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Risk-sharing rules and their properties, with applications to peer-to-peer insurance

Recurso electrónico / Electronic resource
Registro MARC
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
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1001 ‎$0‎MAPA20080096434‎$a‎Denuit, Michel
24510‎$a‎Risk-sharing rules and their properties, with applications to peer-to-peer insurance‎$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
7730 ‎$w‎MAP20077000727‎$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-