B. Melenberg: search on Z-Library

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1

Backtesting for risk-based regulatory capital

Jeroen Kerkhof, Bertrand Melenberg

Journal:

Journal of Banking & Finance

Year:

2004

Language:

english

File:

PDF, 330 KB

english, 2004

2

Model risk and capital reserves

Jeroen Kerkhof, Bertrand Melenberg, Hans Schumacher

Journal:

Journal of Banking & Finance

Year:

2010

Language:

english

File:

PDF, 859 KB

english, 2010

3

A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation

E. Charlier, B. Melenberg, A. H. O. van Soest

Journal:

Statistica Neerlandica

Year:

1995

Language:

english

File:

PDF, 1.03 MB

english, 1995

4

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

Ben-Tal, Aharon, den Hertog, Dick, De Waegenaere, Anja, Melenberg, Bertrand, Rennen, Gijs

Journal:

Management Science

Year:

2013

Language:

english

File:

PDF, 368 KB

english, 2013

5

A Convenient Way to Characterize Equivalent Martingale Measures in Incomplete Markets

Bertrand Melenberg, Bas J.M. Werker

Journal:

Statistical Inference for Stochastic Processes

Year:

1999

Language:

english

File:

PDF, 121 KB

english, 1999

6

Trends in Mortality Decrease and Economic Growth

Niu, Geng, Melenberg, Bertrand

Journal:

Year:

2014

Language:

english

File:

PDF, 6.12 MB

english, 2014

7

The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions

Joost Driessen, Pieter Klaassen and Bertrand Melenberg

Journal:

Journal of Financial and Quantitative Analysis

Year:

2003

Language:

english

File:

PDF, 1.09 MB

english, 2003

8

Econometric analysis of microscopic simulation models

Li, Youwei, Donkers, Bas, Melenberg, Bertrand

Journal:

Quantitative Finance

Year:

2010

Language:

english

File:

PDF, 506 KB

english, 2010

9

Common factors in international bond returns

Joost Driessen, Bertrand Melenberg, Theo Nijman

Journal:

Journal of International Money and Finance

Year:

2003

Language:

english

File:

PDF, 313 KB

english, 2003

10

Estimating Risk Attitudes using Lotteries: A Large Sample Approach

BAS DONKERS, BERTRAND MELENBERG and ARTHUR VAN SOEST

Journal:

Journal of Risk and Uncertainty

Year:

2001

Language:

english

File:

PDF, 2.46 MB

english, 2001

11

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

Li, Hong, De Waegenaere, Anja, Melenberg, Bertrand

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 2.33 MB

english, 2014

12

Longevity risk in portfolios of pension annuities

Norbert Hári, Anja De Waegenaere, Bertrand Melenberg, Theo E. Nijman

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 497 KB

english, 2008

13

Robust Mean-Variance Hedging of Longevity Risk

Li, Hong, De Waegenaere, Anja, Melenberg, Bertrand

Journal:

Journal of Risk and Insurance

Year:

2017

Language:

english

File:

PDF, 196 KB

english, 2017

14

Backtesting for Risk-Based Regulatory Capital

Kerkhof, Jeroen Jeroen, Melenberg, Bertrand

Journal:

SSRN Electronic Journal

Year:

2002

Language:

english

File:

PDF, 356 KB

english, 2002

15

The problem of not observing small expenditures in a consumer expenditure survey

Rob Alessie, Raymond Gradus, Bertrand Melenberg

Journal:

Journal of Applied Econometrics

Year:

1990

Language:

english

File:

PDF, 888 KB

english, 1990

16

Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures

Postek, Krzysztof, den Hertog, Dick, Melenberg, Bertrand

Journal:

Year:

2016

Language:

english

File:

PDF, 467 KB

english, 2016

17

Testing affine term structure models in case of transaction costs

Joost Driessen, Bertrand Melenberg, Theo Nijman

Journal:

Journal of Econometrics

Year:

2005

Language:

english

File:

