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Tim J. Boonen
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引用次数
引用次数
年份
Insurance with multiple insurers: A game-theoretic approach
V Asimit, TJ Boonen
European Journal of Operational Research 267 (2), 778-790, 2018
712018
Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall
TJ Boonen
European Actuarial Journal 7 (2), 405-434, 2017
512017
The role of a representative reinsurer in optimal reinsurance
TJ Boonen, KS Tan, SC Zhuang
Insurance: Mathematics and Economics 70, 196-204, 2016
402016
Modeling and forecasting mortality with economic growth: A multipopulation approach
TJ Boonen, H Li
Demography 54 (5), 1921-1946, 2017
392017
Pricing in reinsurance bargaining with comonotonic additive utility functions
TJ Boonen, KS Tan, SC Zhuang
ASTIN Bulletin 46 (2), 507-530, 2016
392016
A generalization of the Aumann-Shapley value for risk capital allocation problems
TJ Boonen, A De Waegenaere, H Norde
European Journal of Operational Research 282 (1), 277-287, 2020
38*2020
Forecasting compositional risk allocations
TJ Boonen, M Guillén, M Santolino
Insurance: Mathematics and Economics 84, 79-86, 2019
322019
Capital allocation for portfolios with non-linear risk aggregation
TJ Boonen, A Tsanakas, MV Wüthrich
Insurance: Mathematics and Economics 72, 95-106, 2017
292017
On the existence of a representative reinsurer under heterogeneous beliefs
TJ Boonen, M Ghossoub
Insurance: Mathematics and Economics 88, 209-225, 2019
272019
Optimal insurance in the presence of reinsurance
SC Zhuang, TJ Boonen, KS Tan, ZQ Xu
Scandinavian Actuarial Journal 2017 (6), 535-554, 2017
262017
Optimal reinsurance with heterogeneous reference probabilities
TJ Boonen
Risks 4 (3), 26, 2016
262016
Competitive equilibria with distortion risk measures
TJ Boonen
ASTIN Bulletin 45 (3), 703-728, 2015
262015
Risk sharing with multiple indemnity environments
AV Asimit, TJ Boonen, Y Chi, WF Chong
European Journal of Operational Research 295 (2), 587-603, 2021
242021
Non-cooperative dynamic games for general insurance markets
TJ Boonen, AA Pantelous, R Wu
Insurance: Mathematics and Economics 78, 123-135, 2018
242018
Nash equilibria of Over-The-Counter bargaining for insurance risk redistributions: The role of a regulator
TJ Boonen
European Journal of Operational Research 250 (3), 955-965, 2016
222016
Bowley reinsurance with asymmetric information on the insurer's risk preferences
TJ Boonen, KC Cheung, Y Zhang
Scandinavian Actuarial Journal 2021 (7), 623-644, 2021
212021
Bowley vs. Pareto Optima in Reinsurance Contracting
TJ Boonen, M Ghossoub
European Journal of Operational Research 307 (1), 382-391, 2023
202023
Nash equilibria in optimal reinsurance bargaining
M Anthropelos, TJ Boonen
Insurance: Mathematics and Economics 93, 196-205, 2020
192020
Redistribution of longevity risk: The effect of heterogeneous mortality beliefs
TJ Boonen, A De Waegenaere, H Norde
Insurance: Mathematics and Economics 72, 175-188, 2017
18*2017
Optimal reinsurance with multiple reinsurers: Distortion risk measures, distortion premium principles, and heterogeneous beliefs
TJ Boonen, M Ghossoub
Insurance: Mathematics and Economics 101 (part A), 23-37, 2020
172020
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