Search results
Results: 48
Number of items: 48
-
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 -
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
-
Boonen, T. (2017). Expected Shortfall voor toezicht op verzekeraars: is het relevant? (Netspar Design Paper; Vol. 80). Netspar. https://www.netspar.nl/publicatie/expected-shortfall-toezicht-op-verzekeraars-is-relevant/
-
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
-
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
-
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
-
Boonen, T. J. (2017). Risk redistribution games with dual utilities. ASTIN Bulletin, 47(1), 303-329. https://doi.org/10.1017/asb.2016.34
-
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
-
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
-
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
Page 4 of 5