PDF, 399 KB

english, 2005

18

Robust Longevity Risk Management

Li, Hong, De Waegenaere, Anja, Melenberg, Bertrand

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 403 KB

english, 2014

19

Parametric and semi-parametric modelling of vacation expenditures

Bertrand Melenberg, Arthur Van Soest

Journal:

Journal of Applied Econometrics

Year:

1996

Language:

english

File:

PDF, 1.18 MB

english, 1996

20

Bounding quantiles in sample selection models

Myoung-jae Lee, Bertrand Melenberg

Journal:

Economics Letters

Year:

1998

Language:

english

File:

PDF, 128 KB

english, 1998

21

Trends in Mortality Decrease and Economic Growth

Niu, Geng, Melenberg, Bertrand

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 1.24 MB

english, 2013

22

An Analysis of the Interaction between Health Expenditure and its Determinants in the U.S.

Yang, Ying, Melenberg, Bertrand

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 572 KB

english, 2015

23

Robust Solutions of Optimization Problems Affected by Uncertain Probabilities

Ben-Tal, Aharon, den Hertog, Dick, De Waegenaere, Anja M.B., Melenberg, Bertrand, Rennen, Gijs

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 325 KB

english, 2011

24

Measuring the costs of children: parametric and semiparametric estimators

B. Melenberg, A. H. O. van Soest

Journal:

Statistica Neerlandica

Year:

1996

Language:

english

File:

PDF, 1.09 MB

english, 1996

25

Special Issue: Application of Semiparametric Methods for Micro-Data || Introduction: Application for Semiparametric Methods for Micro-Data

Joel Horowitz, Myoung-Jae Lee, Bertrand Melenberg and Arthur van Soest

Journal:

Journal of Applied Econometrics

Year:

1998

Language:

english

File:

PDF, 139 KB

english, 1998

26

Estimation of a censored regression panel data model using conditional moment restrictions efficiently

Erwin Charlier, Bertrand Melenberg, Arthur van Soest

Journal:

Journal of Econometrics

Year:

2000

Language:

english

File:

PDF, 205 KB

english, 2000

27

Contracting out refuse collection

E. Dijkgraaf, R. H. J. M. Gradus, B. Melenberg

Journal:

Empirical Economics

Year:

2003

Language:

english

File:

PDF, 266 KB

english, 2003

28

An analysis of housing expenditure using semiparametric models and panel data

Erwin Charlier, Bertrand Melenberg, Arthur van Soest

Journal:

Journal of Econometrics

Year:

2001

Language:

english

File:

PDF, 259 KB

english, 2001

29

Estimating Risk Attitudes using Lotteries: A Large Sample Approach

Bas Donkers, Bertrand Melenberg, Arthur Van Soest

Journal:

Journal of Risk and Uncertainty

Year:

2001

Language:

english

File:

PDF, 174 KB

english, 2001

30

Robust Longevity Risk Management

Li, Hong, De Waegenaere, Anja, Melenberg, Bertrand

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 562 KB

english, 2014

31

Introduction: application of semiparametric methods for micro-data

Joel Horowitz, Myoung-Jae Lee, Bertrand Melenberg, Arthur van Soest

Journal:

Journal of Applied Econometrics

Year:

1998

Language:

english

File:

PDF, 93 KB

english, 1998

32

Osteonecrosis of the maxilla related to long-standing methamphetamine abuse: a possible new aspect in the etiology of osteonecrosis of the jaw

Rustemeyer, Jan, Melenberg, Alex, Junker, Klaus, Sari-Rieger, Aynur

Journal:

Oral and Maxillofacial Surgery

Year:

2014

Language:

english

File:

PDF, 217 KB

english, 2014

33

The Econometric Analysis of Microscopic Simulation Models

Li, Youwei, Donkers, Bas, Melenberg, Bertrand

Journal:

SSRN Electronic Journal

Year:

2006

Language:

english

File:

PDF, 364 KB

english, 2006

34

Nonnegativity constraints and intratemporal uncertainty in a multi-good life-cycle model

Pim Adang, Bertrand Melenberg

Journal:

Journal of Applied Econometrics

Year:

1995

Language:

english

File:

PDF, 1.03 MB

english, 1995

35

Identifying reduced-form relations with panel data: The case of pollution and income

Herman R.J. Vollebergh, Bertrand Melenberg, Elbert Dijkgraaf

Journal:

Journal of Environmental Economics and Management

Year:

2009

Language:

english

File:

PDF, 465 KB

english, 2009

36

An Evaluation of the nFTK. Technical Appendix

Shu, Lei, Melenberg, Bertrand, Schumacher, J. M.

