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Research Output

2020

A generalization of the Aumann-Shapley value for risk capital allocation problems

Boonen, T. J., De Waegenaere, A. M. B. & Norde, H., Apr 2020, In : European Journal of Operational Research. 282, 1, p. 277-287

Research output: Contribution to journalArticleScientificpeer-review

Open Access
2017

Development cost capitalization during R&D races

De 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

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

Research output: Contribution to journalArticleScientificpeer-review

2015

Financial accounting effects of tax aggressiveness: Contracting and measurement

De Waegenaere, A. M. B., Sansing, R. & Wielhouwer, J. L., Apr 2015, In : Contemporary Accounting Research. 32, 1, p. 223-242

Research output: Contribution to journalArticleScientificpeer-review

The choice of sample size for mortality forecasting: A Bayesian learning approach

Li, H., De Waegenaere, A. & Melenberg, B., 2015, In : Insurance: Mathematics & Economics. 63, p. 153-168 16 p.

Research output: Contribution to journalArticleScientificpeer-review

2013

Robust solutions of optimization problems affected by uncertain probabilities

Ben-Tal, A., den Hertog, D., De Waegenaere, A. M. B., Melenberg, B. & Rennen, G., 2013, In : Management Science. 59, 2, p. 341-357

Research output: Contribution to journalArticleScientificpeer-review

When can insurers offer products that dominate delayed old-age pension benefit claiming?

Sanders, L., De Waegenaere, A. M. B. & Nijman, T. E., 2013, In : Insurance: Mathematics & Economics. 53, 1, p. 134-149

Research output: Contribution to journalArticleScientificpeer-review

2012

A breakpoint search approach for convex resource allocation problems with bounded variables

De Waegenaere, A. M. B. & Wielhouwer, J. L., 2012, In : Optimization Letters. 6, 4, p. 629-640

Research output: Contribution to journalArticleScientificpeer-review

A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems

Boonen, T. J., De Waegenaere, A. M. B. & Norde, H. W., 2012, Tilburg: Econometrics, 43 p. (CentER Discussion Paper; vol. 2012-091).

Research output: Working paperDiscussion paperOther research output

File
399 Downloads (Pure)

Bargaining for Over-The Counter Risk Redistributions: The Case of Longevity Risk

Boonen, T. J., De Waegenaere, A. M. B. & Norde, H. W., 2012, Tilburg: Econometrics, 32 p. (CentER Discussion Paper; vol. 2012-090).

Research output: Working paperDiscussion paperOther research output

File
269 Downloads (Pure)
8 Downloads (Pure)

Excess based allocation of risk capital

van Gulick, G., De Waegenaere, A. M. B. & Norde, H. W., 2012, In : Insurance: Mathematics & Economics. 50, 1, p. 26-42

Research output: Contribution to journalArticleScientificpeer-review

Multinational taxation and R&D investments

De Waegenaere, A. M. B., Sansing, R. & Wielhouwer, J. L., 2012, In : The Accounting Review. 87, 4, p. 1197-1218

Research output: Contribution to journalArticleScientific

2011

Dynamic tax depreciation strategies

De Waegenaere, A. M. B. & Wielhouwer, J. L., 2011, In : OR Spectrum. 33, 2, p. 419-444

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
234 Downloads (Pure)

Langlevenrisico in Collectieve Pensioencontracten

De Waegenaere, A. M. B., Paulis, A. & Stigter, J., 2011, Tilburg: NETSPAR. 66 p. (Netspar Design Paper; vol. 2 - August 2011)

Research output: Book/ReportReport

Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products: The Effect of Investment Risk

Stevens, R. S. P., De Waegenaere, A. M. B. & Melenberg, B., 2011, Tilburg: Finance, (CentER Discussion Paper; vol. 2011-036).

Research output: Working paperDiscussion paperOther research output

File
304 Downloads (Pure)

On the effects of the degree of discretion in reporting managerial performance

De Waegenaere, A. M. B. & Wielhouwer, J. L., 2011, In : OR Spectrum. 33, 2, p. 359-392

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
225 Downloads (Pure)

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

Ben-Tal, A., den Hertog, D., De Waegenaere, A. M. B., Melenberg, B. & Rennen, G., 2011, Tilburg: Operations research, (CentER Discussion Paper; vol. 2011-061).

