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Martine Van Wouwe

(deceased)

Personal Details

This person is deceased (Date: 10 Mar 2025)
First Name:Martine
Middle Name:
Last Name:Van Wouwe
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RePEc Short-ID:pva653

Research output

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Jump to: Working papers Articles Chapters

Working papers

  1. Pol R. Tansens & M. Van Wouwe & Tom Berkhout, 2005. "Risk Premiums in Cap Rates of Investment Property," ERES eres2005_334, European Real Estate Society (ERES).
  2. THOMASSEN, Liesbeth & VAN CASTEREN, Jan & VAN WOUWE, Martine, 2002. "Decomposition of the n-fold compound option," Working Papers 2002040, University of Antwerp, Faculty of Business and Economics.
  3. Danny Cassimon & Peter-Jan Engelen & Hilde Meersman & Martine Van Wouwe, 2002. "Investment, uncertainty and irreversibility: evidence from belgian accounting data," Working Paper Research 23, National Bank of Belgium.
  4. THOMASSEN, Liesbeth & VAN WOUWE, Martine, 2002. "A sensivity analysis for the n-fold compound option," Working Papers 2002014, University of Antwerp, Faculty of Business and Economics.
  5. THOMASSEN, Liesbeth & VAN WOUWE, Martine, "undated". "A closed-form formula for unprotected American call options on assets paying discrete known dividends," Working Papers 2004015, University of Antwerp, Faculty of Business and Economics.
  6. THOMASSEN, Liesbeth & VAN WOUWE, Martine, "undated". "The influence of a stochastic interest rate on the n-fold compound option," Working Papers 2003010, University of Antwerp, Faculty of Business and Economics.
  7. THOMASSEN, Liesbeth & VAN WOUWE, Martine, "undated". "The n-fold compound option," Working Papers 2001041, University of Antwerp, Faculty of Business and Economics.

Articles

  1. Chavis Ketkaew & Martine Van Wouwe & Ann Jorissen & Danny Cassimon & Preecha Vichitthamaros & Sasichakorn Wongsaichia, 2022. "Towards Sustainable Retirement Planning of Wageworkers in Thailand: A Qualitative Approach in Behavioral Segmentation and Financial Pain Point Identification," Risks, MDPI, vol. 10(1), pages 1-30, January.
  2. Phaninee Naruetharadhol & Sasichakorn Wongsaichia & Martine Van Wouwe & Chavis Ketkaew, 2021. "Career status, retirement readiness, and age differences: Empirical evidence from skilled immigrants in Thailand," Cogent Business & Management, Taylor & Francis Journals, vol. 8(1), pages 1885572-188, January.
  3. Chavis Ketkaew & Martine Van Wouwe & Preecha Vichitthammaros, 2019. "Exploring how an entrepreneur financially plans for retirement income: Evidence from Thailand," Cogent Business & Management, Taylor & Francis Journals, vol. 6(1), pages 1668676-166, January.
  4. Chavis Ketkaew & Martine Van Wouwe & Preecha Vichitthamaros & Duanpen Teerawanviwat, 2019. "The Effect of Expected Income on Wealth Accumulation and Retirement Contribution of Thai Wageworkers," SAGE Open, , vol. 9(4), pages 21582440198, December.
  5. Verdonck, T. & Van Wouwe, M., 2011. "Detection and correction of outliers in the bivariate chain-ladder method," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 188-193, September.
  6. Cassimon, D. & De Backer, M. & Engelen, P.J. & Van Wouwe, M. & Yordanov, V., 2011. "Incorporating technical risk in compound real option models to value a pharmaceutical R&D licensing opportunity," Research Policy, Elsevier, vol. 40(9), pages 1200-1216.
  7. Tim Verdonck & Martine Van Wouwe & Jan Dhaene, 2009. "A Robustification of the Chain-Ladder Method," North American Actuarial Journal, Taylor & Francis Journals, vol. 13(2), pages 280-298.
  8. Martine Van Wouwe & Tim Verdonck & Kristel Van Rompay, 2009. "Application of classical and robust chain-ladder methods: results for the Belgian non-life business," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 11(2), pages 99-115.
  9. Cassimon, D. & Engelen, P.J. & Thomassen, L. & Van Wouwe, M., 2007. "Closed-form valuation of American call options on stocks paying multiple dividends," Finance Research Letters, Elsevier, vol. 4(1), pages 33-48, March.
  10. Cassimon, D. & Engelen, P. J. & Thomassen, L. & Van Wouwe, M., 2004. "The valuation of a NDA using a 6-fold compound option," Research Policy, Elsevier, vol. 33(1), pages 41-51, January.
  11. CASSIMON, Danny & ENGELEN, Peter-Jan & VAN WOUWE, Martine, 2002. "Gebruik van compound opties," Economic and Social Journal (Economisch en Sociaal Tijdschrift), University of Antwerp, Faculty of Business and Economics, vol. 56(4), pages 503-522, December.
  12. VAN WOUWE, Martine, 1997. "Exportkredietverzekering: Problematiek van de premieberekening," Economic and Social Journal (Economisch en Sociaal Tijdschrift), University of Antwerp, Faculty of Business and Economics, vol. 51(4), pages 681-698, December.
  13. PARYS, Wilfried & MEGANCK, Jacques & HEYLEN, Freddy & PAUWELS, Wilfried & MEERSMAN, Hilde & VAN DE VOORDE, Eddy & NONNEMAN, Walter & VAN HOOF, Liliane & KÉSENNE, Stefaan & MEEUSEN, Wim & VANCOPPENOLLE, 1991. "PARYS, Wilfried: “The spread of economic ideas (David C. Colander & A.W. Coats, Cambridge University Press, 1989)” (p. 151-152); PARYS, Wilfried: “History of economic theory (Takashi Negishi, North-Ho," Economic and Social Journal (Economisch en Sociaal Tijdschrift), University of Antwerp, Faculty of Business and Economics, vol. 45(1), pages 151-184, March.
  14. MEGANCK, Jacques & ROOSENS, Paul & MARIJSE, Stefaan & PAUWELS, Johan & DE BRUYNE, G. & MEERSMAN, Hilde & HEYLEN, Freddy & JEGERS, Marc & ROOSENS, Paul & PLASSCHAERT, Sylvain & VERBRUGGEN, Aviel & MARI, 1989. "MEGANCK, Jacques: “Economics in perspective. (John Kenneth Galbraith, Houghton Mifflin Company, 1987)” (p.123); ROOSENS, Paul: “International economics. (Walter Enders, Prentice-Hall, 1987)” (p. 124);," Economic and Social Journal (Economisch en Sociaal Tijdschrift), University of Antwerp, Faculty of Business and Economics, vol. 43(1), pages 123-140, February.
  15. Danièle Meulders & Jean-Louis Six & Martine Van Wouwe, 1982. "Effets des systèmes d'imposition des revenus sur I 'offre de travai I des femmes," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 95, pages 355-385.
  16. Covens, F. & Van Wouwe, M. & Goovaerts, M., 1979. "On the Numerical Evaluation of Stop-Loss Premiums," ASTIN Bulletin, Cambridge University Press, vol. 10(3), pages 318-324, December.

