We are Tilburg University
prof. dr. Anja De Waegenaere
Full Professor
TiSEM: Tilburg School of Economics and Management
TiSEM: Department of Econometrics and Operations Research
Courses
Recent publications
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Producing the Dutch and Belgian mortality projections - A stochastic …
Antonio, K., Devriendt, S., de Boer, W., de Vries, R., De Waegenaere, A., Kan, H-K., ... Vellekoop, M. (2017). Producing the Dutch and Belgian mortality projections: A stochastic multi-population standard. European actuarial journal, 7(2), 297-336. -
Development cost capitalization during R&D races -
Waegenaere, A. M. B., Sansing, R. C., & Wielhouwer, J. L. (2017). Development cost capitalization during R&D races. Contemporary Accounting Research, 34(3), 1522-1546. -
Intergenerational risk sharing in closing pension funds -
Boonen, T. J., & De Waegenaere, A. (2017). Intergenerational risk sharing in closing pension funds. Insurance: Mathematics & Economics, 74, 20-30. -
Robust mean-variance hedging of longevity risk -
Li, H., Waegenaere, A. M. B., & Melenberg, B. (2017). Robust mean-variance hedging of longevity risk. Journal of Risk and Insurance, 84, 459-475. -
Redistribution of longevity risk - The effect of heterogeneous mortal…
Boonen, T., De Waegenaere, A., & Norde, H. (2017). Redistribution of longevity risk: The effect of heterogeneous mortality beliefs. Insurance: Mathematics & Economics, 72, 175-188.