Anja De Waegenaere : Citation Profile

Are you Anja De Waegenaere?

Universiteit van Tilburg

10

H index

10

i10 index

500

Citations

RESEARCH PRODUCTION:

32

Articles

43

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 16
   Journals where Anja De Waegenaere has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 23 (4.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde420
   Updated: 2024-11-08    RAS profile: 2020-02-17    
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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 (17)

Blake, David (14)

Regis, Luca (13)

Hanewald, Katja (9)

Lapied, André (9)

Den Hertog, Dick (8)

luciano, elisa (8)

Gründl, Helmut (6)

Post, Thomas (6)

Arkin, Vadim (5)

Dahm, Matthias (5)

Cites to:

Blake, David (29)

Lee, Ronald (11)

Gilboa, Itzhak (10)

Kort, Peter (7)

Tsai, Jeffrey (7)

Melenberg, Bertrand (7)

Dhaene, Jan (7)

Nijman, Theo (6)

Chateauneuf, Alain (6)

Lapied, André (6)

Jehiel, Philippe (6)

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 (2024 and 2023)

YearTitle of citing document
2023A Partial Order for Strictly Positive Coalitional Games and a Link from Risk Aversion to Cooperation. (2023). Yang, Jian. In: Papers. RePEc:arx:papers:2304.10652.

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2023A cohort-based Partial Internal Model for demographic risk. (2023). Savelli, Nino ; Clemente, Gian Paolo ; della Corte, Francesco. In: Papers. RePEc:arx:papers:2307.03090.

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2023Preference robust distortion risk measure and its application. (2023). Xu, Huifu ; Wang, Wei. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:389-434.

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2024Event Valence and Subjective Probability. (2024). Ghirardato, Paolo ; Stanca, Lorenzo ; Pennesi, Daniele ; Brandenburger, Adam. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:717.

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2023Robust metamodel-based simulation-optimization approaches for designing hybrid renewable energy systems. (2023). Saif, Ahmed ; Pourmohammadi, Pardis. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s0306261923004968.

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2024The emergence of cooperative behavior based on random payoff and heterogeneity of concerning social image. (2024). Hao, Qing-Yi ; Zhou, Yin-Xiang ; Qian, Jia-Li. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s0960077923013073.

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2023Optimal longevity risk transfer under asymmetric information. (2023). Schultze, Mark B ; Li, Hong ; Chen, AN. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004163.

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2023Extended gradient of convex function and capital allocation. (2023). Grechuk, Bogdan. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:429-437.

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2023A study of data-driven distributionally robust optimization with incomplete joint data under finite support. (2023). Bidkhori, Hoda ; Ren, KE. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:754-765.

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2023Distributionally robust resource planning under binomial demand intakes. (2023). Kirkbride, Christopher ; Dokka, Trivikram ; Ainslie, Russell ; Black, Ben. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:227-242.

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2023Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347.

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2023A multistage distributionally robust optimization approach to water allocation under climate uncertainty. (2023). Bayraksan, Guzin ; Park, Jangho. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:849-871.

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2023Data-driven remanufacturing planning with parameter uncertainty. (2023). Shi, Yue ; Zhao, Ming ; Xiang, Yisha ; Zhu, Zhicheng. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:102-116.

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2023Applying the Shapley value to the tuna fishery. (2023). Sartal, Antonio ; Groba, Carlos ; Bergantios, Gustavo. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:1:p:306-318.

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2024A study of distributionally robust mixed-integer programming with Wasserstein metric: on the value of incomplete data. (2024). Ketkov, Sergey S. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:602-615.

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2024Wasserstein distributionally robust surgery scheduling with elective and emergency patients. (2024). Tang, Jiafu ; Zhang, YU ; Wang, YU. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:2:p:509-522.

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2024Bilevel optimization for feature selection in the data-driven newsvendor problem. (2024). Minner, Stefan ; Vidal, Thibaut ; Schiffer, Maximilian ; Serrano, Breno. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:2:p:703-714.

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2023Multi-constrained optimal reinsurance model from the duality perspectives. (2023). Wang, HE ; He, Wanting ; Cheung, Ka Chun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:199-214.

