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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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Comonotonicity and Pareto optimality, with application to collaborative insurance
Denuit, Michel; Dhaene, Jan; Ghossoub, Mario; Robert, … - In: Insurance : mathematics and economics 120 (2025), pp. 1-16
Persistent link: https://www.econbiz.de/10015431877