Anja De Waegenaere : Citation Profile

Deceased: 2026-04

10

H index

12

i10 index

605

Citations

RESEARCH PRODUCTION:

32

Articles

43

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 20
   Journals where Anja De Waegenaere has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 23 (3.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde420
   Updated: 2026-06-13    RAS profile:    
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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)

Lapied, André (9)

Hanewald, Katja (9)

Den Hertog, Dick (8)

luciano, elisa (8)

Post, Thomas (6)

Gründl, Helmut (6)

Loisel, Stéphane (5)

Dahm, Matthias (5)

Cites to:

Blake, David (29)

Lee, Ronald (11)

Gilboa, Itzhak (10)

Tsai, Jeffrey (7)

Kort, Peter (7)

Melenberg, Bertrand (7)

Dhaene, Jan (7)

Chateauneuf, Alain (6)

Lapied, André (6)

Jehiel, Philippe (6)

Nijman, Theo (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 (2025 and 2024)

YearTitle of citing document
2024Distributionally Robust Instrumental Variables Estimation. (2024). Kwon, Yongchan ; Qu, Zhaonan. In: Papers. RePEc:arx:papers:2410.15634.

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2024Stochastic cooperative games of risk averse players and application to multiple newsvendors problem. (2024). Vcern, Martin ; Ryz, David. In: Papers. RePEc:arx:papers:2410.19002.

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2025Performance-based variable premium scheme and reinsurance design. (2024). Shi, Ziyue ; Liu, Fangda ; Landriault, David. In: Papers. RePEc:arx:papers:2412.01704.

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2025Higher-Order Ambiguity Attitudes. (2025). Laeven, Roger ; Aygun, Mucahit ; Stadje, Mitja. In: Papers. RePEc:arx:papers:2501.13143.

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2025Robust Optimization of Rank-Dependent Models with Uncertain Probabilities. (2025). Laeven, Roger ; Jin, Guanyu ; den Hertog, Dick. In: Papers. RePEc:arx:papers:2502.11780.

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2026On Design of Representative Distributionally Robust Formulations for Evaluation of Tail Risk Measures. (2025). Deo, Anand. In: Papers. RePEc:arx:papers:2506.16230.

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2025Is Noisy Data a Blessing in Disguise? A Distributionally Robust Optimization Perspective. (2025). Hsieh, Chung-Han ; Gan, Rong. In: Papers. RePEc:arx:papers:2509.01076.

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2025(Non-Parametric) Bootstrap Robust Optimization for Portfolios and Trading Strategies. (2025). Firoozye, Nick ; Guzman, Grover ; Oliveira, Daniel Cunha. In: Papers. RePEc:arx:papers:2510.12725.

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2025Lambda Value-at-Risk under ambiguity and risk sharing. (2025). Schied, Alexander ; Liu, Peng. In: Papers. RePEc:arx:papers:2511.00717.

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2026Sampled-Data Wasserstein Distributionally Robust Control of Multiplicative Systems: A Convex Relaxation with Performance Guarantees. (2026). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2602.04219.

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2026Sampler-Robust Optimization under Generative Models. (2026). Li, Jonathan Yu-Meng ; Zhang, Ziwei. In: Papers. RePEc:arx:papers:2604.27447.

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2024Multiple designers objectives in business contests. (2024). Nitzan, Shmuel ; Darioshi, Roy ; Cohen, Chen. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:2:p:792-808.

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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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2024Cooperative V2G-enabled vehicle-to-vehicle sharing in energy and reserve markets: A coalitional approach. (2024). Wen, Jianfeng ; Gan, Wei ; Chu, Chia-Chi ; Wang, Jingbo ; Jiang, Lin. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pb:s0306261924016945.

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

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2025Analysis of order-of-addition experiments. (2025). Chen, Jianbin ; Liu, Min-Qian ; Zhang, Xueru. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001610.

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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). Zhang, YU ; Wang, YU ; Tang, Jiafu. 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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2024A data-driven distributionally robust optimization approach for the core acquisition problem. (2024). Ma, Xin ; Su, Xiao-Li ; Talluri, Srinivas ; Yang, Cheng-Hu. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:253-268.

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2025Risk-sharing in energy communities. (2025). Lambin, Xavier ; Ehrenmann, Andreas ; Abada, Ibrahim. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:3:p:870-888.

