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Citations of
Anja De Waegenaere

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Working papers | Articles | Access and download statistics

Working papers

  1. Matejka, M. & Onderstal, S. & De Waegenaere, A., 2002. "The effectiveness of caps on political lobbying," Discussion Paper 44, Tilburg University, Center for Economic Research. [Downloadable!]

    Cited by:

    1. Matthias Dahm & Nicolás Porteiro, 2006. "Side Effects of Campaign Finance Reform," Working Papers 06.15, Universidad Pablo de Olavide, Department of Economics. [Downloadable!]
      Other versions:
    2. Matthias Dahm & Nicolás Porteiro, 2008. "Informational lobbying under the shadow of political pressure," Social Choice and Welfare, Springer, vol. 30(4), pages 531-559, May. [Downloadable!] (restricted)
      Other versions:
    3. Onderstal, S., 2002. "Socially optimal mechanisms," Discussion Paper 34, Tilburg University, Center for Economic Research. [Downloadable!]

  2. Wielhouwer, J.L. & De Waegenaere, A. & Kort, P.M., 2000. "Optimal tax depreciation under a progressive tax system," Discussion Paper 51, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:

    Cited by:

    1. De Waegenaere, A.M.B. & Wielhouwer, J.L., 2008. "Dynamic Tax Depreciation Strategies," Discussion Paper 2008-87, Tilburg University, Center for Economic Research. [Downloadable!]

  3. Brekelmans, R. & De Waegenaere, A., 2000. "Approximating the finite-time ruin probability under interest force," Discussion Paper 111, Tilburg University, Center for Economic Research. [Downloadable!]
    Published as:

    Cited by:

    1. Jostein Paulsen, 2008. "Ruin models with investment income," Quantitative Finance Papers 0806.4125, arXiv.org, revised Dec 2008. [Downloadable!]
    2. Didier Rullière & Stéphane Loisel, 2005. "The win-first probability under interest force," Post-Print hal-00165791_v1, HAL. [Downloadable!]
      Other versions:

  4. Borm, P. & De Waegenaere, A. & Rafels, C., 1999. "Cooperation in capital deposits," Discussion Paper 31, Tilburg University, Center for Economic Research. [Downloadable!]

    Cited by:

    1. Suijs, J., 1999. "Price uncertainty in linear production situations," Discussion Paper 91, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Ozen, U. & Slikker, M. & Norde, H.W., 2007. "A General Framework for Cooperation under Uncertainty," Discussion Paper 2007-57, Tilburg University, Center for Economic Research. [Downloadable!]
    3. Peter Borm & Herbert Hamers & Ruud Hendrickx, 2001. "Operations research games: A survey," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 9(2), pages 139-199, December. [Downloadable!] (restricted)
      Other versions:
    4. Gulick, G. van & Borm, P.E.M. & De Waegenaere, A.M.B. & Hendrickx, R.L.P., 2007. "Deposit Games with Reinvestment," Discussion Paper 2007-22, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:

  5. Sujis, J. & Borm, P. & De Waegenaere, A. & Tijs, S., 1995. "Cooperative Games with Stochastic Payoffs," Papers 9588, Tilburg - Center for Economic Research.
    Published as:

    Cited by:

    1. Suijs, J., 1999. "Price uncertainty in linear production situations," Discussion Paper 91, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Stefano Moretti & Fioravante Patrone, 2008. "Transversality of the Shapley value," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 1-41, July. [Downloadable!] (restricted)
    3. Suijs, J. & Borm, P., 1996. "Cooperative games with stochastic payoffs : deterministic equivalents," Research Memorandum 713, Tilburg University, Faculty of Economics and Business Administration. [Downloadable!]
    4. Yanovskaya, E. & Brânzei, R. & Tijs, S.H., 2008. "Monotonicity Problems of Interval Solutions and the Dutta-Ray Solution for Convex Interval Games," Discussion Paper 2008-102, Tilburg University, Center for Economic Research. [Downloadable!]
    5. Suijs, J. & Waegenaere, A. de & Borm, P., 1996. "Stochastic cooperative games in insurance and reinsurance," Discussion Paper 53, Tilburg University, Center for Economic Research. [Downloadable!]
    6. Meca, A. & Timmer, J. & Garcia-Jurado, I., 1999. "Inventory games," Discussion Paper 53, Tilburg University, Center for Economic Research. [Downloadable!]
    7. Timmer, J. & Borm, P. & Tijs, S., 2000. "Convexity in stochastic cooperative situations," Discussion Paper 4, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    8. Suijs, J., 1999. "Insurance games," Discussion Paper 95, Tilburg University, Center for Economic Research. [Downloadable!]
    9. D. Bauso & J. Timmer, 2009. "Robust dynamic cooperative games," International Journal of Game Theory, Springer, vol. 38(1), pages 23-36, March. [Downloadable!] (restricted)
    10. Suijs, J., 1996. "A nucleolus for stochastic cooperative games," Discussion Paper 90, Tilburg University, Center for Economic Research. [Downloadable!]
    11. Timmer, J., 2000. "The compromise value for cooperative games with random payoffs," Discussion Paper 98, Tilburg University, Center for Economic Research. [Downloadable!]