Chapters

  1. Danny Cassimon & Peter-Jan Engelen & Hilde Meersman & Martine Van Wouwe, 2003. "Investment, uncertainty and irreversibility: evidence from Belgian accounting data," Chapters, in: Paul Butzen & Catherine Fuss (ed.), Firms’ Investment and Finance Decisions, chapter 9, pages 194-226, Edward Elgar Publishing.

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. THOMASSEN, Liesbeth & VAN CASTEREN, Jan & VAN WOUWE, Martine, 2002. "Decomposition of the n-fold compound option," Working Papers 2002040, University of Antwerp, Faculty of Business and Economics.

    Cited by:

    1. Cassimon, D. & Engelen, P.J. & Thomassen, L. & Van Wouwe, M., 2007. "Closed-form valuation of American call options on stocks paying multiple dividends," Finance Research Letters, Elsevier, vol. 4(1), pages 33-48, March.
    2. Guglielmo D’Amico & Giovanni Villani, 2021. "Valuation of R&D compound option using Markov chain approach," Annals of Finance, Springer, vol. 17(3), pages 379-404, September.

  2. Danny Cassimon & Peter-Jan Engelen & Hilde Meersman & Martine Van Wouwe, 2002. "Investment, uncertainty and irreversibility: evidence from belgian accounting data," Working Paper Research 23, National Bank of Belgium.

    Cited by:

    1. Patrick BISCIARI & Alain DURRE & Alain NYSSENS, 2003. "Stock Market Valuation In The United States," Finance 0312011, University Library of Munich, Germany.
    2. Meersman, Hilde M.A., 2005. "Port Investments in an Uncertain Environment," Research in Transportation Economics, Elsevier, vol. 13(1), pages 279-298, January.
    3. D. Cassimon & P.J. Engelen & L. Liedekerke, 2014. "When Do Firms Invest in Corporate Social Responsibility?: A Real Option Framework," Working Papers 14-06, Utrecht School of Economics.
    4. Geert Langenus, 2006. "Fiscal sustainability indicators and policy design in the face of ageing," Working Paper Research 102, National Bank of Belgium.
    5. Ronald W. Anderson, 2002. "Capital structure, firm liquidity and growth," Working Paper Research 27, National Bank of Belgium.
    6. Ye Li & Clemens Kool & Peter-Jan Engelen, 2020. "Analyzing the Business Case for Hydrogen-Fuel Infrastructure Investments with Endogenous Demand in The Netherlands: A Real Options Approach," Sustainability, MDPI, vol. 12(13), pages 1-22, July.

