 - 24, 1994, Oberwolfach, 'Stochasic loss reserves based on the separation method'

  72. ICA 95, "Evaluation of Interest Randomness due to Growth Factors for Reserving in Liability Insurance".

  73. ICA 95, "Evaluation of Randomness due to Growth Factors for Reserving in Liability Insurance".

  74. ICA 95, "Distribution of Actuarial Functions with Random Interest".

  75. Astin Leuven 95, "A Recursive Scheme for perpetuities with random positive interest rates".

  76. Apeldoorn, 17 nov 1995, "Solvabiliteit vanuit theoretisch standpunt’, ‘Solvabiliteit tegen het licht’ - symposium.

  77. Amsterdam, 23 februari 1996, "Actuariele methoden voor schadeverzekeringen", Werkgroep Mathematisch Financiering

  78. Noordwijk, 25 april 1996, "Europese aspecten in technische benardering pensioenfondsen", Actuarieel spitsuurseminar georganiseerd door Zurich Leven.

  79. Madrid, IBN meeting 15-16 april 1996, "Actuarial Evolution of non-life in Belgium".

  80. Amsterdam, 22 Augustus 1996, "Dependent Riks", Summer School on Ordering of Risks, Group consultatif.

  81. Kopenhagen, Sept 1996, "Exact Credibility for weighted observations", Astin Colloquium (Sept 1-5)

  82. Amsterdam, 30 september 1996, "Uitdagingen voor het schadeactuariaat", AKE Seminar.

  83. Lausanne, 19 december 1996, "Stochastic models for IBNR calculations", Seminar Université Lausanne- Lyon.

  84. Breda Studiedag Practis, 9 maart 1997, "Toegepast actuariaat in relatie met informatica".

  85. Aarhus, International workshop on the Interplay between Insurance, Finance and Control, 27 Februari 1997, "A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate"

  86. Brussel- Ced Samson 15 april 1997, "De nieuwste ontwikkelingen inzake pensioenen : een overzicht"

  87. Zandvoort, 10 July 1997, Groupe Consultatif Education Seminar

  88. Cairns (Australia), Astin Colloquium , 10-13 Aug. 1997, "IBNR reserves under stochastic Interest Rates"

  89. Amsterdam, First IME congress, 25-27 Aug. 1997

"Solvency margins and egalisation reserves" (F. De Vylder)

"The Garch (1,1) Model for the densities of the variances and the mean" (A. De Schepper)

"Prediction of claim numbers based on proportional hazard" (J. De Spreeuw)

  1. FCNA-seminar Financiële Herverzekering, Den Haag 30 sept. ‘97, Voorzitter Studiedag

  2. Moscow actuarial conference 28 ok. 1997, "Perpetuities with Positive random interest rates".

  3. 10 dec 1997, Astin Nederland, Utrecht, "Stochastische modellen van IBNR berekeningen.

  4. 9 maart 1998, UIA Francquileerstoel, "Actuariële Wiskunde Retro- en Prospectief, Antwerpen.

  5. 16 maart 1998, UIA Francquileerstoel, "Credibiliteitstheorie en Segmentatie", Antwerpen.

  6. 23 maart 1998, UIA Francquileerstoel, "Actuariële en Financiële modellen", Antwerpen.

  7. 7-12 june 1998, ICA Birmingham, "On the characterization of Wang’s class of premium principles".

  8. 20-22 july 1998, IME meeting Lausanne, "Homogeneous risk models with equalized claim amounts".

  9. ICCAM 98 Leuven, "Supermodular ordering and stochastic Annuities.

  10. 23 September 1998, "Supermodulariteit en financiële modellen", Permanente educatie, Actuarieel Institut.

  11. 3 November 1998, "Stochastic interest rates and annuities", Actuarial meeting university of Copenhagen.

  12. 7-10 October 1998, "Supermodular ordering and stochastic annuities. ARTIN Cooloquium Glasgow.

  13. 30 October 1998, Bijdrage tot het symposium: "Het temmen van risico's in de 21ste eeuw." 50-jarig jubileum Act. Opl. Univ. Amsterdam.

  14. 13 november 1998, "Stochasticiteit in actuarische toepassingen: illustratie op IBNR-berekeningen. Seminarie ACP.

  15. 24 november 1998, "Visual Actuarial Systems: Loss resuring calculations, Studiedag Leuven over Actuarische Software.

  16. 8 maart 1999 "Stochastische annuiteiten AKE Lunch seminar

  17. 10 maart 1999, "Afhankelijkheden bij verzekeringen", Statistische dag Utrecht.

  18. 21 april 1999, " Financieringsmethoden voor pensioenfondsen", Studiedag CED-SAMSON.

  19. 27 april 1999, "Afhankelijkheid van risico's", Permanente educatie AG.

  20. 6 mei 1999, "Afhankelijkheid van risico's met toepassing op IBNR berekeningen",ASLK seminar.

  21. 19-21 juli 1999, "Stochastic upperbounds for actuarial quantities", IME meeting City University London in samenwerking met J.D'Haene.

  22. 22-27 augustus 1999, "Stochastic upperbounds for present value functions", Artin/Afir colloquium Tokyo in samenwerking met J. D'Haene.

