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Anja De Waegenaere

Tilburg University - Center for Economic Research (CentER)

Professor

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

  • Tilburg University - Center for Economic Research (CentER)

SCHOLARLY PAPERS

33

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6,214

CITATIONS
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15

Scholarly Papers (33)

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1.

Organizational Design and Management Accounting Change

CentER Working Paper No. 2000-61
Number of pages: 26 Posted: 06 Nov 2000
Michal Matejka and Anja De Waegenaere
Arizona State University and Tilburg University - Center for Economic Research (CentER)
Downloads 1,833 (6,239)

Abstract:

organizational design, management accounting change, centralization, influence costs.

2.

Financial Accounting Effects of Tax Aggressiveness: Contracting and Measurement

Tuck School of Business Working Paper No. 2010-83
Number of pages: 46 Posted: 25 Oct 2010 Last Revised: 17 Apr 2013
Anja De Waegenaere, Richard C. Sansing and J. Wielhouwer
Tilburg University - Center for Economic Research (CentER), Tuck School of Business at Dartmouth and VU University Amsterdam
Downloads 657 (25,488)

Abstract:

FIN 48, tax reporting, contracting, unrecognized tax benefits, book income tax expense

3.

Using Bilateral Advance Pricing Agreements to Resolve Tax Transfer Pricing Disputes

Tuck School of Business Working Paper No. 2005-24
Number of pages: 37 Posted: 05 Aug 2005
Anja De Waegenaere, Richard C. Sansing and J. Wielhouwer
Tilburg University - Center for Economic Research (CentER), Tuck School of Business at Dartmouth and VU University Amsterdam
Downloads 634 (29,906)
Citation 1

Abstract:

Bilateral advance pricing agreements, transfer pricing, tax compliance, game theory

4.

Longevity Risk and Capital Markets: The 2008-2009 Update

Number of pages: 7 Posted: 19 Mar 2009
David P. Blake, Anja De Waegenaere, Richard D. MacMinn and Theo Nijman
City University London - Cass Business School - The Pensions Institute, Tilburg University - Center for Economic Research (CentER), National Chengchi University and Tilburg University - Center and Faculty of Economics and Business Administration
Downloads 432 (50,657)
Citation 1

Abstract:

5.

Taxation of International Investment and Accounting Valuation

Downloads 288 ( 87,642)
Citation 6

Taxation of International Investment and Accounting Valuation

Tuck School of Business Working Paper No. 2006-34
Number of pages: 37 Posted: 18 Aug 2006
Anja De Waegenaere and Richard C. Sansing
Tilburg University - Center for Economic Research (CentER) and Tuck School of Business at Dartmouth
Downloads 288 (87,168)
Citation 6

Abstract:

Taxation, multinational investment, deferred tax liability, permanently reinvested earnings

Taxation of International Investment and Accounting Valuation

Contemporary Accounting Research, Vol. 25, No. 4, 2008
Posted: 07 Jul 2008
Anja De Waegenaere and Richard C. Sansing
Tilburg University - Center for Economic Research (CentER) and Tuck School of Business at Dartmouth

Abstract:

Taxation, multinational investment, permanently reinvested earnings, tax holidays

6.

Transfer Pricing, Formulary Apportionment, and Productive Efficiency

Tuck School of Business Working Paper No. 2008-39
Number of pages: 46 Posted: 18 Sep 2007 Last Revised: 03 Feb 2008
Anja De Waegenaere and Richard C. Sansing
Tilburg University - Center for Economic Research (CentER) and Tuck School of Business at Dartmouth
Downloads 281 (84,294)

Abstract:

Formulary apportionment, separate accounting, transfer pricing

7.

Who Benefits from Multinational Tax Law Ambiguity?

Tuck Business School Working Paper No. 03-27
Number of pages: 28 Posted: 16 Sep 2003
Anja De Waegenaere, Richard C. Sansing and J. Wielhouwer
Tilburg University - Center for Economic Research (CentER), Tuck School of Business at Dartmouth and VU University Amsterdam
Downloads 239 (101,634)

Abstract:

Tax compliance, multinational taxation, double taxation

8.