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2025Alternative ranking in trust network group decision-making: A distributionally robust optimization method. (2025). Shao, Longlong ; Liu, Jinpei ; Chen, Huayou ; Fu, Chenyi ; Zhu, Ning. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:3:p:986-1002.

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2026Distributionally robust optimization with generalized total variation ambiguity sets. (2026). Ji, Ran ; Fontem, Belleh. In: European Journal of Operational Research. RePEc:eee:ejores:v:328:y:2026:i:3:p:894-911.

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2024Collaborative scheduling and benefit allocation for waste-to-energy, hydrogen storage, and power-to-gas under uncertainties with temporal relevance. (2024). Wang, Yuwei ; Zhou, Xuecong ; Song, Minghao ; Kong, Feng ; Zhang, Dongyue. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024241.

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2025Nuclear energy technology R&D portfolio selection under scenario uncertainty: distributionally robust ordinal priority approach. (2025). Cui, Shutian ; Wang, Renlong ; Zhu, Fengjing. In: Energy. RePEc:eee:energy:v:337:y:2025:i:c:s0360544225041544.

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2025Towards intelligent cooperation of urban electric-traffic coupling network: A distributionally robust hierarchical optimization method with dependency of uncertainties. (2025). Li, Zhengmao ; Liu, Xinrui ; Wang, Rui ; Sun, Qiuye ; Hou, Min. In: Energy. RePEc:eee:energy:v:338:y:2025:i:c:s0360544225046195.

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2025mRORAC: A stable and market adapted risk-adjusted performance measure for capital allocation. (2025). Wu, Lan ; Chen, Ermo. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925007318.

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2024Non-arms-length transactions, offshore financial centres, transfer pricing agreements and corporate cash holdings: Evidence from U.S. multinational corporations. (2024). Alghamdi, Fatmah Saeed ; Taylor, Grantley ; Duong, Lien ; Hussein, Satam Salih ; Eulaiwi, Baban. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005210.

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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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2025Mean-variance longevity risk-sharing for annuity contracts. (2025). Hanbali, Hamza. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:207-235.

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2025Axiomatic risk sharing and capital allocation. (2025). Boonen, Tim J ; Koster, Maurice. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:133-143.

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2025Tail similarity. (2025). Asimit, Vali ; Yuan, Zhongyi ; Zhou, Feng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:26-44.

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2025Equilibrium intergenerational risk-sharing design for a target benefit pension plan. (2025). Zhu, Xiaobai ; Wang, Yumin ; Li, Danping ; Chen, LV. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:275-299.

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2025Distributionally robust tail bounds based on Wasserstein distance and f-divergence. (2025). Engelke, Sebastian ; Aigner, Maximilian ; Birghila, Corina. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:125:y:2025:i:c:s016766872500085x.

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2024Measuring innovation and navigating its unique information issues: A review of the accounting literature on innovation. (2024). Lang, Mark ; Glaeser, Stephen. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:78:y:2024:i:2:s0165410124000508.

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

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2024Data-driven Wasserstein distributionally robust dual-sourcing inventory model under uncertain demand. (2024). Kim, Yungeon ; Do, Byung. In: Omega. RePEc:eee:jomega:v:127:y:2024:i:c:s0305048324000781.

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2025Data-driven robust two-stage ferry vehicle management at airports. (2025). Tong, Weitian ; Chen, Cong ; Wang, Nengmin ; Zhang, Huili. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002330.

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2026Two-stage distributionally robust optimization approach for drone-supported facility location and post-disaster relief distribution. (2026). Wu, Zhongming ; Zhang, Zhenzhen ; Gao, Pan ; Li, Min. In: Omega. RePEc:eee:jomega:v:139:y:2026:i:c:s0305048325001884.

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2025The big data newsvendor problem under demand and yield uncertainties. (2025). Cao, Tiantian ; Yu, Mingyue ; Zhu, Han ; Yang, YI. In: International Journal of Production Economics. RePEc:eee:proeco:v:279:y:2025:i:c:s0925527324002664.

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2025Bridging uncertainty: A data-driven DRO approach for correcting censored demand in newsvendor problems. (2025). Su, Xiaoli ; Yuan, Zhe ; Yang, Chenghu ; Sahin, Evren ; Xiong, Jie. In: International Journal of Production Economics. RePEc:eee:proeco:v:285:y:2025:i:c:s0925527325001112.

