Advanced Search
MyIDEAS: Login

Anja De Waegenaere

Contents:

This is information that was supplied by Anja De Waegenaere in registering through RePEc. If you are Anja De Waegenaere , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Anja
Middle Name:
Last Name: De Waegenaere
Suffix:

RePEc Short-ID: pde420

Email:
Homepage: http://center.uvt.nl/staff/dewaegen/
Postal Address:
Phone:

Affiliation

Departement Econometrie & Operations Research
School of Economics and Management
Universiteit van Tilburg
Location: Tilburg, Netherlands
Homepage: http://www.tilburguniversity.nl/faculties/feb/organisation/dept/eor/
Email:
Phone: +31 13 466 2430
Fax: +31 13 466 3280
Postal: PO Box 90153, 5000 LE Tilburg
Handle: RePEc:edi:exkubnl (more details at EDIRC)

Works

as in new window

Working papers

  1. Boonen, T.J. & De Waegenaere, A.M.B. & Norde, H.W., 2012. "Bargaining for Over-The Counter Risk Redistributions: The Case of Longevity Risk," Discussion Paper 2012-090, Tilburg University, Center for Economic Research.
  2. Boonen, T.J. & De Waegenaere, A.M.B. & Norde, H.W., 2012. "A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems," Discussion Paper 2012-091, Tilburg University, Center for Economic Research.
  3. Stevens, R.S.P. & De Waegenaere, A.M.B. & Melenberg, B., 2011. "Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk," Discussion Paper 2011-036, Tilburg University, Center for Economic Research.
  4. Ben-Tal, A. & Hertog, D. den & De Waegenaere, A.M.B. & Melenberg, B. & Rennen, G., 2011. "Robust Solutions of Optimization Problems Affected by Uncertain Probabilities," Discussion Paper 2011-061, Tilburg University, Center for Economic Research.
  5. Gulick, G. van & De Waegenaere, A.M.B. & Norde, H.W., 2010. "Excess Based Allocation of Risk Capital," Discussion Paper 2010-123, Tilburg University, Center for Economic Research.
  6. Sanders, E.A.T. & De Waegenaere, A.M.B. & Nijman, T.E., 2010. "When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming?," Discussion Paper 2010-43, Tilburg University, Center for Economic Research.
  7. De Waegenaere, A.M.B. & Melenberg, B. & Stevens, R., 2010. "Longevity risk," Open Access publications from Tilburg University urn:nbn:nl:ui:12-4578387, Tilburg University.
    • Anja De Waegenaere & Bertrand Melenberg & Ralph Stevens, 2010. "Longevity Risk," De Economist, Springer, vol. 158(2), pages 151-192, June.
  8. De Waegenaere, A.M.B. & Wielhouwer, J.L., 2008. "Dynamic Tax Depreciation Strategies," Discussion Paper 2008-87, Tilburg University, Center for Economic Research.
  9. De Waegenaere, A.M.B. & Wielhouwer, J.L., 2008. "On the Effects of the Degree of Discretion in Reporting Managerial performance," Discussion Paper 2008-21, Tilburg University, Center for Economic Research.
  10. 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.
  11. De Waegenaere, A.M.B. & Suijs, J.P.M. & Tijs, S.H., 2005. "Stable profit sharing in cooperative investments," Open Access publications from Tilburg University urn:nbn:nl:ui:12-154751, Tilburg University.
  12. Kort, P.M. & Verheijen, P.A. & De Waegenaere, A.M.B., 2003. "The theory of the new economy firm: A dynamic analysis of human capital investment," Open Access publications from Tilburg University urn:nbn:nl:ui:12-123060, Tilburg University.
  13. De Waegenaere, A.M.B. & Wielhouwer, J.L., 2002. "Optimal tax depreciation lives and charges under regulatory constraints," Open Access publications from Tilburg University urn:nbn:nl:ui:12-89717, Tilburg University.
  14. Matejka, M. & Onderstal, A.M. & De Waegenaere, A.M.B., 2002. "The Effectiveness of Caps on Political Lobbying," Discussion Paper 2002-44, Tilburg University, Center for Economic Research.
  15. De Waegenaere, A.M.B. & Wielhouwer, J.L., 2001. "A Partial Ranking Algorithm for Resource Allocation Problems," Discussion Paper 2001-40, Tilburg University, Center for Economic Research.
  16. De Waegenaere, A.M.B. & Sansing, R. & Wielhouwer, J.L., 2001. "Valuation of Deferred Tax Assets From a Net Operating Loss Carryover," Discussion Paper 2001-24, Tilburg University, Center for Economic Research.
  17. Wielhouwer, J.L. & De Waegenaere, A.M.B. & Kort, P.M., 2000. "Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates," Open Access publications from Tilburg University urn:nbn:nl:ui:12-84062, Tilburg University.
