Anja De Waegenaere

Available identifiers

zbMath Open de-waegenaere.anjaMaRDI QIDQ191613

List of research outcomes

Publication	Date of Publication	Type
A Multi-population Approach to Forecasting All-Cause Mortality Using Cause-of-Death Mortality Data	2021-04-28	Paper
A generalization of the Aumann-Shapley value for risk capital allocation problems	2020-01-08	Paper
Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard	2018-01-12	Paper
Intergenerational risk sharing in closing pension funds	2017-05-24	Paper
Redistribution of longevity risk: the effect of heterogeneous mortality beliefs	2017-01-31	Paper
The choice of sample size for mortality forecasting: a Bayesian learning approach	2015-08-20	Paper
When can insurers offer products that dominate delayed old-age pension benefit claiming?	2014-04-15	Paper
A breakpoint search approach for convex resource allocation problems with bounded variables	2012-11-30	Paper
Excess based allocation of risk capital	2012-04-18	Paper
Longevity risk and capital markets: the 2008-2009 update	2012-02-10	Paper
Longevity risk in pension annuities with exchange options: the effect of product design	2012-02-10	Paper
Dynamic tax depreciation strategies	2011-05-25	Paper
On the effects of the degree of discretion in reporting managerial performance	2011-05-25	Paper
Deposit games with reinvestment	2009-12-10	Paper
Estimating the term structure of mortality	2009-01-28	Paper
Longevity risk in portfolios of pension annuities	2009-01-28	Paper
Choquet pricing and equilibrium.	2003-11-16	Paper
The theory of the new economy firm: A dynamic analysis of human capital investment.	2003-11-06	Paper
Optimal design of pension funds: a mission impossible?	2003-09-21	Paper
Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates	2003-08-26	Paper
Optimal tax depreciation with uncertain future cash-flows	2003-08-13	Paper
Optimal tax depreciation lives and charges under regulatory constraints	2003-05-04	Paper
Optimal tax depreciation under a progressive tax system.	2003-01-21	Paper
Nonmonotonic Choquet integrals	2002-05-20	Paper
Approximating the finite-time ruin probability under interest force	2002-04-11	Paper
Cooperation in capital deposits	2001-10-10	Paper
Cooperative games with stochastic payoffs	2001-06-10	Paper
Stochastic cooperative games in insurance	1998-12-15	Paper
Equilibria in a mixed financial-reinsurance market with constrained trading possibilities	1994-11-06	Paper
A dynamic reinsurance theory	1993-01-17	Paper
Macro-economic version of a classical formula in risk theory	1990-01-01	Paper
Simulation of ruin probabilities	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3485389	1989-01-01	Paper

Research outcomes over time

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