  3. THOMASSEN, Liesbeth & VAN WOUWE, Martine, "undated". "The influence of a stochastic interest rate on the n-fold compound option," Working Papers 2003010, University of Antwerp, Faculty of Business and Economics.

    Cited by:

    1. Cassimon, D. & Engelen, P.J. & Thomassen, L. & Van Wouwe, M., 2007. "Closed-form valuation of American call options on stocks paying multiple dividends," Finance Research Letters, Elsevier, vol. 4(1), pages 33-48, March.

  4. THOMASSEN, Liesbeth & VAN WOUWE, Martine, "undated". "The n-fold compound option," Working Papers 2001041, University of Antwerp, Faculty of Business and Economics.

    Cited by:

    1. THOMASSEN, Liesbeth & VAN CASTEREN, Jan & VAN WOUWE, Martine, 2002. "Decomposition of the n-fold compound option," Working Papers 2002040, University of Antwerp, Faculty of Business and Economics.
    2. Cassimon, D. & Engelen, P. J. & Thomassen, L. & Van Wouwe, M., 2004. "The valuation of a NDA using a 6-fold compound option," Research Policy, Elsevier, vol. 33(1), pages 41-51, January.
    3. Wang, Xiandong & He, Jianmin, 2017. "A simple method for generalized sequential compound options pricing," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 85-91.
    4. D. Cassimon & P.J. Engelen & L. Liedekerke, 2014. "When Do Firms Invest in Corporate Social Responsibility?: A Real Option Framework," Working Papers 14-06, Utrecht School of Economics.
    5. Yu-Lin Huang & Chai-Chi Pi, 2009. "Valuation of multi-stage BOT projects involving dedicated asset investments: a sequential compound option approach," Construction Management and Economics, Taylor & Francis Journals, vol. 27(7), pages 653-666.
    6. THOMASSEN, Liesbeth & VAN WOUWE, Martine, "undated". "The influence of a stochastic interest rate on the n-fold compound option," Working Papers 2003010, University of Antwerp, Faculty of Business and Economics.
    7. Suvankar Ghosh & Xiaolin Li, 2013. "A Real Options Model for Generalized Meta-Staged Projects---Valuing the Migration to SOA," Information Systems Research, INFORMS, vol. 24(4), pages 1011-1027, December.
    8. Cassimon, D. & Engelen, P.J. & Thomassen, L. & Van Wouwe, M., 2007. "Closed-form valuation of American call options on stocks paying multiple dividends," Finance Research Letters, Elsevier, vol. 4(1), pages 33-48, March.
    9. Lee, Meng-Yu & Yeh, Fang-Bo & Chen, An-Pin, 2008. "The generalized sequential compound options pricing and sensitivity analysis," Mathematical Social Sciences, Elsevier, vol. 55(1), pages 38-54, January.
    10. Guglielmo D’Amico & Giovanni Villani, 2021. "Valuation of R&D compound option using Markov chain approach," Annals of Finance, Springer, vol. 17(3), pages 379-404, September.

Articles

  1. Chavis Ketkaew & Martine Van Wouwe & Ann Jorissen & Danny Cassimon & Preecha Vichitthamaros & Sasichakorn Wongsaichia, 2022. "Towards Sustainable Retirement Planning of Wageworkers in Thailand: A Qualitative Approach in Behavioral Segmentation and Financial Pain Point Identification," Risks, MDPI, vol. 10(1), pages 1-30, January.

    Cited by:

    1. Wong Ming Wong & Hexuan Li & Yifan Wang, 2024. "Who Is More Eager to Relocate to a Sustainable Retirement Village? Male or Female, Young or Elderly," SAGE Open, , vol. 14(1), pages 21582440241, February.

  2. Chavis Ketkaew & Martine Van Wouwe & Preecha Vichitthammaros, 2019. "Exploring how an entrepreneur financially plans for retirement income: Evidence from Thailand," Cogent Business & Management, Taylor & Francis Journals, vol. 6(1), pages 1668676-166, January.

