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Publications by Tim J. Boonen

A Generalization of the Aumann-Shapley Value for Risk Capital Allocation Problems

European Journal of Operational Research
Information SystemsSimulationManagement ScienceManagementComputer ScienceModelingOperations Research
2020English

Bilateral Risk Sharing With Heterogeneous Beliefs and Exposure Constraints

ASTIN Bulletin
AccountingEconomicsEconometricsFinance
2020English

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