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
A.M.B.DeWaegenaere@tilburguniversity.edu
Room
K 429
Courses
Recent publications
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A generalization of the Aumann-Shapley value for risk capital allocat…
Boonen, T. J., De Waegenaere, A. M. B., & Norde, H. (2020). A generalization of the Aumann-Shapley value for risk capital allocation problems. European Journal of Operational Research, 282(1), 277-287. -
A multi-population approach to forecasting all-cause mortality using …
Lyu, P., De Waegenaere, A. M. B., & Melenberg, B. (2020). A multi-population approach to forecasting all-cause mortality using cause-of -death mortality data. North American Actuarial Journal. -
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., Kromme, E., Ouburg, W., Schulteis, T., Slagter, E., van der Winden, M., van Iersel, C., & Vellekoop, M. (2017). Producing the Dutch and Belgian mortality projections: A stochastic multi-population standard. European actuarial journal, 7(2), 297-336. -
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. -
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.