    Cited by:

    1. Teresa H. Bednarczyk & Ilona Skibińska-Fabrowska & Anna Szymańska, 2021. "An Empirical Study on the Financial Preparation for Retirement of the Independent Workers for Profit in Poland," Risks, MDPI, vol. 9(9), pages 1-21, September.
    2. Chavis Ketkaew & Martine Van Wouwe & Preecha Vichitthamaros & Duanpen Teerawanviwat, 2019. "The Effect of Expected Income on Wealth Accumulation and Retirement Contribution of Thai Wageworkers," SAGE Open, , vol. 9(4), pages 21582440198, December.

  3. Chavis Ketkaew & Martine Van Wouwe & Preecha Vichitthamaros & Duanpen Teerawanviwat, 2019. "The Effect of Expected Income on Wealth Accumulation and Retirement Contribution of Thai Wageworkers," SAGE Open, , vol. 9(4), pages 21582440198, December.

    Cited by:

    1. Qian, Yuting & Tan, Weiqiang & Wu, Jingbo, 2024. "Household financial literacy and retirement planning in rural China," International Review of Financial Analysis, Elsevier, vol. 93(C).
    2. Gallego-Losada, Rocío & Montero-Navarro, Antonio & Rodríguez-Sánchez, José-Luis & González-Torres, Thais, 2022. "Retirement planning and financial literacy, at the crossroads. A bibliometric analysis," Finance Research Letters, Elsevier, vol. 44(C).
    3. Chanchai Phonthanukitithaworn & Phaninee Naruetharadhol & Nathatenee Gebsombut & Raoyrin Chanavirut & Wanwipada Onsa-ard & Pawanrut Joomwanta & Zou Chanyuan & Chavis Ketkaew, 2020. "An Investigation of the Relationship Among Medical Center’s Image, Service Quality, and Patient Loyalty," SAGE Open, , vol. 10(4), pages 21582440209, December.
    4. Jiyun Chen, 2024. "Factors Affecting Cultural Transmission in Museum Tourism: An Empirical Study with Mediation Analysis," SAGE Open, , vol. 14(3), pages 21582440241, August.

  4. Verdonck, T. & Van Wouwe, M., 2011. "Detection and correction of outliers in the bivariate chain-ladder method," Insurance: Mathematics and Economics, Elsevier, vol. 49(2), pages 188-193, September.

    Cited by:

    1. Nataliya Chukhrova & Arne Johannssen, 2017. "State Space Models and the K alman -Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing," Risks, MDPI, vol. 5(2), pages 1-23, May.
    2. Benjamin Avanzi & Mark Lavender & Greg Taylor & Bernard Wong, 2022. "Detection and treatment of outliers for multivariate robust loss reserving," Papers 2203.03874, arXiv.org, revised Jun 2023.
    3. Kris Peremans & Stefan Van Aelst & Tim Verdonck, 2018. "A Robust General Multivariate Chain Ladder Method," Risks, MDPI, vol. 6(4), pages 1-18, September.

  5. Cassimon, D. & De Backer, M. & Engelen, P.J. & Van Wouwe, M. & Yordanov, V., 2011. "Incorporating technical risk in compound real option models to value a pharmaceutical R&D licensing opportunity," Research Policy, Elsevier, vol. 40(9), pages 1200-1216.

    Cited by:

