Anja De Waegenaere: Research
32) Stevens, R., A. De Waegenaere, and B. Melenberg, Longevity risk in pension annuities: the effect of product design, Insurance: Mathematics and Economics. forthcoming.
31) De Waegenaere, A., and R.C. Sansing, Inconsistent Transfer Prices and the Location of Mobile Capital, National Tax Journal, forthcoming.
30) Gulick, G. van, P.E.M. Borm, A. De Waegenaere and R. Hendrickx (2010), Deposit games with reinvestment, European Journal of Operational Research 200 (3), 788-799.
29) De Waegenaere A. and R.C. Sansing (2008), Taxation of International Investment and Accounting Valuation, Contemporary Accounting Research 25 (Winter), 1045-1066.
28) Hari, N., A. De Waegenaere, B. Melenberg and T.E. Nijman (2008), Longevity Risk in Portfolios of Pension Annuities, Insurance: Mathematics and Economics 42, 505-519.
27) Hari, N., A. De Waegenaere, B. Melenberg and T.E. Nijman (2008), Estimating the Term Structure of Mortality, Insurance: Mathematics and Economics 42, 492-504 .
26) De Waegenaere, A., R.C. Sansing and J.L. Wielhouwer (2007), Using Bilateral Advance Pricing Agreements to Resolve Tax Transfer Pricing Disputes, National Tax Journal 60, 171-193.
25) Hest, T. van, and A. De Waegenaere (2007), Optimal robust and consistent active implementation of a pension fund's benchmark investment strategy, Journal of Asset Management 8(3), 176-187.
24) De Waegenaere, A., R.C. Sansing and J.L. Wielhouwer (2006), Who benefits from inconsistent multinational tax transfer pricing rules?, Contemporary Accounting Research 23 (1), Spring, 103-139.
23) Matejka, M. and A. De Waegenaere (2005), Influence costs and implementation of organizational changes, Journal of Management Accounting Research 17, 43-52 .
22) De Waegenaere A., J. Suijs and S.H. Tijs (2005), Stable profit sharing in cooperative investments, OR Spectrum 27, 85-93.
21) De Waegenaere A., R.C. Sansing and J.L. Wielhouwer (2003), Valuation of a firm with a tax loss carryover, Journal of the American Taxation Association 25, supplement, 65-82.
20) De Waegenaere, A., R. Kast, and A. Lapied (2003), Choquet pricing and equilibrium, Insurance: Mathematics and Economics 32 (3), 359-370.
19) Kort, P.M, P. Verheyen, and A. De Waegenaere (2003), The theory of the new economy firm: A dynamic analysis of human capital investment, Central European Journal of Operations Research 11 (2), 103-114.
18) De Waegenaere A., J. Suijs and P. Borm (2003), Optimal design of pension funds: A mission impossible?, Economic Theory 22 (1), 89-110.
17) De Waegenaere A., H. Polemarchakis and L. Ventura (2002), Asset markets and investment decisions, International Economic Review 43 (3), 857-873.
16) Wielhouwer J.L., A. De Waegenaere and P.M. Kort (2002), Optimal tax depreciation under a progressive tax system, Journal of Economic Dynamics and Control 27, 243-269.
15) De Waegenaere A., and J.L. Wielhouwer (2002), Optimal tax depreciation lives and charges under regulatory constraints, OR Spectrum 24, 151-177.
14) Brekelmans R. and A. De Waegenaere (2001), Approximating the finite-time ruin probability under interest force, Insurance: Mathematics and Economics 29, 217-229.
13) De Waegenaere A. and P.P. Wakker (2001), Nonmonotonic Choquet Integrals, Journal of Mathematical Economics 36, 45-60.
12) Borm P., A. De Waegenaere, Ch. Rafels, J. Suijs, S. Tijs, and J. Timmer (2001), Cooperation in Capital Deposits, OR Spektrum 23, 265-281.
11) Berg M., A. De Waegenaere, and J.L. Wielhouwer (2001), Optimal Tax Depreciation with Uncertain Future Cash-Flows, European Journal of Operational Research 132 (1), 185-197.
10) Matejka M. and A. De Waegenaere (2000), Centralization of the Controlling Department. Effects on Management Accounting Change, Maandblad voor Accountancy en Bedrijfseconomie 74, 55-61.
9) De Waegenaere A. (2000), Arbitrage and Viability in Insurance Markets, Geneva Papers on Risk and Insurance Theory 25 (1), 81-99.
8) Wielhouwer J.L., A. De Waegenaere, and P.M. Kort (2000), Optimal Dynamic Investment Policy for Different Tax Depreciation Rates and Economic Depreciation Rates, Journal of Optimization Theory and Applications 106 (1), 23-48.
7) Suijs J., P. Borm, A. De Waegenaere, and S. Tijs (1999), Cooperative Games with Stochastic Payoffs, European Journal of Operational Research 113, 193-205.
6) Suijs J., A. De Waegenaere, and P. Borm (1998), Stochastic Cooperative Games in Insurance, Insurance: Mathematics and Economics 22 (3), 209-228.
5) De Waegenaere A. (1994), Equilibria in a mixed financial-reinsurance market with constrained trading possibilities, Insurance: Mathematics and Economics 14, 205-218.
4) De Waegenaere A. and F. Delbaen (1992), A dynamic reinsurance theory, Insurance: Mathematics and Economics 11, 31-48.
3) Boogaert P. and A. De Waegenaere (1990), Simulation of ruin probabilities, Insurance: Mathematics and Economics 9, 95-99.
2) Boogaert P. and A. De Waegenaere (1990), Macro-economic version of a classical formula in risk theory, Insurance: Mathematics and Economics 9 155-162.
1) Cuyt A. and A. De Waegenaere (1989), Multivariate Newton-Padé-Hermite approximation, Proceedings of the Romberg Seminar on Quadrature/Interpolation/ Extrapolation, 41-59.
1) De Waegenaere, A. and J.L. Wielhouwer, A Pegging approach to Solving Resource Allocation Problems with Bounded variables.
2) De Waegenaere A. and R.C. Sansing, Taxing multinational firms: transfer pricing or formulary apportionment.
3) De Waegenaere, A. and J.L. Wielhouwer, On the Effects of the Degree of Discretion in Reporting Managerial Performance.
4) De Waegenaere, A. and J.L. Wielhouwer, Dynamic tax depreciation strategies.
5) Stevens, R., A. De Waegenaere, and B. Melenberg, Longevity risk and hedge effects in protfolos of life insurance products with investment risk.
1) De Waegenaere, A., R.C. Sansing and J.L. Wielhouwer, Formula apportionment and intangible assets.
2) De Waegenaere, A., J.L. Wielhouwer, and P. Kort, Capital Investment and Performance Evaluation.
3) De Waegenaere, A., Efficient Determination of Efficient Frontiers.
4) D. den Hertog, A. De Waegenaere, and B. Melenberg, Robust Optimization.
5) Stevens, R., A. De Waegenaere, and B. Melenberg, Solvency requirements for longevity risk.
6) Sanders, L., A. De Waegenaere, and T. Nijman, On the suboptimality of delayed old-age benefit pension claiming.
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