Search results
Results: 48
Number of items: 48
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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 -
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
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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
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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
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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
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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
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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
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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
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Guillen, M., Santolino, M., & Boonen, T. J. (2018). Data for: Forecasting compositional risk allocations [Data set]. Mendeley Data. https://doi.org/10.17632/mgwnm968x6.1
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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
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