    1. Lo Nigro, Giovanna, 2016. "The effect of early or late R&D inbound alliance on innovation," Journal of Business Research, Elsevier, vol. 69(5), pages 1791-1795.
    2. Hernandez-Perdomo, Elvis A. & Mun, Johnathan & Rocco S., Claudio M., 2017. "Active management in state-owned energy companies: Integrating a real options approach into multicriteria analysis to make companies sustainable," Applied Energy, Elsevier, vol. 195(C), pages 487-502.
    3. Morreale, Azzurra & Robba, Serena & Lo Nigro, Giovanna & Roma, Paolo, 2017. "A real options game of alliance timing decisions in biopharmaceutical research and development," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1189-1202.
    4. Cassimon, Danny & Engelen, Peter-Jan & Reyntjens, Filip, 2013. "Rwanda’s involvement in Eastern DRC: A criminal real options approach," MPRA Paper 46993, University Library of Munich, Germany.
    5. Michi Nishihara, 2018. "Valuation of an R&D project with three types of uncertainty," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 6(1), pages 93-113, June.
    6. Mendes-da-Silva, Wesley & Saito, Richard, 2014. "Listagem em bolsa induz sofisticação do orçamento de capital," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 54(5), September.
    7. Giovanni Villani & Marta Biancardi, 2022. "Competition and strategic alliance in R&D investments: a real option game approach with multiple experiments," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(1), pages 63-86, January.
    8. Anne Van de Vijver & Danny Cassimon & Peter-Jan Engelen, 2020. "A Real Option Approach to Sustainable Corporate Tax Behavior," Sustainability, MDPI, vol. 12(13), pages 1-17, July.
    9. Michi Nishihara, 2014. "Valuation of sequential R&D investment under technological, market, and rival preemption uncertainty," Discussion Papers in Economics and Business 14-13, Osaka University, Graduate School of Economics.
    10. Wang, Xiandong & He, Jianmin, 2017. "A simple method for generalized sequential compound options pricing," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 85-91.
    11. Amalia Rodrigo-González & Alfredo Grau-Grau & Inmaculada Bel-Oms, 2021. "Circular Economy and Value Creation: Sustainable Finance with a Real Options Approach," Sustainability, MDPI, vol. 13(14), pages 1-30, July.
    12. D. Cassimon & P.J. Engelen & L. Liedekerke, 2014. "When Do Firms Invest in Corporate Social Responsibility?: A Real Option Framework," Working Papers 14-06, Utrecht School of Economics.
    13. Y. Li & P.J. Engelen & C.J.M. Kool, 2013. "A Barrier Options Approach to Modeling Project Failure: The Case of Hydrogen Fuel Infrastructure," Working Papers 13-01, Utrecht School of Economics.
    14. Azzurra Morreale & Luigi Mittone & Thi-Thanh-Tam Vu & Mikael Collan, 2020. "To Wait or Not to Wait? Use of the Flexibility to Postpone Investment Decisions in Theory and in Practice," Sustainability, MDPI, vol. 12(8), pages 1-19, April.
    15. Lo Nigro, Giovanna & Morreale, Azzurra & Enea, Gianluca, 2014. "Open innovation: A real option to restore value to the biopharmaceutical R&D," International Journal of Production Economics, Elsevier, vol. 149(C), pages 183-193.
    16. Jorge Tarifa-Fernández & Ana María Sánchez-Pérez & Salvador Cruz-Rambaud, 2019. "Internet of Things and Their Coming Perspectives: A Real Options Approach," Sustainability, MDPI, vol. 11(11), pages 1-15, June.
    17. Dushnitsky, Gary & Klueter, Thomas, 2017. "Which industries are served by online marketplaces for technology?," Research Policy, Elsevier, vol. 46(3), pages 651-666.
    18. Gorupec Natalia & Brehmer Nataliia & Tiberius Victor & Kraus Sascha, 2022. "Tackling uncertain future scenarios with real options: A review and research framework," The Irish Journal of Management, Sciendo, vol. 41(1), pages 69-88, July.
    19. Brandão, Luiz E. & Fernandes, Gláucia & Dyer, James S., 2018. "Valuing multistage investment projects in the pharmaceutical industry," European Journal of Operational Research, Elsevier, vol. 271(2), pages 720-732.
    20. Gambardella, Alfonso & Giarratana, Marco S., 2013. "General technological capabilities, product market fragmentation, and markets for technology," Research Policy, Elsevier, vol. 42(2), pages 315-325.
    21. Deeney, Peter & Cummins, Mark & Heintz, Katharina & Pryce, Mary T., 2021. "A real options based decision support tool for R&D investment: Application to CO2 recycling technology," European Journal of Operational Research, Elsevier, vol. 289(2), pages 696-711.
    22. Michi Nishihara, 2017. "Valuation of an R&D project with three types of uncertainty," Discussion Papers in Economics and Business 17-15, Osaka University, Graduate School of Economics.
    23. Ye Li & Clemens Kool & Peter-Jan Engelen, 2020. "Analyzing the Business Case for Hydrogen-Fuel Infrastructure Investments with Endogenous Demand in The Netherlands: A Real Options Approach," Sustainability, MDPI, vol. 12(13), pages 1-22, July.
    24. Zhao, Pingping & Wang, Tong & Song, Aimin & Chen, Peimin, 2023. "Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
    25. Guglielmo D’Amico & Giovanni Villani, 2021. "Valuation of R&D compound option using Markov chain approach," Annals of Finance, Springer, vol. 17(3), pages 379-404, September.
    26. Peter-Jan Engelen & Marc van Essen, 2013. "Effects of firm-level corporate governance and country-level economic governance institutions on R&D curtailment during crisis times," Chapters, in: Mehmet Ugur (ed.), Governance, Regulation and Innovation, chapter 3, pages 58-85, Edward Elgar Publishing.

  6. Tim Verdonck & Martine Van Wouwe & Jan Dhaene, 2009. "A Robustification of the Chain-Ladder Method," North American Actuarial Journal, Taylor & Francis Journals, vol. 13(2), pages 280-298.