Optimal Dynamic Investment Policy Under Different Rates for Tax Depreciation and Economic Depreciation

Tilburg University, CentER Working Paper No. 1999-59
Number of pages: 30 Posted: 23 Mar 2000
J. Wielhouwer, Anja De Waegenaere and Peter M. Kort
VU University Amsterdam, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Downloads 203 (124,423)
Citation 2

Abstract:

optimization, optimal, control, investment, depreciation, taxation

9.

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

CentER Working Paper Series No. 2011-061
Number of pages: 29 Posted: 31 May 2011
Aharon Ben-Tal, Dick den Hertog, Anja De Waegenaere, Bertrand Melenberg and Gijs Rennen
Technion-Israel Institute of Technology, Tilburg University - Department of Econometrics & Operations Research, Tilburg University - Center for Economic Research (CentER), Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Downloads 173 (129,766)
Citation 3

Abstract:

robust optimization, ø-divergence, goodness-of-fit statistics

10.

A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems

CentER Discussion Paper Series No. 2012-091
Number of pages: 43 Posted: 28 Nov 2012
Tim J. Boonen, Anja De Waegenaere and Henk Norde
University of Amsterdam, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center For Economic Research
Downloads 153 (91,501)

Abstract:

capital allocation, risk capital, Aumann-Shapley value, non-differentiability, fuzzy games

11.

Longevity Risk and Natural Hedge Potential in Portfolios of Life Insurance Products: The Effect of Investment Risk

CentER Discussion Paper Series No. 2011-036
Number of pages: 42 Posted: 06 Apr 2011 Last Revised: 30 Apr 2011
Ralph Stevens, Anja De Waegenaere and Bertrand Melenberg
University of New South Wales (UNSW) - School of Actuarial Studies, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Downloads 150 (136,267)

Abstract:

Life insurance, life annuities, death benefits, survivor swaps, risk

12.

Optimal Tax Depreciation Under A Progressive Tax System

Number of pages: 24 Posted: 24 Nov 2000
Peter M. Kort, J. Wielhouwer and Anja De Waegenaere
Tilburg University - Department of Econometrics & Operations Research, VU University Amsterdam and Tilburg University - Center for Economic Research (CentER)
Downloads 130 (176,326)
Citation 1

Abstract:

tax depreciation, progressive tax system, discounting, dynamic optimization, path coupling.

13.

Excess Based Allocation of Risk Capital

Downloads 84 (251,376)

Excess Based Allocation of Risk Capital

CentER Discussion Paper Series No. 2010-123
Number of pages: 38 Posted: 08 Dec 2010
Gerwald van Gulick, Anja De Waegenaere and Henk Norde
Tilburg University - Center and Faculty of Economics and Business Administration, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center For Economic Research
Downloads 44 (355,728)

Abstract:

risk capital, capital allocation, excesses, lexicographic minimum

Excess Based Allocation of Risk Capital

Netspar Discussion Paper No. 12/2010-089
Number of pages: 38 Posted: 08 Apr 2011
Gerwald van Gulick, Anja De Waegenaere and Henk Norde
Tilburg University - Center and Faculty of Economics and Business Administration, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center For Economic Research
Downloads 40 (369,789)

Abstract:

risk capital, capital allocation, excesses, lexicographic minimum

14.

Dynamic Tax Depreciation Strategies

CentER Discussion Paper Series No. 2008-87
Number of pages: 29 Posted: 21 Oct 2008
Anja De Waegenaere and J. Wielhouwer
Tilburg University - Center for Economic Research (CentER) and VU University Amsterdam
Downloads 83 (235,659)

Abstract:

Tax depreciation, net present value, dynamic programming

15.

On the Effects of the Degree of Discretion in Reporting Managerial Performance

CentER Discussion Paper No. 2008-21
Number of pages: 33 Posted: 20 Feb 2008
Anja De Waegenaere and J. Wielhouwer
Tilburg University - Center for Economic Research (CentER) and VU University Amsterdam
Downloads 57 (291,320)

Abstract:

managerial compensation, reporting flexibility

16.

