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Melenberg, Bertrand

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Author ID: melenberg.bertrand Recent zbMATH articles by "Melenberg, Bertrand"
Published as: Melenberg, Bertrand; Melenberg, B.
Documents Indexed: 20 Publications since 1995
Co-Authors: 19 Co-Authors with 19 Joint Publications
246 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

18 Publications have been cited 120 times in 102 Documents Cited by Year
Longevity risk in portfolios of pension annuities. Zbl 1152.91586
Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E.
22
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
Estimating the term structure of mortality. Zbl 1152.91585
Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E.
15
2008
Computationally tractable counterparts of distributionally robust constraints on risk measures. Zbl 1349.90767
Postek, Krzysztof; den Hertog, Dick; Melenberg, Bertrand
11
2016
The choice of sample size for mortality forecasting: a Bayesian learning approach. Zbl 1348.91162
Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand
11
2015
Estimating risk attitudes using lotteries: a large sample approach. Zbl 1130.91317
Donkers, Bas; Melenberg, Bertrand; van Soest, Arthur
10
2001
A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation. Zbl 0845.62029
Charlier, E.; Melenberg, B.; van Soest, A. H. O.
10
1995
Robust optimization with ambiguous stochastic constraints under mean and dispersion information. Zbl 1455.90123
Postek, Krzysztof; Ben-Tal, Aharon; den Hertog, Dick; Melenberg, Bertrand
6
2018
Measuring the costs of children: Parametric and semiparametric estimators. Zbl 0875.62614
Melenberg, B.; van Soest, A. H. O.
5
1996
An analysis of housing expenditure using semiparametric models and panel data. Zbl 0967.62097
Charlier, Erwin; Melenberg, Bertrand; van Soest, Arthur
4
2001
Rejoinder: “Global warming and local dimming: the statistical evidence”. Zbl 1368.62301
Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris
2
2011
Estimation of a censored regression panel data model using conditional moment restrictions efficiently. Zbl 1125.62347
Charlier, Erwin; Melenberg, Bertrand; van Soest, Arthur
2
2000
Econometric analysis of microscopic simulation models. Zbl 1201.91231
Li, Youwei; Donkers, Bas; Melenberg, Bertrand
2
2010
Global warming and local dimming: the statistical evidence. Zbl 1232.62159
Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris
1
2011
Bounding quantiles in sample selection models. Zbl 0911.90076
Lee, Myoung-Jae; Melenberg, Bertrand
1
1998
Estimating the joint survival probabilities of married individuals. Zbl 1348.62246
Sanders, Lisanne; Melenberg, Bertrand
1
2016
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
Testing affine term structure models in case of transaction costs. Zbl 1335.91092
Driessen, Joost; Melenberg, Bertrand; Nijman, Theo
1
2005
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
Robust optimization with ambiguous stochastic constraints under mean and dispersion information. Zbl 1455.90123
Postek, Krzysztof; Ben-Tal, Aharon; den Hertog, Dick; Melenberg, Bertrand
6
2018
Computationally tractable counterparts of distributionally robust constraints on risk measures. Zbl 1349.90767
Postek, Krzysztof; den Hertog, Dick; Melenberg, Bertrand
11
2016
Estimating the joint survival probabilities of married individuals. Zbl 1348.62246
Sanders, Lisanne; Melenberg, Bertrand
1
2016
The choice of sample size for mortality forecasting: a Bayesian learning approach. Zbl 1348.91162
Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand
11
2015
Rejoinder: “Global warming and local dimming: the statistical evidence”. Zbl 1368.62301
Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris
2
2011
Global warming and local dimming: the statistical evidence. Zbl 1232.62159
Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris
1
2011
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
Econometric analysis of microscopic simulation models. Zbl 1201.91231
Li, Youwei; Donkers, Bas; Melenberg, Bertrand
2
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
Testing affine term structure models in case of transaction costs. Zbl 1335.91092
Driessen, Joost; Melenberg, Bertrand; Nijman, Theo
1
2005
Estimating risk attitudes using lotteries: a large sample approach. Zbl 1130.91317
Donkers, Bas; Melenberg, Bertrand; van Soest, Arthur
10
2001
An analysis of housing expenditure using semiparametric models and panel data. Zbl 0967.62097
Charlier, Erwin; Melenberg, Bertrand; van Soest, Arthur
4
2001
Estimation of a censored regression panel data model using conditional moment restrictions efficiently. Zbl 1125.62347
Charlier, Erwin; Melenberg, Bertrand; van Soest, Arthur
2
2000
Bounding quantiles in sample selection models. Zbl 0911.90076
Lee, Myoung-Jae; Melenberg, Bertrand
1
1998
Measuring the costs of children: Parametric and semiparametric estimators. Zbl 0875.62614
Melenberg, B.; van Soest, A. H. O.
5
1996
A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation. Zbl 0845.62029
Charlier, E.; Melenberg, B.; van Soest, A. H. O.
10
1995
all top 5