    Cited by:

    1. Jonas Crevecoeur & Katrien Antonio & Roel Verbelen, 2018. "Modeling the number of hidden events subject to observation delay," Papers 1801.02935, arXiv.org, revised Mar 2019.
    2. Verdonck, T. & Debruyne, M., 2011. "The influence of individual claims on the chain-ladder estimates: Analysis and diagnostic tool," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 85-98, January.
    3. Benjamin Avanzi & Mark Lavender & Greg Taylor & Bernard Wong, 2022. "Detection and treatment of outliers for multivariate robust loss reserving," Papers 2203.03874, arXiv.org, revised Jun 2023.
    4. Badescu, Andrei L. & Lin, X. Sheldon & Tang, Dameng, 2016. "A marked Cox model for the number of IBNR claims: Theory," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 29-37.
    5. Kris Peremans & Stefan Van Aelst & Tim Verdonck, 2018. "A Robust General Multivariate Chain Ladder Method," Risks, MDPI, vol. 6(4), pages 1-18, September.
    6. Pitselis, Georgios & Grigoriadou, Vasiliki & Badounas, Ioannis, 2015. "Robust loss reserving in a log-linear model," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 14-27.
    7. Benjamin Avanzi & Mark Lavender & Greg Taylor & Bernard Wong, 2022. "On the impact of outliers in loss reserving," Papers 2203.00184, arXiv.org, revised Jun 2023.

  7. Martine Van Wouwe & Tim Verdonck & Kristel Van Rompay, 2009. "Application of classical and robust chain-ladder methods: results for the Belgian non-life business," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 11(2), pages 99-115.

    Cited by:

    1. Nataliya Chukhrova & Arne Johannssen, 2017. "State Space Models and the K alman -Filter in Stochastic Claims Reserving: Forecasting, Filtering and Smoothing," Risks, MDPI, vol. 5(2), pages 1-23, May.

  8. Cassimon, D. & Engelen, P.J. & Thomassen, L. & Van Wouwe, M., 2007. "Closed-form valuation of American call options on stocks paying multiple dividends," Finance Research Letters, Elsevier, vol. 4(1), pages 33-48, March.

    Cited by:

    1. D. Cassimon & P.J. Engelen & L. Liedekerke, 2014. "When Do Firms Invest in Corporate Social Responsibility?: A Real Option Framework," Working Papers 14-06, Utrecht School of Economics.

  9. Cassimon, D. & Engelen, P. J. & Thomassen, L. & Van Wouwe, M., 2004. "The valuation of a NDA using a 6-fold compound option," Research Policy, Elsevier, vol. 33(1), pages 41-51, January.

    Cited by:

