Anja De Waegenaere : Citation Profile


Are you Anja De Waegenaere?

Universiteit van Tilburg

9

H index

8

i10 index

322

Citations

RESEARCH PRODUCTION:

32

Articles

43

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 10
   Journals where Anja De Waegenaere has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 23 (6.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde420
   Updated: 2020-11-21    RAS profile: 2020-02-17    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Anja De Waegenaere.

Is cited by:

Borm, Peter (12)

Blake, David (11)

Lapied, André (10)

Den Hertog, Dick (8)

Hanewald, Katja (6)

Porteiro, Nicolás (5)

Dahm, Matthias (5)

Regis, Luca (5)

Slastnikov, Alexander (5)

luciano, elisa (5)

Guillen, Montserrat (5)

Cites to:

Blake, David (28)

Lee, Ronald (8)

Tsai, Jeffrey (7)

Nijman, Theo (6)

Dhaene, Jan (6)

Melenberg, Bertrand (6)

Chateauneuf, Alain (6)

Lapied, André (5)

Schmeidler, David (5)

Borm, Peter (4)

Acerbi, Carlo (4)

Main data


Where Anja De Waegenaere has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics16
Contemporary Accounting Research4
European Journal of Operational Research3
National Tax Journal2

Recent works citing Anja De Waegenaere (2020 and 2019)


YearTitle of citing document
2020Calibration of Distributionally Robust Empirical Optimization Models. (2017). , Andrew ; Kim, Michael Jong ; Gotoh, Jun-Ya. In: Papers. RePEc:arx:papers:1711.06565.

Full description at Econpapers || Download paper

2020Modality for Scenario Analysis and Maximum Likelihood Allocation. (2020). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2005.02950.

Full description at Econpapers || Download paper

2020A characterization of progressively equivalent probability measures preserving the structure of a compound mixed renewal process. (2020). MacHeras, Nikolaos D ; Tzaninis, Spyridon M. In: Papers. RePEc:arx:papers:2007.05289.

Full description at Econpapers || Download paper

2020Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market. (2020). Mildenhall, Stephen J ; Major, John A. In: Papers. RePEc:arx:papers:2008.12427.

Full description at Econpapers || Download paper

2020Living Longer in High Longevity Risk. (2020). Jung, Hojin ; Kim, Jong-Min ; Wingenbach, Rachel. In: JODE - Journal of Demographic Economics. RePEc:ctl:louvde:v:86:y:2020:i:1:p:47-86.

Full description at Econpapers || Download paper

2020A machine learning and distributionally robust optimization framework for strategic energy planning under uncertainty. (2020). Babonneau, Frederic ; Guevara, Esnil ; Moret, Stefano ; Homem-De, Tito. In: Applied Energy. RePEc:eee:appene:v:271:y:2020:i:c:s0306261920305171.

Full description at Econpapers || Download paper

2019Reverse sensitivity testing: What does it take to break the model?. (2019). Pesenti, Silvana M ; Tsanakas, Andreas ; Millossovich, Pietro. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:2:p:654-670.

Full description at Econpapers || Download paper

2019Decomposition algorithm for distributionally robust optimization using Wasserstein metric with an application to a class of regression models. (2019). Mehrotra, Sanjay ; Luo, Fengqiao. In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:20-35.

Full description at Econpapers || Download paper

2019Controlling risk and demand ambiguity in newsvendor models. (2019). Homem-De, Tito ; Bayraksan, Guzin ; Rahimian, Hamed. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:3:p:854-868.

Full description at Econpapers || Download paper

2020A robust optimization approach for humanitarian needs assessment planning under travel time uncertainty. (2020). Balcik, Burcu ; Yanikolu, Hsan. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:1:p:40-57.

Full description at Econpapers || Download paper

2020Pricing and hedging in incomplete markets with model uncertainty. (2020). Pelsser, Antoon ; Balter, Anne G. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:3:p:911-925.

Full description at Econpapers || Download paper

2020Individual antecedents of real options appraisal: The role of national culture and ambiguity. (2020). , Raymond ; Trigeorgis, Lenos ; Driouchi, Tarik. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1018-1032.

Full description at Econpapers || Download paper

2019On optimal reinsurance treaties in cooperative game under heterogeneous beliefs. (2019). Hong, Hanping ; Yang, Chen ; Ren, Jiandong ; Jiang, Wenjun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:85:y:2019:i:c:p:173-184.

