Bertrand Melenberg

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Person:174849

Available identifiers

zbMath Open melenberg.bertrandMaRDI QIDQ174849

List of research outcomes





PublicationDate of PublicationType
Comment on ``A theoretical foundation of ambiguity measurement2023-02-01Paper
Extending the Scope of Robust Quadratic Optimization2022-06-28Paper
A Multi-population Approach to Forecasting All-Cause Mortality Using Cause-of-Death Mortality Data2021-04-28Paper
Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information2020-10-12Paper
Computationally tractable counterparts of distributionally robust constraints on risk measures2016-11-07Paper
Estimating the joint survival probabilities of married individuals2016-05-12Paper
Testing affine term structure models in case of transaction costs2016-03-30Paper
The choice of sample size for mortality forecasting: a Bayesian learning approach2015-08-20Paper
Longevity risk in pension annuities with exchange options: the effect of product design2012-02-10Paper
Global Warming and Local Dimming: The Statistical Evidence2011-10-28Paper
Rejoinder2011-10-28Paper
Econometric analysis of microscopic simulation models2010-12-20Paper
Longevity risk in portfolios of pension annuities2009-01-28Paper
Estimating the term structure of mortality2009-01-28Paper
An analysis of housing expenditure using semiparametric models and panel data2001-09-02Paper
Estimating risk attitudes using lotteries: a large sample approach2001-07-29Paper
A convenient way to characterize equivalent martingale measures in incomplete markets2001-07-08Paper
Estimation of a censored regression panel data model using conditional moment restrictions efficiently2000-03-23Paper
Bounding quantiles in sample selection models1999-01-12Paper
Life cycle consumption models with uncertainty within periods1998-08-13Paper
Measuring the costs of children: parametric and semiparametric estimators11997-05-13Paper
A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation1996-09-16Paper

Research outcomes over time

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