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Birghila, C., Boonen, T. J., & Ghossoub, M. (2023). Optimal insurance under maxmin expected utility. Finance and Stochastics. https://doi.org/10.1007/s00780-023-00497-y
Boonen, T. J., & Ghossoub, M. (2023). Bowley vs. Pareto optima in reinsurance contracting. European Journal of Operational Research, 307(1), 382-391. https://doi.org/10.1016/j.ejor.2022.08.003
Assa, H., & Boonen, T. J. (2022). Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses. In M. C. Boado-Penas, J. Eisenberg, & Ş. Şahin (Eds.), Pandemics: Insurance and Social Protection (pp. 95-126). (Springer Actuarial). Springer. https://doi.org/10.1007/978-3-030-78334-1_6[details]
Boonen, T. J., & Jiang, W. (2022). A marginal indemnity function approach to optimal reinsurance under the Vajda condition. European Journal of Operational Research, 303(2), 928-944. https://doi.org/10.1016/j.ejor.2022.03.020[details]
Boonen, T. J., & Jiang, W. (2022). Bilateral risk sharing in a comonotone market with rank-dependent utilities. Insurance: Mathematics & Economics, 107, 361-378. https://doi.org/10.1016/j.insmatheco.2022.09.006
Boonen, T. J., & Jiang, W. (2022). Pareto-optimal reinsurance with default risk and Solvency regulation. Probability in the Engineering and Informational Sciences. https://doi.org/10.1017/S0269964822000079
Asimit, A. V., Boonen, T. J., Chi, Y., & Chong, W. F. (2021). Risk Sharing with Multiple Indemnity Environments. European Journal of Operational Research, 295(2), 587-603. https://doi.org/10.1016/j.ejor.2021.03.012[details]
Boonen, T. J., Cheung, K. C., & Zhang, Y. (2021). Bowley reinsurance with asymmetric information on the insurer's risk preferences. Scandinavian Actuarial Journal, 2021(7), 623-644. https://doi.org/10.1080/03461238.2020.1867631[details]
Boonen, T. J., Tan, K. S., & Zhuang, S. C. (2021). Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability. Insurance: Mathematics & Economics, 101(Part B), 302-319. https://doi.org/10.1016/j.insmatheco.2021.08.005[details]
Boonen, T. J., De Waegenaere, A., & Norde, H. (2020). A generalization of the Aumann-Shapley value for risk capital allocation problems. European Journal of Operational Research, 282(1), 277-287. https://doi.org/10.1016/j.ejor.2019.09.022[details]
Guillen, M., Santolino, M. & Boonen, T. J. (2018). Data for: Forecasting compositional risk allocations. Mendeley Data. https://doi.org/10.17632/mgwnm968x6.1
Boonen, T. J. (2017). Solvency II Solvency Capital Requirement for life insurance companies based on Expected Shortfall. European Actuarial Journal, 7(2), 405-434. https://doi.org/10.1007/s13385-017-0160-4[details]
Boonen, T. J., De Waegenaere, A., & Norde, H. (2017). Redistribution of longevity risk: The effect of heterogeneous mortality beliefs. Insurance: Mathematics & Economics, 72, 175-188. https://doi.org/10.1016/j.insmatheco.2016.11.004[details]
Boonen, T. J., Tsanakas, A., & Wüthrich, M. V. (2017). Capital allocation for portfolios with non-linear risk aggregation. Insurance: Mathematics & Economics, 72, 95-106. https://doi.org/10.1016/j.insmatheco.2016.11.003[details]
Zhuang, S. C., Boonen, T. J., Tan, K. S., & Xu, Z. Q. (2017). Optimal insurance in the presence of reinsurance. Scandinavian Actuarial Journal, 2017(6), 535-554. https://doi.org/10.1080/03461238.2016.1184710[details]
Boonen, T. J. (2016). Nash equilibria of Over-The-Counter bargaining for insurance risk redistributions: the role of a regulator. European Journal of Operational Research, 250(3), 955-965. https://doi.org/10.1016/j.ejor.2015.09.062[details]
Boonen, T. J., Tan, K. S., & Zhuang, S. C. (2016). Pricing in reinsurance bargaining with comonotonic additive utility functions. ASTIN Bulletin, 46(2), 507-530. https://doi.org/10.1017/asb.2016.8[details]
Boonen, T. J. (Accepted/In press). Special issue: Probability and stochastic modeling in actuarial science and related fields (guest editor). Probability in the Engineering and Informational Sciences.
De Waegenaere, A., Melenberg, B., & Boonen, T. (2012). Het koppelen van pensioenleeftijd en pensioenaanspraken aan de levensverwachting. (Netspar Design Papers; No. 12). Netspar.
Boonen, T. (editor) (2020-2025). European Actuarial Journal (Journal).
2018
Guillen, M., Santolino, M. & Boonen, T. J. (2018). Data for: Forecasting compositional risk allocations. Mendeley Data. https://doi.org/10.17632/mgwnm968x6.1
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