Optimal design for network mutual aid

DOI10.1017/S0269964822000341MaRDI QIDQ6163069zbMATH OpenFDO

Authors Jingchao Li, Ciyu Nie, SiZhe Chen

Publication date 16 June 2023

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0269964822000341

zbMATH Keywords

decentralizationinsurtechmutual aid platformoptimization problemrisk sharing

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Actuarial mathematics (91G05)

Recommendations

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Cites work

• Bringing cost transparency to the life annuity market
• Convex order and comonotonic conditional mean risk sharing
• Equilibrium in a Reinsurance Market
• Investing in your own and peers' risks: the simple analytics of P2P insurance
• Operationalizing approximate multiattribute utility functions for use in practice
• Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
• Peer-to-peer multi-risk insurance and mutual aid
• Risk sharing with multiple indemnity environments
• Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses
• Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines

Cited in

(4)

• Peer-to-peer multi-risk insurance and mutual aid
• Optimal commissions and subscriptions in mutual aid platforms
• Mutual aid insurance with a three-state Markov chain
• Optimal design of fixed and variable costs in peer-to-peer insurance with heterogeneous risk

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