Tax Loss Carryovers in a Competitive Environment

Tuck School of Business Working Paper No. 2506636
Number of pages: 34 Posted: 08 Oct 2014 Last Revised: 22 Jul 2017
Anja De Waegenaere, Richard C. Sansing and J. Wielhouwer
Tilburg University - Center for Economic Research (CentER), Tuck School of Business at Dartmouth and VU University Amsterdam
Downloads 54 (284,395)

Abstract:

Net operating loss carryovers, R&D investments, capital expenditures

17.

Deposit Games With Reinvestment

CentER Discussion Paper Series No. 2007-22
Number of pages: 21 Posted: 22 May 2007
Gerwald van Gulick, Peter Borm, Anja De Waegenaere and Ruud Hendrickx
Tilburg University - Center and Faculty of Economics and Business Administration, Tilburg University - Center for Economic Research (CentER), Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Downloads 44 (342,927)

Abstract:

cooperative game theory, deposit games, core elements, population monotonic allocation schemes, superadditive games

18.

Robust Longevity Risk Management

Netspar Discussion Paper No. 12/2014-073
Number of pages: 40 Posted: 27 Feb 2015
Hong Li, Anja De Waegenaere and Bertrand Melenberg
Tilburg University - Center for Economic Research (CentER), Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Downloads 38 (369,502)

Abstract:

longevity risk, robust hedging, Kullback-Leibler divergence, mean-variance, conditional-value-at-risk

19.

When can Insurers Offer Products that Dominate Delayed Old-Age Pension Benefit Claiming?

Downloads 26 (418,525)

When can Insurers Offer Products that Dominate Delayed Old-Age Pension Benefit Claiming?

Netspar Discussion Paper No. 04/2010-011
Number of pages: 36 Posted: 16 Jun 2010
Lisanne Sanders, Anja De Waegenaere and Theo Nijman
Tilburg University - CentER for Economic Research, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center and Faculty of Economics and Business Administration
Downloads 26 (430,465)
Citation 1

Abstract:

Pension Benefit Claiming, Delay Options, Actuarial Nonequivalence, Preference-Free Dominance

When Can Insurers Offer Products that Dominate Delayed Old-Age Pension Benefit Claiming?

Posted: 04 Nov 2009
Lisanne Sanders, Anja De Waegenaere and Theo Nijman
Tilburg University - CentER for Economic Research, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center and Faculty of Economics and Business Administration

Abstract:

20.

Bargaining for Over-the-Counter Risk Redistributions: The Case of Longevity Risk

CentER Discussion Paper Series No. 2012-090
Number of pages: 32 Posted: 28 Nov 2012
Tim J. Boonen, Anja De Waegenaere and Henk Norde
University of Amsterdam, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center For Economic Research
Downloads 23 (396,179)

Abstract:

longevity risk, bargaining, risk redistribution, over-the-counter trade

21.

The Choice of Sample Size for Mortality Forecasting: A Bayesian Learning Approach

Netspar Discussion Paper No. 11/2014-072
Number of pages: 38 Posted: 27 Feb 2015
Hong Li, Anja De Waegenaere and Bertrand Melenberg
Tilburg University - Center for Economic Research (CentER), Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Downloads 18 (459,677)

Abstract:

Lee-Carter model, Cairns-Blake-Dowd model, Gibbs sampling

22.

Asset Markets and Investment Decisions

International Economic Review, Vol. 43, pp. 857-873, 2002
Number of pages: 17 Posted: 13 May 2003
Anja De Waegenaere, H. M. Polemarchakis and Luigi Ventura
Tilburg University - Center for Economic Research (CentER), Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Sapienza, University of Rome
Downloads 14 (480,468)
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Abstract:

23.

Linking Retirement Age to Life Expectancy Effects on Healthy Life Expectancy Before and After Retirement

Number of pages: 29 Posted: 26 Sep 2015
Anja De Waegenaere, Ying Yang and Bertrand Melenberg
Tilburg University - Center for Economic Research (CentER), University of Rhode Island - Department of Economics and Tilburg University - Center for Economic Research (CentER)
Downloads 5 (346,137)

Abstract:

Retirement age policy, (healthy) life expectancy, health status at retirement age

24.

