Research Output 1969 2020

Filter
Article
2017
463 Downloads (Pure)

The effects of access to health insurance: Evidence from a regression discontinuity design in Peru

Bernal Lobato, N., Carpio, M. A. & Klein, T., Oct 2017, In : Journal of Public Economics. 154, p. 122-136

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Health insurance
Peru
Regression discontinuity design
Doctors
Supplier-induced demand

The graphs with all but two eigenvalues equal to - 2 or 0

Cioabă, S. M., Haemers, W. H. & Vermette, J. R., 1 Jul 2017, In : Designs, Codes and Cryptography. 84, 1-2, p. 153-163

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Eigenvalue
Graph in graph theory
Triangle
p.m.
Adjacency Matrix

The procedural egalitarian solution

Dietzenbacher, B., Borm, P. & Hendrickx, R., Nov 2017, In : Games and Economic Behavior. 106, p. 179-187

Research output: Contribution to journalArticleScientificpeer-review

Egalitarian solution
Coalitional bargaining
TU game
Convex games
Transferable utility games

Unemployment exits before and during the crisis

Nagore Garcia, A. & van Soest, A., Dec 2017, In : Labour. 31, 4, p. 337-368

Research output: Contribution to journalArticleScientificpeer-review

unemployment
Spain
immigrant
hazard
determinants
3 Downloads (Pure)

Volume flexibility and capacity investment: a real options approach

Wen, X., Kort, P. & Talman, D., 1 Dec 2017, In : The Journal of the Operational Research Society. 68, 12, p. 1633-1646 14 p.

Research output: Contribution to journalArticleScientificpeer-review

Real options
Volume flexibility
Capacity investment
Uncertainty
Utilization rate
2016

Advertising and quality-dependent word-of-mouth in a contagion sales model

El Ouardighi, F., Feichtinger, G., Grass, D., Hartl, R. F. & Kort, P. M., Jul 2016, In : Journal of Optimization Theory and Applications. 170, 1, p. 323-342

Research output: Contribution to journalArticleScientificpeer-review

A dynamic inequality generation scheme for polynomial programming

Ghaddar, B., Vera Lizcano, J. C. & Anjos, M. F., Mar 2016, In : Mathematical Programming. 156, 1, p. 21-57

Research output: Contribution to journalArticleScientificpeer-review

Programming
Polynomials
Polynomial
Binary
Lift-and-project

An M-estimator of spatial tail dependence

Einmahl, J., Kiriliouk, A., Krajina, A. & Segers, J. J. J., Jan 2016, In : Journal of the Royal Statistical Society, Series B. 78, 1, p. 275-298 23 p.

Research output: Contribution to journalArticleScientificpeer-review

Tail Dependence
Spatial Dependence
Stable Laws
M-estimator
Stable Process

Are almost all graphs determined by their spectrum?

Haemers, W. H., 2016, In : Notices of the South African Mathematical Society. 47, p. 42-45

Research output: Contribution to journalArticleScientific

Asymptotic inference for jump diffusions with state-dependent intensity

Becheri, G., Drost, F. & Werker, B., 1 Jun 2016, In : Scandinavian Journal of Statistics. 43, 2, p. 520-542

Research output: Contribution to journalArticleScientificpeer-review

Asymptotic Inference
Jump Diffusion
Volatility
Local Asymptotic Normality
Jump-diffusion Process

Autonomous and advertising-dependent 'word of mouth' under costly dynamic pricing

El Ouardighi, F., Feichtinger, G., Grass, D., Hartl, R. F. & Kort, P. M., 16 Jun 2016, In : European Journal of Operational Research. 251, 3, p. 860-872

Research output: Contribution to journalArticleScientificpeer-review

Axiomatizations of symmetrically weighted solutions

Kleppe, J., Reijnierse, H. & Sudhölter, P., Aug 2016, In : Annals of Operations Research. 243, 1, p. 37-53

Research output: Contribution to journalArticleScientificpeer-review

Nucleolus
Axiomatization
Kernel
Reduced game
Symmetry

Computationally tractable counterparts of distributionally robust constraints on risk measures

Postek, K., den Hertog, D. & Melenberg, B., 3 Nov 2016, In : SIAM Review. 58, 4, p. 603-650 48 p.

