Linear versus nonlinear allocation rules in risk sharing under financial fairness
Year of publication: |
2018
|
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Authors: | Schumacher, Johannes M. |
Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 48.2018, 3, p. 995-1024
|
Subject: | Risk sharing | allocation rules | financial fairness | Borch theorem | syndicates | Theorie | Theory | Allokation | Allocation | Gerechtigkeit | Justice | Risiko | Risk | Pareto-Optimum | Pareto efficiency | Risikomanagement | Risk management | Allokationseffizienz | Allocative efficiency |
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