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Stop-loss protection for a large P2P insurance pool - MaRDI portal

Stop-loss protection for a large P2P insurance pool (Q2234761)

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Stop-loss protection for a large P2P insurance pool
scientific article

    Statements

    title
    Stop-loss protection for a large P2P insurance pool (English)
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    author
    Christian Y. Robert
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    Michel M. Denuit
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    publication date
    19 October 2021
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    zbMATH Keywords
    conditional expectation
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    risk pooling
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    comonotonicity
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    Esscher transform
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    regularly varying tails
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    Identifiers

    zbMATH DE Number
    7411477
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    OpenAlex ID
    W3169990187
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