Centro de Documentación de Fundación MAPFRE - Resultados de la búsqueda

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Mean-variance insurance design with counterparty risk and incentive compatibility

Boonen, Tim J
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 09/05/2022 Volumen 52 Número 2 - mayo 2022 , p. 645-667
Articles and Chapters

Volatile allocations

Boonen, Tim J
En: The Actuary : the magazine of the Institute & Faculty of Actuaries. - London : Redactive Publishing, 2019-. - 01/02/2021 Número 1 - febrero 2021 , p. 20-23
Articles and Chapters

Optimal reinsurance design with distortion risk measures and asymmetric information

Boonen, Tim J
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 10/05/2021 Volumen 51 Número 2 - mayo 2021 , p. 607 - 629
Articles and Chapters

Bilateral risk sharing with heterogeneous beliefs and exposure constraints

Boonen, Tim J
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/01/2020 Volumen 50 Número 1 - enero 2020 , p. 293-323
Articles and Chapters

Risk sharing with expected and dual utilities

Boonen, Tim J
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 01/05/2017 Volumen 47 Número 2 - mayo 2017 , p. 391-415
Articles and Chapters

Risk redistribution games with dual utilities

Boonen, Tim J
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 02/01/2017 Volumen 47 Número 1 - enero 2017 , p. 303-329
Articles and Chapters

Pricing in reinsurance bargaining with comonotonic additive utility functions

Boonen, Tim J
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 02/05/2016 Volumen 46 Número 2 - mayo 2016 , p. 507-530
Articles and Chapters