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	Title	Author(s)	Issue Date
	Solvency II solvency capital requirement for life insurance companies based on expected shortfall Journal:European Actuarial Journal	Boonen, Tim J.	2017
	Risk sharing with expected and dual utilities Journal:ASTIN Bulletin	Boonen, Tim J.	2017
	Intergenerational risk sharing in closing pension funds Journal:Insurance: Mathematics and Economics	Boonen, Tim J.De Waegenaere, Anja	2017
	Redistribution of longevity risk: The effect of heterogeneous mortality beliefs Journal:Insurance: Mathematics and Economics	Boonen, Tim J.De Waegenaere, AnjaNorde, Henk	2017
	RISK REDISTRIBUTION GAMES with DUAL UTILITIES Journal:ASTIN Bulletin	Boonen, Tim J.	2017
	Capital allocation for portfolios with non-linear risk aggregation Journal:Insurance: Mathematics and Economics	Boonen, Tim J.Tsanakas, AndreasWüthrich, Mario V.	2017
	Optimal insurance in the presence of reinsurance Journal:Scandinavian Actuarial Journal	Zhuang, Sheng ChaoBoonen, Tim J.Tan, Ken SengXu, Zuo Quan	2017
	The role of a representative reinsurer in optimal reinsurance Journal:Insurance: Mathematics and Economics	Boonen, Tim J.Tan, Ken SengZhuang, Sheng Chao	2016
	Pricing in reinsurance bargaining with comonotonic additive utility functions Journal:ASTIN Bulletin	Boonen, Tim J.Tan, Ken SengZhuang, Sheng Chao	2016
	Nash equilibria of Over-The-Counter bargaining for insurance risk redistributions: The role of a regulator Journal:European Journal of Operational Research	Boonen, Tim J.	2016
	COMPETITIVE EQUILIBRIA with DISTORTION RISK MEASURES Journal:ASTIN Bulletin	Boonen, Tim J.	2015
	Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times Journal:Insurance: Mathematics and Economics	Chen, YWhite, TYuen, KC	1-Mar-2021
	Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework Journal:European Journal of Operational Research	Yuan, YHan, XLiang, ZYuen, KC	15-May-2023
	LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS Journal:Probability in the Engineering and Informational Sciences	Ma, JingtangCui, ZhenyuLi, Wenyuan	2022
	Least-squares Monte-Carlo methods for optimal stopping investment under CEV models Journal:Quantitative Finance	Ma, JingtangLu, ZhengyangLi, WenyuanXing, Jie	2020
	Demand for non-life insurance under habit formation Journal:Insurance: Mathematics and Economics	Li, WenyuanTan, Ken SengWei, Pengyu	2021
	Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model Journal:European Journal of Operational Research	Ma, JingtangLi, WenyuanZheng, Harry	2020
	Optimal investment strategies for general utilities under dynamic elasticity of variance models Journal:Quantitative Finance	Li, WenyuanMa, Jingtang	2018
	Valuation of American Strangles Through an Optimized Lower–Upper Bound Approach Journal:Journal of the Operations Research Society of China	Ma, Jing TangLi, Wen YuanCui, Zhen Yu	2018
	Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization Journal:European Journal of Operational Research	Ma, JingtangLi, WenyuanZheng, Harry	2017