Investing in your own and peers' risks: the simple analytics of P2P insurance
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Publication:2219615
DOI10.1007/s13385-020-00238-xzbMath1455.91218OpenAlexW3033856503MaRDI QIDQ2219615
Publication date: 20 January 2021
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://dial.uclouvain.be/pr/boreal/fr/object/boreal%3A227946/datastream/PDF_01/view
Related Items (12)
MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS ⋮ Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses ⋮ Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses ⋮ From risk sharing to pure premium for a large number of heterogeneous losses ⋮ Peer-to-peer risk sharing with an application to flood risk pooling ⋮ From risk reduction to risk elimination by conditional mean risk sharing of independent losses ⋮ A stochastic model of group wealth responses to insurance mechanisms in low-income communities ⋮ Optimal design for network mutual aid ⋮ Risk aggregation with FGM copulas ⋮ Tail variance allocation, Shapley value, and the majorization problem ⋮ Stop-loss protection for a large P2P insurance pool ⋮ Peer-to-peer multi-risk insurance and mutual aid
Uses Software
Cites Work
- The concept of comonotonicity in actuarial science and finance: theory.
- The concept of comonotonicity in actuarial science and finance: applications.
- Convex order and comonotonic conditional mean risk sharing
- SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES
- Size-Biased Risk Measures of Compound Sums
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