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2026Enhancing the survivability of a new data-driven robust airline hub network with risk-averse criterion. (2026). Gao, Shanshan ; Liu, Naiqi. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:266:y:2026:i:pa:s0951832025009111.

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2025Improving transportation network redundancy under uncertain disruptions via retrofitting critical components. (2025). Chen, Anthony ; Hanasusanto, Grani A ; Xu, Xiangdong ; Fan, Xiangyi ; Qu, Kai. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:194:y:2025:i:c:s0191261525000232.

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2024Data-driven drone pre-positioning for traffic accident rapid assessment. (2024). Meng, Zhu ; Liu, Zhaocai ; Yang, Yuance ; Zhu, Ning ; Zhang, Guowei ; Ke, Ginger Y. 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). Ma, Shoufeng ; Chen, Qingxin ; Zhu, Ning ; Li, Hongming. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:184:y:2024:i:c:s136655452400067x.

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2025Distributionally robust optimization for pre-disaster facility location problem with 3D printing. (2025). Yu, Xinyao ; Zhu, Ning ; Sun, Peng ; Zhao, Dongpan ; Chen, Qingxin. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:193:y:2025:i:c:s1366554524004356.

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2025A learning-based robust optimization framework for synchromodal freight transportation under uncertainty. (2025). Filom, Siyavash ; Razavi, Saiedeh. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:195:y:2025:i:c:s1366554525000080.

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2025A robust satisficing multi-objective optimization approach for bike-sharing systems with heterogeneous user types. (2025). Chen, Qingxin ; Zhu, Ning ; Fu, Chenyi ; Ma, Shoufeng. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:202:y:2025:i:c:s1366554525003060.

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2025Integrating crowd-shipping into last-mile delivery: A two-stage stochastic optimization approach. (2025). Huang, Wentao ; Jian, Sisi ; Tang, Shixuan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:203:y:2025:i:c:s1366554525003837.

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2026Data-driven distributionally robust optimization for resilient healthcare resource planning and crisis mitigation. (2026). Shahparvari, Shahrooz ; Heyhat, Shaghayegh ; Rahmani, Donya. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:205:y:2026:i:c:s1366554525004909.

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2025Optimal Dispatch of a Virtual Power Plant Considering Distributed Energy Resources Under Uncertainty. (2025). Yeilata, Blent ; Terciyanli, Erman ; Onsomu, Obed N. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:15:p:4012-:d:1711828.

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2025Modeling Sustainable Economic Decisions Under Uncertainty: A Robust Optimization Framework via Nonlinear Scalarization. (2025). Erban, Florentin ; Dedu, Silvia. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:13:p:6157-:d:1695018.

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2024A Decision Rule Approach for Two-Stage Data-Driven Distributionally Robust Optimization Problems with Random Recourse. (2024). Fan, Xiangyi ; Hanasusanto, Grani A. 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). Wang, Shanshan ; Delage, Erick. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:3:p:849-867.

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2025Stochastic First-Order Algorithms for Constrained Distributionally Robust Optimization. (2025). Grigas, Paul ; Im, Hyungki. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:37:y:2025:i:2:p:212-229.

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2024Optimal Robust Policy for Feature-Based Newsvendor. (2024). Gao, Rui ; Zhang, Luhao ; Yang, Jincheng. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:4:p:2315-2329.

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2024Robust Combination Testing: Methods and Application to COVID-19 Detection. (2024). Jain, Sanjay ; Ramdas, Kamalini ; Jnasson, Jnas Oddur ; Pauphilet, Jean. In: Management Science. RePEc:inm:ormnsc:v:70:y:2024:i:4:p:2661-2681.

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2025Contextual Data-Integrated Newsvendor Solution with Operational Data Analytics (ODA). (2025). Feng, QI ; Wu, Jian ; Shanthikumar, George J. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:11:p:9384-9403.

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2025Data-Driven Reliable Facility Location Design. (2025). Shen, Zuo-Jun Max ; Xue, Mengying. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:8:p:7182-7199.

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2026On the Optimality of Affine Decision Rules in Distributionally Robust Optimization. (2026). Wiesemann, Wolfram ; Tsoukalas, Angelos ; Georghiou, Angelos. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:2:p:1456-1471.

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2026Learning to Price Supply Chain Contracts Against a Learning Retailer. (2026). Haskell, William B ; Zhu, Ruihao ; Zhao, Xuejun. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:3:p:2168-2187.

