Large-loss behavior of conditional mean risk sharing
From MaRDI portal
Recommendations
- From risk sharing to pure premium for a large number of heterogeneous losses
- From risk reduction to risk elimination by conditional mean risk sharing of independent losses
- Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses
- Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines
- Corrigendum and addendum to: ``From risk sharing to pure premium for a large number of heterogeneous losses
Cites work
- A note on the tail accuracy of the univariate saddlepoint approximation
- Convex order and comonotonic conditional mean risk sharing
- Economic Capital Allocations for Non-negative Portfolios of Dependent Risks
- scientific article; zbMATH DE number 5321684 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 4113816 (Why is no real title available?)
- Linear versus nonlinear allocation rules in risk sharing under financial fairness
- On the compound Poisson-gamma distribution
- Perspectives of Risk Sharing
- Risk capital decomposition for a multivariate dependent gamma portfolio
- Saddlepoint expansions in terms of Bell polynomials
- Size-biased risk measures of compound sums
- Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines
- Tails of random sums of a heavy-tailed number of light-tailed terms
- Tauberian Results for Densities with Gaussian Tails
- Weighted premium calculation principles
- Weighted Pricing Functionals With Applications to Insurance
- Weighted risk capital allocations
- Weighted risk capital allocations in the presence of systematic risk
Cited in
(20)- Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses
- Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses
- Investing in your own and peers' risks: the simple analytics of P2P insurance
- Stop-loss protection for a large P2P insurance pool
- Convex order and comonotonic conditional mean risk sharing
- From risk sharing to pure premium for a large number of heterogeneous losses
- From risk reduction to risk elimination by conditional mean risk sharing of independent losses
- Inference for the tail conditional allocation: large sample properties, insurance risk assessment, and compound sums of concomitants
- Risk in a large claims insurance market with bipartite graph structure
- Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines
- Mortality credits within large survivor funds
- Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
- A stochastic model of group wealth responses to insurance mechanisms in low-income communities
- Estimating the VaR-induced Euler allocation rule
- Cyber insurance-linked securities
- Conditional mean risk sharing of independent discrete losses in large pools
- Risk sharing rule and safety loading in a peer to peer cooperative insurance model
- Conditional expectations given the sum of independent random variables with regularly varying densities
- A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules
- Efficient evaluation of risk allocations
This page was built for publication: Large-loss behavior of conditional mean risk sharing
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5140090)
