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Anja De Waegenaere

Personal Details

First Name:Anja
Middle Name:
Last Name:De Waegenaere
Suffix:
RePEc Short-ID:pde420
http://center.uvt.nl/staff/dewaegen/

Affiliation

Departement Econometrie & Operations Research
School of Economics and Management
Universiteit van Tilburg

Tilburg, Netherlands
https://www.tilburguniversity.edu/about/schools/economics-and-management/organization/departments/eor
RePEc:edi:exkubnl (more details at EDIRC)

Research output

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Jump to: Working papers Articles

Working papers

  1. Katrien Antonio & Sander Devriendt & Wouter de Boer & Robert de Vries & Anja De Waegenaere & Hok-Kwan Kan & Egbert Kromme & Wilbert Ouburg & Tim Schulteis & Erica Slagter & Michel Vellekoop & Marco va, 2016. "Producing the Dutch and Belgian mortality projections: A stochastic multi-population standard," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 554572, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
  2. 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.
  3. 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.
  4. Ben-Tal, A. & den Hertog, D. & 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. 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.
  6. van Gulick, G. & 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.
  7. 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.
  8. De Waegenaere, A.M.B. & Melenberg, B. & Stevens, R., 2010. "Longevity risk," Other publications TiSEM fa89b4b3-82f5-4c65-8c2c-b, Tilburg University, School of Economics and Management.
    • Anja De Waegenaere & Bertrand Melenberg & Ralph Stevens, 2010. "Longevity Risk," De Economist, Springer, vol. 158(2), pages 151-192, June.
  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. De Waegenaere, A.M.B. & Wielhouwer, J.L., 2008. "Dynamic Tax Depreciation Strategies," Discussion Paper 2008-87, Tilburg University, Center for Economic Research.
  11. van Gulick, G. & 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.
  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," Other publications TiSEM 2bac0c2f-d53b-4b8f-a664-2, Tilburg University, School of Economics and Management.
  13. 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.
  14. 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.
  15. De Waegenaere, A.M.B. & Wielhouwer, J.L., 2001. "Optimal Tax Depreciation Lives and Charges under Regulatory Constraints," Discussion Paper 2001-23, Tilburg University, Center for Economic Research.
  16. 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.
  17. 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.
  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. 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.
  20. 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," Other publications TiSEM 1b887e80-c43f-41dd-aa3c-2, Tilburg University, School of Economics and Management.
  21. 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.
  22. 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.
  23. Brekelmans, R.C.M. & De Waegenaere, A.M.B., 1999. "Cancelling of Insurance Contracts," Discussion Paper 1999-60, Tilburg University, Center for Economic Research.
  24. 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.
  25. 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.
  26. 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.
  27. 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.
  28. 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.
  29. 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.
  30. 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.
  31. Sujis, J. & Borm, P. & De Waegenaere, A. & Tijs, S., 1995. "Cooperative Games with Stochastic Payoffs," Papers 9588, Tilburg - Center for Economic Research.
  32. DE WAEGENAERE, Anja & POLEMARCHAKIS, Heracles & VENTURA , Luigi, 1995. "A macroeconomic model," LIDAM Discussion Papers CORE 1995085, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  33. Heracles M. Polemarchakis & Luigi Ventura & Anja de Waegenaere, 1995. "Asset Markets and Production Decisions," Working Papers hal-00607527, HAL.
  34. De Waegenaere, A.M.B., 1994. "Equilibria in Incomplete Financial Markets with Portfolio Constraints and Transaction Costs," Discussion Paper 1994-45, Tilburg University, Center for Economic Research.
  35. 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.

