Egalitarian Equivalent Capital Allocation

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<title>Egalitarian Equivalent Capital Allocation</title>
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<abstract displayLabel="Summary">We 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.</abstract>
<note type="statement of responsibility">Shinichi Kamiya, George Zanjani</note>
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<topic>Cálculo actuarial</topic>
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<title>North American actuarial journal</title>
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<publisher>Schaumburg : Society of Actuaries, 1997-</publisher>
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<identifier type="issn">1092-0277</identifier>
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<text>04/09/2017 Tomo 21 Número 3 - 2017 , p. 382-396</text>
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