Dr. T.J. (Tim) Boonen
Faculty of Economics and Business
Section Quantitative Economics
Visiting address
- Roetersstraat 11
- Room number: E4.26A
Postal address
- Postbus 15867
1001 NJ Amsterdam
Contact details
Social media
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Profile
Positions
Associate Professor in Actuarial Science and Mathematical Finance
Research interests
Insurance, Actuarial risk theory, Mathematical finance, Game theory
Education
Ph.D. Tilburg University (2014)
Curriculum Vitae
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Publications
2022
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., & Ghossoub, M. (2022). Bowley vs. Pareto optima in reinsurance contracting. European Journal of Operational Research. https://doi.org/10.1016/j.ejor.2022.08.003
- 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
- Boonen, T. J., & Jiang, W. (2022). Mean-variance insurance design with counterparty risk and incentive compatibility. ASTIN Bulletin, 52(2), 645-667. https://doi.org/10.1017/asb.2021.36
- Boonen, T. J., & Jiang, W. (Accepted/In press). Pareto-optimal reinsurance with default risk and Solvency regulation. Probability in the Engineering and Informational Sciences.
- Boonen, T. J., & Liu, F. (2022). Insurance with heterogeneous preferences. Journal of Mathematical Economics. https://doi.org/10.1016/j.jmateco.2022.102742
- Boonen, T. J., & Zhang, Y. (2022). Bowley reinsurance with asymmetric information: A first-best solution. Scandinavian Actuarial Journal, 2022(6), 532-551. https://doi.org/10.1080/03461238.2021.1998922
2021
- 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., & Ghossoub, M. (2021). Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs. Insurance: Mathematics & Economics, 101(A), 23-37. https://doi.org/10.1016/j.insmatheco.2020.06.008 [details]
- Boonen, T. J., & Zhang, Y. (2021). Optimal reinsurance design with distortion risk measures and asymmetric information. ASTIN Bulletin, 51(2), 607-629. https://doi.org/10.1017/asb.2021.8 [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., Liu, F., & Wang, R. (2021). Competitive equilibria in a comonotone market. Economic Theory, 72(4), 1217-1255. https://doi.org/10.1007/s00199-020-01319-4 [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]
- Mourdoukoutas, F., Boonen, T. J., Koo, B., & Pantelous, A. A. (2021). Pricing in a Competitive Stochastic Insurance Market. Insurance: Mathematics & Economics, 97, 44-56. https://doi.org/10.1016/j.insmatheco.2021.01.003 [details]
2020
- Anthropelos, M., & Boonen, T. J. (2020). Nash equilibria in optimal reinsurance bargaining. Insurance: Mathematics & Economics, 93, 196-205. https://doi.org/10.1016/j.insmatheco.2020.05.001 [details]
- Boonen, T. J. (2020). τ-value for risk capital allocation problems. Operations Research Letters, 48(6), 752-757. https://doi.org/10.1016/j.orl.2020.09.003 [details]
- Boonen, T. J., & Ghossoub, M. (2020). Bilateral risk sharing with heterogeneous beliefs and exposure constraints. ASTIN Bulletin, 50(1), 293-323. https://doi.org/10.1017/asb.2019.39 [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]
2019
- Boonen, T. J. (2019). Equilibrium recoveries in insurance markets with limited liability. Journal of Mathematical Economics, 85, 38-45. https://doi.org/10.1016/j.jmateco.2019.09.001 [details]
- Boonen, T. J. (2019). Static and dynamic risk capital allocations with the Euler rule. Journal of Risk, 22(1), 1-15. https://doi.org/10.21314/JOR.2019.420 [details]
- Boonen, T. J., & Ghossoub, M. (2019). On the existence of a representative reinsurer under heterogeneous beliefs. Insurance: Mathematics & Economics, 88, 209-225. https://doi.org/10.1016/j.insmatheco.2019.07.008 [details]
- Boonen, T. J., Guillen, M., & Santolino, M. (2019). Forecasting compositional risk allocations. Insurance: Mathematics & Economics, 84, 79-86. https://doi.org/10.1016/j.insmatheco.2018.10.002 [details]