Research output: Contribution to journalArticleScientificpeer-review

Risk Measures
Probability distributions
Probability Distribution
Uncertainty
Probability Metrics

Computing semiparametric bounds on the expected payments of insurance instruments via column generation

Howley, R., Storer, R., Vera, J. C. & Zuluaga, L. F., 2016, In : Variance. 10, 1, p. 34-50

Research output: Contribution to journalArticleScientificpeer-review

Open Access

Cooperative investment in incomplete markets under financial fairness

Pazdera, J., Schumacher, H. & Werker, B., Nov 2016, In : Insurance: Mathematics & Economics. 71, p. 394-406

Research output: Contribution to journalArticleScientificpeer-review

Incomplete Markets
Fairness
Risk Sharing
Contingent Claims
Expected Utility

Demanding occupations and the retirement age

Vermeer, N., Mastrogiacomo, M. & Van Soest, A., Dec 2016, In : Labour Economics. 43, p. 159-170 12 p.

Research output: Contribution to journalArticleScientificpeer-review

230 Downloads (Pure)

Distance-regular graphs

van Dam, E. R., Koolen, J. H. & Tanaka, H., 15 Apr 2016, In : The Electronic Journal of Combinatorics: EJC. Dynamic Surveys, p. 1-156 DS22.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File

Entry deterrence and hidden competition

Lavrutich, M., Huisman, K. & Kort, P., Aug 2016, In : Journal of Economic Dynamics and Control. 69, p. 409-435

Research output: Contribution to journalArticleScientificpeer-review

Incentives
Timing
Choose
Uncertainty
Entry deterrence

Estimating the joint survival probabilities of married individuals

Sanders, L. & Melenberg, B., Mar 2016, In : Insurance: Mathematics & Economics. 67, p. 88-106

Research output: Contribution to journalArticleScientificpeer-review

Life Expectancy
Survival Probability
Weibull Distribution
Weibull Model
Census

Faster comparison of stopping times by nested conditional Monte Carlo

Dickmann, F. & Schweizer, N., Dec 2016, In : Journal of computational finance. 20, 2, p. 101-123

Research output: Contribution to journalArticleScientificpeer-review

Financial literacy and preparation for retirement

Prast, H. & van Soest, A., May 2016, In : Intereconomics: Review of European Economic Policy. 51, 3, p. 113-118

Research output: Contribution to journalArticleScientificpeer-review

Retirement
Financial literacy
Pensions
Preparation
Standard of living

Game theory and its role in determining optimal policies and strategic interaction between fiscal and monetary policymakers: (Application of differential game theory and stackelberg games)

Mahmoudinia, D., Esfahani, R. D., Engwerda, J. & Dastjerdi, R. B., 2016, In : Quarterly Journal of Applied Economic Studies in Iran. 5, 18, p. 1-34

Research output: Contribution to journalArticleScientificpeer-review

Fiscal
Politicians
Stackelberg game
Differential games
Game theory

Generalized method of trimmed moments

Cizek, P., Apr 2016, In : Journal of Statistical Planning and Inference. 171, p. 63-78

Research output: Contribution to journalArticleScientificpeer-review

Method of moments
Moment
Robust Estimators
Generalized Method of Moments
Robust Tests

Government and central bank interaction under uncertainty: A differential games approach

Engwerda, J., Mahmoudinia, D. & Isfahani, R. D., 2016, In : Iranian Economic Review. 20, 2, p. 225-259

Research output: Contribution to journalArticleScientificpeer-review

Uncertainty
Central bank
Differential games
Government
Interaction

How to escape a declining market: Capacity investment or exit?