  18. Matejka, M. & De Waegenaere, A.M.B., 2000. "Organizational Design and Management Accounting Change," Discussion Paper 2000-61, Tilburg University, Center for Economic Research.
  19. Wielhouwer, J.L. & De Waegenaere, A.M.B. & Kort, P.M., 2000. "Optimal Tax Depreciation under a Progressive Tax System," Discussion Paper 2000-51, Tilburg University, Center for Economic Research.
  20. Brekelmans, R.C.M. & De Waegenaere, A.M.B., 2000. "Approximating the Finite-Time Ruin Probability under Interest Force," Discussion Paper 2000-111, Tilburg University, Center for Economic Research.
  21. Brekelmans, R.C.M. & De Waegenaere, A.M.B., 1999. "Cancelling of Insurance Contracts," Discussion Paper 1999-60, Tilburg University, Center for Economic Research.
  22. Wielhouwer, J.L. & De Waegenaere, A.M.B. & Kort, P.M., 1999. "Optimal Dynamic Investment Policy under Different Rates for Tax Depreciation and Economic Depreciation," Discussion Paper 1999-59, Tilburg University, Center for Economic Research.
  23. Wielhouwer, J.L. & Kort, P.M. & De Waegenaere, A.M.B., 1999. "Effects of tax depreciation on optimal firm investments," Discussion Paper 1999-58, Tilburg University, Center for Economic Research.
  24. Borm, P.E.M. & De Waegenaere, A.M.B. & Rafels, C. & Suijs, J.P.M. & Tijs, S.H. & Timmer, J.B., 1999. "Cooperation in Capital Deposits," Discussion Paper 1999-31, Tilburg University, Center for Economic Research.
  25. Suijs, J.P.M. & De Waegenaere, A.M.B. & Borm, P.E.M., 1998. "Optimal Design of Pension Funds: A Mission Impossible," Discussion Paper 1998-25, Tilburg University, Center for Economic Research.
  26. Berg, M. & Brekelmans, R.C.M. & De Waegenaere, A.M.B., 1997. "Budget Setting Strategies for the Company's Divisions," Discussion Paper 1997-103, Tilburg University, Center for Economic Research.
  27. A. De Waegenaere & Heracles M. Polemarchakis & L. Ventura, 1997. "Asset Markets and Investment Decisions," Cowles Foundation Discussion Papers 1147, Cowles Foundation for Research in Economics, Yale University.
  28. De Waegenaere, A.M.B. & Wakker, P.P., 1997. "Choquet Integrals With Respect to Non-Monotonic Set Functions," Discussion Paper 1997-44, Tilburg University, Center for Economic Research.
  29. Suijs, J.P.M. & De Waegenaere, A.M.B. & Borm, P.E.M., 1996. "Stochastic Cooperative Games in Insurance and Reinsurance," Discussion Paper 1996-53, Tilburg University, Center for Economic Research.
  30. De Waegenaere, A.M.B. & Kast, R. & Lapied, A., 1996. "Non-Linear Asset Valuation on Markets with Frictions," Discussion Paper 1996-112, Tilburg University, Center for Economic Research.
  31. Berg, M. & De Waegenaere, A.M.B. & Wielhouwer, J.L., 1996. "Optimal Tax Reduction by Depreciation: A Stochastic Model," Discussion Paper 1996-102, Tilburg University, Center for Economic Research.
  32. DE WAEGENAERE, Anja & POLEMARCHAKIS, Heracles & VENTURA , Luigi, 1995. "A macroeconomic model," CORE Discussion Papers 1995085, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  33. Sujis, J. & Borm, P. & De Waegenaere, A. & Tijs, S., 1995. "Cooperative Games with Stochastic Payoffs," Papers 9588, Tilburg - Center for Economic Research.
  34. De Waegenaere, A.M.B., 1994. "Redistribution of Risk through Incomplete Markets with Trading Constraints," Discussion Paper 1994-6, Tilburg University, Center for Economic Research.
  35. De Waegenaere, A.M.B., 1994. "Equilibria in a mixed financial-reinsurance market with constrained trading possibilities," Open Access publications from Tilburg University urn:nbn:nl:ui:12-402595, Tilburg University.
  36. De Waegenaere , A.M.B. & Delbaen, F., 1992. "A dynamic reinsurance theory," Open Access publications from Tilburg University urn:nbn:nl:ui:12-402615, Tilburg University.
  37. De Waegenaere , A.M.B. & Boogaert, P., 1990. "Simulation of ruin probabilities," Open Access publications from Tilburg University urn:nbn:nl:ui:12-402616, Tilburg University.
  38. De Waegenaere , A.M.B. & Boogaert , P., 1990. "Macro-economic version of a classical formula in risk theory," Open Access publications from Tilburg University urn:nbn:nl:ui:12-402617, Tilburg University.

