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LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING - MaRDI portal

LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING (Q5140090)

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scientific article; zbMATH DE number 7285052
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English
LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING
scientific article; zbMATH DE number 7285052

    Statements

    title
    LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING (English)
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    author
    Christian Y. Robert
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    Michel M. Denuit
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    publication date
    13 December 2020
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    zbMATH Keywords
    conditional expectation
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    risk pooling
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    compound distributions
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    Panjer formula
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    size-biased transform
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    Identifiers

    DOI
    10.1017/asb.2020.23
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    zbMATH DE Number
    7285052
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    OpenAlex ID
    W3043317478
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