Anja De Waegenaere

Tilburg University - Department of Econometrics & OR, Netspar, and CentER

Prof. dr.

P.O. Box 90153

Tilburg, 5000 LE

Netherlands

  • Tilburg University - Department of Econometrics & OR, Netspar, and CentER

SCHOLARLY PAPERS

33

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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 - Department of Econometrics & OR, Netspar, and CentER
Downloads 1,911 (8,133)
Citation 5

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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 - Department of Econometrics & OR, Netspar, and CentER, Tuck School of Business at Dartmouth and VU University Amsterdam
Downloads 841 (28,715)
Citation 10

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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 - Department of Econometrics & OR, Netspar, and CentER, Tuck School of Business at Dartmouth and VU University Amsterdam
Downloads 729 (34,939)
Citation 1

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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, Tilburg University - Department of Econometrics & OR, Netspar, and CentER, National Chengchi University and Tilburg University - Center and Faculty of Economics and Business Administration
Downloads 483 (59,831)
Citation 6

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5.

The Family of Weighted Aumann-shapley Values With an Application in Risk Capital Allocations

CentER Discussion Paper Series No. 2012-091
Number of pages: 35 Posted: 28 Nov 2012 Last Revised: 09 Dec 2018
Tim J. Boonen, Anja De Waegenaere and Henk Norde
University of Amsterdam, Tilburg University - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center For Economic Research
Downloads 397 (75,819)
Citation 7

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Aumann-Shapley value, non-differentiability, piecewise linear fuzzy games, Mertens value, capital allocation

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 - Department of Econometrics & OR, Netspar, and CentER and Tuck School of Business at Dartmouth
Downloads 309 (100,695)
Citation 4

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Formulary apportionment, separate accounting, transfer pricing

7.

Taxation of International Investment and Accounting Valuation

Downloads 308 (101,028)
Citation 4

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 - Department of Econometrics & OR, Netspar, and CentER and Tuck School of Business at Dartmouth
Downloads 308 (100,465)
Citation 4

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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 - Department of Econometrics & OR, Netspar, and CentER and Tuck School of Business at Dartmouth

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Taxation, multinational investment, permanently reinvested earnings, tax holidays

8.

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 - Department of Econometrics & OR, Netspar, and CentER, Tuck School of Business at Dartmouth and VU University Amsterdam
Downloads 260 (120,990)

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Tax compliance, multinational taxation, double 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 - Department of Econometrics & OR, Netspar, and CentER, Tilburg University - Center for Economic Research (CentER) and Tilburg University - Department of Econometrics & Operations Research
Downloads 228 (138,158)
Citation 6

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

10.

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 - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Department of Econometrics & Operations Research
Downloads 210 (149,454)
Citation 1

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optimization, optimal, control, investment, depreciation, taxation

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
CPB Netherlands Bureau of Economic Policy Analysis, Tilburg University - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)
Downloads 198 (157,975)
Citation 9

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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 - Department of Econometrics & OR, Netspar, and CentER
Downloads 141 (211,806)

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

13.

Excess Based Allocation of Risk Capital

Downloads 102 (269,351)
Citation 1

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 - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center For Economic Research
Downloads 52 (399,305)
Citation 1

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risk capital, capital allocation, excesses, lexicographic minimum

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 - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center For Economic Research
Downloads 50 (406,501)

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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 - Department of Econometrics & OR, Netspar, and CentER and VU University Amsterdam
Downloads 102 (269,351)

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Tax depreciation, net present value, dynamic programming

15.

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 - Department of Econometrics & OR, Netspar, and CentER, Tuck School of Business at Dartmouth and VU University Amsterdam
Downloads 89 (294,295)

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

16.

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 - Department of Econometrics & OR, Netspar, and CentER and VU University Amsterdam
Downloads 69 (341,629)

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managerial compensation, reporting flexibility

17.

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 - Department of Econometrics & OR, Netspar, and CentER, University of Rhode Island - Department of Economics and Tilburg University - Center for Economic Research (CentER)
Downloads 52 (392,823)

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

18.

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 - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)
Downloads 50 (399,637)

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

19.

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
Warren Centre for Actuarial Studies and Research, University of Manitoba, Tilburg University - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)
Downloads 44 (421,243)

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

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 - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center For Economic Research
Downloads 39 (441,021)
Citation 3

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

21.

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 - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)
Downloads 38 (445,214)

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Life Expectancy, healthy life expectancy, uncertainties

22.

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
Warren Centre for Actuarial Studies and Research, University of Manitoba, Tilburg University - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)
Downloads 34 (462,385)
Citation 4

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

23.

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

Downloads 33 (466,861)

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 - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center and Faculty of Economics and Business Administration
Downloads 33 (478,401)
Citation 4

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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 - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center and Faculty of Economics and Business Administration

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24.

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 - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)
Downloads 23 (519,319)
Citation 1

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

25.

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 - Department of Econometrics & OR, Netspar, and CentER, Catholic University of Louvain (UCL) - Center for Operations Research and Econometrics (CORE) and Sapienza, University of Rome
Downloads 14 (573,917)
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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 - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)
Downloads 1 (669,662)
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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 - Department of Econometrics & OR, Netspar, and CentER, Tuck School of Business at Dartmouth and VU University Amsterdam

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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
CPB Netherlands Bureau of Economic Policy Analysis, Tilburg University - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)

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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 - Department of Econometrics & OR, Netspar, and CentER, Tuck School of Business at Dartmouth and VU University Amsterdam

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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 - Department of Econometrics & OR, Netspar, and CentER

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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 - Department of Econometrics & OR, Netspar, and CentER

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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 - Department of Econometrics & OR, Netspar, and CentER and University of Barcelona - Department of Actuarial, Financial and Economic Mathematics

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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 - Department of Econometrics & OR, Netspar, and CentER and Tilburg University - Center for Economic Research (CentER)

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