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2025Rockafellian Relaxation and Stochastic Optimization Under Perturbations. (2025). Chen, Louis L ; Royset, Johannes O ; Eckstrand, Eric. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:50:y:2025:i:3:p:1585-1610.

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2025Uncertainty Propagation and Dynamic Robust Risk Measures. (2025). Moresco, Marlon ; Pesenti, Silvana M ; Mailhot, Mlina. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:50:y:2025:i:3:p:1939-1964.

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2024Distributionally Robust Newsvendor Under Stochastic Dominance with a Feature-Based Application. (2024). Li, Xiaobo ; Fu, Mingyang ; Zhang, Lianmin. In: Manufacturing & Service Operations Management. RePEc:inm:ormsom:v:26:y:2024:i:5:p:1962-1977.

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2024A Unifying Framework for the Capacitated Vehicle Routing Problem Under Risk and Ambiguity. (2024). Wiesemann, Wolfram ; Ghosal, Shubhechyya. In: Operations Research. RePEc:inm:oropre:v:72:y:2024:i:2:p:425-443.

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2024Robust Queue Inference from Waiting Times. (2024). Han, Eojin ; Bandi, Chaithanya ; Proskynitopoulos, Alexej. In: Operations Research. RePEc:inm:oropre:v:72:y:2024:i:2:p:459-480.

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2024Wasserstein Distributionally Robust Optimization and Variation Regularization. (2024). Chen, XI ; Gao, Rui ; Kleywegt, Anton J. In: Operations Research. RePEc:inm:oropre:v:72:y:2024:i:3:p:1177-1191.

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2024A Pareto Dominance Principle for Data-Driven Optimization. (2024). Sutter, Tobias ; Kuhn, Daniel. In: Operations Research. RePEc:inm:oropre:v:72:y:2024:i:5:p:1976-1999.

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2024A Mutual Catastrophe Insurance Framework for Horizontal Collaboration in Prepositioning Strategic Reserves. (2024). Rancourt, Marie-Ve ; Zbib, Hani ; Laporte, Gilbert ; Balcik, Burcu. In: Operations Research. RePEc:inm:oropre:v:72:y:2024:i:5:p:2014-2041.

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2024An Exponential Cone Programming Approach for Managing Electric Vehicle Charging. (2024). Zhou, Yangfang ; He, Long ; Chen, LI. In: Operations Research. RePEc:inm:oropre:v:72:y:2024:i:5:p:2215-2240.

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2025Distributionally Robust Optimization Under Distorted Expectations. (2025). Mao, Tiantian ; Cai, Jun ; Li, Jonathan Yu-Meng. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:2:p:969-985.

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2025Distributionally Constrained Black-Box Stochastic Gradient Estimation and Optimization. (2025). Zhang, Junhui ; Lam, Henry. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:5:p:2680-2694.

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2025Convolution Bounds on Quantile Aggregation. (2025). Liu, Yang ; Wang, Ruodu ; Blanchet, Jose ; Lam, Henry. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:5:p:2761-2781.

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2025Robust Optimization with Moment-Dispersion Ambiguity. (2025). Xiong, Peng ; Sim, Melvyn ; Chen, LI ; Fu, Chenyi. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:6:p:3118-3138.

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2025Coverage-Validity-Aware Algorithmic Recourse. (2025). Nguyen, Viet Anh ; Bui, Ngoc ; Yue, Man-Chung. In: Operations Research. RePEc:inm:oropre:v:73:y:2025:i:6:p:3294-3310.

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2026Diagnosing Model Performance Under Distribution Shift. (2026). Yadlowsky, Steve ; Namkoong, Hongseok ; Cai, Tiffany. In: Operations Research. RePEc:inm:oropre:v:74:y:2026:i:2:p:898-916.

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2024Generalized Riskiness Index in Vehicle Routing Under Uncertain Travel Times: Formulations, Properties, and Exact Solution Framework. (2024). Zhang, Zhenzhen ; Baldacci, Roberto. In: Transportation Science. RePEc:inm:ortrsc:v:58:y:2024:i:4:p:761-780.

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2024EXPECTED UTILITY MAXIMIZATION UNDER WEAKENED ASSUMPTIONS CONSISTENT WITH BEHAVIORAL ECONOMICS. (2024). Barnett, William ; Ding, Kangzheng. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202418.