- Koster, M., & Boonen, T. J. (2019). Constrained stochastic cost allocation. Mathematical Social Sciences, 101, 20-30. https://doi.org/10.1016/j.mathsocsci.2019.06.002 [details]
2018
- Asimit, V., & Boonen, T. J. (2018). Insurance with multiple insurers: A game-theoretic approach. European Journal of Operational Research, 267(2), 778-790. https://doi.org/10.2139/ssrn.3010895, https://doi.org/10.1016/j.ejor.2017.12.026 [details]
- Boonen, T. J., Pantelous, A. A., & Wu, R. (2018). Non-cooperative dynamic games for general insurance markets. Insurance: Mathematics & Economics, 78, 123-135. https://doi.org/10.1016/j.insmatheco.2017.12.001 [details]
2017
- Boonen, T. J. (2017). Risk redistribution games with dual utilities. ASTIN Bulletin, 47(1), 303-329. https://doi.org/10.1017/asb.2016.34 [details]
- Boonen, T. J. (2017). Risk sharing with expected and dual utilities. ASTIN Bulletin, 47(2), 391-415. https://doi.org/10.1017/asb.2017.5 [details]
- 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. (2017). Intergenerational risk sharing in closing pension funds. Insurance: Mathematics & Economics, 74, 20-30. https://doi.org/10.1016/j.insmatheco.2017.02.002 [details]
- Boonen, T. J., & Li, H. (2017). Modeling and forecasting mortality with economic growth: a multipopulation approach. Demography, 54(5), 1921-1946. https://doi.org/10.1007/s13524-017-0610-2 [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]
2016
- 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. (2016). Optimal reinsurance with heterogeneous reference probabilities. Risks, 4(3), [26]. https://doi.org/10.3390/risks4030026 [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., Tan, K. S., & Zhuang, S. C. (2016). The role of a representative reinsurer in optimal reinsurance. Insurance: Mathematics & Economics, 70, 196-204. https://doi.org/10.1016/j.insmatheco.2016.06.001 [details]
2015
- Boonen, T. J. (2015). Competitive equilibria with distortion risk measures. ASTIN Bulletin, 45(3), 703-728. https://doi.org/10.1017/asb.2015.11 [details]
2022
- 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.
2020
- Boonen, T. J. (2020). A discussion of ’Optimal reinsurance designs based on risk measures: A review’. Statistical Theory and Related Fields, 4(1), 14-15. https://doi.org/10.1080/24754269.2020.1765128 [details]
2021
- Boonen, T. (2021). Volatile allocations. The Actuary, 2021(Jan/Feb), 20-23. https://www.theactuary.com/2021/02/03/january-february-2021-digital-issue [details]
- Boonen, T. J., & Mooijer, R. (2021). Competitie in premiestelling voor schadeverzekeraars. De Actuaris, 29(2), 33-35. https://www.ag-ai.nl/view/49515-DA-29-2-art-Boonen%2BMooijer.pdf
2020
- Boonen, T. J. (2020). Herverzekeren: Waarom en hoe? De Actuaris, 27(5), 16-17. https://www.ag-ai.nl/bibliotheek-1.php?action=view&Content_Id=5166 [details]
2017
- Boonen, T. (2017). Expected Shortfall voor toezicht op verzekeraars: is het relevant? (Netspar Design Paper; Vol. 80). Tilburg: Netspar. [details]
2015
2012
- De Waegenaere, A., Melenberg, B., & Boonen, T. (2012). Het koppelen van pensioenleeftijd en pensioenaanspraken aan de levensverwachting. (Netspar Design Papers; No. 12). Netspar.
Journal editor
- Boonen, T. (editor) (2020-2025). European Actuarial Journal (Journal).
2018
- Guillen, M., Santolino, M. & Boonen, T. J. (31-10-2018). Data for: Forecasting compositional risk allocations. Mendeley Data. https://doi.org/10.17632/mgwnm968x6.1
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Ancillary activities
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University of Waterloo
Adjunct Associate Professor in het departement Statistics and Actuarial Science
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University of Waterloo
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.