Articles

  1. Sanders, Lisanne & De Waegenaere, Anja & Nijman, Theo E., 2013. "When can insurers offer products that dominate delayed old-age pension benefit claiming?," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 134-149.
  2. Aharon Ben-Tal & Dick den Hertog & Anja De Waegenaere & Bertrand Melenberg & Gijs Rennen, 2013. "Robust Solutions of Optimization Problems Affected by Uncertain Probabilities," Management Science, INFORMS, vol. 59(2), pages 341-357, April.
  3. van Gulick, Gerwald & De Waegenaere, Anja & Norde, Henk, 2012. "Excess based allocation of risk capital," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 26-42.
  4. Anja De Waegenaere & Bertrand Melenberg & Ralph Stevens, 2010. "Longevity Risk," De Economist, Springer, vol. 158(2), pages 151-192, June.
  5. Stevens, Ralph & De Waegenaere, Anja & Melenberg, Bertrand, 2010. "Longevity risk in pension annuities with exchange options: The effect of product design," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 222-234, February.
  6. Blake, David & De Waegenaere, Anja & MacMinn, Richard & Nijman, Theo, 2010. "Longevity risk and capital markets: The 2008-2009 update," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 135-138, February.
  7. van Gulick, Gerwald & Borm, Peter & De Waegenaere, Anja & Hendrickx, Ruud, 2010. "Deposit games with reinvestment," European Journal of Operational Research, Elsevier, vol. 200(3), pages 788-799, February.
  8. 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.
  9. 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.
  10. De Waegenaere, Anja & Kast, Robert & Lapied, Andre, 2003. "Choquet pricing and equilibrium," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 359-370, July.
  11. Anja De Waegenaere & Jeroen Suijs & Peter Borm, 2003. "Optimal design of pension funds: a mission impossible?," Economic Theory, Springer, vol. 22(1), pages 89-110, 08.
  12. A. De Waegenaere & H. Polemarchakis & L. Ventura, 2002. "Asset Markets and Investment Decisions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 43(3), pages 857-873, August.
  13. 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.
  14. De Waegenaere, Anja & Wakker, Peter P., 2001. "Nonmonotonic Choquet integrals," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 45-60, September.
  15. Anja De Waegenaere, 2000. "Arbitrage and Viability in Insurance Markets," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 25(1), pages 81-99, June.
  16. 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.
  17. 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.
  18. De Waegenaere, Anja, 1994. "Equilibria in a mixed financial-reinsurance market with constrained trading possibilities," Insurance: Mathematics and Economics, Elsevier, vol. 15(1), pages 65-65, October.
  19. De Waegenaere, A. & Delbaen, F., 1992. "A dynamic reinsurance theory," Insurance: Mathematics and Economics, Elsevier, vol. 11(1), pages 31-48, April.
  20. 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.
  21. Boogaert, P. & De Waegenaere, A., 1990. "Simulation of ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 9(2-3), pages 95-99, September.

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (2) 2008-02-23 2009-01-31
  2. NEP-AGE: Economics of Ageing (1) 2010-05-02
  3. NEP-BEC: Business Economics (1) 2008-02-23
  4. NEP-CDM: Collective Decision-Making (2) 1999-08-15 1999-08-15
  5. NEP-CTA: Contract Theory & Applications (1) 2008-02-23
  6. NEP-FIN: Finance (5) 1999-04-24 1999-08-15 1999-08-15 2001-04-21 2001-04-21. Author is listed
  7. NEP-GTH: Game Theory (2) 2007-04-09 2012-12-15
  8. NEP-IAS: Insurance Economics (3) 1999-08-15 2010-05-02 2011-05-14
  9. NEP-IND: Industrial Organization (1) 1999-04-22
  10. NEP-MIC: Microeconomics (2) 1999-04-22 1999-08-15
  11. NEP-PBE: Public Economics (3) 1999-08-15 1999-08-15 2009-01-31
  12. NEP-PPM: Project, Program & Portfolio Management (1) 2009-01-31
  13. NEP-PUB: Public Finance (2) 1999-08-15 1999-08-15
  14. NEP-RMG: Risk Management (3) 2011-05-14 2012-12-15 2012-12-15
  15. NEP-UPT: Utility Models & Prospect Theory (2) 2008-02-23 2011-06-25

Statistics

This author is among the top 5% authors according to these criteria:
  1. Betweenness measure in co-authorship network

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Anja De Waegenaere should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.