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De Waegenaere, Anja

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Author ID: de-waegenaere.anja Recent zbMATH articles by "De Waegenaere, Anja"
Published as: De Waegenaere, Anja; De Waegenaere, A.; de Waegenaere, Anja
Documents Indexed: 33 Publications since 1989
Co-Authors: 40 Co-Authors with 32 Joint Publications
604 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

27 Publications have been cited 218 times in 176 Documents Cited by Year
Cooperative games with stochastic payoffs. Zbl 0972.91012
Suijs, Jeroen; Borm, Peter; De Waegenaere, Anja; Tijs, Stef
36
1999
Nonmonotonic Choquet integrals. Zbl 1094.28502
De Waegenaere, Anja; Wakker, Peter P.
29
2001
Longevity risk in portfolios of pension annuities. Zbl 1152.91586
Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E.
22
2008
Stochastic cooperative games in insurance. Zbl 0922.62112
Suijs, Jeroen; De Waegenaere, Anja; Borm, Peter
22
1998
Estimating the term structure of mortality. Zbl 1152.91585
Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E.
15
2008
Longevity risk in pension annuities with exchange options: the effect of product design. Zbl 1231.91241
Stevens, Ralph; De Waegenaere, Anja; Melenberg, Bertrand
15
2010
The choice of sample size for mortality forecasting: a Bayesian learning approach. Zbl 1348.91162
Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand
11
2015
Choquet pricing and equilibrium. Zbl 1055.91045
De Waegenaere, Anja; Kast, Robert; Lapied, Andre
11
2003
Excess based allocation of risk capital. Zbl 1238.91141
van Gulick, Gerwald; De Waegenaere, Anja; Norde, Henk
7
2012
Optimal tax depreciation with uncertain future cash-flows. Zbl 1016.91025
Berg, Menachem; De Waegenaere, Anja; Wielhouwer, Jacco L.
6
2001
Approximating the finite-time ruin probability under interest force. Zbl 0991.60080
Brekelmans, Ruud; De Waegenaere, Anja
5
2001
Simulation of ruin probabilities. Zbl 0717.62103
Boogaert, P.; De Waegenaere, A.
5
1990
Optimal tax depreciation lives and charges under regulatory constraints. Zbl 1024.91021
De Waegenaere, Anja; Wielhouwer, Jacco L.
5
2002
Equilibria in a mixed financial-reinsurance market with constrained trading possibilities. Zbl 0808.90048
De Waegenaere, Anja
3
1994
Cooperation in capital deposits. Zbl 0989.90102
Borm, Peter; De Waegenaere, Anja; Rafels, Carles; Suijs, Jeroen; Tijs, Stef; Timmer, Judith
3
2001
Optimal tax depreciation under a progressive tax system. Zbl 1036.91040
Wielhouwer, Jacco L.; De Waegenaere, Anja; Kort, Peter M.
3
2002
Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates. Zbl 1017.91032
Wielhouwer, J. L.; De Waegenaere, A.; Kort, P. M.
3
2000
Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. Zbl 1405.91245
Antonio, Katrien; Devriendt, Sander; de Boer, Wouter; de Vries, Robert; De Waegenaere, Anja; Kan, Hok-Kwan; Kromme, Egbert; Ouburg, Wilbert; Schulteis, Tim; Slagter, Erica; van der Winden, Marco; van Iersel, Corné; Vellekoop, Michel
3
2017
A generalization of the Aumann-Shapley value for risk capital allocation problems. Zbl 1431.91425
Boonen, Tim J.; de Waegenaere, Anja; Norde, Henk
2
2020
A breakpoint search approach for convex resource allocation problems with bounded variables. Zbl 1262.90166
De Waegenaere, Anja; Wielhouwer, Jacco L.
2
2012
Redistribution of longevity risk: the effect of heterogeneous mortality beliefs. Zbl 1394.91190
Boonen, Tim J.; De Waegenaere, Anja; Norde, Henk
2
2017
Longevity risk and capital markets: the 2008-2009 update. Zbl 1231.91002
Blake, David; De Waegenaere, Anja; Macminn, Richard; Nijman, Theo
2
2010
Macro-economic version of a classical formula in risk theory. Zbl 0714.62098
Boogaert, P.; De Waegenaere, A.
2
1990
A dynamic reinsurance theory. Zbl 0765.62096
De Waegenaere, A.; Delbaen, F.
1
1992
Intergenerational risk sharing in closing pension funds. Zbl 1394.91189
Boonen, Tim J.; De Waegenaere, Anja
1
2017
Deposit games with reinvestment. Zbl 1177.91029
