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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

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
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234 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
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225 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

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

2008

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

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

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

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)
2001

Approximating the finite-time ruin probability under interest force

Brekelmans, R. C. M. & De Waegenaere, A. M. B., 2001, In : Insurance: Mathematics & Economics. 29, p. 217-229 12 p.

Research output: Contribution to journalArticleScientificpeer-review

Cooperation in capital deposits

Borm, P. E. M., De Waegenaere, A. M. B., Rafels, C., Suijs, J. P. M., Tijs, S. H. & Timmer, J. B., 2001, In : OR Spektrum. 23, 2, p. 265-281 16 p.

Research output: Contribution to journalArticleScientificpeer-review

File
223 Downloads (Pure)

Nonmonotonic Choquet integrals

De Waegenaere, A. M. B. & Wakker, P. P., 2001, In : Journal of Mathematical Economics. 36, p. 45-60 15 p.

Research output: Contribution to journalArticleScientificpeer-review

Optimal tax depreciation with uncertain future cash-flows

Berg, M., De Waegenaere, A. M. B. & Wielhouwer, J. L., 2001, In : European Journal of Operational Research. 132, 1, p. 197-209 12 p.

Research output: Contribution to journalArticleScientificpeer-review

2000

Arbitrage and viability in insurance markets

De Waegenaere, A. M. B., 2000, In : The Geneva Papers on Risk and Insurance. 25, 1, p. 81-99 18 p.

Research output: Contribution to journalArticleScientificpeer-review

Centralization of the controlling department. Effects on management accounting change

Matejka, M. & De Waegenaere, A. M. B., 2000, In : Maandblad voor Accountancy en Bedrijfseconomie. 74, p. 55-61 6 p.

Research output: Contribution to journalArticleProfessional

Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates

Wielhouwer, J. L., De Waegenaere, A. M. B. & Kort, P. M., 2000, In : Journal of Optimization Theory and Applications. 106, 1, p. 23-48 25 p.

Research output: Contribution to journalArticleScientificpeer-review

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206 Downloads (Pure)
1999

Cooperative games with stochastic payoffs

Suijs, J. P. M., Borm, P. E. M., De Waegenaere, A. M. B. & Tijs, S. H., 1999, In : European Journal of Operational Research. 113, 1, p. 193-205 13 p.

Research output: Contribution to journalArticleScientificpeer-review

File
331 Downloads (Pure)
1998

Stochastic cooperative games in insurance and reinsurance

Suijs, J. P. M., De Waegenaere, A. M. B. & Borm, P. E. M., 1998, In : Insurance: Mathematics & Economics. 22, 3, p. 209-228 20 p.

Research output: Contribution to journalArticleScientificpeer-review

File
226 Downloads (Pure)
1994

Equilibria in a mixed financial-reinsurance market with constrained trading possibilities

De Waegenaere, A. M. B., 1994, In : Insurance: Mathematics and Economics. 14, 3, p. 205-218

Research output: Contribution to journalArticleProfessional

File
51 Downloads (Pure)
1992

A dynamic reinsurance theory

De Waegenaere, A. M. B. & Delbaen, F., 1992, In : Insurance: Mathematics and Economics. 11, 1, p. 31-48

Research output: Contribution to journalArticleProfessional

File
65 Downloads (Pure)
1990

Macro-economic version of a classical formula in risk theory

De Waegenaere, A. M. B. & Boogaert, P., 1990, In : Insurance: Mathematics and Economics. 9, 2-3, p. 155-162

Research output: Contribution to journalArticleProfessional

File
15 Downloads (Pure)

Simulation of ruin probabilities

De Waegenaere, A. M. B. & Boogaert, P., 1990, In : Insurance: Mathematics and Economics. 9, 2-3, p. 95-99

Research output: Contribution to journalArticleProfessional

File
53 Downloads (Pure)