Edit Profile (opens in new tab) Melenberg, Bertrand Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 1 single-authored 5 De Waegenaere, Anja 3 Charlier, Erwin 3 Nijman, Theo E. 3 van Soest, Arthur 2 den Hertog, Dick 2 Donkers, Bas 2 Hári, Norbert 2 Magnus, Jan R. 2 Muris, Chris 2 Postek, Krzysztof 2 van Soest, A. H. O. 1 Ben-Tal, Aharon 1 Driessen, Joost 1 Lee, Myoungjae 1 Li, Youwei 1 Lyu, Pintao 1 Sanders, Lisanne 1 Stevens, Ralph 1 Werker, Bas J. M. all top 5 Serials 5 Insurance Mathematics & Economics 3 Journal of Econometrics 2 Journal of the American Statistical Association 2 Statistica Neerlandica 2 Economics Letters 1 Operations Research 1 Journal of Risk and Uncertainty 1 SIAM Review 1 Statistical Inference for Stochastic Processes 1 Quantitative Finance 1 North American Actuarial Journal all top 5 Fields 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Statistics (62-XX) 2 Numerical analysis (65-XX) 2 Geophysics (86-XX) 2 Operations research, mathematical programming (90-XX) 1 Probability theory and stochastic processes (60-XX) Publications by Year all cited Publications top 5 cited Publications 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 1152.91586Hári, 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 1231.91241Stevens, Ralph; De Waegenaere, Anja; Melenberg, Bertrand 15 2010 Estimating the term structure of mortality. Zbl 1152.91585Hári, Norbert; De Waegenaere, Anja; Melenberg, Bertrand; Nijman, Theo E. 15 2008 Computationally tractable counterparts of distributionally robust constraints on risk measures. Zbl 1349.90767Postek, Krzysztof; den Hertog, Dick; Melenberg, Bertrand 11 2016 The choice of sample size for mortality forecasting: a Bayesian learning approach. Zbl 1348.91162Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand 11 2015 Estimating risk attitudes using lotteries: a large sample approach. Zbl 1130.91317Donkers, 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 0845.62029Charlier, E.; Melenberg, B.; van Soest, A. H. O. 10 1995 Robust optimization with ambiguous stochastic constraints under mean and dispersion information. Zbl 1455.90123Postek, Krzysztof; Ben-Tal, Aharon; den Hertog, Dick; Melenberg, Bertrand 6 2018 Measuring the costs of children: Parametric and semiparametric estimators. Zbl 0875.62614Melenberg, B.; van Soest, A. H. O. 5 1996 An analysis of housing expenditure using semiparametric models and panel data. Zbl 0967.62097Charlier, Erwin; Melenberg, Bertrand; van Soest, Arthur 4 2001 Rejoinder: “Global warming and local dimming: the statistical evidence”. Zbl 1368.62301Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris 2 2011 Estimation of a censored regression panel data model using conditional moment restrictions efficiently. Zbl 1125.62347Charlier, Erwin; Melenberg, Bertrand; van Soest, Arthur 2 2000 Econometric analysis of microscopic simulation models. Zbl 1201.91231Li, Youwei; Donkers, Bas; Melenberg, Bertrand 2 2010 Global warming and local dimming: the statistical evidence. Zbl 1232.62159Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris 1 2011 Bounding quantiles in sample selection models. Zbl 0911.90076Lee, Myoung-Jae; Melenberg, Bertrand 1 1998 Estimating the joint survival probabilities of married individuals. Zbl 1348.62246Sanders, Lisanne; Melenberg, Bertrand 1 2016 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 Testing affine term structure models in case of transaction costs. Zbl 1335.91092Driessen, Joost; Melenberg, Bertrand; Nijman, Theo 1 2005 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 Robust optimization with ambiguous stochastic constraints under mean and dispersion information. Zbl 1455.90123Postek, Krzysztof; Ben-Tal, Aharon; den Hertog, Dick; Melenberg, Bertrand 6 2018 Computationally tractable counterparts of distributionally robust constraints on risk measures. Zbl 1349.90767Postek, Krzysztof; den Hertog, Dick; Melenberg, Bertrand 11 2016 Estimating the joint survival probabilities of married individuals. Zbl 1348.62246Sanders, Lisanne; Melenberg, Bertrand 1 2016 The choice of sample size for mortality forecasting: a Bayesian learning approach. Zbl 1348.91162Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand 11 2015 Rejoinder: “Global warming and local dimming: the statistical evidence”. Zbl 1368.62301Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris 2 2011 Global warming and local dimming: the statistical evidence. Zbl 1232.62159Magnus, Jan R.; Melenberg, Bertrand; Muris, Chris 1 2011 Longevity risk in pension annuities with exchange options: the effect of product design. Zbl 1231.91241Stevens, Ralph; De Waegenaere, Anja; Melenberg, Bertrand 15 2010 Econometric analysis of microscopic simulation models. Zbl 1201.91231Li, Youwei; Donkers, Bas; Melenberg, Bertrand 2 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 Testing affine term structure models in case of transaction costs. Zbl 1335.91092Driessen, Joost; Melenberg, Bertrand; Nijman, Theo 1 2005 Estimating risk attitudes using lotteries: a large sample approach. Zbl 1130.91317Donkers, Bas; Melenberg, Bertrand; van Soest, Arthur 10 2001 An analysis of housing expenditure using semiparametric models and panel data. Zbl 0967.62097Charlier, Erwin; Melenberg, Bertrand; van Soest, Arthur 4 2001 Estimation of a censored regression panel data model using conditional moment restrictions efficiently. Zbl 1125.62347Charlier, Erwin; Melenberg, Bertrand; van Soest, Arthur 2 2000 Bounding quantiles in sample selection models. Zbl 0911.90076Lee, Myoung-Jae; Melenberg, Bertrand 1 1998 Measuring the costs of children: Parametric and semiparametric estimators. Zbl 0875.62614Melenberg, 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 0845.62029Charlier, E.; Melenberg, B.; van Soest, A. H. O. 10 1995 all cited Publications top 5 cited Publications 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 all top 5 Cited in 28 Serials 23 Insurance Mathematics & Economics 18 Journal of Econometrics 8 North American Actuarial Journal 7 European Journal of Operational Research 6 Theory and Decision 5 Scandinavian Actuarial Journal 4 European Actuarial Journal 3 Econometric Reviews 3 Annals of Operations Research 2 Operations Research 2 Journal of Economic Dynamics & Control 2 Mathematical Programming. Series A. Series B 2 ASTIN Bulletin 1 Economics Letters 1 Journal of Risk and Uncertainty 1 Journal of Global Optimization 1 Computational Statistics and Data Analysis 1 Statistical Papers 1 INFORMS Journal on Computing 1 The Econometrics Journal 1 Journal of Industrial and Management Optimization 1 Journal of Forecasting 1 Mathematics and Financial Economics 1 Optimization Letters 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Quantitative Economics 1 Numerical Algebra, Control and Optimization 1 Statistics & Risk Modeling all top 5 Cited in 9 Fields 63 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 49 Statistics (62-XX) 18 Operations research, mathematical programming (90-XX) 5 General and overarching topics; collections (00-XX) 3 Geophysics (86-XX) 1 Functional analysis (46-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Biology and other natural sciences (92-XX) Citations by Year