This paper considers a peer-to-peer (P2P) insurance scheme where the higher layer is transferred to a (re-)insurer and retained losses are distributed among participants according to the conditional mean risk sharing rule proposed by Denuit and Dhaene (2012). The global retention level of the pool of participants grows proportionally with their number. We study the asymptotic behavior of the individual retention levels, as well as individual cash-backs and stop-loss premiums, as the number of participants increases. The probability that the total loss hits the upper layer protected by the stop-loss treaty is also considered. The results depend on the proportional rate of increase of the global retention level with the number of participants...
Using risk-reducing properties of conditional expectations with respect to convex order, Denuit and ...
This paper studies diversification effects resulting from pooling insurance losses according to the ...
This paper studies diversification effects resulting from pooling insurance losses according to the ...
This paper considers a peer-to-peer (P2P) insurance scheme where the higher layer is transferred to ...
This paper studies a peer-to-peer (P2P) insurance scheme where participants share the first layer of...
Denuit (2019, 2020a) demonstrated that conditional mean risk sharing introduced by Denuit and Dhaene...
Denuit (2019, 2020b) demonstrated that conditional mean risk sharing introduced by Denuit and Dhaene...
This paper considers linear fair risk sharing rules and the conditional mean risk sharing rule for i...
This paper considers linear fair risk sharing rules and the conditional mean risk sharing rule for i...
This paper purposes to formalize the three business models dominating peer-to-peer (P2P) property an...
This paper purposes to formalize the three business models dominating peer-to-peer (P2P) property an...
This work focuses on a modern typology through which mutual solidarity in the insurance sector finds...
This work focuses on a modern typology through which mutual solidarity in the insurance sector finds...
This work focuses on a modern typology through which mutual solidarity in the insurance sector finds...
Using risk-reducing properties of conditional expectations with respect to convex order, Denuit and ...
Using risk-reducing properties of conditional expectations with respect to convex order, Denuit and ...
This paper studies diversification effects resulting from pooling insurance losses according to the ...
This paper studies diversification effects resulting from pooling insurance losses according to the ...
This paper considers a peer-to-peer (P2P) insurance scheme where the higher layer is transferred to ...
This paper studies a peer-to-peer (P2P) insurance scheme where participants share the first layer of...
Denuit (2019, 2020a) demonstrated that conditional mean risk sharing introduced by Denuit and Dhaene...
Denuit (2019, 2020b) demonstrated that conditional mean risk sharing introduced by Denuit and Dhaene...
This paper considers linear fair risk sharing rules and the conditional mean risk sharing rule for i...
This paper considers linear fair risk sharing rules and the conditional mean risk sharing rule for i...
This paper purposes to formalize the three business models dominating peer-to-peer (P2P) property an...
This paper purposes to formalize the three business models dominating peer-to-peer (P2P) property an...
This work focuses on a modern typology through which mutual solidarity in the insurance sector finds...
This work focuses on a modern typology through which mutual solidarity in the insurance sector finds...
This work focuses on a modern typology through which mutual solidarity in the insurance sector finds...
Using risk-reducing properties of conditional expectations with respect to convex order, Denuit and ...
Using risk-reducing properties of conditional expectations with respect to convex order, Denuit and ...
This paper studies diversification effects resulting from pooling insurance losses according to the ...
This paper studies diversification effects resulting from pooling insurance losses according to the ...