Articles

  1. Hári, Norbert & De Waegenaere, Anja & Melenberg, Bertrand & Nijman, Theo E., 2008. "Longevity risk in portfolios of pension annuities," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 505-519, April. [Downloadable!] (restricted)

    Cited by:

    1. Katja Hanewald & Thomas Post & Helmut Gründl, 2009. "Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency," SFB 649 Discussion Papers SFB649DP2009-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  2. Hári, Norbert & De Waegenaere, Anja & Melenberg, Bertrand & Nijman, Theo E., 2008. "Estimating the term structure of mortality," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 492-504, April. [Downloadable!] (restricted)

    Cited by:

    1. Katja Hanewald, 2009. "Mortality modeling: Lee-Carter and the macroeconomy," SFB 649 Discussion Papers SFB649DP2009-008, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
    2. Katja Hanewald & Thomas Post & Helmut Gründl, 2009. "Stochastic Mortality, Macroeconomic Risks, and Life Insurer Solvency," SFB 649 Discussion Papers SFB649DP2009-015, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  3. De Waegenaere, Anja & Kast, Robert & Lapied, Andre, 2003. "Choquet pricing and equilibrium," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 359-370, July. [Downloadable!] (restricted)

    Cited by:

    1. André Lapied & Robert Kast, 2005. "Updating Choquet valuation and discounting information arrivals," Working Papers 05-09, LAMETA, Universtiy of Montpellier, revised Jan 2005. [Downloadable!]
      Other versions:
    2. Robert Kast & André Lapied, 2007. "Dynamically Consistent Conditional Choquet Capacities," ICER Working Papers - Applied Mathematics Series 20-2007, ICER - International Centre for Economic Research. [Downloadable!]

  4. De Waegenaere, Anja & Wakker, Peter P., 2001. "Nonmonotonic Choquet integrals," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 45-60, September. [Downloadable!] (restricted)

    Cited by:

    1. André Lapied & Robert Kast, 2005. "Updating Choquet valuation and discounting information arrivals," Working Papers 05-09, LAMETA, Universtiy of Montpellier, revised Jan 2005. [Downloadable!]
      Other versions:
    2. Marta Cardin, 2005. "Preference Rapresentation for Multicriteria Decision Making," GE, Growth, Math methods 0511009, EconWPA. [Downloadable!]

  5. Brekelmans, Ruud & De Waegenaere, Anja, 2001. "Approximating the finite-time ruin probability under interest force," Insurance: Mathematics and Economics, Elsevier, vol. 29(2), pages 217-229, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  6. Anja De Waegenaere, 2000. "Arbitrage and Viability in Insurance Markets," The Geneva Risk and Insurance Review, Palgrave Macmillan Journals, vol. 25(1), pages 81-99, June. [Downloadable!] (restricted)

    Cited by:

    1. Aase, Knut K., 2005. "Equilibrium in Marine Mutual Insurance Markets with Convex Operating Costs," Discussion Papers 2005/10, Department of Finance and Management Science, Norwegian School of Economics and Business Administration. [Downloadable!]

  7. Suijs, Jeroen & Borm, Peter & De Waegenaere, Anja & Tijs, Stef, 1999. "Cooperative games with stochastic payoffs," European Journal of Operational Research, Elsevier, vol. 113(1), pages 193-205, February. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  8. Suijs, Jeroen & De Waegenaere, Anja & Borm, Peter, 1998. "Stochastic cooperative games in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 209-228, July. [Downloadable!] (restricted)

    Cited by:

    1. Suijs, J., 1999. "Price uncertainty in linear production situations," Discussion Paper 91, Tilburg University, Center for Economic Research. [Downloadable!]
    2. Timmer, J. & Borm, P. & Tijs, S., 2000. "Convexity in stochastic cooperative situations," Discussion Paper 4, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:
    3. Suijs, J., 1999. "Insurance games," Discussion Paper 95, Tilburg University, Center for Economic Research. [Downloadable!]

  9. Boogaert, P. & De Waegenaere, A., 1990. "Macro-economic version of a classical formula in risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 9(2-3), pages 155-162, September. [Downloadable!] (restricted)

    Cited by:

    1. Brekelmans, R. & De Waegenaere, A., 2000. "Approximating the finite-time ruin probability under interest force," Discussion Paper 111, Tilburg University, Center for Economic Research. [Downloadable!]
      Other versions:

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This page was last updated on 2009-12-24.

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