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~accessRights:"restricted"
~language:"eng"
~language:"spa"
~person:"Boonen, Tim J."
~subject:"Economic growth"
~subject:"Risk"
~type_genre:"Article in journal"
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Boonen, Tim J.
Gupta, Rangan
100
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45
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42
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35
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31
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
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1
Bowley vs. Pareto optima in reinsurance contracting
Boonen, Tim J.
;
Ghossoub, Mario
- In:
European journal of operational research : EJOR
307
(
2023
)
1
,
pp. 382-391
Persistent link: https://www.econbiz.de/10014292989
Saved in:
2
Bilateral risk sharing in a comonotone market with rank-dependent utilities
Boonen, Tim J.
;
Jiang, Wenjun
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 361-378
Persistent link: https://www.econbiz.de/10013471256
Saved in:
3
Mean-variance insurance design with counterparty risk and incentive compatibility
Boonen, Tim J.
;
Jiang, Wenjun
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
2
,
pp. 645-667
Persistent link: https://www.econbiz.de/10013270080
Saved in:
4
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
Saved in:
5
Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
6
Bilateral risk sharing with heterogeneous beliefs and exposure constraints
Boonen, Tim J.
;
Ghossoub, Mario
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
1
,
pp. 293-323
Persistent link: https://www.econbiz.de/10012194134
Saved in:
7
A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
Saved in:
8
Nash equilibria in optimal reinsurance bargaining
Anthropelos, Michail
;
Boonen, Tim J.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 196-205
Persistent link: https://www.econbiz.de/10012294124
Saved in:
9
T-value for risk capital allocation problems
Boonen, Tim J.
- In:
Operations research letters
48
(
2020
)
6
,
pp. 752-757
Persistent link: https://www.econbiz.de/10012430112
Saved in:
10
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
Saved in:
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