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Search: subject:"Conditional mean risk-sharing"
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conditional mean risk sharing
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Denuit, Michel
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ASTIN bulletin : the journal of the International Actuarial Association
2
Insurance
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The journal of risk & insurance
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ECONIS (ZBW)
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1
Efficient evaluation of risk allocations
Blier-Wong, Christopher
;
Cossette, Hélène
;
Marceau, …
- In:
Insurance : mathematics and economics
122
(
2025
),
pp. 119-136
Persistent link: https://www.econbiz.de/10015432064
Saved in:
2
Mortality credits within large survivor funds
Denuit, Michel
;
Hieber, Peter
;
Robert, Christian Yann
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 813-834
Persistent link: https://www.econbiz.de/10013426662
Saved in:
3
Conditional
mean
risk
sharing
of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
4
Estimating the VaR-induced Euler allocation rule
Gribkova, N. V.
;
Su, Jianxi
;
Zitikis, R.
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 619-635
Persistent link: https://www.econbiz.de/10014342969
Saved in:
5
Risk-sharing rules and their properties, with applications to peer-to-peer insurance
Denuit, Michel
;
Dhaene, Jan
;
Robert, Christian Yann
- In:
The journal of risk & insurance
89
(
2022
)
3
,
pp. 615-667
Persistent link: https://www.econbiz.de/10013395995
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