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 | 995 | 2013 |
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 | 650 | 2001 |
Parametric and semi‐parametric modelling of vacation expenditures B Melenberg, A Van Soest Journal of applied econometrics 11 (1), 59-76, 1996 | 237 | 1996 |
Backtesting for risk-based regulatory capital J Kerkhof, B Melenberg Journal of Banking & Finance 28 (8), 1845-1865, 2004 | 229 | 2004 |
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 | 170 | 2008 |
Common factors in international bond returns J Driessen, B Melenberg, T Nijman Journal of International Money and Finance 22 (5), 629-656, 2003 | 157 | 2003 |
Contracting out refuse collection E Dijkgraaf, RHJM Gradus, B Melenberg Empirical economics 28, 553-570, 2003 | 153 | 2003 |
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 | 149 | 2009 |
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 | 138 | 2003 |
Model risk and capital reserves J Kerkhof, B Melenberg, H Schumacher Journal of Banking & Finance 34 (1), 267-279, 2010 | 126 | 2010 |
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 | 80 | 2018 |
Estimating the term structure of mortality N Hári, A De Waegenaere, B Melenberg, TE Nijman Insurance: Mathematics and Economics 42 (2), 492-504, 2008 | 73 | 2008 |
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 | 72 | 2001 |
Trends in mortality decrease and economic growth G Niu, B Melenberg Demography 51 (5), 1755-1773, 2014 | 70 | 2014 |
Computationally tractable counterparts of distributionally robust constraints on risk measures K Postek, D den Hertog, B Melenberg SIAM Review 58 (4), 603-650, 2016 | 66 | 2016 |
Environmental Kuznets curves for CO2: heterogeneity versus homogeneity HRJ Vollebergh, E Dijkgraaf, B Melenberg CentER Discussion Paper Series, 2005 | 59 | 2005 |
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 | 56 | 1995 |
Longevity risk A De Waegenaere, B Melenberg, R Stevens De Economist 158, 151-192, 2010 | 54 | 2010 |
Semi-parametric models for satisfaction with income C Bellemare, B Melenberg, A Van Soest Portuguese Economic Journal 1, 181-203, 2002 | 53 | 2002 |
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 | 50 | 1998 |