Investing in your own and peers' risks: the simple analytics of P2P insurance
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Publication:2219615
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Cites work
- Convex order and comonotonic conditional mean risk sharing
- Size-biased risk measures of compound sums
- Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines
- The concept of comonotonicity in actuarial science and finance: applications.
- The concept of comonotonicity in actuarial science and finance: theory.
Cited in
(22)- Peer-to-peer multi-risk insurance and mutual aid
- Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses
- Stop-loss protection for a large P2P insurance pool
- 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
- Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines
- 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
- Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
- Peer-to-peer risk sharing with an application to flood risk pooling
- 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
- Optimal commissions and subscriptions in mutual aid platforms
- Conditional mean risk sharing of independent discrete losses in large pools
- A unified theory of decentralized insurance
- Tokenization of distributed insurance by auction
- An axiomatic characterization of the quantile risk-sharing rule
- On the optimality of linear residual risk sharing
- Comonotonicity and Pareto optimality, with application to collaborative insurance
- Comonotonic improvement under feasibility constraints
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