Investing in your own and peers’ risks: the simple analytics of P2P insurance
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Abstract
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DOI: https://doi.org/10.1007/s13385-020-00238-x
Note: In: European Actuarial Journal - Vol. 10, no.2, p. 335-359 (2020)
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Cited by:
- Michel Denuit & Jan Dhaene & Christian Y. Robert, 2022.
"Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance,"
Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(3), pages 615-667, September.
- Denuit, Michel & Dhaene, Jan & Robert, Christian Y., 2021. "Risk-sharing rules and their properties, with applications to peer-to-peer insurance," LIDAM Discussion Papers ISBA 2021037, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Michel Denuit & Jan Dhaene & Christian Y Robert, 2021. "Risk-sharing Rules and their properties with applications to peer-to-peer insurance," Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven 689055, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven.
- Denuit, Michel & Dhaene, Jan & Robert, Christian Y., 2022. "Risk-sharing rules and their properties, with applications to peer‐to‐peer insurance," LIDAM Reprints ISBA 2022026, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Blier-Wong, Christopher & Cossette, Hélène & Marceau, Etienne, 2023. "Risk aggregation with FGM copulas," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 102-120.
- Michel Denuit & Christian Y. Robert, 2021. "Risk sharing under the dominant peer‐to‐peer property and casualty insurance business models," Risk Management and Insurance Review, American Risk and Insurance Association, vol. 24(2), pages 181-205, June.
- Hansjörg Albrecher & Karl‐Theodor Eisele & Mogens Steffensen & Mario V. Wüthrich, 2022. "On the cost‐of‐capital rate under incomplete market valuation," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 89(4), pages 1139-1158, December.
- Denuit, Michel & Dhaene, Jan & Ghossoub, Mario & Robert, Christian Y., 2023. "Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance," LIDAM Discussion Papers ISBA 2023005, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel & Robert, Christian Y., 2021. "Risk sharing under the dominant peer-to-peer property and casualty insurance business models," LIDAM Discussion Papers ISBA 2021001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel & Robert, Christian Y., 2021. "Stop-loss protection for a large P2P insurance pool," Insurance: Mathematics and Economics, Elsevier, vol. 100(C), pages 210-233.
- Denuit, Michel & Robert, Christian Y., 2021. "From risk sharing to pure premium for a large number of heterogeneous losses," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 116-126.
- Denuit, Michel & Robert, Christian Y., 2023. "From risk reduction to risk elimination by conditional mean risk sharing of independent losses," Insurance: Mathematics and Economics, Elsevier, vol. 108(C), pages 46-59.
- Denuit, Michel & Robert, Christian Y., 2020. "Conditional mean risk sharing for dependent risks using graphical models," LIDAM Discussion Papers ISBA 2020029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel & Robert, Christian Y., 2023. "Conditional mean risk sharing of independent discrete losses in large pools," LIDAM Discussion Papers ISBA 2023010, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Denuit, Michel & Robert, Christian Y., 2020. "Risk reduction by conditional mean risk sharing with application to collaborative insurance," LIDAM Discussion Papers ISBA 2020024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Abdikerimova, Samal & Feng, Runhuan, 2022. "Peer-to-peer multi-risk insurance and mutual aid," European Journal of Operational Research, Elsevier, vol. 299(2), pages 735-749.
- Denuit, Michel & Robert, Christian Y., 2020. "Stop-loss protection for a large P2P insurance pool," LIDAM Discussion Papers ISBA 2020028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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Keywords
Conditional expectation; Risk pooling; Comonotonicity; Compound Poisson distributions; Panjer recursion;All these keywords.
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