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2024Longevity hedge effectiveness using socioeconomic indices. (2024). Laursen, Nicolai Sogaard ; Kallestrup-Lamb, Malene. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:114:y:2024:i:c:p:242-251.

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2024Distributionally robust facility location with uncertain facility capacity and customer demand. (2024). Adulyasak, Yossiri ; Yu, Qinxiao ; Cheng, Chun ; Rousseau, Louis-Martin. In: Omega. RePEc:eee:jomega:v:122:y:2024:i:c:s0305048323001238.

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2023Globalized robust bilevel optimization model for hazmat transport network design considering reliability. (2023). Liu, Yankui ; Bai, Xuejie ; Wang, Jinpei. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:239:y:2023:i:c:s0951832023003988.

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2024Data-driven drone pre-positioning for traffic accident rapid assessment. (2024). Zhang, Guo Wei ; Zhu, Ning ; Meng, Zhu ; Ke, Ginger Y ; Liu, Zhaocai ; Yang, Yuance. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:183:y:2024:i:c:s1366554524000425.

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2024Optimizing bike rebalancing strategies in free-floating bike-sharing systems: An enhanced distributionally robust approach. (2024). He, Qiao-Chu ; Zhu, Ning ; Li, Hongming ; Ma, Shoufeng ; Chen, Qingxin. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:184:y:2024:i:c:s136655452400067x.

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2023.

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2023.

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2023.

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2023The Value of Randomized Strategies in Distributionally Robust Risk-Averse Network Interdiction Problems. (2023). Delage, Erick ; Sadana, Utsav. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:1:p:216-232.

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2023RSOME in Python: An Open-Source Package for Robust Stochastic Optimization Made Easy. (2023). Xiong, Peng ; Chen, Zhi. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:4:p:717-724.

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2023Adjustable Distributionally Robust Optimization with Infinitely Constrained Ambiguity Sets. (2023). Chen, Zhi ; Ruan, Haolin ; Ho, Chin Pang. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:5:p:1002-1023.

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2023Globalized Distributionally Robust Counterpart. (2023). Chen, Zhi ; Liu, Feng ; Wang, Shuming. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:35:y:2023:i:5:p:1120-1142.

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2024A Decision Rule Approach for Two-Stage Data-Driven Distributionally Robust Optimization Problems with Random Recourse. (2024). Hanasusanto, Grani A ; Fan, Xiangyi. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:2:p:526-542.

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2024A Column Generation Scheme for Distributionally Robust Multi-Item Newsvendor Problems. (2024). Delage, Erick ; Wang, Shanshan. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:3:p:849-867.

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2023A Data-Driven Approach to Multistage Stochastic Linear Optimization. (2023). Sturt, Bradley ; Shtern, Shimrit ; Bertsimas, Dimitris. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:51-74.

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2023Treatment Effect Risk: Bounds and Inference. (2023). Kallus, Nathan. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:8:p:4579-4590.

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2023Robust Decision-Making under Risk and Ambiguity. (2023). Eisenhauer, Philipp ; Blesch, Maximilian. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:463.

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2023A two-stage linear production planning model with partial cooperation under stochastic demands. (2023). Furumi, Kojiro ; Sekizaki, Shinya ; Hayashida, Tomohiro ; Nishizaki, Ichiro. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:1:d:10.1007_s10479-022-05056-w.

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2023Customer accounting practices, antecedents and performance implications: insights from the financial services industry in Kuwait. (2023). Alsaqer, Abdulaziz M ; Opute, Abdullah Promise ; Ojra, Jafar. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00191-7.

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2023Profit shifting and the attractiveness of Advance Pricing Agreements. (2023). Antonio, Rafael M ; Watrin, Christoph ; Rezende, Amaury J. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:5:d:10.1007_s11573-022-01125-5.

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2023Is analytical tax research alive and kicking? Insights from 2000 until 2022. (2023). Sailer, Mariana ; Niemann, Rainer. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:6:d:10.1007_s11573-023-01157-5.

