Anja De Waegenaere : Citation Profile


Are you Anja De Waegenaere?

Universiteit van Tilburg

8

H index

7

i10 index

248

Citations

RESEARCH PRODUCTION:

26

Articles

43

Papers

RESEARCH ACTIVITY:

   27 years (1990 - 2017). See details.
   Cites by year: 9
   Journals where Anja De Waegenaere has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 22 (8.15 %)

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   Permalink: http://citec.repec.org/pde420
   Updated: 2019-11-10    RAS profile: 2018-01-02    
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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)

Arkin, Vadim (5)

Loisel, Stéphane (5)

Regis, Luca (5)

Dahm, Matthias (5)

Guillen, Montserrat (5)

Porteiro, Nicolás (5)

Cites to:

Blake, David (26)

Lee, Ronald (8)

Tsai, Jeffrey (7)

Chateauneuf, Alain (6)

Melenberg, Bertrand (6)

Nijman, Theo (6)

Dhaene, Jan (6)

Goovaerts, Marc (5)

Lapied, André (5)

Schmeidler, David (5)

Acerbi, Carlo (4)

Main data


Where Anja De Waegenaere has published?


Journals with more than one article published# docs
Insurance: Mathematics and Economics16
National Tax Journal2
European Journal of Operational Research2

Recent works citing Anja De Waegenaere (2018 and 2017)


YearTitle of citing document
2017Worst-Case Expected Shortfall with Univariate and Bivariate Marginals. (2017). Natarajan, Karthik ; Das, Bikramjit ; Dhara, Anulekha. In: Papers. RePEc:arx:papers:1701.04167.

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

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2017Managing Longevity Risk by Implementing Sustainable Full Retirement Age Policies. (2017). Stevens, Ralph . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:4:p:1203-1230.

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2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Melenberg, Bertrand ; Waegenaere, Anja ; Li, Hong ; Morales, Marco. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:459-475.

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2018The economics of sharing macro-longevity risk. (2018). Ool, Annick ; Broeders, Dirk ; van Ool, Annick ; Mehlkopf, Roel. In: DNB Working Papers. RePEc:dnb:dnbwpp:618.

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2017Worst-case demand distributions in vehicle routing. (2017). Carlsson, John Gunnar ; Behroozi, Mehdi . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:2:p:462-472.

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2017Properties and comparison of risk capital allocation methods. (2017). Csóka, Péter ; Balog, Dóra ; Bátyi, Tamás ; Pinter, Miklos ; Csoka, Peter ; Batyi, Tamas Laszlo . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:2:p:614-625.

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2017A biobjective approach to recoverable robustness based on location planning. (2017). Carrizosa, Emilio ; Schobel, Anita ; Goerigk, Marc. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:2:p:421-435.

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2017Optimizing (s, S) policies for multi-period inventory models with demand distribution uncertainty: Robust dynamic programing approaches. (2017). Qiu, Ruozhen ; Lim, Yun Fong ; Sun, Minghe. In: European Journal of Operational Research. RePEc:eee:ejores:v:261:y:2017:i:3:p:880-892.

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2018Insurance with multiple insurers: A game-theoretic approach. (2018). Asimit, Vali ; Boonen, Tim J. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:778-790.

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2018Compromise solutions for robust combinatorial optimization with variable-sized uncertainty. (2018). Chassein, Andre ; Goerigk, Marc. In: European Journal of Operational Research. RePEc:eee:ejores:v:269:y:2018:i:2:p:544-555.

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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.

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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.

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2018Longevity risk and capital markets: The 2015–16 update. (2018). Blake, David ; MacMinn, Richard ; Loisel, Stephane ; el Karoui, Nicole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:78:y:2018:i:c:p:157-173.

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2018Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts. (2018). Gambaro, Anna Maria ; Ghilarducci, Alessandro ; Fusai, Gianluca ; Casalini, Riccardo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:81:y:2018:i:c:p:117-129.

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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.

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2017Gini-type measures of risk and variability: Gini shortfall, capital allocations, and heavy-tailed risks. (2017). Furman, Edward ; Zitikis, Riardas ; Wang, Ruodu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:70-84.

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2017The economics of advance pricing agreements. (2017). Davies, Ronald ; Becker, Johannes ; Jakobs, Gitte . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:134:y:2017:i:c:p:255-268.

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2017The non-emptiness of the weak sequential core of a transferable utility game with uncertainty. (2017). Nemeth, Tibor ; Pinter, Miklos . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:69:y:2017:i:c:p:1-6.

