Boonen, T. (2019). Equilibrium recoveries in insurance markets with limited liability Journal of Mathematical Economics, 85:38--45.
Tim Boonen
University
University of Amsterdam
E-mail
Research field
Finance
Interests
Behavioral Economics, Cooperative Game Theory, Risk and Uncertainty, Risk Management
Website
Biography
Tim Boonen is an associate professor at the University of Amsterdam. He received his Ph.D. at the Tilburg University. His research interests include mathematical finance, risk-sharing, contract theory, capital allocation, and (applications of) game theory in insurance economics. His work was published in Economic Theory, Journal of Mathematical Economics, Insurance: Mathematics and Economics, ASTIN Bulletin, and Demography.
Key publications
List of publications
Boonen, T., Liu, F. and Wang, R. (2021). Competitive equilibria in a comonotone market Economic Theory, 72(4):1217--1255.
Boonen, T. (2020). τ-value for risk capital allocation problems Operations Research Letters, 48(6):752--757.
Koster, M. and Boonen, T. (2019). Constrained stochastic cost allocation Mathematical Social Sciences, 101:20--30.
Boonen, T. (2019). Static and dynamic risk capital allocations with the Euler rule Journal of Risk, 22(1):1--15.
Boonen, T. (2019). Equilibrium recoveries in insurance markets with limited liability Journal of Mathematical Economics, 85:38--45.