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David van Bragt

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First Name:David
Middle Name:
Last Name:van Bragt
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RePEc Short-ID:pva6
http://www.aegon.nl
Aegon Asset Management, AEGONplein 50, 2591 TV THE HAGUE, The Netherlands
+31 (0)6 53968063

Research output

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Jump to: Working papers Articles

Working papers

  1. D.D.B. van Bragt & D.J.A. Somefun & E. Kutschinski & J.A. La Poutre, 2002. "An Algorithm for On-Line Price Discrimination," Computing in Economics and Finance 2002 106, Society for Computational Economics.
  2. D.D.B. van Bragt and J.A. La Poutre, 2001. "Evolving Automata Negotiate with a Variety of Opponents," Computing in Economics and Finance 2001 118, Society for Computational Economics.
  3. David van Bragt & Han La Poutré, 2001. "Evolving Automata Play the Alternating-Offers Game," CeNDEF Workshop Papers, January 2001 2B.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  4. Han La Poutré & Enrico Gerding & David van Bragt, 2001. "The Influence of Fairness in Multi-Issue and Multi-Stage Bargaining: An Evolutionary Simulation," CeNDEF Workshop Papers, January 2001 2B.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  5. D.D.B. Bragt, van & J. A. La Poutr & E. H. Gerding, 2000. "Equilibrium Selection In Evolutionary Bargaining Models," Computing in Economics and Finance 2000 323, Society for Computational Economics.
  6. F. Alkemade & J.A. La Poutre & D.D.B. van Bragt, 2000. "Stabilization Of Tag-Mediated Interaction By Sexual Reproduction In An Evolutionary Agent System," Computing in Economics and Finance 2000 172, Society for Computational Economics.
  7. David van Bragt & Cees van Kemenade & Han La Poutre, 1999. "The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma," Computing in Economics and Finance 1999 344, Society for Computational Economics.

Articles

  1. Singor, Stefan N. & Grzelak, Lech A. & van Bragt, David D.B. & Oosterlee, Cornelis W., 2013. "Pricing inflation products with stochastic volatility and stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 286-299.
  2. David van Bragt & Dirk-Jan Kort, 2011. "Liability-Driven Investing for Life Insurers," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(1), pages 30-49, January.
  3. David van Bragt & Hens Steehouwer & Bart Waalwijk, 2010. "Market Consistent ALM for Life Insurers—Steps toward Solvency II," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 35(1), pages 92-109, January.
  4. D.D.B. van Bragt & J.A. La Poutré, 2003. "Why Agents for Automated Negotiations Should Be Adaptive," Netnomics, Springer, vol. 5(2), pages 101-118, November.
  5. Enrico Gerding & David van Bragt & Han La Poutré, 2003. "Multi-Issue Negotiation Processes by Evolutionary Simulation, Validation and Social Extensions," Computational Economics, Springer;Society for Computational Economics, vol. 22(1), pages 39-63, August.
  6. van Bragt, David & van Kemenade, Cees & la Poutre, Han, 2001. "The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma," Computational Economics, Springer;Society for Computational Economics, vol. 17(2-3), pages 253-263, June.
  7. D.D.B. van Bragt, E.H. Gerding, J.A. La Poutre, . "Equilibrium Selection in Alternating-Offers Bargaining Models - The Evolutionary Computing Approach," The Electronic Journal of Evolutionary Modeling and Economic Dynamics, IFReDE - Université Montesquieu Bordeaux IV.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. D.D.B. van Bragt and J.A. La Poutre, 2001. "Evolving Automata Negotiate with a Variety of Opponents," Computing in Economics and Finance 2001 118, Society for Computational Economics.

    Cited by:

    1. D.D.B. van Bragt & J.A. La Poutré, 2003. "Why Agents for Automated Negotiations Should Be Adaptive," Netnomics, Springer, vol. 5(2), pages 101-118, November.

  2. D.D.B. Bragt, van & J. A. La Poutr & E. H. Gerding, 2000. "Equilibrium Selection In Evolutionary Bargaining Models," Computing in Economics and Finance 2000 323, Society for Computational Economics.