Articles

  1. Boonen, Tim J. & De Waegenaere, Anja & Norde, Henk, 2020. "A generalization of the Aumann–Shapley value for risk capital allocation problems," European Journal of Operational Research, Elsevier, vol. 282(1), pages 277-287.
  2. Anja De Waegenaere & Richard C. Sansing & Jacco L. Wielhouwer, 2017. "Development Cost Capitalization During R&D Races," Contemporary Accounting Research, John Wiley & Sons, vol. 34(3), pages 1522-1546, September.
  3. Boonen, Tim J. & De Waegenaere, Anja & Norde, Henk, 2017. "Redistribution of longevity risk: The effect of heterogeneous mortality beliefs," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 175-188.
  4. Boonen, Tim J. & De Waegenaere, Anja, 2017. "Intergenerational risk sharing in closing pension funds," Insurance: Mathematics and Economics, Elsevier, vol. 74(C), pages 20-30.
  5. Li, Hong & De Waegenaere, Anja & Melenberg, Bertrand, 2015. "The choice of sample size for mortality forecasting: A Bayesian learning approach," Insurance: Mathematics and Economics, Elsevier, vol. 63(C), pages 153-168.
  6. Anja de Waegenaere & Richard Sansing & Jacco L. Wielhouwer, 2015. "Financial Accounting Effects of Tax Aggressiveness: Contracting and Measurement," Contemporary Accounting Research, John Wiley & Sons, vol. 32(1), pages 223-242, March.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Anja De Waegenaere & Bertrand Melenberg & Ralph Stevens, 2010. "Longevity Risk," De Economist, Springer, vol. 158(2), pages 151-192, June.
  14. De Waegenaere, Anja & Sansing, Richard, 2010. "Inconsistent Transfer Prices and the Location of Mobile Capital," National Tax Journal, National Tax Association;National Tax Journal, vol. 63(4), pages 1085-1109, December.
  15. 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.
  16. Anja de Waegenaere & Richard C. Sansing, 2008. "Taxation of International Investment and Accounting Valuation," Contemporary Accounting Research, John Wiley & Sons, vol. 25(4), pages 1045-1066, December.
  17. 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.
  18. De Waegenaere, Anja & Sansing, Richard & Wielhouwer, Jacco L., 2007. "Using Bilateral Advance Pricing Agreements to Resolve Tax Transfer Pricing Disputes," National Tax Journal, National Tax Association;National Tax Journal, vol. 60(2), pages 173-191, June.
  19. Anja De Waegenaere & Richard C. Sansing & Jacco L. Wielhouwer, 2006. "Who Benefits from Inconsistent Multinational Tax Transfer†Pricing Rules?," Contemporary Accounting Research, John Wiley & Sons, vol. 23(1), pages 103-131, March.
  20. Anja De Waegenaere & Jeroen Suijs & Peter Borm, 2003. "Optimal design of pension funds: a mission impossible?," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 22(1), pages 89-110, August.
  21. De Waegenaere, Anja & Kast, Robert & Lapied, Andre, 2003. "Choquet pricing and equilibrium," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 359-370, July.
  22. 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.
  23. De Waegenaere, Anja & Wakker, Peter P., 2001. "Nonmonotonic Choquet integrals," Journal of Mathematical Economics, Elsevier, vol. 36(1), pages 45-60, September.
  24. 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.
  25. J. L. Wielhouwer & A. De Waegenaere & P. M. Kort, 2000. "Optimal Dynamic Investment Policy for Different Tax Depreciation Rates and Economic Depreciation Rates," Journal of Optimization Theory and Applications, Springer, vol. 106(1), pages 23-48, July.
  26. Anja De Waegenaere, 2000. "Arbitrage and Viability in Insurance Markets," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 25(1), pages 81-99, June.
  27. 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.
  28. 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.
  29. 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.
  30. De Waegenaere, A. & Delbaen, F., 1992. "A dynamic reinsurance theory," Insurance: Mathematics and Economics, Elsevier, vol. 11(1), pages 31-48, April.
  31. 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.
  32. Boogaert, P. & De Waegenaere, A., 1990. "Simulation of ruin probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 9(2-3), pages 95-99, September.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGE: Economics of Ageing (1) 2016-11-13
  2. NEP-HEA: Health Economics (1) 2016-11-13
  3. NEP-RMG: Risk Management (1) 2016-11-13

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