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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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Systemic tail risk distribution
Bienvenüe, Alexis; Robert, Christian Yann - In: Annals of economics and statistics 123/124 (2016), pp. 29-52
Persistent link: https://www.econbiz.de/10011592732
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From risk sharing to pure premium for a large number of heterogeneous losses
Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 96 (2021), pp. 116-126
Persistent link: https://www.econbiz.de/10012482774
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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
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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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Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 112 (2023), pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
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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