Bertrand Melenberg

Available identifiers

zbMath Open melenberg.bertrandMaRDI QIDQ174849

List of research outcomes

Publication	Date of Publication	Type
Comment on ``A theoretical foundation of ambiguity measurement	2023-02-01	Paper
Extending the Scope of Robust Quadratic Optimization	2022-06-28	Paper
A Multi-population Approach to Forecasting All-Cause Mortality Using Cause-of-Death Mortality Data	2021-04-28	Paper
Robust Optimization with Ambiguous Stochastic Constraints Under Mean and Dispersion Information	2020-10-12	Paper
Computationally tractable counterparts of distributionally robust constraints on risk measures	2016-11-07	Paper
Estimating the joint survival probabilities of married individuals	2016-05-12	Paper
Testing affine term structure models in case of transaction costs	2016-03-30	Paper
The choice of sample size for mortality forecasting: a Bayesian learning approach	2015-08-20	Paper
Longevity risk in pension annuities with exchange options: the effect of product design	2012-02-10	Paper
Global Warming and Local Dimming: The Statistical Evidence	2011-10-28	Paper
Rejoinder	2011-10-28	Paper
Econometric analysis of microscopic simulation models	2010-12-20	Paper
Longevity risk in portfolios of pension annuities	2009-01-28	Paper
Estimating the term structure of mortality	2009-01-28	Paper
An analysis of housing expenditure using semiparametric models and panel data	2001-09-02	Paper
Estimating risk attitudes using lotteries: a large sample approach	2001-07-29	Paper
A convenient way to characterize equivalent martingale measures in incomplete markets	2001-07-08	Paper
Estimation of a censored regression panel data model using conditional moment restrictions efficiently	2000-03-23	Paper
Bounding quantiles in sample selection models	1999-01-12	Paper
Life cycle consumption models with uncertainty within periods	1998-08-13	Paper
Measuring the costs of children: parametric and semiparametric estimators1	1997-05-13	Paper
A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation	1996-09-16	Paper

Research outcomes over time

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