Edit Profile (opens in new tab) De Waegenaere, Anja Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 1 single-authored 7 Wielhouwer, Jacco L. 5 Borm, Peter E. M. 5 Melenberg, Bertrand 4 Nijman, Theo E. 4 Suijs, Jeroen 3 Boonen, Tim J. 3 Kort, Peter M. 3 Norde, Henk 2 Boogaert, P. 2 Hári, Norbert 2 Tijs, Stef H. 2 van Gulick, Gerwald 1 Antonio, Katrien 1 Berg, Menachem P. 1 Blake, David 1 Brekelmans, Ruud C. M. 1 Cuyt, Annie A. M. 1 de Boer, Wouter 1 de Vries, Robert 1 Delbaen, Freddy 1 Devriendt, Sander 1 Hendrickx, Ruud 1 Kan, Hok-Kwan 1 Kast, Robert 1 Kromme, Egbert 1 Lapied, André 1 Lyu, Pintao 1 MacMinn, Richard D. 1 Ouburg, Wilbert 1 Rafels, Carles 1 Sanders, Lisanne 1 Schulteis, Tim 1 Slagter, Erica 1 Stevens, Ralph 1 Timmer, Judith 1 van der Winden, Marco 1 van Iersel, Corné 1 Vellekoop, Michel H. 1 Verheyen, Piet A. 1 Wakker, Peter Paul all top 5 Serials 16 Insurance Mathematics & Economics 4 European Journal of Operational Research 3 OR Spectrum 1 Journal of Mathematical Economics 1 Journal of Optimization Theory and Applications 1 OR Spektrum 1 Journal of Economic Dynamics & Control 1 Economic Theory 1 Skrifter. Det Kongelige Norske Videnskabers Selskab 1 CEJOR. Central European Journal of Operations Research 1 North American Actuarial Journal 1 Optimization Letters 1 European Actuarial Journal all top 5 Fields 29 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Statistics (62-XX) 7 Operations research, mathematical programming (90-XX) 2 Probability theory and stochastic processes (60-XX) 1 Measure and integration (28-XX) 1 Approximations and expansions (41-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 27 Publications have been cited 218 times in 176 Documents Cited by ▼ Year ▼ Cooperative games with stochastic payoffs. Zbl 0972.91012Suijs, Jeroen; Borm, Peter; De Waegenaere, Anja; Tijs, Stef 36 1999 Nonmonotonic Choquet integrals. Zbl 1094.28502De Waegenaere, Anja; Wakker, Peter P. 29 2001 Longevity risk in portfolios of pension annuities. Zbl 1152.91586Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E. 22 2008 Stochastic cooperative games in insurance. Zbl 0922.62112Suijs, Jeroen; De Waegenaere, Anja; Borm, Peter 22 1998 Estimating the term structure of mortality. Zbl 1152.91585Hári, 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 1231.91241Stevens, Ralph; De Waegenaere, Anja; Melenberg, Bertrand 15 2010 The choice of sample size for mortality forecasting: a Bayesian learning approach. Zbl 1348.91162Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand 11 2015 Choquet pricing and equilibrium. Zbl 1055.91045De Waegenaere, Anja; Kast, Robert; Lapied, Andre 11 2003 Excess based allocation of risk capital. Zbl 1238.91141van Gulick, Gerwald; De Waegenaere, Anja; Norde, Henk 7 2012 Optimal tax depreciation with uncertain future cash-flows. Zbl 1016.91025Berg, Menachem; De Waegenaere, Anja; Wielhouwer, Jacco L. 6 2001 Approximating the finite-time ruin probability under interest force. Zbl 0991.60080Brekelmans, Ruud; De Waegenaere, Anja 5 2001 Simulation of ruin probabilities. Zbl 0717.62103Boogaert, P.; De Waegenaere, A. 5 1990 Optimal tax depreciation lives and charges under regulatory constraints. Zbl 1024.91021De Waegenaere, Anja; Wielhouwer, Jacco L. 5 2002 Equilibria in a mixed financial-reinsurance market with constrained trading possibilities. Zbl 0808.90048De Waegenaere, Anja 3 1994 Cooperation in capital deposits. Zbl 0989.90102Borm, Peter; De Waegenaere, Anja; Rafels, Carles; Suijs, Jeroen; Tijs, Stef; Timmer, Judith 3 2001 Optimal tax depreciation under a progressive tax system. Zbl 1036.91040Wielhouwer, Jacco L.; De Waegenaere, Anja; Kort, Peter M. 3 2002 Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates. Zbl 1017.91032Wielhouwer, J. L.; De Waegenaere, A.; Kort, P. M. 3 2000 Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. Zbl 1405.91245Antonio, 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 1431.91425Boonen, Tim J.; de Waegenaere, Anja; Norde, Henk 2 2020 A breakpoint search approach for convex resource allocation problems with bounded variables. Zbl 1262.90166De Waegenaere, Anja; Wielhouwer, Jacco L. 2 2012 Redistribution of longevity risk: the effect of heterogeneous mortality beliefs. Zbl 1394.91190Boonen, Tim J.; De Waegenaere, Anja; Norde, Henk 2 2017 Longevity risk and capital markets: the 2008-2009 update. Zbl 1231.91002Blake, David; De Waegenaere, Anja; Macminn, Richard; Nijman, Theo 