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2023Randomizing without randomness. (2023). Pennesi, Daniele ; Ghirardato, Paolo. In: Economic Theory. RePEc:spr:joecth:v:75:y:2023:i:4:d:10.1007_s00199-022-01435-3.

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2023Practicable robust stochastic optimization under divergence measures with an application to equitable humanitarian response planning. (2023). Alem, Douglas ; Caunhye, Aakil M. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:45:y:2023:i:3:d:10.1007_s00291-023-00724-0.

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Works by Anja De Waegenaere:

YearTitleTypeCited
1995A macroeconomic model In: LIDAM Discussion Papers CORE.
[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 nother version. Agregated cites: 0		article
1999Cooperative games with stochastic payoffs In: European Journal of Operational Research.
[Full Text][Citation analysis]		article55
1995Cooperative Games with Stochastic Payoffs..(1995) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has nother version. Agregated cites: 55		paper
1995Cooperative games with stochastic payoffs.(1995) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
1999Cooperative games with stochastic payoffs.(1999) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2010Deposit games with reinvestment In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2007Deposit Games with Reinvestment.(2007) In: Discussion Paper.
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This paper has nother 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]		article9
2012A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems.(2012) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		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]		article3
1998Stochastic cooperative games in insurance In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article22
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 nother version. Agregated cites: 5		paper
2003Choquet pricing and equilibrium In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article18
2008Estimating the term structure of mortality In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article15
2008Longevity risk in portfolios of pension annuities In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article45
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]		article9
2012Excess based allocation of risk capital In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article10
2010Excess Based Allocation of Risk Capital.(2010) In: Discussion Paper.
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This paper has nother version. Agregated cites: 10		paper
2013When can insurers offer products that dominate delayed old-age pension benefit claiming? In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
2010When Can Insurers Offer Products That Dominate Delayed Old-Age Pension Benefit Claiming?.(2010) In: Discussion Paper.
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This paper has nother version. Agregated cites: 2		paper
2015The choice of sample size for mortality forecasting: A Bayesian learning approach In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article10
2017Redistribution of longevity risk: The effect of heterogeneous mortality beliefs In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article4
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]		article30
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]		article146
2011Robust Solutions of Optimization Problems Affected by Uncertain Probabilities.(2011) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 146		paper
2010Longevity Risk In: De Economist.
[Full Text][Citation analysis]		article9
2010Longevity risk.(2010) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 9		paper
2007Using Bilateral Advance Pricing Agreements to Resolve Tax Transfer Pricing Disputes In: National Tax Journal.
[Full Text][Citation analysis]		article7
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]		article2
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.
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This paper has nother version. Agregated cites: 0		paper
2003Optimal design of pension funds : A mission impossible?.(2003) In: Other publications TiSEM.
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2000Optimal Dynamic Investment Policy for Different Tax Depreciation Rates and Economic Depreciation Rates In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]		article6
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 nother version. Agregated cites: 6		paper
2000Organizational Design and Management Accounting Change In: Discussion Paper.
[Full Text][Citation analysis]		paper1
1996Non-Linear Asset Valuation on Markets with Frictions In: Discussion Paper.
[Full Text][Citation analysis]		paper2
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.
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This paper has nother 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.
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This paper has nother 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.
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This paper has nother 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]		paper5
1999Cooperation in Capital Deposits In: Discussion Paper.
[Full Text][Citation analysis]		paper9
2001Cooperation in capital deposits.(2001) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 9		paper
2001Valuation of Deferred Tax Assets From a Net Operating Loss Carryover In: Discussion Paper.
[Full Text][Citation analysis]		paper4
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.
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This paper has nother 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]		paper6
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]		paper15
1998Stochastic cooperative games in insurance and reinsurance.(1998) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		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]		article3
2008Taxation of International Investment and Accounting Valuation* In: Contemporary Accounting Research.
[Full Text][Citation analysis]		article9
2015Financial Accounting Effects of Tax Aggressiveness: Contracting and Measurement In: Contemporary Accounting Research.
[Full Text][Citation analysis]		article5
2017Development Cost Capitalization During R&D Races In: Contemporary Accounting Research.
[Full Text][Citation analysis]		article0

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