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Bertrand Melenberg
Bertrand Melenberg
Verified email at tilburguniversity.edu
Title
Cited by
Cited by
Year
Robust solutions of optimization problems affected by uncertain probabilities
A Ben-Tal, D Den Hertog, A De Waegenaere, B Melenberg, G Rennen
Management Science 59 (2), 341-357, 2013
9682013
Estimating risk attitudes using lotteries: A large sample approach
B Donkers, B Melenberg, A Van Soest
Journal of Risk and uncertainty 22, 165-195, 2001
6432001
Parametric and semi‐parametric modelling of vacation expenditures
B Melenberg, A Van Soest
Journal of applied econometrics 11 (1), 59-76, 1996
2371996
Backtesting for risk-based regulatory capital
J Kerkhof, B Melenberg
Journal of Banking & Finance 28 (8), 1845-1865, 2004
2232004
Longevity risk in portfolios of pension annuities
N Hari, A De Waegenaere, B Melenberg, TE Nijman
Insurance: mathematics and economics 42 (2), 505-519, 2008
1672008
Common factors in international bond returns
J Driessen, B Melenberg, T Nijman
Journal of International Money and Finance 22 (5), 629-656, 2003
1562003
Contracting out refuse collection
E Dijkgraaf, RHJM Gradus, B Melenberg
Empirical economics 28, 553-570, 2003
1522003
Identifying reduced-form relations with panel data: The case of pollution and income
HRJ Vollebergh, B Melenberg, E Dijkgraaf
Journal of Environmental Economics and Management 58 (1), 27-42, 2009
1482009
The performance of multi-factor term structure models for pricing and hedging caps and swaptions
J Driessen, P Klaassen, B Melenberg
Journal of Financial and Quantitative Analysis 38 (3), 635-672, 2003
1382003
Model risk and capital reserves
J Kerkhof, B Melenberg, H Schumacher
Journal of Banking & Finance 34 (1), 267-279, 2010
1262010
Robust optimization with ambiguous stochastic constraints under mean and dispersion information
K Postek, A Ben-Tal, D Den Hertog, B Melenberg
Operations Research 66 (3), 814-833, 2018
782018
Estimating the term structure of mortality
N Hári, A De Waegenaere, B Melenberg, TE Nijman
Insurance: Mathematics and Economics 42 (2), 492-504, 2008
732008
An analysis of housing expenditure using semiparametric models and panel data
E Charlier, B Melenberg, A van Soest
Journal of Econometrics 101 (1), 71-107, 2001
722001
Trends in mortality decrease and economic growth
G Niu, B Melenberg
Demography 51 (5), 1755-1773, 2014
672014
Computationally tractable counterparts of distributionally robust constraints on risk measures
K Postek, D den Hertog, B Melenberg
SIAM Review 58 (4), 603-650, 2016
662016
Environmental Kuznets curves for CO2: heterogeneity versus homogeneity
HRJ Vollebergh, E Dijkgraaf, B Melenberg
CentER Discussion Paper Series, 2005
592005
A smoothed maximum score estimator for the binary choice panel data model with an application to labour force participation
E Charlier, B Melenberg, AHO van Soest
Statistica Neerlandica 49 (3), 324-342, 1995
561995
Semi-parametric models for satisfaction with income
C Bellemare, B Melenberg, A Van Soest
Portuguese Economic Journal 1, 181-203, 2002
532002
Longevity risk
A De Waegenaere, B Melenberg, R Stevens
De Economist 158, 151-192, 2010
522010
Testing the predictive value of subjective labour supply data
R Euwals, B Melenberg, A van Soest
Journal of Applied Econometrics 13 (5), 567-585, 1998
501998
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