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Research Output

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Discussion paper
2012

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).

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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

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269 Downloads (Pure)
2011

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).

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303 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

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806 Downloads (Pure)
2010

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).

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229 Downloads (Pure)

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).

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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

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213 Downloads (Pure)

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).

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204 Downloads (Pure)
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).

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213 Downloads (Pure)
2002

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).

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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

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226 Downloads (Pure)

Optimal Tax Depreciation Lives and Charges under Regulatory Constraints

De Waegenaere, A. M. B. & Wielhouwer, J. L., 2001, Tilburg: Accounting, 29 p. (CentER Discussion Paper; vol. 2001-23).

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210 Downloads (Pure)

Valuation of Deferred Tax Assets From a Net Operating Loss Carryover

De Waegenaere, A. M. B., Sansing, R. & Wielhouwer, J. L., 2001, Tilburg: Accounting, 19 p. (CentER Discussion Paper; vol. 2001-24).

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320 Downloads (Pure)
2000

Approximating the Finite-Time Ruin Probability under Interest Force

Brekelmans, R. C. M. & De Waegenaere, A. M. B., 2000, Tilburg: Operations research, 18 p. (CentER Discussion Paper; vol. 2000-111).

Research output: Working paperDiscussion paperOther research output

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244 Downloads (Pure)

Optimal Tax Depreciation under a Progressive Tax System

Wielhouwer, J. L., De Waegenaere, A. M. B. & Kort, P. M., 2000, Tilburg: Operations research, 24 p. (CentER Discussion Paper; vol. 2000-51).

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219 Downloads (Pure)

Organizational Design and Management Accounting Change

Matejka, M. & De Waegenaere, A. M. B., 2000, Tilburg: Accounting, 26 p. (CentER Discussion Paper; vol. 2000-61).

Research output: Working paperDiscussion paperOther research output

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356 Downloads (Pure)
1999

Cancelling of Insurance Contracts

Brekelmans, R. C. M. & De Waegenaere, A. M. B., 1999, Tilburg: Operations research, 24 p. (CentER Discussion Paper; vol. 1999-60).

Research output: Working paperDiscussion paperOther research output

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202 Downloads (Pure)

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., 1999, Tilburg: Operations research, 21 p. (CentER Discussion Paper; vol. 1999-31).

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209 Downloads (Pure)

Effects of tax depreciation on optimal firm investments

Wielhouwer, J. L., Kort, P. M. & De Waegenaere, A. M. B., 1999, Tilburg: Accounting, 37 p. (CentER Discussion Paper; vol. 1999-58).

Research output: Working paperDiscussion paperOther research output

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216 Downloads (Pure)

Optimal Dynamic Investment Policy under Different Rates for Tax Depreciation and Economic Depreciation

Wielhouwer, J. L., De Waegenaere, A. M. B. & Kort, P. M., 1999, Tilburg: Accounting, 30 p. (CentER Discussion Paper; vol. 1999-59).

Research output: Working paperDiscussion paperOther research output

1998

Optimal Design of Pension Funds: A Mission Impossible

Suijs, J. P. M., De Waegenaere, A. M. B. & Borm, P. E. M., 1998, Tilburg: Operations research, 28 p. (CentER Discussion Paper; vol. 1998-25).

Research output: Working paperDiscussion paperOther research output

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215 Downloads (Pure)
1997

Budget Setting Strategies for the Company's Divisions

Berg, M., Brekelmans, R. C. M. & De Waegenaere, A. M. B., 1997, Tilburg: Accounting, 14 p. (CentER Discussion Paper; vol. 1997-103).

Research output: Working paperDiscussion paperOther research output

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226 Downloads (Pure)

Choquet Integrals With Respect to Non-Monotonic Set Functions

De Waegenaere, A. M. B. & Wakker, P. P., 1997, Tilburg: Accounting, 25 p. (CentER Discussion Paper; vol. 1997-44).

Research output: Working paperDiscussion paperOther research output

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307 Downloads (Pure)
1996

Non-Linear Asset Valuation on Markets with Frictions

De Waegenaere, A. M. B., Kast, R. & Lapied, A., 1996, Tilburg: Operations research, 15 p. (CentER Discussion Paper; vol. 1996-112).

Research output: Working paperDiscussion paperOther research output

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232 Downloads (Pure)

Optimal Tax Reduction by Depreciation: A Stochastic Model

Berg, M., De Waegenaere, A. M. B. & Wielhouwer, J. L., 1996, Tilburg: Accounting, 16 p. (CentER Discussion Paper; vol. 1996-102).

Research output: Working paperDiscussion paperOther research output

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240 Downloads (Pure)

Stochastic Cooperative Games in Insurance and Reinsurance

Suijs, J. P. M., De Waegenaere, A. M. B. & Borm, P. E. M., 1996, Tilburg: Operations research, 33 p. (CentER Discussion Paper; vol. 1996-53).

Research output: Working paperDiscussion paperOther research output

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260 Downloads (Pure)
1995

Cooperative games with stochastic payoffs

Suijs, J. P. M., Borm, P. E. M., De Waegenaere, A. M. B. & Tijs, S. H., 1995, Unknown Publisher, 24 p. (CentER Discussion Paper; vol. 1995-88).

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255 Downloads (Pure)
1994

Equilibria in Incomplete Financial Markets with Portfolio Constraints and Transaction Costs

De Waegenaere, A. M. B., 1994, Unknown Publisher, (CentER Discussion Paper; vol. 1994-45).

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216 Downloads (Pure)

Redistribution of Risk through Incomplete Markets with Trading Constraints

De Waegenaere, A. M. B., 1994, Unknown Publisher, (CentER Discussion Paper; vol. 1994-6).

Research output: Working paperDiscussion paperOther research output

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225 Downloads (Pure)