Tim J. Boonen

Available identifiers

zbMath Open boonen.tim-jMaRDI QIDQ322593

List of research outcomes

Publication	Date of Publication	Type
Equilibria and efficiency in a reinsurance market	2024-02-13	Paper
Bowley vs. Pareto optima in reinsurance contracting	2023-07-03	Paper
Pareto-optimal reinsurance with default risk and solvency regulation	2023-06-16	Paper
Optimal insurance under maxmin expected utility	2023-04-12	Paper
A discussion of ‘optimal reinsurance designs based on risk measures: a review’	2023-03-07	Paper
Bilateral risk sharing in a comonotone market with rank-dependent utilities	2023-02-01	Paper
Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses	2022-11-18	Paper
Insurance with heterogeneous preferences	2022-11-03	Paper
Bowley reinsurance with asymmetric information: a first-best solution	2022-09-19	Paper
A marginal indemnity function approach to optimal reinsurance under the Vajda condition	2022-07-22	Paper
MEAN–VARIANCE INSURANCE DESIGN WITH COUNTERPARTY RISK AND INCENTIVE COMPATIBILITY	2022-06-13	Paper
Competitive equilibria in a comonotone market	2022-02-04	Paper
Optimal reinsurance with multiple reinsurers: distortion risk measures, distortion premium principles, and heterogeneous beliefs	2021-11-19	Paper
Optimal reinsurance with multiple reinsurers: competitive pricing and coalition stability	2021-11-19	Paper
Risk sharing with multiple indemnity environments	2021-11-05	Paper
OPTIMAL REINSURANCE DESIGN WITH DISTORTION RISK MEASURES AND ASYMMETRIC INFORMATION	2021-09-24	Paper
Bowley reinsurance with asymmetric information on the insurer's risk preferences	2021-09-13	Paper
\( \tau \)-value for risk capital allocation problems	2021-04-07	Paper
Pricing in a competitive stochastic insurance market	2021-03-17	Paper
Nash equilibria in optimal reinsurance bargaining	2020-08-03	Paper
BILATERAL RISK SHARING WITH HETEROGENEOUS BELIEFS AND EXPOSURE CONSTRAINTS	2020-02-03	Paper
A generalization of the Aumann-Shapley value for risk capital allocation problems	2020-01-08	Paper
Equilibrium recoveries in insurance markets with limited liability	2019-12-30	Paper
Constrained stochastic cost allocation	2019-11-08	Paper
On the existence of a representative reinsurer under heterogeneous beliefs	2019-09-19	Paper
Forecasting compositional risk allocations	2019-01-15	Paper
Insurance with multiple insurers: a game-theoretic approach	2018-07-25	Paper
Optimal insurance in the presence of reinsurance	2018-07-17	Paper
COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES	2018-06-04	Paper
PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS	2018-06-04	Paper
RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES	2018-06-04	Paper
RISK SHARING WITH EXPECTED AND DUAL UTILITIES	2018-06-04	Paper
Noncooperative dynamic games for general insurance markets	2018-02-15	Paper
Solvency II solvency capital requirement for life insurance companies based on expected shortfall	2018-01-12	Paper
Intergenerational risk sharing in closing pension funds	2017-05-24	Paper
Capital allocation for portfolios with non-linear risk aggregation	2017-01-31	Paper
Redistribution of longevity risk: the effect of heterogeneous mortality beliefs	2017-01-31	Paper
The role of a representative reinsurer in optimal reinsurance	2016-12-13	Paper
A Calderón multiplicative preconditioner for the electromagnetic Poincaré-Steklov operator of a heterogeneous domain with scattering applications	2016-12-05	Paper
Nash equilibria of over-the-counter bargaining for insurance risk redistributions: the role of a regulator	2016-10-07	Paper
Algebraic multigrid for stationary and time‐dependent partial differential equations with stochastic coefficients	2010-09-10	Paper
Local Fourier Analysis of Multigrid for the Curl-Curl Equation	2009-07-22	Paper
On algebraic multigrid methods derived from partition of unity nodal prolongators	2009-03-31	Paper
An algebraic multigrid method for high order time-discretizations of the div-grad and the curl-curl equations	2009-03-20	Paper

Research outcomes over time

Doctoral students

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