van Gulick, Gerwald; Borm, Peter; de Waegenaere, Anja; Hendrickx, Ruud
1
2010
A multi-population approach to forecasting all-cause mortality using cause-of-death mortality data. Zbl 1460.91231
Lyu, Pintao; De Waegenaere, Anja; Melenberg, Bertrand
1
2021
A multi-population approach to forecasting all-cause mortality using cause-of-death mortality data. Zbl 1460.91231
Lyu, Pintao; De Waegenaere, Anja; Melenberg, Bertrand
1
2021
A generalization of the Aumann-Shapley value for risk capital allocation problems. Zbl 1431.91425
Boonen, Tim J.; de Waegenaere, Anja; Norde, Henk
2
2020
Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. Zbl 1405.91245
Antonio, Katrien; Devriendt, Sander; de Boer, Wouter; de Vries, Robert; De Waegenaere, Anja; Kan, Hok-Kwan; Kromme, Egbert; Ouburg, Wilbert; Schulteis, Tim; Slagter, Erica; van der Winden, Marco; van Iersel, Corné; Vellekoop, Michel
3
2017
Redistribution of longevity risk: the effect of heterogeneous mortality beliefs. Zbl 1394.91190
Boonen, Tim J.; De Waegenaere, Anja; Norde, Henk
2
2017
Intergenerational risk sharing in closing pension funds. Zbl 1394.91189
Boonen, Tim J.; De Waegenaere, Anja
1
2017
The choice of sample size for mortality forecasting: a Bayesian learning approach. Zbl 1348.91162
Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand
11
2015
Excess based allocation of risk capital. Zbl 1238.91141
van Gulick, Gerwald; De Waegenaere, Anja; Norde, Henk
7
2012
A breakpoint search approach for convex resource allocation problems with bounded variables. Zbl 1262.90166
De Waegenaere, Anja; Wielhouwer, Jacco L.
2
2012
Longevity risk in pension annuities with exchange options: the effect of product design. Zbl 1231.91241
Stevens, Ralph; De Waegenaere, Anja; Melenberg, Bertrand
15
2010
Longevity risk and capital markets: the 2008-2009 update. Zbl 1231.91002
Blake, David; De Waegenaere, Anja; Macminn, Richard; Nijman, Theo
2
2010
Deposit games with reinvestment. Zbl 1177.91029
van Gulick, Gerwald; Borm, Peter; de Waegenaere, Anja; Hendrickx, Ruud
1
2010
Longevity risk in portfolios of pension annuities. Zbl 1152.91586
Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E.
22
2008
Estimating the term structure of mortality. Zbl 1152.91585
Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E.
15
2008
Choquet pricing and equilibrium. Zbl 1055.91045
De Waegenaere, Anja; Kast, Robert; Lapied, Andre
11
2003
Optimal tax depreciation lives and charges under regulatory constraints. Zbl 1024.91021
De Waegenaere, Anja; Wielhouwer, Jacco L.
5
2002
Optimal tax depreciation under a progressive tax system. Zbl 1036.91040
Wielhouwer, Jacco L.; De Waegenaere, Anja; Kort, Peter M.
3
2002
Nonmonotonic Choquet integrals. Zbl 1094.28502
De Waegenaere, Anja; Wakker, Peter P.
29
2001
Optimal tax depreciation with uncertain future cash-flows. Zbl 1016.91025
Berg, Menachem; De Waegenaere, Anja; Wielhouwer, Jacco L.
6
2001
Approximating the finite-time ruin probability under interest force. Zbl 0991.60080
Brekelmans, Ruud; De Waegenaere, Anja
5
2001
Cooperation in capital deposits. Zbl 0989.90102
Borm, Peter; De Waegenaere, Anja; Rafels, Carles; Suijs, Jeroen; Tijs, Stef; Timmer, Judith
3
2001
Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates. Zbl 1017.91032
Wielhouwer, J. L.; De Waegenaere, A.; Kort, P. M.
3
2000
Cooperative games with stochastic payoffs. Zbl 0972.91012
Suijs, Jeroen; Borm, Peter; De Waegenaere, Anja; Tijs, Stef
36
1999
Stochastic cooperative games in insurance. Zbl 0922.62112
Suijs, Jeroen; De Waegenaere, Anja; Borm, Peter
22
1998
Equilibria in a mixed financial-reinsurance market with constrained trading possibilities. Zbl 0808.90048
De Waegenaere, Anja
3
1994
A dynamic reinsurance theory. Zbl 0765.62096
De Waegenaere, A.; Delbaen, F.
1
1992
Simulation of ruin probabilities. Zbl 0717.62103
Boogaert, P.; De Waegenaere, A.
5
1990
Macro-economic version of a classical formula in risk theory. Zbl 0714.62098
Boogaert, P.; De Waegenaere, A.
2
1990
all top 5