2 2010 Macro-economic version of a classical formula in risk theory. Zbl 0714.62098Boogaert, P.; De Waegenaere, A. 2 1990 A dynamic reinsurance theory. Zbl 0765.62096De Waegenaere, A.; Delbaen, F. 1 1992 Intergenerational risk sharing in closing pension funds. Zbl 1394.91189Boonen, Tim J.; De Waegenaere, Anja 1 2017 Deposit games with reinvestment. Zbl 1177.91029van 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 1460.91231Lyu, Pintao; De Waegenaere, Anja; Melenberg, Bertrand 1 2021 A multi-population approach to forecasting all-cause mortality using cause-of-death mortality data. Zbl 1460.91231Lyu, Pintao; De Waegenaere, Anja; Melenberg, Bertrand 1 2021 A generalization of the Aumann-Shapley value for risk capital allocation problems. Zbl 1431.91425Boonen, Tim J.; de Waegenaere, Anja; Norde, Henk 2 2020 Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. Zbl 1405.91245Antonio, 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 1394.91190Boonen, Tim J.; De Waegenaere, Anja; Norde, Henk 2 2017 Intergenerational risk sharing in closing pension funds. Zbl 1394.91189Boonen, Tim J.; De Waegenaere, Anja 1 2017 The choice of sample size for mortality forecasting: a Bayesian learning approach. Zbl 1348.91162Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand 11 2015 Excess based allocation of risk capital. Zbl 1238.91141van Gulick, Gerwald; De Waegenaere, Anja; Norde, Henk 7 2012 A breakpoint search approach for convex resource allocation problems with bounded variables. Zbl 1262.90166De Waegenaere, Anja; Wielhouwer, Jacco L. 2 2012 Longevity risk in pension annuities with exchange options: the effect of product design. Zbl 1231.91241Stevens, Ralph; De Waegenaere, Anja; Melenberg, Bertrand 15 2010 Longevity risk and capital markets: the 2008-2009 update. Zbl 1231.91002Blake, David; De Waegenaere, Anja; Macminn, Richard; Nijman, Theo 2 2010 Deposit games with reinvestment. Zbl 1177.91029van Gulick, Gerwald; Borm, Peter; de Waegenaere, Anja; Hendrickx, Ruud 1 2010 Longevity risk in portfolios of pension annuities. Zbl 1152.91586Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E. 22 2008 Estimating the term structure of mortality. Zbl 1152.91585Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E. 15 2008 Choquet pricing and equilibrium. Zbl 1055.91045De Waegenaere, Anja; Kast, Robert; Lapied, Andre 11 2003 Optimal tax depreciation lives and charges under regulatory constraints. Zbl 1024.91021De Waegenaere, Anja; Wielhouwer, Jacco L. 5 2002 Optimal tax depreciation under a progressive tax system. Zbl 1036.91040Wielhouwer, Jacco L.; De Waegenaere, Anja; Kort, Peter M. 3 2002 Nonmonotonic Choquet integrals. Zbl 1094.28502De Waegenaere, Anja; Wakker, Peter P. 29 2001 Optimal tax depreciation with uncertain future cash-flows. Zbl 1016.91025Berg, Menachem; De Waegenaere, Anja; Wielhouwer, Jacco L. 6 2001 Approximating the finite-time ruin probability under interest force. Zbl 0991.60080Brekelmans, Ruud; De Waegenaere, Anja 5 2001 Cooperation in capital deposits. Zbl 0989.90102Borm, 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 1017.91032Wielhouwer, J. L.; De Waegenaere, A.; Kort, P. M. 3 2000 Cooperative games with stochastic payoffs. Zbl 0972.91012Suijs, Jeroen; Borm, Peter; De Waegenaere, Anja; Tijs, Stef 36 1999 Stochastic cooperative games in insurance. Zbl 0922.62112Suijs, Jeroen; De Waegenaere, Anja; Borm, Peter 22 1998 Equilibria in a mixed financial-reinsurance market with constrained trading possibilities. Zbl 0808.90048De Waegenaere, Anja 3 1994 A dynamic reinsurance theory. Zbl 0765.62096De Waegenaere, A.; Delbaen, F. 1 1992 Simulation of ruin probabilities. Zbl 0717.62103Boogaert, P.; De Waegenaere, A. 5 1990 Macro-economic version of a classical formula in risk theory. Zbl 0714.62098Boogaert, P.; De Waegenaere, A. 2 1990 all cited Publications top 5 cited Publications 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 all top 5 Cited in 14 Fields 158 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Operations research, mathematical programming (90-XX) 28 Statistics (62-XX) 21 Probability theory and stochastic processes (60-XX) 12 Measure and integration (28-XX) 7 Systems theory; control (93-XX) 5 General and overarching topics; collections (00-XX) 4 Computer science (68-XX) 3 Numerical analysis (65-XX) 2 Mathematical logic and foundations (03-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year