Bertrand Melenberg

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Comment on ``A theoretical foundation of ambiguity measurement Journal of Economic Theory	2023-02-01	Paper
Extending the Scope of Robust Quadratic Optimization INFORMS Journal on Computing	2022-06-28	Paper
A multi-population approach to forecasting all-cause mortality using cause-of-death mortality data North American Actuarial Journal	2021-04-28	Paper
Robust optimization with ambiguous stochastic constraints under mean and dispersion information Operations Research	2020-10-12	Paper
Computationally tractable counterparts of distributionally robust constraints on risk measures SIAM Review	2016-11-07	Paper
Estimating the joint survival probabilities of married individuals Insurance Mathematics & Economics	2016-05-12	Paper
Testing affine term structure models in case of transaction costs Journal of Econometrics	2016-03-30	Paper
The choice of sample size for mortality forecasting: a Bayesian learning approach Insurance Mathematics & Economics	2015-08-20	Paper
Longevity risk in pension annuities with exchange options: the effect of product design Insurance Mathematics & Economics	2012-02-10	Paper
Global warming and local dimming: the statistical evidence Journal of the American Statistical Association	2011-10-28	Paper
Rejoinder: ``Global warming and local dimming: the statistical evidence Journal of the American Statistical Association	2011-10-28	Paper
Econometric analysis of microscopic simulation models Quantitative Finance	2010-12-20	Paper
Longevity risk in portfolios of pension annuities Insurance Mathematics & Economics	2009-01-28	Paper
Estimating the term structure of mortality Insurance Mathematics & Economics	2009-01-28	Paper
An analysis of housing expenditure using semiparametric models and panel data Journal of Econometrics	2001-09-02	Paper
Estimating risk attitudes using lotteries: a large sample approach Journal of Risk and Uncertainty	2001-07-29	Paper
A convenient way to characterize equivalent martingale measures in incomplete markets Statistical Inference for Stochastic Processes	2001-07-08	Paper
Estimation of a censored regression panel data model using conditional moment restrictions efficiently Journal of Econometrics	2000-03-23	Paper
Bounding quantiles in sample selection models Economics Letters	1999-01-12	Paper
Life cycle consumption models with uncertainty within periods Economics Letters	1998-08-13	Paper
Measuring the costs of children: parametric and semiparametric estimators1 Statistica Neerlandica	1997-05-13	Paper
A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation Statistica Neerlandica	1996-09-16	Paper

Research outcomes over time

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