    Cited by:

    1. D.D.B. van Bragt and J.A. La Poutre, 2001. "Evolving Automata Negotiate with a Variety of Opponents," Computing in Economics and Finance 2001 118, Society for Computational Economics.
    2. Stefan Napel & Mika Widgrén, 2003. "Bargaining and Distribution of Power in the EU's Conciliation Committee," CESifo Working Paper Series 1029, CESifo.

  3. F. Alkemade & J.A. La Poutre & D.D.B. van Bragt, 2000. "Stabilization Of Tag-Mediated Interaction By Sexual Reproduction In An Evolutionary Agent System," Computing in Economics and Finance 2000 172, Society for Computational Economics.

    Cited by:

    1. Floortje Alkemade & Han Poutré & Hans Amman, 2006. "Robust Evolutionary Algorithm Design for Socio-economic Simulation," Computational Economics, Springer;Society for Computational Economics, vol. 28(4), pages 355-370, November.
    2. Waltman, L. & van Eck, N.J.P., 2009. "A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling," ERIM Report Series Research in Management ERS-2009-011-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.

  4. David van Bragt & Cees van Kemenade & Han La Poutre, 1999. "The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma," Computing in Economics and Finance 1999 344, Society for Computational Economics.

    Cited by:

    1. Alan G. Isaac, 2008. "Simulating Evolutionary Games: A Python-Based Introduction," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 11(3), pages 1-8.
    2. Waltman, L. & van Eck, N.J.P. & Dekker, R. & Kaymak, U., 2009. "Economic Modeling Using Evolutionary Algorithms: The Effect of a Binary Encoding of Strategies," ERIM Report Series Research in Management ERS-2009-028-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    3. D.D.B. Bragt, van & J. A. La Poutr & E. H. Gerding, 2000. "Equilibrium Selection In Evolutionary Bargaining Models," Computing in Economics and Finance 2000 323, Society for Computational Economics.
    4. D.D.B. van Bragt & J.A. La Poutré, 2003. "Why Agents for Automated Negotiations Should Be Adaptive," Netnomics, Springer, vol. 5(2), pages 101-118, November.
    5. Waltman, L. & van Eck, N.J.P., 2009. "A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling," ERIM Report Series Research in Management ERS-2009-011-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    6. E. J. Anderson & T. D. H. Cau, 2009. "Modeling Implicit Collusion Using Coevolution," Operations Research, INFORMS, vol. 57(2), pages 439-455, April.

Articles

  1. Singor, Stefan N. & Grzelak, Lech A. & van Bragt, David D.B. & Oosterlee, Cornelis W., 2013. "Pricing inflation products with stochastic volatility and stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 286-299.

    Cited by:

    1. Flavia Antonacci & Cristina Costantini & Marco Papi, 2021. "Short-Term Interest Rate Estimation by Filtering in a Model Linking Inflation, the Central Bank and Short-Term Interest Rates," Mathematics, MDPI, vol. 9(10), pages 1-20, May.
    2. Jean-François Bégin, 2016. "Deflation Risk and Implications for Life Insurers," Risks, MDPI, vol. 4(4), pages 1-36, December.
    3. Chiarella, Carl & Da Fonseca, José & Grasselli, Martino, 2014. "Pricing range notes within Wishart affine models," Insurance: Mathematics and Economics, Elsevier, vol. 58(C), pages 193-203.
    4. Park, Kyunghyun & Wong, Hoi Ying & Yan, Tingjin, 2023. "Robust retirement and life insurance with inflation risk and model ambiguity," Insurance: Mathematics and Economics, Elsevier, vol. 110(C), pages 1-30.
    5. Henrik Dam & Andrea Macrina & David Skovmand & David Sloth, 2018. "Rational Models for Inflation-Linked Derivatives," Papers 1801.08804, arXiv.org, revised Jul 2020.
    6. Teh Raihana Nazirah Roslan & Wenjun Zhang & Jiling Cao, 2016. "Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure," Papers 1610.09714, arXiv.org, revised Apr 2020.
    7. Liang, Zongxia & Sheng, Wenlong, 2016. "Valuing inflation-linked death benefits under a stochastic volatility framework," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 45-58.
    8. F. Antonacci & C. Costantini & F. D'Ippoliti & M. Papi, 2020. "Inflation, ECB and short-term interest rates: A new model, with calibration to market data," Papers 2010.05462, arXiv.org.

