Pareto-optimal peer-to-peer risk sharing with robust distortion risk measures
Mario Ghossoub, Michael B. Zhu and Wing Fung Chong
| Year of publication: |
2025
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|---|---|
| Authors: | Ghossoub, Mario ; Zhu, Michael B. ; Chong, Wing Fung |
| Published in: |
ASTIN bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge Univ. Press, ISSN 1783-1350, ZDB-ID 2148228-7. - Vol. 55.2025, 3, p. 537-563
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| Subject: | decentralized insurance | Pareto optimality | peer-to-peer insurance | Risk sharing | robust distortion risk measures | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Risikomodell | Risk model | Risikomanagement | Risk management | Pareto-Optimum | Pareto efficiency | Versicherung | Insurance | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2025.6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015550237