Details about Anja De Waegenaere

Access statistics for papers by Anja De Waegenaere.

Last updated 2020-02-17. Update your information in the RePEc Author Service.

Short-id: pde420

Working Papers

2016

1. Producing the Dutch and Belgian mortality projections: A stochastic multi-population standard
   Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven

2012

2. A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems
   Discussion Paper, Tilburg University, Center for Economic Research View citations (2)
   See also Journal Article A generalization of the Aumann–Shapley value for risk capital allocation problems, European Journal of Operational Research, Elsevier (2020) View citations (8) (2020)
3. Bargaining for Over-The Counter Risk Redistributions: The Case of Longevity Risk
   Discussion Paper, Tilburg University, Center for Economic Research View citations (3)

2011

4. Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk
   Discussion Paper, Tilburg University, Center for Economic Research View citations (6)
5. Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
   Discussion Paper, Tilburg University, Center for Economic Research View citations (15)
   See also Journal Article Robust Solutions of Optimization Problems Affected by Uncertain Probabilities, Management Science, INFORMS (2013) View citations (147) (2013)

2010

6. Excess Based Allocation of Risk Capital
   Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
   See also Journal Article Excess based allocation of risk capital, Insurance: Mathematics and Economics, Elsevier (2012) View citations (12) (2012)
7. When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming?
   Discussion Paper, Tilburg University, Center for Economic Research
   See also Journal Article When can insurers offer products that dominate delayed old-age pension benefit claiming?, Insurance: Mathematics and Economics, Elsevier (2013) View citations (2) (2013)

2008

8. Dynamic Tax Depreciation Strategies
   Discussion Paper, Tilburg University, Center for Economic Research
9. On the Effects of the Degree of Discretion in Reporting Managerial performance
   Discussion Paper, Tilburg University, Center for Economic Research

2007

10. Deposit Games with Reinvestment
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article Deposit games with reinvestment, European Journal of Operational Research, Elsevier (2010) View citations (4) (2010)

2003

11. Optimal design of pension funds: A mission impossible?
    Other publications TiSEM, Tilburg University, School of Economics and Management
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998)
    See also Journal Article Optimal design of pension funds: a mission impossible?, Economic Theory, Springer (2003) (2003)

2002

12. Optimal tax depreciation lives and charges under regulatory constraints
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (6)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2001) View citations (2)
13. Optimal tax depreciation under a progressive tax system
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (5)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2000) View citations (3)
14. The Effectiveness of Caps on Political Lobbying
    Discussion Paper, Tilburg University, Center for Economic Research View citations (6)

2001

15. A Partial Ranking Algorithm for Resource Allocation Problems
    Discussion Paper, Tilburg University, Center for Economic Research
16. Cooperation in capital deposits
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (10)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1999) View citations (2)
17. Valuation of Deferred Tax Assets From a Net Operating Loss Carryover
    Discussion Paper, Tilburg University, Center for Economic Research View citations (4)

2000

18. Approximating the Finite-Time Ruin Probability under Interest Force
    Discussion Paper, Tilburg University, Center for Economic Research
    See also Journal Article Approximating the finite-time ruin probability under interest force, Insurance: Mathematics and Economics, Elsevier (2001) View citations (5) (2001)
19. Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (9)
    See also Journal Article Optimal Dynamic Investment Policy for Different Tax Depreciation Rates and Economic Depreciation Rates, Journal of Optimization Theory and Applications, Springer (2000) View citations (7) (2000)
20. Organizational Design and Management Accounting Change
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)

1999

21. Cancelling of Insurance Contracts
    Discussion Paper, Tilburg University, Center for Economic Research
22. Cooperative games with stochastic payoffs
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (45)
    Also in Working Papers, Tilburg - Center for Economic Research (1995) View citations (7)
    Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations (10)
    See also Journal Article Cooperative games with stochastic payoffs, European Journal of Operational Research, Elsevier (1999) View citations (46) (1999)
23. Effects of tax depreciation on optimal firm investments
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)

1998

24. Stochastic cooperative games in insurance and reinsurance
    Other publications TiSEM, Tilburg University, School of Economics and Management View citations (15)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1996) View citations (2)

1997

25. Asset Markets and Investment Decisions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University
    See also Journal Article Asset Markets and Investment Decisions, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (2002) (2002)
26. Budget Setting Strategies for the Company's Divisions
    Discussion Paper, Tilburg University, Center for Economic Research
27. Choquet Integrals With Respect to Non-Monotonic Set Functions
    Discussion Paper, Tilburg University, Center for Economic Research View citations (3)

1996

28. Non-Linear Asset Valuation on Markets with Frictions
    Discussion Paper, Tilburg University, Center for Economic Research View citations (3)
29. Optimal Tax Reduction by Depreciation: A Stochastic Model
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)

1995

30. A macroeconomic model
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
31. Asset Markets and Production Decisions
    Working Papers, HAL

1994

32. Equilibria in Incomplete Financial Markets with Portfolio Constraints and Transaction Costs
    Discussion Paper, Tilburg University, Center for Economic Research View citations (1)
33. Redistribution of Risk through Incomplete Markets with Trading Constraints
    Discussion Paper, Tilburg University, Center for Economic Research

Journal Articles

2020

1. A generalization of the Aumann–Shapley value for risk capital allocation problems
   European Journal of Operational Research, 2020, 282, (1), 277-287 View citations (8)
   See also Working Paper A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems, Discussion Paper (2012) View citations (2) (2012)