Full description at Econpapers || Download paper

2020(Un)intended consequences? The impact of the 2017 tax cuts and jobs act on shareholder wealth. (2020). Turkiela, Jason ; Tran, Hai ; Plenik, James M ; Kalcheva, Ivalina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301266.

Full description at Econpapers || Download paper

2020A general theory of subjective mixtures. (2020). Ghirardato, Paolo ; Pennesi, Daniele. In: Journal of Economic Theory. RePEc:eee:jetheo:v:188:y:2020:i:c:s0022053120300545.

Full description at Econpapers || Download paper

2019Responses of US multinational firms to a temporary repatriation tax holiday: A literature review and synthesis. (2019). Dong, Qi Flora ; Deshmukh, Ashutosh ; Zhao, Xin ; Cao, Yiting. In: Journal of Accounting Literature. RePEc:eee:joacli:v:43:y:2019:i:c:p:108-123.

Full description at Econpapers || Download paper

2020Cooperative game with nondeterministic returns. (2020). Li, Jianbin ; Yang, Jian. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:88:y:2020:i:c:p:123-140.

Full description at Econpapers || Download paper

2019Distributionally robust inventory routing problem to maximize the service level under limited budget. (2019). Liu, Xin ; Chu, Chengbin ; Zheng, Feifeng. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:126:y:2019:i:c:p:190-211.

Full description at Econpapers || Download paper

2020A distributionally robust optimization for blood supply network considering disasters. (2020). Chen, Shutong ; Wang, Changjun. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:134:y:2020:i:c:s1366554519303886.

Full description at Econpapers || Download paper

2019The risk-based core for cooperative games with uncertainty. (2019). Kóczy, László. In: IEHAS Discussion Papers. RePEc:has:discpr:1906.

Full description at Econpapers || Download paper

2019Chance-Constrained Surgery Planning Under Conditions of Limited and Ambiguous Data. (2019). Denton, Brian ; Shen, Siqian ; Deng, Yan. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:31:y:2019:i:3:p:559-575.

Full description at Econpapers || Download paper

2019Sustainable Inventory with Robust Periodic-Affine Policies and Application to Medical Supply Chains. (2019). Nohadani, Omid ; Han, Eojin ; Bandi, Chaithanya. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:10:p:4636-4655.

Full description at Econpapers || Download paper

2019Near-Optimal Bayesian Ambiguity Sets for Distributionally Robust Optimization. (2019). Gupta, Vishal. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:9:p:4242-4260.

Full description at Econpapers || Download paper

2020Distributionally Robust Selection of the Best. (2020). Zhang, Xiao Wei ; Hong, Jeff L ; Fan, Weiwei. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:190-208.

Full description at Econpapers || Download paper

2020Robust Stochastic Optimization Made Easy with RSOME. (2020). Xiong, Peng ; Sim, Melvyn ; Chen, Zhi. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:8:p:3329-3339.

Full description at Econpapers || Download paper

2019Quantifying Distributional Model Risk via Optimal Transport. (2019). Murthy, Karthyek ; Blanchet, Jose. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:44:y:2019:i:2:p:565-600.

Full description at Econpapers || Download paper

2020Characterization, Robustness, and Aggregation of Signed Choquet Integrals. (2020). Willmot, Gordon E ; Wei, Yunran ; Wang, Ruodu. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:45:y:2020:i:3:p:993-1015.

Full description at Econpapers || Download paper

2019Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees. (2019). Lam, Henry ; Ghosh, Soumyadip. In: Operations Research. RePEc:inm:oropre:v:67:y:2019:i:1:p:232-249.

Full description at Econpapers || Download paper

2019Technical Note—The Joint Impact of F -Divergences and Reference Models on the Contents of Uncertainty Sets. (2019). Schweizer, Nikolaus ; Schneider, Judith C ; Kruse, Thomas. In: Operations Research. RePEc:inm:oropre:v:67:y:2019:i:2:p:428-435.

Full description at Econpapers || Download paper

2019Input–Output Uncertainty Comparisons for Discrete Optimization via Simulation. (2019). Nelson, Barry L ; Song, Eunhye. In: Operations Research. RePEc:inm:oropre:v:67:y:2019:i:2:p:562-576.

Full description at Econpapers || Download paper

2019Recovering Best Statistical Guarantees via the Empirical Divergence-Based Distributionally Robust Optimization. (2019). Lam, Henry. In: Operations Research. RePEc:inm:oropre:v:67:y:2019:i:4:p:1090-1105.

Full description at Econpapers || Download paper

2019Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets. (2019). Xu, Huan ; Sim, Melvyn ; Chen, Zhi. In: Operations Research. RePEc:inm:oropre:v:67:y:2019:i:5:p:1328-1344.

