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type_genre:"Article in journal"
~person:"Boonen, Tim J."
~subject:"Game theory"
~subject:"Portfolio selection"
~type_genre:"Reprint"
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Risk sharing with multiple indemnity environments
Asimit, Alexandru V.
;
Boonen, Tim J.
;
Chi, Yichun
; …
- In:
European journal of operational research : EJOR
295
(
2021
)
2
,
pp. 587-603
Persistent link: https://www.econbiz.de/10013205971
Saved in:
2
Nash equilibria in optimal reinsurance bargaining
Anthropelos, Michail
;
Boonen, Tim J.
- In:
Insurance / Mathematics & economics
93
(
2020
),
pp. 196-205
Persistent link: https://www.econbiz.de/10012294124
Saved in:
3
A generalization of the Aumann-Shapley value for risk capital allocation problems
Boonen, Tim J.
;
De Waegenaere, Anja
;
Norde, Henk
- In:
European journal of operational research : EJOR
282
(
2020
)
1
,
pp. 277-287
Persistent link: https://www.econbiz.de/10012157603
Saved in:
4
T-value for risk capital allocation problems
Boonen, Tim J.
- In:
Operations research letters
48
(
2020
)
6
,
pp. 752-757
Persistent link: https://www.econbiz.de/10012430112
Saved in:
5
Forecasting compositional risk allocations
Boonen, Tim J.
;
Guillén, Montserrat
;
Santolino, Miguel
- In:
Insurance / Mathematics & economics
84
(
2019
),
pp. 79-86
Persistent link: https://www.econbiz.de/10011990442
Saved in:
6
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
7
Risk redistribution games with dual utilities
Boonen, Tim J.
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 303-329
Persistent link: https://www.econbiz.de/10011671064
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