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

Author:

Denuit Michel,Robert Christian Y.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference20 articles.

1. Peer-to-Peer multirisk insurance and mutual aid;Abdikerimova,2019

2. Equilibrium in a reinsurance market;Borch;Econometrica,1962

3. Optimal risk exchanges;Buhlmann;Astin Bull.,1979

4. Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines;Denuit;Astin Bull.,2019

5. Investing in your own and peers’ risks: The simple analytics of P2P insurance;Denuit;Eur. Actuar. J.,2020

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1. A unified theory of decentralized insurance;Insurance: Mathematics and Economics;2024-11

2. Risk sharing rule and safety loading in a peer to peer cooperative insurance model;Decisions in Economics and Finance;2024-03-27

3. Multiperiod peer‐to‐peer risk sharing;Journal of Risk and Insurance;2024-02-05

4. Optimal cashback in a cooperative framework for peer-to-peer insurance coverages;Annals of Operations Research;2023-11-29

5. A stochastic model of group wealth responses to insurance mechanisms in low-income communities;Scandinavian Actuarial Journal;2023-09-12

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