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Personal profile

Research interests

Anja De Waegenaere is a full professor of Actuarial Science and Accounting. Her current research focuses on two distinct areas: consequences of ageing for social security and pension providers, and economic analysis of accounting. She currently has research projects on: longevity risk in pension and insurance liabilities, optimal redistribution of risk, effects of (tax) accounting on real investment decisions, tax induced behavior of multinational corporations, and managerial compensation. 

Career

  • 1/10/88 - 14/8/93: Research Assistant at the Department of Mathematics and Computer Sciences of the University of Antwerp (U.I.A.).
  • 15/8/93 - 31/1/96: Assistant Professor at the Department of Econometrics at Tilburg University, The Netherlands.
  • 1/2/96 - 1/3/02: Assistant Professor at the Research Group Accounting and the Department of Econometrics and Operations Research, Tilburg University.
  • 1/3/02 - 1/10/08: Associate Professor at the Department of Econometrics and Operations Research and the Department of Accountancy, Tilburg University.
  • 1/10/08 - : Full Professor at the Department of Econometrics and Operations Research and the Department of Accountancy, Tilburg University.

Teaching

Other teaching experience

  • Accounting: Principles of Management Accounting, Accounting and financial information systems, Research topics in financial accounting (post-doctoral).
  • Actuarial Sciences: Risk Theory, Life Insurance and Pension Funds, Issues in Finance and Insurance.
  • Econometrics and Operations research: Introductory operations research, Network optimization, Stochastic optimization, Statistics and probability theory.
  • Responsible for the development of actuarial courses.
  • Elected as The Best Teacher of the Department of Econometrics during the academic year 1996-1997.

Current courses

Click here for my courses.

PhD supervision

Ph.D. supervision

  • 2013-2017: Lei Shu (Ph.D. 30/01/2017)
  • 2012-2015: Hong Li (Ph.D. 06/2015)
  • 2010-2014: Ying Yang (Ph.D. 09/2014)
  • 2010-2014: Tim Boonen (Ph.D 15/01/2014)
  • 2008-2011: Lisanne Sanders (Ph.D. 21/10/2011)
  • 2007-2011: Ralph Stevens (Ph.D. 11/02/2011)
  • 2006-2010: Gerwald van Gulick (Ph.D. 25/06/2010)
  • 2002-2007: Norbert Hari (Ph.D. 12/01/2007)
  • 1997-2002: Michal Matejka (Ph.D. 8/11/2002)
  • 1997-2002: Jacco Wielhouwer (Ph.D. 14/06/2002)
  • 1996-2000: Ruud Brekelmans (Ph.D. 19/06/2000)

Keywords

  • Ageing
  • Insurance
  • Taxes
  • Pensions
  • Management Accounting
  • Accounting

Fingerprint Dive into the research topics where Anja De Waegenaere is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 4 Similar Profiles
Depreciation Business & Economics
Tax Business & Economics
Longevity risk Business & Economics
Costs Business & Economics
Pensions Business & Economics
Risk capital Business & Economics
Optimal tax Business & Economics
Deposits Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1989 2017

Development cost capitalization during R&D races

Waegenaere, A. M. B., Sansing, R. C. & Wielhouwer, J. L., Sep 2017, In : Contemporary Accounting Research. 34, 3, p. 1522-1546

Research output: Contribution to journalArticleScientificpeer-review

Capitalization
Costs
Aggregate investment
Firm investment
Investment decision

Intergenerational risk sharing in closing pension funds

Boonen, T. J. & De Waegenaere, A., May 2017, In : Insurance: Mathematics & Economics. 74, p. 20-30

Research output: Contribution to journalArticleScientificpeer-review

Producing the Dutch and Belgian mortality projections: A stochastic multi-population standard

Antonio, K., Devriendt, S., de Boer, W., de Vries, R., De Waegenaere, A., Kan, H-K., Kromme, E., Ouburg, W., Schulteis, T., Slagter, E., van der Winden, M., van Iersel, C. & Vellekoop, M., Dec 2017, In : European actuarial journal. 7, 2, p. 297-336

Research output: Contribution to journalArticleScientificpeer-review

Redistribution of longevity risk: The effect of heterogeneous mortality beliefs

Boonen, T., De Waegenaere, A. & Norde, H., Jan 2017, In : Insurance: Mathematics & Economics. 72, p. 175-188

Research output: Contribution to journalArticleScientificpeer-review

Robust mean-variance hedging of longevity risk

Li, H., Waegenaere, A. M. B. & Melenberg, B., Apr 2017, In : Journal of Risk and Insurance. 84, p. 459-475

Research output: Contribution to journalArticleScientificpeer-review

Hedge
Longevity risk
Mean-variance hedging
Probability distribution
Parameter uncertainty

Activities 1997 1997

  • 2 Invited talk

Nederlands Mathematisch Congres

A.M.B. De Waegenaere (Speaker)
3 Apr 1997

Activity: Talk or presentation typesInvited talkScientific

Conference/workshop: QMF '97

A.M.B. De Waegenaere (Invited speaker)
2 Sep 1997

Activity: Talk or presentation typesInvited talkScientific

Projects 2001 2015

Managing Longevity Risk

De Waegenaere, A. & Li, H.

1/09/121/09/15

Project: Research project

Effects of Increasing Human Lifetime on Pension and Health Insurance systems

De Waegenaere, A. & Sanders, E. A. T.

1/09/081/09/11

Project: Research project

Game theory and applications in finance

van Gulick, G., De Waegenaere, A. & Norde, H.

1/09/061/09/09

Project: Research project