Insurance with multiple insurers: A game-theoretic approach V Asimit, TJ Boonen European Journal of Operational Research 267 (2), 778-790, 2018 | 71 | 2018 |
Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall TJ Boonen European Actuarial Journal 7 (2), 405-434, 2017 | 51 | 2017 |
The role of a representative reinsurer in optimal reinsurance TJ Boonen, KS Tan, SC Zhuang Insurance: Mathematics and Economics 70, 196-204, 2016 | 40 | 2016 |
Modeling and forecasting mortality with economic growth: A multipopulation approach TJ Boonen, H Li Demography 54 (5), 1921-1946, 2017 | 39 | 2017 |
Pricing in reinsurance bargaining with comonotonic additive utility functions TJ Boonen, KS Tan, SC Zhuang ASTIN Bulletin 46 (2), 507-530, 2016 | 39 | 2016 |
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 | 32 | 2019 |
Capital allocation for portfolios with non-linear risk aggregation TJ Boonen, A Tsanakas, MV Wüthrich Insurance: Mathematics and Economics 72, 95-106, 2017 | 29 | 2017 |
On the existence of a representative reinsurer under heterogeneous beliefs TJ Boonen, M Ghossoub Insurance: Mathematics and Economics 88, 209-225, 2019 | 27 | 2019 |
Optimal insurance in the presence of reinsurance SC Zhuang, TJ Boonen, KS Tan, ZQ Xu Scandinavian Actuarial Journal 2017 (6), 535-554, 2017 | 26 | 2017 |
Optimal reinsurance with heterogeneous reference probabilities TJ Boonen Risks 4 (3), 26, 2016 | 26 | 2016 |
Competitive equilibria with distortion risk measures TJ Boonen ASTIN Bulletin 45 (3), 703-728, 2015 | 26 | 2015 |
Risk sharing with multiple indemnity environments AV Asimit, TJ Boonen, Y Chi, WF Chong European Journal of Operational Research 295 (2), 587-603, 2021 | 24 | 2021 |
Non-cooperative dynamic games for general insurance markets TJ Boonen, AA Pantelous, R Wu Insurance: Mathematics and Economics 78, 123-135, 2018 | 24 | 2018 |
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 | 22 | 2016 |
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 | 21 | 2021 |
Bowley vs. Pareto Optima in Reinsurance Contracting TJ Boonen, M Ghossoub European Journal of Operational Research 307 (1), 382-391, 2023 | 20 | 2023 |
Nash equilibria in optimal reinsurance bargaining M Anthropelos, TJ Boonen Insurance: Mathematics and Economics 93, 196-205, 2020 | 19 | 2020 |
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 | 17 | 2020 |