Cited by 301 Authors

12 Alparslan Gök, Sırma Zeynep
12 De Waegenaere, Anja
9 Boonen, Tim J.
8 Lin, Tzuling
8 Tsai, Cary Chi-Liang
7 Tijs, Stef H.
6 Branzei, Rodica M.
5 Blake, David
5 Borm, Peter E. M.
4 Balbás, Alejandro
4 Fernández García, Francisco Ramón
4 Guillen, Montserrat
4 Jiménez-Losada, Andrés
4 MacMinn, Richard D.
4 Norde, Henk
4 Puerto Albandoz, Justo
4 Tan, Ken Seng
4 Weber, Gerhard-Wilhelm
3 Branzei, O.
3 Driouchi, Tarik
3 Timmer, Judith
3 Trigeorgis, Lenos
3 Wielhouwer, Jacco L.
3 Zeng, Xudong
2 Agahi, Hamzeh
2 Antonio, Katrien
2 Balbás, Raquel
2 Bauso, Dario
2 Belles-Sampera, Jaume
2 Cairns, Andrew J. G.
2 Chen, Zengjing
2 Ergün, Serap
2 Fernández, Julio R.
2 García-Jurado, Ignacio
2 Hendrickx, Ruud
2 Kaishev, Vladimir K.
2 Li, Johnny Siu-Hang
2 Li, Youwei
2 Loisel, Stéphane
2 Macheras, Nikolaos Demetrios
2 Melenberg, Bertrand
2 Mesiar, Radko
2 Nijman, Theo E.
2 Ordóñez, Manuel
2 Palancı, Osman
2 Pintér, Miklós
2 Rébillé, Yann
2 Regis, Luca
2 Santolino, Miguel
2 Sherris, Michael
2 Shi, Yanlin
2 So, Raymond H. Y.
2 Tzaninis, Spyridon M.
2 Uhan, Nelson A.
2 van Gulick, Gerwald
2 Zhou, Qing
2 Zhuang, Sheng Chao
1 Abbas, Karim
1 Adkins, Roger
1 Alvarez, Jesús-Adrián
1 Andersen, Stacy L.
1 Andjiga, Nicolas Gabriel
1 Aouani, Zaier
1 Arkin, Vadim I.
1 Arnold, Séverine
1 Aro, Helena
1 Asimit, Vali
1 Bacinello, Anna Rita
1 Balbás, Beatriz
1 Balog, Dóra
1 Bardoutsos, Anastasios G.
1 Barrera, Javiera
1 Bátyi, Tamás László
1 Blackburn, Craig
1 Börger, Matthias
1 Borgonovo, Emanuele
1 Borkotokey, Surajit
1 Brekelmans, Ruud C. M.
1 Broeders, Dirk W. G. A.
1 Cardin, Marta
1 Cardoso, Rui M. R.
1 Casalini, Riccardo
1 Cerqueti, Roy
1 Cerreia-Vioglio, Simone
1 Chateauneuf, Alain
1 Chau, Ki Wai
1 Chen, An
1 Chen, Zhiping
1 Cheurfa, Fatah
1 Chuliá, Helena
1 Costa, Julián
1 Costabile, Massimo
1 Couceiro, Miguel
1 Cox, Samuel H. jun.
1 Csóka, Péter
1 Cui, Xiangyu
1 Curiel, Imma J.
1 Dahiya, Kalpana
1 de Lange, Petter E.
1 Di Lorenzo, Emilia
...and 201 more Authors
all top 5

Cited in 53 Serials

45 Insurance Mathematics & Economics
16 European Journal of Operational Research
11 Scandinavian Actuarial Journal
11 North American Actuarial Journal
5 Fuzzy Sets and Systems
5 Journal of Mathematical Economics
5 Optimization
5 Annals of Operations Research
5 ASTIN Bulletin
5 European Actuarial Journal
4 Mathematical Methods of Operations Research
3 Journal of Computational and Applied Mathematics
3 Operations Research Letters
3 Top
2 Mathematical Social Sciences
2 International Journal of Approximate Reasoning
2 Journal of Economic Dynamics & Control
2 CEJOR. Central European Journal of Operations Research
2 International Game Theory Review
2 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
2 OR Spectrum
2 Modern Stochastics. Theory and Applications
1 Computers & Mathematics with Applications
1 Journal of Mathematical Analysis and Applications
1 International Journal of Game Theory
1 Journal of Applied Probability
1 Journal of Economic Theory
1 Mathematics of Operations Research
1 Operations Research
1 SIAM Journal on Control and Optimization
1 Theory and Decision
1 Social Choice and Welfare
1 Acta Mathematicae Applicatae Sinica. English Series
1 Probability Theory and Related Fields
1 The Annals of Applied Probability
1 Games and Economic Behavior
1 Communications in Statistics. Theory and Methods
1 Mathematical Programming. Series A. Series B
1 Economic Theory
1 Optimization Methods & Software
1 Journal of Applied Mathematics and Decision Sciences
1 Quantitative Finance
1 Journal of Systems Science and Complexity
1 4OR
1 Journal of Industrial and Management Optimization
1 Journal of Forecasting
1 Journal of the Korean Statistical Society
1 Optimization Letters
1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
1 S\(\vec{\text{e}}\)MA Journal
1 Journal of Dynamics and Games
1 Mathematics
1 Journal of Function Spaces

Citations by Year