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 318 KB

english, 2014

37

Estimating the term structure of mortality

Norbert Hári, Anja De Waegenaere, Bertrand Melenberg, Theo E. Nijman

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 760 KB

english, 2008

38

Longevity risk in pension annuities with exchange options: The effect of product design

Ralph Stevens, Anja De Waegenaere, Bertrand Melenberg

Journal:

Insurance: Mathematics and Economics

Year:

2010

Language:

english

File:

PDF, 2.25 MB

english, 2010

39

The Performance of Multi-factor Term Structure Models for Pricing and Hedging Caps and Swaptions

Driessen, Joost, Klaassen, Pieter, Melenberg, Bertrand

Journal:

SSRN Electronic Journal

Year:

2000

Language:

english

File:

PDF, 216 KB

english, 2000

40

The effects of liquidity constraints on consumption Estimation from household panel data

Rob Alessie, Arie Kapteyn, Bertrand Melenberg

Journal:

European Economic Review

Year:

1989

Language:

english

File:

PDF, 584 KB

english, 1989

41

Nonnegativity Constraints and Intratemporal Uncertainty in a Multi-Good Life-Cycle Model

Pim Adang and Bertrand Melenberg

Journal:

Journal of Applied Econometrics

Year:

1995

Language:

english

File:

PDF, 540 KB

english, 1995

42

Exact Robust Counterparts of Ambiguous Stochastic Constraints Under Mean and Dispersion Information

Postek, Krzysztof, Ben-Tal, Aharon, den Hertog, Dick, Melenberg, Bertrand

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 608 KB

english, 2015

43

Rejoinder

Magnus, Jan R., Melenberg, Bertrand, Muris, Chris

Journal:

Journal of the American Statistical Association

Year:

2011

Language:

english

File:

PDF, 78 KB

english, 2011

44

Comparison of intraoperative time measurements between osseous reconstructions with free fibula flaps applying computer-aided designed/computer-aided manufactured and conventional techniques

Rustemeyer, Jan, Sari-Rieger, Aynur, Melenberg, Alex, Busch, Alexander

Journal:

Oral and Maxillofacial Surgery

Year:

2015

Language:

english

File:

PDF, 825 KB

english, 2015

45

Global Warming and Local Dimming: The Statistical Evidence

Magnus, Jan R., Melenberg, Bertrand, Muris, Chris

Journal:

Journal of the American Statistical Association

Year:

2011

Language:

english

File:

PDF, 718 KB

english, 2011

46

Special Issue: Application of Semiparametric Methods for Micro-Data || Testing the Predictive Value of Subjective Labour Supply Data

Rob Euwals, Bertrand Melenberg and Arthur van Soest

Journal:

Journal of Applied Econometrics

Year:

1998

Language:

english

File:

PDF, 635 KB

english, 1998

47

Testing the predictive value of subjective labour supply data

Rob Euwals, Bertrand Melenberg, Arthur van Soest

Journal:

Journal of Applied Econometrics

Year:

1998

Language:

english

File:

PDF, 221 KB

english, 1998

48

Estimating the joint survival probabilities of married individuals

Sanders, Lisanne, Melenberg, Bertrand

Journal:

Insurance: Mathematics and Economics

Year:

2016

Language:

english

File:

PDF, 835 KB

english, 2016

49

Parametric and Semi-Parametric Modelling of Vacation Expenditures

Bertrand Melenberg and Arthur Van Soest

Journal:

Journal of Applied Econometrics

Year:

1996

Language:

english

File:

PDF, 643 KB

english, 1996

50

Life cycle consumption models with uncertainty within periods

Bertrand Melenberg

Journal:

Economics Letters

Year:

1997

Language:

english

File:

PDF, 39 KB

english, 1997

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