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Details about Anja De Waegenaere

E-mail:
Homepage:http://center.uvt.nl/staff/dewaegen/
Workplace:Departement Econometrie & Operations Research (Department of Econometrics and Operations Research), School of Economics and Management, Universiteit van Tilburg (Tilburg University), (more information at EDIRC)

Access statistics for papers by Anja De Waegenaere.

Last updated 2018-01-02. Update your information in the RePEc Author Service.

Short-id: pde420


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Working Papers

2016

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

2012

  1. A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
  2. Bargaining for Over-The Counter Risk Redistributions: The Case of Longevity Risk
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)

2011

  1. Dynamic tax depreciation strategies
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (2)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2008) Downloads
  2. 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 Downloads View citations (2)
  3. On the effects of the degree of discretion in reporting managerial performance
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2008) Downloads
  4. Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (11)
    See also Journal Article in Management Science (2013)

2010

  1. Excess Based Allocation of Risk Capital
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)
    See also Journal Article in Insurance: Mathematics and Economics (2012)
  2. Longevity risk
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (5)
    See also Journal Article in De Economist (2010)
  3. When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming?
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in Insurance: Mathematics and Economics (2013)

2007

  1. Deposit Games with Reinvestment
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in European Journal of Operational Research (2010)

2003

  1. Optimal design of pension funds: A mission impossible?
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1998) Downloads

    See also Journal Article in Economic Theory (2003)
  2. The theory of the new economy firm: A dynamic analysis of human capital investment
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads

2002

  1. Optimal tax depreciation lives and charges under regulatory constraints
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (5)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2001) Downloads View citations (1)
  2. Optimal tax depreciation under a progressive tax system
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (4)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (2000) Downloads View citations (3)
  3. The Effectiveness of Caps on Political Lobbying
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (5)

2001

  1. A Partial Ranking Algorithm for Resource Allocation Problems
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Cooperation in capital deposits
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (6)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1999) Downloads
  3. Valuation of Deferred Tax Assets From a Net Operating Loss Carryover
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (3)

2000

  1. Approximating the Finite-Time Ruin Probability under Interest Force
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
    See also Journal Article in Insurance: Mathematics and Economics (2001)
  2. Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (6)
  3. Organizational Design and Management Accounting Change
    Discussion Paper, Tilburg University, Center for Economic Research Downloads

1999

  1. Cancelling of Insurance Contracts
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  2. Cooperative games with stochastic payoffs
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (21)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1995) Downloads View citations (10)
    Working Papers, Tilburg - Center for Economic Research (1995) View citations (5)

    See also Journal Article in European Journal of Operational Research (1999)
  3. Effects of tax depreciation on optimal firm investments
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)

1998

  1. Stochastic cooperative games in insurance and reinsurance
    Other publications TiSEM, Tilburg University, School of Economics and Management Downloads View citations (7)
    Also in Discussion Paper, Tilburg University, Center for Economic Research (1996) Downloads

1997

  1. Asset Markets and Investment Decisions
    Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University Downloads
    See also Journal Article in International Economic Review (2002)
  2. Budget Setting Strategies for the Company's Divisions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads
  3. Choquet Integrals With Respect to Non-Monotonic Set Functions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)

1996

  1. Non-Linear Asset Valuation on Markets with Frictions
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (2)
  2. Optimal Tax Reduction by Depreciation: A Stochastic Model
    Discussion Paper, Tilburg University, Center for Economic Research Downloads View citations (1)

1995

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

1994

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

Journal Articles

2017

  1. Intergenerational risk sharing in closing pension funds
    Insurance: Mathematics and Economics, 2017, 74, (C), 20-30 Downloads
  2. Redistribution of longevity risk: The effect of heterogeneous mortality beliefs
    Insurance: Mathematics and Economics, 2017, 72, (C), 175-188 Downloads View citations (1)

2015

  1. The choice of sample size for mortality forecasting: A Bayesian learning approach
    Insurance: Mathematics and Economics, 2015, 63, (C), 153-168 Downloads View citations (5)

2013

  1. Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
    Management Science, 2013, 59, (2), 341-357 Downloads View citations (33)
    See also Working Paper (2011)
  2. When can insurers offer products that dominate delayed old-age pension benefit claiming?
    Insurance: Mathematics and Economics, 2013, 53, (1), 134-149 Downloads View citations (1)
    See also Working Paper (2010)

2012

  1. Excess based allocation of risk capital
    Insurance: Mathematics and Economics, 2012, 50, (1), 26-42 Downloads View citations (6)
    See also Working Paper (2010)

2010

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

2008

  1. Estimating the term structure of mortality
    Insurance: Mathematics and Economics, 2008, 42, (2), 492-504 Downloads View citations (11)
  2. Longevity risk in portfolios of pension annuities
    Insurance: Mathematics and Economics, 2008, 42, (2), 505-519 Downloads View citations (28)

2007

  1. Using Bilateral Advance Pricing Agreements to Resolve Tax Transfer Pricing Disputes
    National Tax Journal, 2007, 60, (2), 173-91 Downloads View citations (4)

2003

  1. Choquet pricing and equilibrium
    Insurance: Mathematics and Economics, 2003, 32, (3), 359-370 Downloads View citations (14)
  2. Optimal design of pension funds: a mission impossible?
    Economic Theory, 2003, 22, (1), 89-110 Downloads
    See also Working Paper (2003)

2002

  1. Asset Markets and Investment Decisions
    International Economic Review, 2002, 43, (3), 857-873 Downloads
    See also Working Paper (1997)

2001

  1. Approximating the finite-time ruin probability under interest force
    Insurance: Mathematics and Economics, 2001, 29, (2), 217-229 Downloads View citations (5)
    See also Working Paper (2000)
  2. Nonmonotonic Choquet integrals
    Journal of Mathematical Economics, 2001, 36, (1), 45-60 Downloads View citations (20)

2000

  1. Arbitrage and Viability in Insurance Markets
    The Geneva Risk and Insurance Review, 2000, 25, (1), 81-99 Downloads View citations (2)

1999

  1. Cooperative games with stochastic payoffs
    European Journal of Operational Research, 1999, 113, (1), 193-205 Downloads View citations (23)
    See also Working Paper (1999)

1998

  1. Stochastic cooperative games in insurance
    Insurance: Mathematics and Economics, 1998, 22, (3), 209-228 Downloads View citations (14)

1994

  1. Equilibria in a mixed financial-reinsurance market with constrained trading possibilities
    Insurance: Mathematics and Economics, 1994, 15, (1), 65-65 Downloads View citations (3)

1992

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

1990

  1. Macro-economic version of a classical formula in risk theory
    Insurance: Mathematics and Economics, 1990, 9, (2-3), 155-162 Downloads View citations (3)
  2. Simulation of ruin probabilities
    Insurance: Mathematics and Economics, 1990, 9, (2-3), 95-99 Downloads
 
Page updated 2019-09-17