    1. Hartmann, Marcus & Hassan, Ali, 2006. "Application of real options analysis for pharmaceutical R&D project valuation--Empirical results from a survey," Research Policy, Elsevier, vol. 35(3), pages 343-354, April.
    2. THOMASSEN, Liesbeth & VAN CASTEREN, Jan & VAN WOUWE, Martine, 2002. "Decomposition of the n-fold compound option," Working Papers 2002040, University of Antwerp, Faculty of Business and Economics.
    3. van Bekkum, Sjoerd & Pennings, Enrico & Smit, Han, 2009. "A real options perspective on R&D portfolio diversification," Research Policy, Elsevier, vol. 38(7), pages 1150-1158, September.
    4. Morreale, Azzurra & Robba, Serena & Lo Nigro, Giovanna & Roma, Paolo, 2017. "A real options game of alliance timing decisions in biopharmaceutical research and development," European Journal of Operational Research, Elsevier, vol. 261(3), pages 1189-1202.
    5. Suvankar Ghosh & O. Felix Offodile, 2016. "A real options model of phased migration to cellular manufacturing," International Journal of Production Research, Taylor & Francis Journals, vol. 54(3), pages 894-906, February.
    6. Yu-Lin Huang & Tsen-Chin Lin, 2023. "Compound deferrable options for the valuation of multi-stage infrastructure investment projects," Construction Management and Economics, Taylor & Francis Journals, vol. 41(8), pages 670-686, August.
    7. Jung Ho Park & Kwangsoo Shin, 2018. "R&D Project Valuation Considering Changes of Economic Environment: A Case of a Pharmaceutical R&D Project," Sustainability, MDPI, vol. 10(4), pages 1-15, March.
    8. Rosella Levaggi & Michele Moretto & Paolo Pertile, 2013. "The dynamics of pharmaceutical regulation and R&D investments," Working Papers 13/2013, University of Verona, Department of Economics.
    9. Rainer Andergassen & Luigi Sereno, 2012. "Valuation of N-stage Investments Under Jump-Diffusion Processes," Computational Economics, Springer;Society for Computational Economics, vol. 39(3), pages 289-313, March.
    10. Giovanna Lo Nigro & Azzurra Morreale & Lorenzo Abbate, 2016. "An Open Innovation Decision Support System to Select a Biopharmaceutical R&D Portfolio," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 37(6), pages 392-406, September.
    11. Mr. Jorge A Chan-Lau & Mr. Andre O Santos, 2010. "Public Debt Sustainability and Management in a Compound Option Framework," IMF Working Papers 2010/002, International Monetary Fund.
    12. Wang, Xiandong & He, Jianmin, 2017. "A simple method for generalized sequential compound options pricing," Mathematical Social Sciences, Elsevier, vol. 87(C), pages 85-91.
    13. Biancardi, Marta & Di Bari, Antonio & Villani, Giovanni, 2021. "R&D investment decision on smart cities: Energy sustainability and opportunity," Chaos, Solitons & Fractals, Elsevier, vol. 153(P2).
    14. Pennings, H.P.G. & Sereno, L., 2010. "A Model for Evaluating Pharmaceutical R&D Investment Projects under Technical and Economic Uncertainties," ERIM Report Series Research in Management ERS-2010-009-STR, 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.
    15. Michel Benaroch, 2018. "Real Options Models for Proactive Uncertainty-Reducing Mitigations and Applications in Cybersecurity Investment Decision Making," Information Systems Research, INFORMS, vol. 29(2), pages 315-340, June.
    16. Y. Li & P.J. Engelen & C.J.M. Kool, 2013. "A Barrier Options Approach to Modeling Project Failure: The Case of Hydrogen Fuel Infrastructure," Working Papers 13-01, Utrecht School of Economics.
    17. Yu-Lin Huang & Chai-Chi Pi, 2009. "Valuation of multi-stage BOT projects involving dedicated asset investments: a sequential compound option approach," Construction Management and Economics, Taylor & Francis Journals, vol. 27(7), pages 653-666.
    18. Lo Nigro, Giovanna & Morreale, Azzurra & Enea, Gianluca, 2014. "Open innovation: A real option to restore value to the biopharmaceutical R&D," International Journal of Production Economics, Elsevier, vol. 149(C), pages 183-193.
    19. Antonio Di Bari & Giovanni Villani, 2023. "An Options Game approach to valuate broadband projects in a smart city context," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1587-1601, April.
    20. Jeon, Chanwoong & Lee, Jeongjin & Shin, Juneseuk, 2015. "Optimal subsidy estimation method using system dynamics and the real option model: Photovoltaic technology case," Applied Energy, Elsevier, vol. 142(C), pages 33-43.
    21. Pennings, Enrico & Sereno, Luigi, 2011. "Evaluating pharmaceutical R&D under technical and economic uncertainty," European Journal of Operational Research, Elsevier, vol. 212(2), pages 374-385, July.
    22. Peter‐Jan Engelen & Michele Meoli & Andrea Signori & Silvio Vismara, 2020. "The effects of stricter regulation on the going public decision of small and knowledge‐intensive firms," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 47(1-2), pages 188-217, January.
    23. Cassimon, D. & De Backer, M. & Engelen, P.J. & Van Wouwe, M. & Yordanov, V., 2011. "Incorporating technical risk in compound real option models to value a pharmaceutical R&D licensing opportunity," Research Policy, Elsevier, vol. 40(9), pages 1200-1216.
    24. Brandão, Luiz E. & Fernandes, Gláucia & Dyer, James S., 2018. "Valuing multistage investment projects in the pharmaceutical industry," European Journal of Operational Research, Elsevier, vol. 271(2), pages 720-732.
    25. Antonio Di Bari & Domenico Santoro & Maria Antonia Tarrazon-Rodon & Giovanni Villani, 2024. "The impact of polarity score on real option valuation for multistage projects," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(1), pages 57-76, February.
    26. Xiping Wang & Hongdou Zhang, 2018. "Valuation of CCS investment in China's coal‐fired power plants based on a compound real options model," Greenhouse Gases: Science and Technology, Blackwell Publishing, vol. 8(5), pages 978-988, October.
    27. Suvankar Ghosh & Xiaolin Li, 2013. "A Real Options Model for Generalized Meta-Staged Projects---Valuing the Migration to SOA," Information Systems Research, INFORMS, vol. 24(4), pages 1011-1027, December.
    28. Cassimon, D. & Engelen, P.J. & Thomassen, L. & Van Wouwe, M., 2007. "Closed-form valuation of American call options on stocks paying multiple dividends," Finance Research Letters, Elsevier, vol. 4(1), pages 33-48, March.
    29. Michele Bufalo & Antonio Di Bari & Giovanni Villani, 2022. "Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate," Annals of Finance, Springer, vol. 18(2), pages 247-266, June.
    30. Lee, Meng-Yu & Yeh, Fang-Bo & Chen, An-Pin, 2008. "The generalized sequential compound options pricing and sensitivity analysis," Mathematical Social Sciences, Elsevier, vol. 55(1), pages 38-54, January.
    31. Ye Li & Clemens Kool & Peter-Jan Engelen, 2020. "Analyzing the Business Case for Hydrogen-Fuel Infrastructure Investments with Endogenous Demand in The Netherlands: A Real Options Approach," Sustainability, MDPI, vol. 12(13), pages 1-22, July.
    32. Roger Adkins & Dean Paxson, 2017. "Sequential investments with stage-specific risks and drifts," The European Journal of Finance, Taylor & Francis Journals, vol. 23(12), pages 1150-1175, September.
    33. Cassimon, Danny & Engelen, Peter-Jan & Yordanov, Vilimir, 2011. "Compound Real Option Valuation with Phase-Specific Volatility: a Multi-phase Mobile Payments Case Study," MPRA Paper 46053, University Library of Munich, Germany.
    34. Zhao, Pingping & Wang, Tong & Song, Aimin & Chen, Peimin, 2023. "Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
    35. Guglielmo D’Amico & Giovanni Villani, 2021. "Valuation of R&D compound option using Markov chain approach," Annals of Finance, Springer, vol. 17(3), pages 379-404, September.
    36. Lee, Shun-Chung & Shih, Li-Hsing, 2010. "Renewable energy policy evaluation using real option model -- The case of Taiwan," Energy Economics, Elsevier, vol. 32(Supplemen), pages 67-78, September.
    37. Ghosh, Suvankar & Troutt, Marvin D., 2012. "Complex compound option models – Can practitioners truly operationalize them?," European Journal of Operational Research, Elsevier, vol. 222(3), pages 542-552.
    38. Liu, Yu-hong & Jiang, I-Ming & Hsu, Wei-tze, 2018. "Compound option pricing under a double exponential Jump-diffusion model," The North American Journal of Economics and Finance, Elsevier, vol. 43(C), pages 30-53.
    39. Peter-Jan Engelen & Marc van Essen, 2013. "Effects of firm-level corporate governance and country-level economic governance institutions on R&D curtailment during crisis times," Chapters, in: Mehmet Ugur (ed.), Governance, Regulation and Innovation, chapter 3, pages 58-85, Edward Elgar Publishing.

