Linear versus nonlinear allocation rules in risk sharing under financial faimess
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20180031045 | ||
| 003 | MAP | ||
| 005 | 20181108183136.0 | ||
| 008 | 181107e20180903gbr|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a92 | ||
| 100 | $0MAPA20180014338$aSchumacher, Johannes M. | ||
| 245 | 1 | 0 | $aLinear versus nonlinear allocation rules in risk sharing under financial faimess$cJohannes M. Schumacher |
| 520 | $aIn a risk exchange, participants trade a privately owned risk for a share in a pool. If participants agree on a valuation rule, it can be decided whether or not, according to the given rule, these trades take place at equal value. If equality of values holds for all participants, then the exchange is said to be "financially fair". It has been shown by Buhlmann and Jewell (1979) that, undermild assumptions, the constraint of financial fairness singles out a unique solution among the set of all Pareto efficient risk exchanges. In this paper, we find that an analogous statement is true if we limit ourselves to linear exchanges. | ||
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080597665$aMétodos estadísticos | |
| 650 | 4 | $0MAPA20080582418$aRiesgo financiero | |
| 650 | 4 | $0MAPA20080625900$aModelos de estados financieros | |
| 650 | 4 | $0MAPA20080591182$aGerencia de riesgos | |
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 995-1024 |