Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines (Q4972118)

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scientific article; zbMATH DE number 7135573
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    Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines
    scientific article; zbMATH DE number 7135573

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      SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES (English)
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      22 November 2019
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      conditional expectation
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      risk pooling
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      risk measures
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      compound distributions
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      Panjer family of distributions
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