From risk sharing to pure premium for a large number of heterogeneous losses
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Publication:2656992
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Cites work
- scientific article; zbMATH DE number 558238 (Why is no real title available?)
- scientific article; zbMATH DE number 741240 (Why is no real title available?)
- A general law of iterated logarithm
- A limit theorem for expectations conditional on a sum
- Actuarial fairness and solidarity in pooled annuity funds
- Convex order and comonotonic conditional mean risk sharing
- Equilibrium in a Reinsurance Market
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- Stochastic orders
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Cited in
(18)- Corrigendum and addendum to: ``From risk sharing to pure premium for a large number of heterogeneous losses
- Mortality credits within large survivor funds
- Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses
- Stop-loss protection for a large P2P insurance pool
- 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 independent discrete losses in large pools
- Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction
- When \(q\) theory meets large losses risks and agency conflicts
- Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses
- Risk aggregation with FGM copulas
- Large-loss behavior of conditional mean risk sharing
- From risk reduction to risk elimination by conditional mean risk sharing of independent losses
- Investing in your own and peers' risks: the simple analytics of P2P insurance
- Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions
- A stochastic model of group wealth responses to insurance mechanisms in low-income communities
- Optimal commissions and subscriptions in mutual aid platforms
- Modern life-care tontines
- A unified theory of decentralized insurance
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