Convex order and comonotonic conditional mean risk sharing
By Michel Denuit, Jan Dhaene. 2012
87 citations recorded by the source corpus.
Subfields: Economics and Econometrics, General Decision Sciences, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/bd40f051ec46f3d745ab1b89a6f38674694ea790
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In General Decision Sciences
In Management Science and Operations Research
Citations in the corpus
- SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES (2019, methodology): “The present paper proposes a simple and mathematically correct solution based on the conditional mean risk sharing rule proposed by Denuit and Dhaene (2012).”