2017

2. Development Cost Capitalization During R&D Races
   Contemporary Accounting Research, 2017, 34, (3), 1522-1546
3. Intergenerational risk sharing in closing pension funds
   Insurance: Mathematics and Economics, 2017, 74, (C), 20-30
4. Redistribution of longevity risk: The effect of heterogeneous mortality beliefs
   Insurance: Mathematics and Economics, 2017, 72, (C), 175-188 View citations (4)

2015

5. Financial Accounting Effects of Tax Aggressiveness: Contracting and Measurement
   Contemporary Accounting Research, 2015, 32, (1), 223-242 View citations (5)
6. The choice of sample size for mortality forecasting: A Bayesian learning approach
   Insurance: Mathematics and Economics, 2015, 63, (C), 153-168 View citations (11)

2013

7. Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
   Management Science, 2013, 59, (2), 341-357 View citations (147)
   See also Working Paper Robust Solutions of Optimization Problems Affected by Uncertain Probabilities, Discussion Paper (2011) View citations (15) (2011)
8. When can insurers offer products that dominate delayed old-age pension benefit claiming?
   Insurance: Mathematics and Economics, 2013, 53, (1), 134-149 View citations (2)
   See also Working Paper When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming?, Discussion Paper (2010) (2010)

2012

9. Excess based allocation of risk capital
   Insurance: Mathematics and Economics, 2012, 50, (1), 26-42 View citations (12)
   See also Working Paper Excess Based Allocation of Risk Capital, Discussion Paper (2010) View citations (1) (2010)

2010

10. Deposit games with reinvestment
    European Journal of Operational Research, 2010, 200, (3), 788-799 View citations (4)
    See also Working Paper Deposit Games with Reinvestment, Discussion Paper (2007) (2007)
11. Inconsistent Transfer Prices and the Location of Mobile Capital
    National Tax Journal, 2010, 63, (4), 1085-1109
12. Longevity Risk
    De Economist, 2010, 158, (2), 151-192 View citations (9)
13. Longevity risk and capital markets: The 2008-2009 update
    Insurance: Mathematics and Economics, 2010, 46, (1), 135-138 View citations (2)
14. Longevity risk in pension annuities with exchange options: The effect of product design
    Insurance: Mathematics and Economics, 2010, 46, (1), 222-234 View citations (10)

2008

15. Estimating the term structure of mortality
    Insurance: Mathematics and Economics, 2008, 42, (2), 492-504 View citations (16)
16. Longevity risk in portfolios of pension annuities
    Insurance: Mathematics and Economics, 2008, 42, (2), 505-519 View citations (51)
17. Taxation of International Investment and Accounting Valuation*
    Contemporary Accounting Research, 2008, 25, (4), 1045-1066 View citations (9)

2007

18. Using Bilateral Advance Pricing Agreements to Resolve Tax Transfer Pricing Disputes
    National Tax Journal, 2007, 60, (2), 173-91 View citations (8)

2006

19. Who Benefits from Inconsistent Multinational Tax Transfer†Pricing Rules?*
    Contemporary Accounting Research, 2006, 23, (1), 103-131 View citations (5)

2003

20. Choquet pricing and equilibrium
    Insurance: Mathematics and Economics, 2003, 32, (3), 359-370 View citations (20)
21. Optimal design of pension funds: a mission impossible?
    Economic Theory, 2003, 22, (1), 89-110
    See also Working Paper Optimal design of pension funds: A mission impossible?, Other publications TiSEM (2003) (2003)

2002

22. Asset Markets and Investment Decisions
    International Economic Review, 2002, 43, (3), 857-873
    See also Working Paper Asset Markets and Investment Decisions, Cowles Foundation Discussion Papers (1997) (1997)

2001

23. Approximating the finite-time ruin probability under interest force
    Insurance: Mathematics and Economics, 2001, 29, (2), 217-229 View citations (5)
    See also Working Paper Approximating the Finite-Time Ruin Probability under Interest Force, Discussion Paper (2000) (2000)
24. Nonmonotonic Choquet integrals
    Journal of Mathematical Economics, 2001, 36, (1), 45-60 View citations (32)

2000

25. Arbitrage and Viability in Insurance Markets
    The Geneva Risk and Insurance Review, 2000, 25, (1), 81-99 View citations (3)
26. Optimal Dynamic Investment Policy for Different Tax Depreciation Rates and Economic Depreciation Rates
    Journal of Optimization Theory and Applications, 2000, 106, (1), 23-48 View citations (7)
    See also Working Paper Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates, Other publications TiSEM (2000) View citations (9) (2000)

1999

27. Cooperative games with stochastic payoffs
    European Journal of Operational Research, 1999, 113, (1), 193-205 View citations (46)
    See also Working Paper Cooperative games with stochastic payoffs, Other publications TiSEM (1999) View citations (45) (1999)

1998

28. Stochastic cooperative games in insurance
    Insurance: Mathematics and Economics, 1998, 22, (3), 209-228 View citations (22)

1994

29. Equilibria in a mixed financial-reinsurance market with constrained trading possibilities
    Insurance: Mathematics and Economics, 1994, 15, (1), 65-65 View citations (4)

1992

30. A dynamic reinsurance theory
    Insurance: Mathematics and Economics, 1992, 11, (1), 31-48 View citations (2)

1990

31. Macro-economic version of a classical formula in risk theory
    Insurance: Mathematics and Economics, 1990, 9, (2-3), 155-162 View citations (4)
32. Simulation of ruin probabilities
    Insurance: Mathematics and Economics, 1990, 9, (2-3), 95-99 View citations (1)