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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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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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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
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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