Risk-sharing rules and their properties, with applications to peer-to-peer insurance
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<subfield code="a">Denuit, Michel</subfield>
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<subfield code="a">Risk-sharing rules and their properties, with applications to peer-to-peer insurance</subfield>
<subfield code="c">Michel Denuit, Jan Dhaene, Christian Y. Robert</subfield>
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<subfield code="a">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.
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<subfield code="g">05/09/2022 Volumen 89 Número 3 - septiembre 2022 , p. 615-667</subfield>
<subfield code="x">0022-4367</subfield>
<subfield code="t">The Journal of risk and insurance</subfield>
<subfield code="d">Nueva York : The American Risk and Insurance Association, 1964-</subfield>
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