Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
By Michel Denuit
| Year of publication: |
2019
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|---|---|
| Authors: | Denuit, Michel |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 3, p. 591-617
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| Subject: | Conditional expectation | risk pooling | risk measures | compound distributions | Panjer family of distributions | Risiko | Risk | Theorie | Theory | Risikomanagement | Risk management | Risikomodell | Risk model | Statistische Verteilung | Statistical distribution | Risikomaß | Risk measure | Messung | Measurement | Versicherung | Insurance | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.24 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116366