Hagspiel, V., Huisman, K., Kort, P. & Nunes, C., 2016, In : European Journal of Operational Research. 254, 1, p. 40-50

Research output: Contribution to journalArticleScientificpeer-review

Profitability
Timing
Uncertainty
Incentives
Accelerate

Identification of the timing-of-events model with multiple competing exit risks from single-spell data

Drepper, B. & Effraimidis, G., Oct 2016, In : Economics Letters. 147, p. 124-126

Research output: Contribution to journalArticleScientificpeer-review

Exit
Labor force
Sanctions

Inference for shared-frailty survival models with left-truncated data

van den Berg, G. J. & Drepper, B., 2016, In : Econometric Reviews. 35, 6, p. 1075-1098

Research output: Contribution to journalArticleScientificpeer-review

Survival model
Frailty
Inference
Random effects
Empirical study

Is macroeconomic announcement news priced?

de Goeij, P., Hu, J. & Werker, B., 2016, In : Bankers, Markets and Investors. 143, p. 4-17

Research output: Contribution to journalArticleScientificpeer-review

News
Macroeconomic news announcements
Cross-section of stock returns
Price of risk
Contraction

Labor supply heterogeneity and demand for child care of mothers with young children

Apps, P., Kabatek, J., Rees, R. & van Soest, A., Dec 2016, In : Empirical Economics: A quarterly journal of the Institute for Advanced Studies. 51, 4, p. 1641-1677 37 p.

Research output: Contribution to journalArticleScientificpeer-review

139 Downloads (Pure)

Linear passive systems and maximal monotone mappings

Camlibel, M. K. & Schumacher, H., 1 Jun 2016, In : Mathematical Programming . 157, 2, p. 397-420

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
Maximal Monotone Mapping
Passive System
Differential Inclusions
Interconnection
Linear systems

Market transparency, adverse selection, and moral hazard

Klein, T., Lambertz, C. & Stahl, K. O., Dec 2016, In : Journal of Political Economy. 124, 6, p. 1677-1713

Research output: Contribution to journalArticleScientificpeer-review

Adverse selection
Market transparency
Moral hazard
Seller
Exit

Multi-stage adjustable robust mixed-integer optimization via iterative splitting of the uncertainty set

Postek, K. & den Hertog, D., Jul 2016, In : INFORMS Journal on Computing. 28, 3, p. 553-574

Research output: Contribution to journalArticleScientificpeer-review

Budget control
Computational complexity
Uncertainty
Integer
Decision rules

New bounds for the max-k-cut and chromatic number of a graph

van Dam, E. & Sotirov, R., 1 Jan 2016, In : Linear Algebra and its Applications. 488, p. 216 - 234 18 p.

Research output: Contribution to journalArticleScientificpeer-review

Chromatic number
Eigenvalue Bounds
Graph in graph theory
Semidefinite Programming Relaxation
Regular Graph

Notes on simplicial rook graphs

Brouwer, A. E., Cioabă, S. M., Haemers, W. H. & Vermette, J. R., Jun 2016, In : Journal of Algebraic Combinatorics. 43, 4, p. 783-799

Research output: Contribution to journalArticleScientificpeer-review

Open Access

On Shapley ratings in brain networks

Musegaas, M., Dietzenbacher, B. & Borm, P., 29 Nov 2016, In : Frontiers in Neuroinformatics. 10, 51

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Brain
Visual Cortex

On the spectral characterization of pineapple graphs

Topcu, H., Sorgun, S. & Haemers, W. H., Oct 2016, In : Linear Algebra and its Applications. 507, p. 267-273

Research output: Contribution to journalArticleScientificpeer-review

On the Turing model complexity of interior point methods for semidefinite programming

de Klerk, E. & Vallentin, F., Sep 2016, In : SIAM Journal on Optimization. 26, 3, p. 1944-1961

Research output: Contribution to journalArticleScientificpeer-review

Ellipsoid Method
Semidefinite Program
Diophantine Approximation
Model Complexity
Interior Point Method

Partners’ leisure time truly together upon retirement

Stancanelli, E. G. F. & van Soest, A., Dec 2016, In : IZA Journal of Labor Economics. 5, 1, 12.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Leisure time
Retirement
Leisure
Externalities
France

Pensioendebat gebaat bij eenheid in verscheidenheid

Bovenberg, L., Lever, M., Nijman, T. & Werker, B., 21 Dec 2016, In : Pensioen Pro.