Cited by 190 Authors

8 Lin, Tzuling
8 Tsai, Cary Chi-Liang
5 Blake, David
5 Chen, Songnian
5 Melenberg, Bertrand
4 De Waegenaere, Anja
4 den Hertog, Dick
4 MacMinn, Richard D.
3 Boonen, Tim J.
3 Li, Youwei
3 Roos, Ernst
2 Ahmadi Javid, Amir
2 Antonio, Katrien
2 Charlier, Erwin
2 Li, Johnny Siu-Hang
2 Nijman, Theo E.
2 Shi, Yanlin
2 Tan, Ken Seng
2 van Soest, Arthur
2 Vieider, Ferdinand M.
2 Wooldridge, Jeffrey M.
1 Abrevaya, Jason
1 Alvarez, Jesús-Adrián
1 Andersen, Stacy L.
1 Aro, Helena
1 Bacinello, Anna Rita
1 Baltagi, Badi H.
1 Bardoutsos, Anastasios G.
1 Beltratti, Andrea
1 Ben-Tal, Aharon
1 Bilias, Yannis
1 Blavatskyy, Pavlo R.
1 Booij, Adam S.
1 Börger, Matthias
1 Borgonovo, Emanuele
1 Brekelmans, Ruud C. M.
1 Broeders, Dirk W. G. A.
1 Butler, Jeffrey V.
1 Cairns, Andrew J. G.
1 Casalini, Riccardo
1 Chang, Yoosoon
1 Chen, An
1 Chen, Le-Yu
1 Chuliá, Helena
1 Cirillo, Pasquale
1 Čížek, Pavel
1 Colla, Paolo
1 Cox, Samuel H. jun.
1 Di Lorenzo, Emilia
1 Dustmann, Christian
1 El Karoui, Nicole
1 Fallah-Tafti, Malihe
1 Fang, Xiaolei
1 Farokhi, Farhad
1 Fernandes, Cristiano Augusto Coelho
1 Franke, Reiner
1 Fu, Chenyi
1 Fujimi, Toshio
1 Fung, Man Chung
1 Fusai, Gianluca
1 Gambaro, Anna Maria
1 Gao, Guangyuan
1 Gao, Zheming
1 Ghilarducci, Alessandro
1 Guillen, Montserrat
1 Guiso, Luigi
1 Hardy, Mary Rosalyn
1 Hári, Norbert
1 He, Xuezhong
1 Helmkamp, Annie
1 Heun Song, Seuck
1 Honoré, Bo E.
1 Huang, Hong-Chih
1 Ignatieva, Katja
1 Jappelli, Tullio
1 Jevtić, Petar
1 Ji, Ran
1 Jochmans, Koen
1 Jouini, Elyès
1 Kallestrup-Lamb, Malene
1 Kaufmann, Robert K.
1 Keldenich, Klemens
1 Kelley, Matthew R.
1 Khan, Shakeeb
1 Kim, Chang Sik
1 Kjærgaard, Søren
1 Klemm, Marcus
1 Kuhn, Daniel
1 Kumbhakar, Subal Chandra
1 Kyriazidou, Ekaterini
1 Laisney, François
1 Landsman, Zinoviy M.
1 Lanot, Gauthier
1 Laurini, Márcio Poletti
1 Lechner, Michael
1 Lee, Myoungjae
1 Lee, Sokbae
1 Lei, Jinghua
1 Leirvik, Thomas
1 Lejeune, Miguel A.
...and 90 more Authors

Citations by Year