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.
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.