Conditional mean risk sharing of independent discrete losses in large pools
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Publication:6643665
DOI10.1007/s11009-024-10106-wMaRDI QIDQ6643665
Michel Denuit, Christian Y. Robert
Publication date: 26 November 2024
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
likelihood ratio orderlog-concavityrisk poolingpeer-to-peer (P2P) insuranceconditional mean risk-sharing
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