From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Michel Denuit, Christian Y. Robert
| Year of publication: |
2023
|
|---|---|
| Authors: | Denuit, Michel ; Robert, Christian Yann |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 108.2023, p. 46-59
|
| Subject: | Conditional expectation | Convex order | Convolution order | Directionally convex order | Dispersive order | Increasing convex order | Insurance risk pooling | Theorie | Theory | Risiko | Risk | Risikomodell | Risk model | Entscheidung unter Risiko | Decision under risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.11.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534509