Corrigendum and addendum to: ``From risk sharing to pure premium for a large number of heterogeneous losses

DOI10.1016/J.INSMATHECO.2021.09.002MaRDI QIDQ2665882zbMATH OpenOpenAlexFDO

Authors C. Y. Robert, Michel Denuit

Publication date 19 November 2021

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2021.09.002

zbMATH Keywords

conditional expectationlaw of large numberrisk pooling

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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Cites work

• From risk sharing to pure premium for a large number of heterogeneous losses

Cited in

(6)

• 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
• Mortality credits within large survivor funds
• Large-loss behavior of conditional mean risk sharing
• A stochastic model of group wealth responses to insurance mechanisms in low-income communities

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