Optimal design for network mutual aid
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Publication:6163069
DOI10.1017/S0269964822000341zbMATH Open1518.91223MaRDI QIDQ6163069FDOQ6163069
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)
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Actuarial mathematics (91G05) Existence theories for optimal control problems involving partial differential equations (49J20)
Cites Work
- Convex order and comonotonic conditional mean risk sharing
- Optimal investment and reinsurance strategies for insurers with generalized mean-variance premium principle and no-short selling
- Equilibrium in a Reinsurance Market
- Bringing cost transparency to the life annuity market
- Risk sharing with multiple indemnity environments
- Operationalizing approximate multiattribute utility functions for use in practice
- Peer-to-peer multi-risk insurance and mutual aid
- Investing in your own and peers' risks: the simple analytics of P2P insurance
- Size-biased transform and conditional mean risk sharing, with application to p2p insurance and tontines
- Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses
Cited In (3)
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