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Semiparametric error-correction models for cointegration with trends : Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Hallin, Marc; Akker, Ramon van den; Werker, Bas J. M. - In: Journal of econometrics 190 (2016) 1, pp. 46-61
Persistent link: https://www.econbiz.de/10011591614
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Residual-based rank specification tests for ar-garch type models
Andreou, Elena; Werker, Bas J. M. - 2013
Persistent link: https://www.econbiz.de/10010188663
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Systematic longevity risk : to bear or to insure?
Boon, Ling-Ni; Brière, Marie; Werker, Bas J. M. - In: Journal of pension economics and finance : JPEF 19 (2020) 3, pp. 409-441
Persistent link: https://www.econbiz.de/10012240694
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Cooperative investment in incomplete markets under financial fairness
Pazdera, Jaroslav; Schumacher, Johannes M.; Werker, Bas … - In: Insurance / Mathematics & economics 71 (2016), pp. 394-406
Persistent link: https://www.econbiz.de/10011630891
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Efficient estimation of integrated volatility and related processes
Renault, Eric; Sarisoy, Cisil; Werker, Bas J. M. - In: Econometric theory 33 (2017) 2, pp. 439-478
Persistent link: https://www.econbiz.de/10011665439
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The composite iteration algorithm for finding efficient and financially fair risk-sharing rules
Pazdera, Jaroslav; Schumacher, Johannes M.; Werker, Bas … - In: Journal of mathematical economics 72 (2017), pp. 122-133
Persistent link: https://www.econbiz.de/10011833220
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The effect of the assumed interest rate and smoothing on variable annuities
Balter, Anne G.; Werker, Bas J. M. - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 131-154
Persistent link: https://www.econbiz.de/10012194115
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Health cost risk : a potential solution to the annuity puzzle
Peijnenburg, Kim; Nijman, Theodore E.; Werker, Bas J. M. - In: The economic journal : the journal of the Royal … 127 (2017) 603, pp. 1598-1625
Persistent link: https://www.econbiz.de/10011757809
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The annuity puzzle remains a puzzle
Peijnenburg, Kim; Nijman, Theodore E.; Werker, Bas J. M. - In: Journal of economic dynamics & control 70 (2016), pp. 18-35
Persistent link: https://www.econbiz.de/10011708624
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Pension fund's illiquid assets allocation under liquidity and capital requirements
Broeders, Dirk; Jansen, Kristy A. E.; Werker, Bas J. M. - In: Journal of pension economics and finance : JPEF 20 (2021) 1, pp. 102-124
Persistent link: https://www.econbiz.de/10012404062