Risk-sharing rules and their properties, with applications to peer-to-peer insurance
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
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| 001 | MAP20220023429 | ||
| 003 | MAP | ||
| 005 | 20220912142423.0 | ||
| 008 | 220912e20220905usa|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a219 | ||
| 100 | 1 | $0MAPA20080096434$aDenuit, Michel | |
| 245 | 1 | 0 | $aRisk-sharing rules and their properties, with applications to peer-to-peer insurance$cMichel Denuit, Jan Dhaene, Christian Y. Robert |
| 520 | $aThis 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. | ||
| 650 | 4 | $0MAPA20080586294$aMercado de seguros | |
| 650 | 4 | $0MAPA20080563639$aPago por uso | |
| 773 | 0 | $wMAP20077000727$g05/09/2022 Volumen 89 Número 3 - septiembre 2022 , p. 615-667$x0022-4367$tThe Journal of risk and insurance$dNueva York : The American Risk and Insurance Association, 1964- |