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Risk-sharing Rules and their properties with applications to peer-to-peer insurance

Citations

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  2. Fallou Niakh & Arthur Charpentier & Caroline Hillairet & Philipp Ratz, 2025. "Disaster Risk Financing through Taxation: A Framework for Regional Participation in Collective Risk-Sharing," Papers 2506.18895, arXiv.org.
  3. Blier-Wong, Christopher & Cossette, Hélène & Marceau, Etienne, 2025. "Efficient evaluation of risk allocations," Insurance: Mathematics and Economics, Elsevier, vol. 122(C), pages 119-136.
  4. Feng, Runhuan & Liu, Ming & Zhang, Ning, 2024. "A unified theory of decentralized insurance," Insurance: Mathematics and Economics, Elsevier, vol. 119(C), pages 157-178.
  5. Jan Dhaene & Rodrigue Kazzi & Emiliano A. Valdez, 2024. "Axiomatic characterizations of some simple risk-sharing rules," Papers 2411.06240, arXiv.org, revised Nov 2024.
  6. 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.
  7. H'el`ene Cossette & Benjamin C^ot'e & Alexandre Dubeau & Etienne Marceau, 2024. "On a risk model with tree-structured Poisson Markov random field frequency, with application to rainfall events," Papers 2412.00607, arXiv.org, revised Jun 2026.
  8. Tim J. Boonen & Wing Fung Chong & Mario Ghossoub, 2024. "Pareto‐efficient risk sharing in centralized insurance markets with application to flood risk," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 91(2), pages 449-488, June.
  9. Michel Denuit & Christian Y. Robert, 2024. "Conditional Mean Risk Sharing of Independent Discrete Losses in Large Pools," Methodology and Computing in Applied Probability, Springer, vol. 26(4), pages 1-22, December.
  10. Denuit, Michel & Ortega-Jimenez, Patricia & Robert, Christian Y., 2024. "No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses," LIDAM Discussion Papers ISBA 2024019, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  11. Matthias Nadler & Felix Bekemeier & Fabian Schar, 2022. "DeFi Risk Transfer: Towards A Fully Decentralized Insurance Protocol," Papers 2212.10308, arXiv.org.
  12. Wing Fung Chong & Runhuan Feng & Kenneth Tsz Hin Ng, 2026. "Capital-Allocation-Induced Risk Sharing," Papers 2603.26491, arXiv.org.
  13. Michel Denuit & Jos'e Miguel Flores-Contr'o & Christian Y. Robert, 2026. "Linear Risk Sharing in Community-Based Insurance: Ruin Reduction in the Compound Poisson Model," Papers 2603.29530, arXiv.org, revised Sep 2026.
  14. Hanbali, Hamza, 2025. "Mean-variance longevity risk-sharing for annuity contracts," Insurance: Mathematics and Economics, Elsevier, vol. 120(C), pages 207-235.
  15. Bohan Li & Wenyuan Li & Kenneth Tsz Hin Ng & Sheung Chi Phillip Yam, 2025. "Mean Field Analysis of Mutual Insurance Market," Papers 2511.12292, arXiv.org.
  16. Denuit, Michel & Dhaene, Jan & Ghossoub, Mario & Robert, Christian Y., 2025. "Comonotonicity and Pareto optimality, with application to collaborative insurance," Insurance: Mathematics and Economics, Elsevier, vol. 120(C), pages 1-16.
  17. Jan L. M. Dhaene & Moshe A. Milevsky, 2024. "Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat," Papers 2402.00855, arXiv.org.
  18. Dhaene, Jan & Milevsky, Moshe A., 2024. "Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat?," Insurance: Mathematics and Economics, Elsevier, vol. 119(C), pages 238-250.
  19. Ringa Raudla & Egert Juuse & Vytautas Kuokstis & Aleksandrs Cepilovs & James W. Douglas, 2026. "Regulatory sandboxes and innovation hubs for FinTech: experiences of the Baltic states," European Journal of Law and Economics, Springer, vol. 61(1), pages 55-75, April.
  20. Michiko Ogaku, 2025. "Full Subgame-Perfect Implementation of Optimal Risk Sharing on an Infinite Menu," Papers 2505.04122, arXiv.org, revised Aug 2026.
  21. Zhanyi Jiao & Steven Kou & Yang Liu & Ruodu Wang, 2022. "An axiomatic theory for anonymized risk sharing," Papers 2208.07533, arXiv.org, revised May 2023.
  22. Mario Ghossoub & Michael B. Zhu & Wing Fung Chong, 2024. "Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures," Papers 2409.05103, arXiv.org.
  23. Blier-Wong, Christopher & Cossette, Hélène & Marceau, Etienne, 2023. "Risk aggregation with FGM copulas," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 102-120.
  24. Fallou Niakh, 2023. "A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules," Papers 2303.05421, arXiv.org, revised Jul 2023.
  25. Jan Dhaene & Atibhav Chaudhry & Ka Chun Cheung & Austin Riis-Due, 2025. "Compensation-based risk-sharing," Papers 2510.19511, arXiv.org, revised Jun 2026.
  26. Darko Medved, 2025. "Dynamic pricing and solvency of peer-to-peer insurance: a framework for transparency, risk sharing, and financial sustainability," Risk Management, Palgrave Macmillan, vol. 27(3), pages 1-20, September.
  27. Feng Runhuan & Liang Zongxia & Song Yilun, 2025. "Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security," Papers 2502.13742, arXiv.org.
  28. Mario Ghossoub & Giulio Principi & Ruodu Wang, 2024. "Allocation Mechanisms in Decentralized Exchange Markets with Frictions," Papers 2404.10900, arXiv.org, revised Mar 2026.
  29. Denuit, Michel & Robert, Christian Y., 2023. "Endowment contingency funds for mutual aid and public financing," LIDAM Discussion Papers ISBA 2023009, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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