Research output: Contribution to journalArticleProfessional

Properties of feedback Nash equilibria in scalar LQ differential games

Engwerda, J., Jul 2016, In : Automatica. 69, p. 364-374

Research output: Contribution to journalArticleScientificpeer-review

State feedback
Feedback
Economics
Costs

Robust dual-response optimization

Yanikoglu, I., den Hertog, D. & Kleijnen, J. P. C., 2016, In : IIE Transactions: Industrial Engineering Research and Development. 48, 3, p. 298-312

Research output: Contribution to journalArticleScientificpeer-review

Probability distributions
Experiments

Robust optimal control design using a differential game approach for open-loop linear quadratic descriptor systems

Musthofa, M. W., Salmah, S., Engwerda, J. & Suparwanto, A., Mar 2016, In : Journal of Optimization Theory and Applications. 168, 3, p. 1046-1064

Research output: Contribution to journalArticleScientificpeer-review

Descriptor Systems
Quadratic Systems
Game theory
Differential Games
Robust control

Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank

Hallin, M., van den Akker, R. & Werker, B., 1 Jan 2016, In : Journal of Econometrics. 190, 1, p. 46-61 15 p.

Research output: Contribution to journalArticleScientificpeer-review

Cointegration
Error correction model
Innovation
Semiparametric efficiency bound
Asymptotic analysis

Setting the right incentives for global planning and operations

Norde, H., Ozen, U. & Slikker, M., Sep 2016, In : European Journal of Operational Research. 253, 2, p. 441-455

Research output: Contribution to journalArticleScientificpeer-review

Incentives
Planning
Performance Evaluation
Industry
Unit

Simple and three-valued simple coloring games

Musegaas, M., Borm, P. & Quant, M., Oct 2016, In : Mathematical Methods of Operations Research. 84, 2, p. 239-258 20 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Coloring
Colouring
Game
Graph in graph theory
Maximum Clique

Skewed, persistent and high before death: Medical spending in Germany

Karlsson, M., Klein, T. & Ziebarth, N., Sep 2016, In : Fiscal Studies. 37, 3-4, p. 527-559

Research output: Contribution to journalArticleScientificpeer-review

Open Access
Germany
Healthcare
Inpatients
Persistence
Outpatient

Some spectral and quasi-spectral characterizations of distance-regular graphs

Abiad Monge, A., van Dam, E. & Fiol, M. A., Oct 2016, In : Journal of Combinatorial Theory, Series A, Structures designs and application combinatorics. 143, p. 1-18

Research output: Contribution to journalArticleScientificpeer-review

Distance-regular Graph
Girth
Graph in graph theory
Intersection number
Adjacency Matrix

Statistics of heteroscedastic extremes

Einmahl, J., de Haan, L. F. M. & Zhou, C., Jan 2016, In : Journal of the Royal Statistical Society, Series B. 78, 1, p. 31-51 21 p.

Research output: Contribution to journalArticleScientificpeer-review

Extreme Value Index
Tail
Extremes
Statistics
Asymptotic Normality

Strategic interaction between government and central bank in framework of cooperative and non-cooperative games

Mahmoudinia, D., Engwerda, J., Esfahani, R. D., Dastjerdi, R. B. & Fakhar, M., 19 Sep 2016, In : Journal of Economic Modeling Research. 6, 24, p. 83-121

Research output: Contribution to journalArticleScientificpeer-review

Supermodular NTU-games

Talman, D., Koshevoy, G. A. & Suzuki, T., 23 Apr 2016, In : Operations Research Letters. 44, 4, p. 446-450 5 p.

Research output: Contribution to journalArticleScientificpeer-review

NTU Games
Bargaining
Supermodularity
Game
Set of vectors