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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
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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
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Robust insurance design with distortion risk measures
Boonen, Tim J.; Jiang, Wenjun - In: European journal of operational research : EJOR 316 (2024) 2, pp. 694-706
Persistent link: https://www.econbiz.de/10014575576
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A marginal indemnity function approach to optimal reinsurance under the Vajda condition
Boonen, Tim J.; Jiang, Wenjun - In: European journal of operational research : EJOR 303 (2022) 2, pp. 928-944
Persistent link: https://www.econbiz.de/10013364047