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From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 108 (2023), pp. 46-59
Persistent link: https://www.econbiz.de/10013534509
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Stop-loss protection for a large P2P insurance pool
Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 100 (2021), pp. 210-233
Persistent link: https://www.econbiz.de/10012622390
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Large-loss behavior of conditional mean risk sharing
Denuit, Michel; Robert, Christian Yann - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 1093-1122
Persistent link: https://www.econbiz.de/10012307400