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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| English | Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines |
scientific article; zbMATH DE number 7135573 |
Statements
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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0.8342550992965698
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0.8339802026748657
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0.8319552540779114
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0.8185062408447266
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0.8063721656799316
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