Egalitarian Equivalent Capital Allocation
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| 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 | ||
| 245 | 1 | 0 | $aEgalitarian Equivalent Capital Allocation$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 | ||
| 773 | 0 | $wMAP20077000239$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997-$x1092-0277$g04/09/2017 Tomo 21 Número 3 - 2017 , p. 382-396 |