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2018Ambiguity aversion in buyer-seller relationships: A contingent-claims and social network explanation. (2018). Gao, Yongling ; Bennett, David J ; Driouchi, Tarik. In: International Journal of Production Economics. RePEc:eee:proeco:v:200:y:2018:i:c:p:50-67.

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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.

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2018Modeling Longevity Risk using Consistent Dynamics Affine Mortality Models. (2018). Kedidi, Islem ; Bedoui, Rihab. In: Working Papers. RePEc:hal:wpaper:hal-01678050.

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

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2017Gender longevity gap and socioeconomic indicators in developed countries. (2017). Fedotenkov, Igor ; Деркачев, Павел ; Derkachev, Pavel . In: MPRA Paper. RePEc:pra:mprapa:83215.

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2018Option implied ambiguity and its information content: Evidence from the subprime crisis. (2018). Driouchi, Tarik ; Trigeorgis, Lenos. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2079-y.

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2018A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming. (2018). Xu, Guanglin ; Burer, Samuel. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-018-0298-9.

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2017Optimizing the Lee-Carter Approach in the Presence of Structural Changes in Time and Age Patterns of Mortality Improvements. (2017). Li, Hong. In: Demography. RePEc:spr:demogr:v:54:y:2017:i:3:d:10.1007_s13524-017-0579-x.

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2018Robust bilateral trade with discrete types. (2018). Kargar, Kamyar ; Pinar, Mustafa Elebi ; Bayrak, Halil Ibrahim. In: EURO Journal on Computational Optimization. RePEc:spr:eurjco:v:6:y:2018:i:4:d:10.1007_s13675-018-0106-x.

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2018Essays on model uncertainty in financial models. (2018). Li, Jing. In: Other publications TiSEM. RePEc:tiu:tiutis:202cd910-7ef1-4db4-94ae-de174ab85dc2.

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2017Alliances Electorales et Gouvernementales : La Contribution de la Théorie des Jeux Coopératifs à la Science Politique. (2017). Van der Straeten, Karine ; le Breton, Michel ; Lebreton, Michel . In: TSE Working Papers. RePEc:tse:wpaper:31584.

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2017Do tax information exchange agreements curb transfer pricing-induced tax avoidance?. (2017). Lorenz, Johannes ; Diller, Markus. In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe. RePEc:zbw:upadbr:b2917.

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Works by Anja De Waegenaere:


