From risk sharing to pure premium for a large number of heterogeneous losses
Michel Denuit, Christian Y. Robert
| Year of publication: |
2021
|
|---|---|
| Authors: | Denuit, Michel ; Robert, Christian Yann |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 96.2021, p. 116-126
|
| Subject: | Risk pooling | Peer-to-peer (P2P) insurance | Law of large number | Central-limit theorem | Size-biased transform | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Risikomodell | Risk model | Versicherung | Insurance |
| Description of contents: | Description [doi.org] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enthalten in: Volume 101, November 2021, Seite 640-644 |
| Other identifiers: | 10.1016/j.insmatheco.2020.11.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012482774