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Risk-sharing rules and their properties, with applications to peer-to-peer insurance
Recurso electrónico / Electronic resource
Sección: Artículos
Título: Risk-sharing rules and their properties, with applications to peer-to-peer insurance / Michel Denuit, Jan Dhaene, Christian Y. RobertAutor: Denuit, Michel ‌
Notas: Sumario: This paper offers a systematic treatment of risk-sharing rules for insurance losses, based on a list of relevant properties. A number of candidate risk-sharing rules are considered, including the conditional mean risk-sharing rule proposed in Denuit and Dhaene and the newly introduced quantile risk-sharing rule. Their compliance with the proposed properties is established. Then, methods for building new risk-sharing rules are discussed. The results derived in this paper are helpful in the development of peer-to-peer insurance (or crowdsurance), as well as to manage contingent risk funds where a given budget is distributed among claimants.

Registros relacionados: En: The Journal of risk and insurance. - Nueva York : The American Risk and Insurance Association, 1964- = ISSN 0022-4367. - 05/09/2022 Volumen 89 Número 3 - septiembre 2022 , p. 615-667Materia / lugar / evento: Mercado de seguros ‌Pago por uso ‌Otras clasificaciones: 219
Derechos: In Copyright (InC)
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