  2. David van Bragt & Dirk-Jan Kort, 2011. "Liability-Driven Investing for Life Insurers," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 36(1), pages 30-49, January.

    Cited by:

    1. Mezőfi, Balázs & Niedermayer, Andras & Niedermayer, Daniel & Süli, Balázs Márton, 2017. "Solvency II reporting: How to interpret funds’ aggregate solvency capital requirement figures," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 164-171.
    2. Roy Kouwenberg, 2018. "Strategic asset allocation for insurers under Solvency II," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 447-459, December.

  3. David van Bragt & Hens Steehouwer & Bart Waalwijk, 2010. "Market Consistent ALM for Life Insurers—Steps toward Solvency II," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 35(1), pages 92-109, January.

    Cited by:

    1. Mezőfi, Balázs & Niedermayer, Andras & Niedermayer, Daniel & Süli, Balázs Márton, 2017. "Solvency II reporting: How to interpret funds’ aggregate solvency capital requirement figures," Insurance: Mathematics and Economics, Elsevier, vol. 76(C), pages 164-171.
    2. Fabrice Borel-Mathurin & Nicole El Karoui & Stéphane Loisel & Julien Vedani, 2020. "Locality in time of the European insurance regulation "risk-neutral" valuation framework, a pre-and post-Covid analysis and further developments," Working Papers hal-02905181, HAL.
    3. Roy Kouwenberg, 2018. "Strategic asset allocation for insurers under Solvency II," Journal of Asset Management, Palgrave Macmillan, vol. 19(7), pages 447-459, December.
    4. Michael Heinrich & Thomas Schreck, 2017. "Effects of Solvency II on Portfolio Efficiency, The Case of Real Estate and Infrastructure Investments," LARES lares_2017_paper_8, Latin American Real Estate Society (LARES).
    5. Singor, Stefan N. & Grzelak, Lech A. & van Bragt, David D.B. & Oosterlee, Cornelis W., 2013. "Pricing inflation products with stochastic volatility and stochastic interest rates," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 286-299.

  4. Enrico Gerding & David van Bragt & Han La Poutré, 2003. "Multi-Issue Negotiation Processes by Evolutionary Simulation, Validation and Social Extensions," Computational Economics, Springer;Society for Computational Economics, vol. 22(1), pages 39-63, August.

    Cited by:

    1. D.D.B. van Bragt and J.A. La Poutre, 2001. "Evolving Automata Negotiate with a Variety of Opponents," Computing in Economics and Finance 2001 118, Society for Computational Economics.
    2. Waltman, L. & van Eck, N.J.P. & Dekker, R. & Kaymak, U., 2009. "Economic Modeling Using Evolutionary Algorithms: The Effect of a Binary Encoding of Strategies," ERIM Report Series Research in Management ERS-2009-028-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    3. D.D.B. Bragt, van & J. A. La Poutr & E. H. Gerding, 2000. "Equilibrium Selection In Evolutionary Bargaining Models," Computing in Economics and Finance 2000 323, Society for Computational Economics.
    4. Herbert Dawid & Joern Dermietzel, 2006. "How Robust is the Equal Split Norm? Responsive Strategies, Selection Mechanisms and the Need for Economic Interpretation of Simulation Parameters," Computational Economics, Springer;Society for Computational Economics, vol. 28(4), pages 371-397, November.
    5. D.D.B. van Bragt & J.A. La Poutré, 2003. "Why Agents for Automated Negotiations Should Be Adaptive," Netnomics, Springer, vol. 5(2), pages 101-118, November.

  5. van Bragt, David & van Kemenade, Cees & la Poutre, Han, 2001. "The Influence of Evolutionary Selection Schemes on the Iterated Prisoner's Dilemma," Computational Economics, Springer;Society for Computational Economics, vol. 17(2-3), pages 253-263, June.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-EVO: Evolutionary Economics (2) 1999-07-12 2001-05-02
  2. NEP-CMP: Computational Economics (1) 2003-10-20
  3. NEP-GTH: Game Theory (1) 1999-07-12
  4. NEP-IND: Industrial Organization (1) 1999-07-12

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