Pages that link to "Item:Q5140090"
From MaRDI portal
The following pages link to LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING (Q5140090):
Displaying 6 items.
- Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses (Q2152237) (← links)
- Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses (Q2157416) (← links)
- Stop-loss protection for a large P2P insurance pool (Q2234761) (← links)
- From risk sharing to pure premium for a large number of heterogeneous losses (Q2656992) (← links)
- From risk reduction to risk elimination by conditional mean risk sharing of independent losses (Q2681449) (← links)
- Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model (Q6072262) (← links)