Research output: Working paperDiscussion paperOther research output

File
806 Downloads (Pure)
2010

Deposit games with reinvestment

van Gulick, G., Borm, P. E. M., De Waegenaere, A. M. B. & Hendrickx, R. L. P., 2010, In : European Journal of Operational Research. 200, 3, p. 788-799

Research output: Contribution to journalArticleScientificpeer-review

Editorial: Longevity risk and capital markets: The 2008-2009 update

Blake, D., De Waegenaere, A. M. B. & Nijman, T. E., 2010, In : Insurance: Mathematics & Economics. 46, 1, p. 135-138

Research output: Contribution to journalArticleScientificpeer-review

Excess Based Allocation of Risk Capital

van Gulick, G., De Waegenaere, A. M. B. & Norde, H. W., 2010, Tilburg: Operations research, 38 p. (CentER Discussion Paper; vol. 2010-123).

Research output: Working paperDiscussion paperOther research output

File
230 Downloads (Pure)

Inconsistent transfer prices and the location of mobile capital

De Waegenaere, A. M. B. & Sansing, R., 2010, In : National Tax Journal. 63, p. 1085-1109

Research output: Contribution to journalArticleScientificpeer-review

Longevity risk

De Waegenaere, A. M. B., Melenberg, B. & Stevens, R., 2010, In : De Economist. 158, 2, p. 151-192

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
371 Downloads (Pure)

Longevity risk in pension annuities: The effect of product design

Stevens, R., De Waegenaere, A. M. B. & Melenberg, B., 2010, In : Insurance: Mathematics & Economics. 46, 1, p. 222-234

Research output: Contribution to journalArticleScientificpeer-review

When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming?

Sanders, E. A. T., De Waegenaere, A. M. B. & Nijman, T. E., 2010, Tilburg: Econometrics, 36 p. (CentER Discussion Paper; vol. 2010-43).

Research output: Working paperDiscussion paperOther research output

File
216 Downloads (Pure)
2008

Dynamic Tax Depreciation Strategies

De Waegenaere, A. M. B. & Wielhouwer, J. L., 2008, Tilburg: Accounting, 29 p. (CentER Discussion Paper; vol. 2008-87).

Research output: Working paperDiscussion paperOther research output

File
213 Downloads (Pure)

Estimating the term structure of mortality

Hari, N., De Waegenaere, A. M. B., Melenberg, B. & Nijman, T. E., 2008, In : Insurance: Mathematics & Economics. 42, 2, p. 492-504

Research output: Contribution to journalArticleScientificpeer-review

Longevity risk in portfolios of pension annuities

Hari, N., De Waegenaere, A. M. B., Melenberg, B. & Nijman, T. E., 2008, In : Insurance: Mathematics & Economics. 42, 2, p. 505-519

Research output: Contribution to journalArticleScientificpeer-review

On the Effects of the Degree of Discretion in Reporting Managerial performance

De Waegenaere, A. M. B. & Wielhouwer, J. L., 2008, Tilburg: Accounting, 33 p. (CentER Discussion Paper; vol. 2008-21).

Research output: Working paperDiscussion paperOther research output

File
204 Downloads (Pure)

Taxation of international investment and accounting valuation

De Waegenaere, A. M. B. & Sansing, R., 2008, In : Contemporary Accounting Research. 25, 4, p. 1045-1066

Research output: Contribution to journalArticleScientificpeer-review

2007

Deposit Games with Reinvestment

van Gulick, G., Borm, P. E. M., De Waegenaere, A. M. B. & Hendrickx, R. L. P., 2007, Tilburg: Operations research, 21 p. (CentER Discussion Paper; vol. 2007-22).