YearTitleTypeCited
1995A macroeconomic model In: CORE Discussion Papers.
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1997Asset Markets and Investment Decisions In: Cowles Foundation Discussion Papers.
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paper0
2002Asset Markets and Investment Decisions.(2002) In: International Economic Review.
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This paper has another version. Agregated cites: 0
article
1999Cooperative games with stochastic payoffs In: European Journal of Operational Research.
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article36
1995Cooperative Games with Stochastic Payoffs..(1995) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has another version. Agregated cites: 36
paper
1995Cooperative games with stochastic payoffs.(1995) In: Discussion Paper.
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This paper has another version. Agregated cites: 36
paper
1999Cooperative games with stochastic payoffs.(1999) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 36
paper
2010Deposit games with reinvestment In: European Journal of Operational Research.
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article3
2007Deposit Games with Reinvestment.(2007) In: Discussion Paper.
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This paper has another version. Agregated cites: 3
paper
1992A dynamic reinsurance theory In: Insurance: Mathematics and Economics.
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article1
1994Equilibria in a mixed financial-reinsurance market with constrained trading possibilities In: Insurance: Mathematics and Economics.
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article2
1998Stochastic cooperative games in insurance In: Insurance: Mathematics and Economics.
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article14
2001Approximating the finite-time ruin probability under interest force In: Insurance: Mathematics and Economics.
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article5
2000Approximating the Finite-Time Ruin Probability under Interest Force.(2000) In: Discussion Paper.
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This paper has another version. Agregated cites: 5
paper
2003Choquet pricing and equilibrium In: Insurance: Mathematics and Economics.
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article14
2008Estimating the term structure of mortality In: Insurance: Mathematics and Economics.
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article10
2008Longevity risk in portfolios of pension annuities In: Insurance: Mathematics and Economics.
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article23
2010Longevity risk and capital markets: The 2008-2009 update In: Insurance: Mathematics and Economics.
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article2
2010Longevity risk in pension annuities with exchange options: The effect of product design In: Insurance: Mathematics and Economics.
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article8
2012Excess based allocation of risk capital In: Insurance: Mathematics and Economics.
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article5
2010Excess Based Allocation of Risk Capital.(2010) In: Discussion Paper.
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This paper has another version. Agregated cites: 5
paper
2013When can insurers offer products that dominate delayed old-age pension benefit claiming? In: Insurance: Mathematics and Economics.
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article1
2010When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming?.(2010) In: Discussion Paper.
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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.
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article4
2017Redistribution of longevity risk: The effect of heterogeneous mortality beliefs In: Insurance: Mathematics and Economics.
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article1
2017Intergenerational risk sharing in closing pension funds In: Insurance: Mathematics and Economics.
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article0
1990Macro-economic version of a classical formula in risk theory In: Insurance: Mathematics and Economics.
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article1
1990Simulation of ruin probabilities In: Insurance: Mathematics and Economics.
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article0
2001Nonmonotonic Choquet integrals In: Journal of Mathematical Economics.
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article19
1995Asset Markets and Production Decisions In: Working Papers.
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paper0
2013Robust Solutions of Optimization Problems Affected by Uncertain Probabilities In: Management Science.
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article38
2011Robust Solutions of Optimization Problems Affected by Uncertain Probabilities.(2011) In: Discussion Paper.
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This paper has another version. Agregated cites: 38
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2010Longevity Risk In: De Economist.
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article9
2010Longevity risk.(2010) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 9
paper
2007Using Bilateral Advance Pricing Agreements to Resolve Tax Transfer Pricing Disputes In: National Tax Journal.
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article3
2010Inconsistent Transfer Prices and the Location of Mobile Capital In: National Tax Journal.
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2000Arbitrage and Viability in Insurance Markets In: The Geneva Risk and Insurance Review.
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article1
2003Optimal design of pension funds: a mission impossible? In: Economic Theory.
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1998Optimal Design of Pension Funds : A Mission Impossible.(1998) In: Discussion Paper.
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2003Optimal design of pension funds : A mission impossible?.(2003) In: Other publications TiSEM.
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2000Organizational Design and Management Accounting Change In: Discussion Paper.
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1996Non-Linear Asset Valuation on Markets with Frictions In: Discussion Paper.
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1999Cancelling of Insurance Contracts In: Discussion Paper.
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2012A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems In: Discussion Paper.
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paper2
2008Dynamic Tax Depreciation Strategies In: Discussion Paper.
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2011Dynamic tax depreciation strategies.(2011) In: Other publications TiSEM.
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1999Effects of tax depreciation on optimal firm investments In: Discussion Paper.
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2012Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk In: Discussion Paper.
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1997Budget Setting Strategies for the Companys Divisions In: Discussion Paper.
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2008On the Effects of the Degree of Discretion in Reporting Managerial performance In: Discussion Paper.
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2011On the effects of the degree of discretion in reporting managerial performance.(2011) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 0
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1997Choquet Integrals With Respect to Non-Monotonic Set Functions In: Discussion Paper.
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2001A Partial Ranking Algorithm for Resource Allocation Problems In: Discussion Paper.
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2001Optimal Tax Depreciation Lives and Charges under Regulatory Constraints In: Discussion Paper.
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2002Optimal tax depreciation lives and charges under regulatory constraints.(2002) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 4
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2011Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk In: Discussion Paper.
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1999Cooperation in Capital Deposits In: Discussion Paper.
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2001Cooperation in capital deposits.(2001) In: Other publications TiSEM.
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2001Valuation of Deferred Tax Assets From a Net Operating Loss Carryover In: Discussion Paper.
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2000Optimal Tax Depreciation under a Progressive Tax System In: Discussion Paper.
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2002Optimal tax depreciation under a progressive tax system.(2002) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 6
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1994Equilibria in Incomplete Financial Markets with Portfolio Constraints and Transaction Costs In: Discussion Paper.
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2002The Effectiveness of Caps on Political Lobbying In: Discussion Paper.
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1996Optimal Tax Reduction by Depreciation : A Stochastic Model In: Discussion Paper.
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1994Redistribution of Risk through Incomplete Markets with Trading Constraints In: Discussion Paper.
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1996Stochastic Cooperative Games in Insurance and Reinsurance In: Discussion Paper.
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paper7
1998Stochastic cooperative games in insurance and reinsurance.(1998) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 7
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2000Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates In: Other publications TiSEM.
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2003The theory of the new economy firm : A dynamic analysis of human capital investment In: Other publications TiSEM.
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