An axiomatic theory for anonymized risk sharing
"Four axioms natural in such a framework -- actuarial fairness, risk fairness, risk anonymity, and operational anonymity -- are put...
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Rechercher
22 mars 2022
The Gerber-Shiu discounted penalty function: From practical perspectives
"The Gerber-Shiu function provides a unified framework for the evaluation of a variety of risk quantities. Ever since its establishment,...
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