SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES (Q4972118)
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scientific article; zbMATH DE number 7135573
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES |
scientific article; zbMATH DE number 7135573 |
Statements
SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES (English)
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22 November 2019
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conditional expectation
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risk pooling
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risk measures
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compound distributions
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Panjer family of distributions
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