Do Americans Live Longer and Healthier? Forecasting Healthy Life Expectancy by Including Dynamic Evolutions of Mortality, Health, and Macroeconomic Variables

Number of pages: 33 Posted: 21 Sep 2015
Ying Yang, Anja De Waegenaere and Bertrand Melenberg
University of Rhode Island - Department of Economics, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Downloads 3 (404,751)

Abstract:

Life Expectancy, healthy life expectancy, uncertainties

25.

Stochastic Modeling and Forecasting of Health Changes in the U.S. Population

Number of pages: 34 Posted: 21 Sep 2015
Ying Yang, Anja De Waegenaere and Bertrand Melenberg
University of Rhode Island - Department of Economics, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Downloads 3 (475,191)

Abstract:

Stochastic process, Lee-Carter model, Macroeconomic fluctuations, Forecasts

26.

Robust Mean–Variance Hedging of Longevity Risk

Journal of Risk and Insurance, Vol. 84, Issue S1, pp. 459-475, 2017
Number of pages: 17 Posted: 14 Apr 2017
Hong Li, Anja De Waegenaere and Bertrand Melenberg
Nankai University, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)
Downloads 0 (550,965)
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Abstract:

27.

Multinational Taxation and R&D Investments

The Accounting Review, July 2012
Posted: 25 Mar 2010 Last Revised: 29 Feb 2012
Anja De Waegenaere, Richard C. Sansing and J. Wielhouwer
Tilburg University - Center for Economic Research (CentER), Tuck School of Business at Dartmouth and VU University Amsterdam

Abstract:

Multinational taxation, R&D investment, Transfer pricing, Patent races

28.

Calculating Capital Requirements for Longevity Risk in Life Insurance Products Using an Internal Model in Line with Solvency II

Paris December 2009 Finance International Meeting AFFI - EUROFIDAI
Posted: 05 Nov 2009
Ralph Stevens, Anja De Waegenaere and Bertrand Melenberg
University of New South Wales (UNSW) - School of Actuarial Studies, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)

Abstract:

29.

Who Benefits from Inconsistent Multinational Tax Transfer Pricing Rules?

Contemporary Accounting Research, Vol. 23, No. 1, Spring 2006
Posted: 09 Nov 2005
Anja De Waegenaere, Richard C. Sansing and J. Wielhouwer
Tilburg University - Center for Economic Research (CentER), Tuck School of Business at Dartmouth and VU University Amsterdam

Abstract:

Tax compliance, transfer pricing, double taxation, tax law inconsistency

30.

Effects of Tax Depreciation on Optimal Firm Investment

CentER Discussion Paper Series No. 1999-58
Posted: 06 Aug 2000
J. Wielhouwer, Peter M. Kort and Anja De Waegenaere
VU University Amsterdam, Tilburg University - Department of Econometrics & Operations Research and Tilburg University - Center for Economic Research (CentER)

Abstract:

Optimization, taxation, depreciation, investment, share valuation

31.

Canceling of Insurance Contracts

Tilburg University, CentER Working Paper No. 1999-60
Posted: 15 Mar 2000
R.C.M. Brekelmans and Anja De Waegenaere
Tilburg University - Center and Faculty of Economics and Business Administration and Tilburg University - Center for Economic Research (CentER)

Abstract:

risk, insurance, dynamic programming

32.

Cooperation in Capital Deposits

CentER Discussion Paper Series No. 1999-31
Posted: 01 Jul 1999
Peter Borm, Anja De Waegenaere and Carles Rafels
Tilburg University - Center for Economic Research (CentER), Tilburg University - Center for Economic Research (CentER) and University of Barcelona - Department of Actuarial, Financial and Economic Mathematics

Abstract:

33.

Optimal Design of Pension Funds: A Mission Impossible

CentER Discussion Paper Series No. 1998-25
Posted: 02 Dec 1998
Jeroen Suijs, Anja De Waegenaere and Peter Borm
Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE), Tilburg University - Center for Economic Research (CentER) and Tilburg University - Center for Economic Research (CentER)

Abstract:

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