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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
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Static and dynamic risk capital allocations with the Euler rule
Boonen, Tim J. - In: Journal of risk 22 (2019) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10013177092
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Optimal reinsurance with multiple reinsurers : distortion risk measures, distortion premium principles, and heterogeneous beliefs
Boonen, Tim J.; Ghossoub, Mario - In: Insurance / Mathematics & economics 101 (2021) 1, pp. 23-37
Persistent link: https://www.econbiz.de/10012793907
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Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.; Tsanakas, Andreas; Wüthrich, Mario V. - In: Insurance / Mathematics & economics 72 (2017), pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
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The role of a representative reinsurer in optimal reinsurance
Boonen, Tim J.; Tan, Ken Seng; Zhuang, Sheng Chao - In: Insurance / Mathematics & economics 70 (2016), pp. 196-204
Persistent link: https://www.econbiz.de/10011597268
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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