De Waegenaere Anja

Anja De Waegenaere

Information about the author Anja De Waegenaere will soon be added to the site.
Found 5 papers in total
Robust Mean‐Variance Hedging of Longevity Risk
Robust Mean‐Variance Hedging of Longevity Risk
2017
Parameter uncertainty and model misspecification can have a significant impact on the...
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
Robust Solutions of Optimization Problems Affected by Uncertain Probabilities
2013
In this paper we focus on robust linear optimization problems with uncertainty regions...
A breakpoint search approach for convex resource allocation problems with bounded variables
A breakpoint search approach for convex resource allocation problems with bounded variables
2012
We present an efficient approach to solve resource allocation problems with a single...
Dynamic tax depreciation strategies
Dynamic tax depreciation strategies
2011
The tax depreciation decision potentially has significant impact on the profitability...
On the effects of the degree of discretion in reporting managerial performance
On the effects of the degree of discretion in reporting managerial performance
2011
We consider a principal‐agent setting in which a manager’s compensation...
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