Research output: Working paperDiscussion paperOther research output

File
213 Downloads (Pure)

Optimal robust and consistent active implementation of a pension fund's benchmark investment strategy

van Hest, T. & De Waegenaere, A. M. B., 2007, In : Journal of Asset Management. 8, p. 176-187

Research output: Contribution to journalArticleScientificpeer-review

Using bilateral advance pricing agreements to resolve tax transfer pricing disputes

De Waegenaere, A. M. B., Sansing, R. & Wielhouwer, J. L., 2007, In : National Tax Journal. 60, p. 173-191

Research output: Contribution to journalArticleScientificpeer-review

2006

Who benefits from inconsistent multinational tax transfer pricing rules?

De Waegenaere, A. M. B., Sansing, R. & Wielhouwer, J. L., 2006, In : Contemporary Accounting Research. 23, 1, p. 103-131

Research output: Contribution to journalArticleScientificpeer-review

2005

Influence costs and implementation of organizational changes

Matejka, M. & De Waegenaere, A. M. B., 2005, In : Journal of Management Accounting Research. 17, p. 43-53

Research output: Contribution to journalArticleScientificpeer-review

Stable profit sharing in cooperative investments

De Waegenaere, A. M. B., Suijs, J. P. M. & Tijs, S. H., 2005, In : OR Spectrum. 27, 1, p. 85-93 8 p.

Research output: Contribution to journalArticleScientificpeer-review

2003

Choquet pricing and equilibrium

De Waegenaere, A. M. B., Kast, R. & Lapied, A., 2003, In : Insurance: Mathematics & Economics. 32, 3, p. 359-370 11 p.

Research output: Contribution to journalArticleScientificpeer-review

Optimal design of pension funds: A mission impossible?

De Waegenaere, A. M. B., Suijs, J. P. M. & Borm, P. E. M., 2003, In : Economic Theory. 22, 1, p. 89-110 21 p.

Research output: Contribution to journalArticleScientificpeer-review

File
211 Downloads (Pure)

The theory of the new economy firm: A dynamic analysis of human capital investment

Kort, P. M., Verheijen, P. A. & De Waegenaere, A. M. B., 2003, In : Central European Journal of Operations Research. 11, p. 103-114 11 p.

Research output: Contribution to journalArticleScientificpeer-review

File
236 Downloads (Pure)

Valuation of a firm with a tax loss carryover

De Waegenaere, A. M. B., Sansing, R. & Wielhouwer, J. L., 2003, In : Journal of the American Taxation Association. 25, sup, p. 65-82 17 p.

Research output: Contribution to journalArticleScientificpeer-review

Who Benefits from Multinational Tax Law Ambiguity

Sansing, R., De Waegenaere, A. M. B. & Wielhouwer, J. L., 2003, Dartmouth: Tuck Business School. 28 p. (Tuck Business School Working Paper; no. 03-27)

Research output: Book/ReportReport

2002

Asset markets and investment decisions

De Waegenaere, A. M. B., Polemarchakis, H. M. & Ventura, L., 2002, In : International Economic Review. 43, 3, p. 857-873 16 p.

Research output: Contribution to journalArticleScientificpeer-review

Optimal tax depreciation lives and charges under regulatory constraints

De Waegenaere, A. M. B. & Wielhouwer, J. L., 2002, In : OR Spectrum. 24, p. 151-177 26 p.

Research output: Contribution to journalArticleScientificpeer-review

File
219 Downloads (Pure)

Optimal tax depreciation under a progressive tax system

Wielhouwer, J. L., De Waegenaere, A. M. B. & Kort, P. M., 2002, In : Journal of Economic Dynamics and Control. 27, 2, p. 243-269 26 p.

Research output: Contribution to journalArticleScientificpeer-review

File
218 Downloads (Pure)

The Effectiveness of Caps on Political Lobbying

Matejka, M., Onderstal, A. M. & De Waegenaere, A. M. B., 2002, Tilburg: Accounting, 25 p. (CentER Discussion Paper; vol. 2002-44).

Research output: Working paperDiscussion paperOther research output

File
216 Downloads (Pure)
2001

A Partial Ranking Algorithm for Resource Allocation Problems

De Waegenaere, A. M. B. & Wielhouwer, J. L., 2001, Tilburg: Accounting, 22 p. (CentER Discussion Paper; vol. 2001-40).

Research output: Working paperDiscussion paperOther research output

File
226 Downloads (Pure)