Full description at Econpapers || Download paper

2019Optimization-Based Calibration of Simulation Input Models. (2019). Zhang, BO ; Qian, Huajie ; Lam, Henry ; Goeva, Aleksandrina. In: Operations Research. RePEc:inm:oropre:v:67:y:2019:i:5:p:1362-1382.

Full description at Econpapers || Download paper

2019Technical Note—Robust Newsvendor Games with Ambiguity in Demand Distributions. (2019). Nguyen, Tri-Dung ; Doan, Xuan Vinh. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:4:p:1047-1062.

Full description at Econpapers || Download paper

2019Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing. (2019). Li, Youwei ; Vigne, Samuel ; Pantelous, Athanasios ; Leung, Melvern. In: MPRA Paper. RePEc:pra:mprapa:101698.

Full description at Econpapers || Download paper

2020Repatriation Taxes. (2020). Mehkari, M. Saif ; Garin, Julio ; Curtis, Chadwick. In: Review of Economic Dynamics. RePEc:red:issued:18-266.

Full description at Econpapers || Download paper

2019Using IRS data to identify income shifting to foreign affiliates. (2019). de Simone, Lisa ; Stomberg, Bridget ; Mills, Lillian F. In: Review of Accounting Studies. RePEc:spr:reaccs:v:24:y:2019:i:2:d:10.1007_s11142-019-9484-4.

Full description at Econpapers || Download paper

2019A worst‐case formulation for constrained ranking and selection with input uncertainty. (2019). Gao, Siyang ; Shi, Zhongshun ; Chen, Weiwei ; Xiao, Hui. In: Naval Research Logistics (NRL). RePEc:wly:navres:v:66:y:2019:i:8:p:648-662.

Full description at Econpapers || Download paper

Works by Anja De Waegenaere:


