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Egalitarian Equivalent Capital Allocation

Recurso electrónico / Electronic resource
MARC record
Tag12Value
LDR  00000cab a2200000 4500
001  MAP20170035046
003  MAP
005  20171122122210.0
008  171031e20170904esp|||p |0|||b|spa d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎6
100  ‎$0‎MAPA20170014485‎$a‎Kamiya, Shinichi
24510‎$a‎Egalitarian Equivalent Capital Allocation‎$c‎Shinichi Kamiya, George Zanjani
520  ‎$a‎We apply Moulin's notion of egalitarian equivalent cost sharing of a public good to the problem of insurance capitalization and capital allocation where the liability portfolio is fixed. We show that this approach yields overall capitalization and cost allocations that are Pareto efficient, individually rational, and, unlike other mechanisms, stable in the sense of adhering to cost monotonicity.
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
700  ‎$0‎MAPA20100047651‎$a‎Zanjani, George
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎04/09/2017 Tomo 21 Número 3 - 2017 , p. 382-396