  10. PARYS, Wilfried & MEGANCK, Jacques & HEYLEN, Freddy & PAUWELS, Wilfried & MEERSMAN, Hilde & VAN DE VOORDE, Eddy & NONNEMAN, Walter & VAN HOOF, Liliane & KÉSENNE, Stefaan & MEEUSEN, Wim & VANCOPPENOLLE, 1991. "PARYS, Wilfried: “The spread of economic ideas (David C. Colander & A.W. Coats, Cambridge University Press, 1989)” (p. 151-152); PARYS, Wilfried: “History of economic theory (Takashi Negishi, North-Ho," Economic and Social Journal (Economisch en Sociaal Tijdschrift), University of Antwerp, Faculty of Business and Economics, vol. 45(1), pages 151-184, March.

    Cited by:

    1. Aliev, Timur (Алиев, Тимур) & Flegontova, Tatiana (Флегонтова, Татьяна) & Kuznetsova, A (Кузнецова, А.) & Pyzhikov, Nikita (Пыжиков, Никита) & Ivashentsov, G (Ивашенцов, Г.) & Ponomareva, Olga (Понома, 2018. "Activation of the Integration Agenda of the Eaec in the Context of Changing the Regional Architecture in the Apr [Активизация Интеграционной Повестки Еаэс В Условиях Изменения Региональной Архитект," Working Papers 031834, Russian Presidential Academy of National Economy and Public Administration.

  11. Covens, F. & Van Wouwe, M. & Goovaerts, M., 1979. "On the Numerical Evaluation of Stop-Loss Premiums," ASTIN Bulletin, Cambridge University Press, vol. 10(3), pages 318-324, December.

    Cited by:

    1. Usabel, Miguel, 1999. "Calculating multivariate ruin probabilities via Gaver-Stehfest inversion technique," Insurance: Mathematics and Economics, Elsevier, vol. 25(2), pages 133-142, November.

Chapters

  1. Danny Cassimon & Peter-Jan Engelen & Hilde Meersman & Martine Van Wouwe, 2003. "Investment, uncertainty and irreversibility: evidence from Belgian accounting data," Chapters, in: Paul Butzen & Catherine Fuss (ed.), Firms’ Investment and Finance Decisions, chapter 9, pages 194-226, Edward Elgar Publishing.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

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  1. NEP-CFN: Corporate Finance (1) 2005-01-02

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