YearTitleTypeCited
1995A macroeconomic model In: CORE Discussion Papers.
[Full Text][Citation analysis]
paper0
1997Asset Markets and Investment Decisions In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper0
2002Asset Markets and Investment Decisions.(2002) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
1999Cooperative games with stochastic payoffs In: European Journal of Operational Research.
[Full Text][Citation analysis]
article41
1995Cooperative Games with Stochastic Payoffs..(1995) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 41
paper
1995Cooperative games with stochastic payoffs.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
1999Cooperative games with stochastic payoffs.(1999) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper
2010Deposit games with reinvestment In: European Journal of Operational Research.
[Full Text][Citation analysis]
article4
2007Deposit Games with Reinvestment.(2007) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2020A generalization of the Aumann–Shapley value for risk capital allocation problems In: European Journal of Operational Research.
[Full Text][Citation analysis]
article3
2012A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems.(2012) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
1992A dynamic reinsurance theory In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article1
1994Equilibria in a mixed financial-reinsurance market with constrained trading possibilities In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article2
1998Stochastic cooperative games in insurance In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article17
2001Approximating the finite-time ruin probability under interest force In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article5
2000Approximating the Finite-Time Ruin Probability under Interest Force.(2000) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2003Choquet pricing and equilibrium In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article17
2008Estimating the term structure of mortality In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article12
2008Longevity risk in portfolios of pension annuities In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article28
2010Longevity risk and capital markets: The 2008-2009 update In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article2
2010Longevity risk in pension annuities with exchange options: The effect of product design In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article8
2012Excess based allocation of risk capital In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article6
2010Excess Based Allocation of Risk Capital.(2010) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2013When can insurers offer products that dominate delayed old-age pension benefit claiming? In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article1
2010When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming?.(2010) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2015The choice of sample size for mortality forecasting: A Bayesian learning approach In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article4
2017Redistribution of longevity risk: The effect of heterogeneous mortality beliefs In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article1
2017Intergenerational risk sharing in closing pension funds In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article0
1990Macro-economic version of a classical formula in risk theory In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article2
1990Simulation of ruin probabilities In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
article1
2001Nonmonotonic Choquet integrals In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
article22
1995Asset Markets and Production Decisions In: Working Papers.
[Citation analysis]
paper0
2013Robust Solutions of Optimization Problems Affected by Uncertain Probabilities In: Management Science.
[Full Text][Citation analysis]
article69
2011Robust Solutions of Optimization Problems Affected by Uncertain Probabilities.(2011) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
2010Longevity Risk In: De Economist.
[Full Text][Citation analysis]
article9
2010Longevity risk.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2007Using Bilateral Advance Pricing Agreements to Resolve Tax Transfer Pricing Disputes In: National Tax Journal.
[Full Text][Citation analysis]
article3
2010Inconsistent Transfer Prices and the Location of Mobile Capital In: National Tax Journal.
[Full Text][Citation analysis]
article0
2000Arbitrage and Viability in Insurance Markets In: The Geneva Risk and Insurance Review.
[Full Text][Citation analysis]
article1
2003Optimal design of pension funds: a mission impossible? In: Economic Theory.
[Full Text][Citation analysis]
article0
1998Optimal Design of Pension Funds : A Mission Impossible.(1998) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2003Optimal design of pension funds : A mission impossible?.(2003) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2000Optimal Dynamic Investment Policy for Different Tax Depreciation Rates and Economic Depreciation Rates In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]
article4
2000Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates.(2000) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2000Organizational Design and Management Accounting Change In: Discussion Paper.
[Full Text][Citation analysis]
paper0
1996Non-Linear Asset Valuation on Markets with Frictions In: Discussion Paper.
[Full Text][Citation analysis]
paper1
1999Cancelling of Insurance Contracts In: Discussion Paper.
[Full Text][Citation analysis]
paper0
2008Dynamic Tax Depreciation Strategies In: Discussion Paper.
[Full Text][Citation analysis]
paper2
2011Dynamic tax depreciation strategies.(2011) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
1999Effects of tax depreciation on optimal firm investments In: Discussion Paper.
[Full Text][Citation analysis]
paper1
2012Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk In: Discussion Paper.
[Full Text][Citation analysis]
paper3
1997Budget Setting Strategies for the Companys Divisions In: Discussion Paper.
[Full Text][Citation analysis]
paper0
2008On the Effects of the Degree of Discretion in Reporting Managerial performance In: Discussion Paper.
[Full Text][Citation analysis]
paper0
2011On the effects of the degree of discretion in reporting managerial performance.(2011) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
1997Choquet Integrals With Respect to Non-Monotonic Set Functions In: Discussion Paper.
[Full Text][Citation analysis]
paper3
2001A Partial Ranking Algorithm for Resource Allocation Problems In: Discussion Paper.
[Full Text][Citation analysis]
paper0
2001Optimal Tax Depreciation Lives and Charges under Regulatory Constraints In: Discussion Paper.
[Full Text][Citation analysis]
paper6
2002Optimal tax depreciation lives and charges under regulatory constraints.(2002) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2011Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk In: Discussion Paper.
[Full Text][Citation analysis]
paper2
1999Cooperation in Capital Deposits In: Discussion Paper.
[Full Text][Citation analysis]
paper7
2001Cooperation in capital deposits.(2001) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2001Valuation of Deferred Tax Assets From a Net Operating Loss Carryover In: Discussion Paper.
[Full Text][Citation analysis]
paper3
2000Optimal Tax Depreciation under a Progressive Tax System In: Discussion Paper.
[Full Text][Citation analysis]
paper7
2002Optimal tax depreciation under a progressive tax system.(2002) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1994Equilibria in Incomplete Financial Markets with Portfolio Constraints and Transaction Costs In: Discussion Paper.
[Full Text][Citation analysis]
paper1
2002The Effectiveness of Caps on Political Lobbying In: Discussion Paper.
[Full Text][Citation analysis]
paper5
1996Optimal Tax Reduction by Depreciation : A Stochastic Model In: Discussion Paper.
[Full Text][Citation analysis]
paper1
1994Redistribution of Risk through Incomplete Markets with Trading Constraints In: Discussion Paper.
[Full Text][Citation analysis]
paper0
1996Stochastic Cooperative Games in Insurance and Reinsurance In: Discussion Paper.
[Full Text][Citation analysis]
paper10
1998Stochastic cooperative games in insurance and reinsurance.(1998) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
paper
2003The theory of the new economy firm : A dynamic analysis of human capital investment In: Other publications TiSEM.
[Full Text][Citation analysis]
paper0
2006Who Benefits from Inconsistent Multinational Tax Transfer†Pricing Rules?* In: Contemporary Accounting Research.
[Full Text][Citation analysis]
article2
2008Taxation of International Investment and Accounting Valuation* In: Contemporary Accounting Research.
[Full Text][Citation analysis]
article4
2015Financial Accounting Effects of Tax Aggressiveness: Contracting and Measurement In: Contemporary Accounting Research.
[Full Text][Citation analysis]
article1
2017Development Cost Capitalization During R&D Races In: Contemporary Accounting Research.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team