Investing in your own and peers’ risks: the simple analytics of P2P insurance
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s13385-020-00238-x.pdf
Reference14 articles.
1. Abdikerimova S, Feng R (2019) Peer-to-Peer multi-risk insurance and mutual aid. Available at SSRN. https://ssrn.com/abstract=3505646
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 (2019) Size-biased risk measures of compound sums. N Am Actuar J. https://doi.org/10.1080/10920277.2019.1676787
4. Denuit M, Dhaene J (2012) Convex order and comonotonic conditional mean risk sharing. Insur Math Econ 51:265–270
5. Denuit M, Robert CY (2020) Ultimate behavior of conditional mean risk sharing for independent losses (submitted)
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