  23. 5-11 september 1999, "On the distribution of annuities", Mathematisches Forsungsinstitut Oberwolfach.

  24. 4 november 1999, Lisboa "Modern Actuarial Finacial Problem"

  25. 17 november 1999, Utrecht Astin Nederland Impressie Astion Papers

  26. 20 december 1999, London City University Dependencies in Risk Theory

  27. 16 mei 2000,"Studiedag CED SAMSON naar aanleiding verschijnen Praktijkgids Aanvullende Pensioenen. De nieuwe boekhoudkundige normen.

  28. 22-23 juni 2000, Dev. Institute International "Exploiter les meilleurs outils d’evaluation des provisions et engagements".

  29. 24-27 july 2000, "Upper and lower bounds for sums of random variables" IME 2000 Barcelona;

 

Other Scientific Activities

Geaggregeerd lid van de K.V.B.A. (Koninklijke Vereniging van Belgische Actuarissen).

Voorzitter C.A.M.-group (Computational and Applied Mathematics Group) ( - ‘83).

Redactieraadslid van de Reeks Toegepaste Wiskunde voor Industrie Universiteit (tot 1980) en van de Reeks : Informatica voor mensen.

Redactielid van de C.A.M.-tijdingen (tot 1980).

Lid van het bestuur van het "Genootschap voor Toegepaste Wiskunde en Informatieverwerking", afdeling van de K.V.I.V. ( - 1986).

Lid van de Raad van Beheer van Sogesci (tot 1980).

Voorzitter van de N.F.W.O. contactgroep "Actuariële Wetenschappen". ( - 1992)

Promotor van het Doctoraatswerk van P. Van Goethem (mei 1978), N. De Pril (mei 1979), R. De Groot (juni 1979), M. Van Wouwe (1983), R. Kaas (september 87), R. Heijmans (december 87), H. Wolthuis (juni 88) B. Heijnen (september 88), A. Van Heerwaarden (november 1991), T. Bauwelinckx (januari 1992), A. Steenackers (januari 1993), B. Kling (december 1993), L. Teunen (1994), A. De Schepper (1995), D. Dannenberg (juni 1996)

Honorary promotor of honorary Doctor Prof. H. Bühlmann, 8 januari 1992, Univeristeit Amsterdam

Ondervoorzitter Koninklijke Vereniging van Belgische Actuarissen (Beroepsvereniging) (1983-1987).

Lid Actuarieel Genootschap Nederland.

May 1985, Visiting Professor Mathematics Department. Univ. Amsterdam.

August 1985, Visiting Professor ETH Darmstadt.

Voorzitter Koninklijke Vereniging van Belgische Actuarissen 1987-1991.

Divisiehoofd : Actuariële divisie voor verzekeringsondernemingen en pensioenfondsenbeheer van Leuven Research & Development.

Membre du conseil de direction de l'Association Actuarielle Internationale. (‘87-’96)

Mede-auteur van diverse actuariële softwares CRAC 2.0, LORE 1.0, SLIC 1.2, PAKT 2.0.

CRAC 2.0 Toepassingen van Credibiliteit

LORE 1.0 Reserveberekeningen

SLIC 1.2 Stop-loss berekeningen

PAKT 2.0 Actuarieel beheer van pensioenfondsen

Beheerder INFACT, JMT, LICOB

Lid Werkgroep Actuariaat-Economie

Via Leuven Research and Development nam hij deel aan een aantal toegepaste onderzoeksprojecten in samenwerking met verzekeringsmaatschappijen.

Hoofd van het Actuarieel Contact Programma dat loopt tussen Leuven Research and Development en zes grote Belgische verzekeringsmaatschappijen. (ACP programma)

Voorzitter en organisator van diverse wetenschappelijke en profesionele meetings.

Auteur van een aantal handboeken met betrekking tot gegeven colleges.

President of the scientific commitee of the 1995 International Congress of Actuaries.

Corresponderend lid van Vereniging van Schweizerisher Vereinigung Versicherungsmathematiker, en van Instituto Italiano della Aktuari.

Corresponderend lid van Istituto Italiano della Attuari.

Verleende zijn medewerking als redactielid en auteur aan het Liber Amicorum van W. Kok & J. van Klinken.

Lid van de Stuurgroep Centrum voor Verzekeringswetenschap.

Medewerking aan onderzoeksproject inzake verzekerbaarheid voor milieuschade door transport van gevaarlijke stoffen (project gefinancierd door onderzoeksfonds KU Leuven).

Afgevaardigde Beheerder SURE N.V. (‘91-’96).

Lid doctorale commissies : E. Cossette (ULC, jan ‘96), E. Marseau (UCL, jan ‘96), F. Michaud (Lausanne, dec 1996)

Lid O.R. K.U. Leuven 1995-

Lid doctorale commissie G. van Bussel (Twente) juni 1997, Lluis Bermudez (Barcelona) juni 1997.

Binnenlandse Francqui leerstoel 1997-1998 Faculteit Wetenschappen, Universiteit Antwerpen

Fellow of Tinbergen Institute

Binnenlandse Francqui-leerstoel 97-98, Faculteit Wetenschappen van de Universiteit van Antwerpen.

Fellow of Tinbergen Institute.

 

Vacs  n.v.