Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-021-09881-7.pdf
Reference24 articles.
1. Asmussen S, Goffard PO, Laub P (2018) Orthonormal polynomial expansions and lognormal sum densities. In: Risk and Stochastics: Ragnar Norberg at 70. Mathematical Finance Economics. World Scientific
2. Denuit M (2019) Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines. ASTIN Bull 49:591–617
3. Denuit M (2020a) Size-biased risk measures of compound sums. N Am Actuar J 24:512–532
4. Denuit M (2020b) Investing in your own and peers’ risks: The simple analytics of P2P insurance. Eur Actuar J 10:335–359
5. Denuit M, Dhaene J (2012) Convex order and comonotonic conditional mean risk sharing. Insur Math Econ 51:265–270
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4. Reply to Jiandong Ren on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums”;North American Actuarial Journal;2021-06-03
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