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Boonen, T. J., Cheung, K. C., & Zhang, Y. (Accepted/In press). Bowley reinsurance with asymmetric information on the insurer's risk preferences. Scandinavian Actuarial Journal. https://doi.org/10.1080/03461238.2020.1867631
Mourdoukoutas, F., Boonen, T. J., Koo, B., & Pantelous, A. A. (Accepted/In press). Pricing in a Competitive Stochastic Insurance Market. Insurance: Mathematics & Economics. https://doi.org/10.1016/j.insmatheco.2021.01.003
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]
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]
De Waegenaere, A., Melenberg, B., & Boonen, T. (2012). Het koppelen van pensioenleeftijd en pensioenaanspraken aan de levensverwachting. (Netspar Design Papers; No. 12). Tilburg: Netspar.
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