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2026Pricing rules with market frictions: an axiomatic approach. (2026). Cornet, Bernard. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202606.

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2025Pricing rules with market frictions: an axiomatic approach. (2025). Cornet, Bernard. In: Theory and Decision. RePEc:kap:theord:v:99:y:2025:i:1:d:10.1007_s11238-025-10059-7.

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2025Sloppiness in Tax Disputes: How to Prevent Litigation?. (2025). Sureth-Sloane, Caren ; Lorenz, Johannes ; Dyck, Daniel. In: Working Papers Dissertations. RePEc:pdn:dispap:155.

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2024Regularized distributionally robust optimization with application to the index tracking problem. (2024). Penev, Spiridon ; Li, Guoyin ; Zhao, Leyang. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-023-05726-3.

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2026Water resources management: a bibliometric analysis and future research directions. (2026). Lorca, Lvaro ; Babonneau, Frdric ; Favereau, Marcel. In: Annals of Operations Research. RePEc:spr:annopr:v:358:y:2026:i:2:d:10.1007_s10479-024-06339-0.

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2024Distributional robustness, stochastic divergences, and the quadrangle of risk. (2024). Rockafellar, Tyrrell R. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-024-00516-z.

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2025Solvency analysis of deferred annuities. (2025). Haberman, Steven ; Millossovich, Pietro ; Gasimova, Khadija. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-024-00452-2.

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2025An undertaking specific approach to address diversifiable demographic risk within Solvency II framework. (2025). Savelli, Nino ; Clemente, Gian Paolo ; della Corte, Francesco. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:2:d:10.1007_s10203-024-00457-x.

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2024A simplified model for measuring longevity risk for life insurance products. (2024). Atance, David ; Navarro, Eliseo. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00515-0.

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2024A Bayesian approach to data-driven multi-stage stochastic optimization. (2024). Ma, Wentao ; Chen, Zhiping. In: Journal of Global Optimization. RePEc:spr:jglopt:v:90:y:2024:i:2:d:10.1007_s10898-024-01410-3.

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2025Characterizing arbitrage-free Choquet pricing. (2025). Cornet, Bernard. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:4:d:10.1007_s11579-025-00405-2.

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2025Robust knapsack ordering for a partially-informed newsvendor with budget constraint. (2025). , Johan ; Boonstra, Guus. In: Other publications TiSEM. RePEc:tiu:tiutis:f8621c78-5367-4605-8158-02829777ccb8.

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2025Corporate tax planning and enforcement. (2025). Dyck, Daniel. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:314430.

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2025An economic analysis of joint tax audits. (2025). Dyck, Daniel ; Kourouxous, Thomas ; Lorenz, Johannes. In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:324870.

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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.
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This paper has nother version. Agregated cites: 0		article
1999Cooperative games with stochastic payoffs In: European Journal of Operational Research.
[Full Text][Citation analysis]		article59
1995Cooperative Games with Stochastic Payoffs..(1995) In: Tilburg - Center for Economic Research.
[Citation analysis]
This paper has nother version. Agregated cites: 59		paper
1995Cooperative games with stochastic payoffs.(1995) In: Discussion Paper.
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This paper has nother version. Agregated cites: 59		paper
1999Cooperative games with stochastic payoffs.(1999) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		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]		article12
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: 12		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]		article20
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]		article49
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]		article12
2010Excess Based Allocation of Risk Capital.(2010) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		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.
[Full Text][Citation analysis]
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]		article5
2017Intergenerational risk sharing in closing pension funds In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article2
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]		article34
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]		article220
2011Robust Solutions of Optimization Problems Affected by Uncertain Probabilities.(2011) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 220		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]		article9
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.
[Full Text][Citation analysis]
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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This paper has nother 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]		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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]		paper16
1998Stochastic cooperative games in insurance and reinsurance.(1998) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		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]		article6
2008Taxation of International Investment and Accounting Valuation* In: Contemporary Accounting Research.
[Full Text][Citation analysis]		article10
2015Financial Accounting Effects of Tax Aggressiveness: Contracting and Measurement In: Contemporary Accounting Research.
[Full Text][Citation analysis]		article6
2017Development Cost Capitalization During R&D Races In: Contemporary Accounting Research.
[Full Text][Citation analysis]		article1

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