Stop-loss protection for a large P2P insurance pool (Q2234761)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7411477
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stop-loss protection for a large P2P insurance pool |
scientific article; zbMATH DE number 7411477 |
Statements
Stop-loss protection for a large P2P insurance pool (English)
0 references
19 October 2021
0 references
conditional expectation
0 references
risk pooling
0 references
comonotonicity
0 references
Esscher transform
0 references
regularly varying tails
0 references
0 references
0 references
0.8731682300567627
0 references
0.7815390825271606
0 references
0.7746807932853699
0 references
0.7594579458236694
0 references
