20 juin 2023Risk Sharing in Blockchain-Based Insurance with CostsThis study examines the #riskallocation problem in distributed #insurance using #blockchaintechnology, considering different charging...
10 mars 2023A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules"#risksharing is one way to pool risks without the need for a #thirdparty. To ensure the attractiveness of such a system, the rule should...
9 févr. 2023Risk sharing, measuring variability, and distortion riskmetrics"We address the problem of sharing risk among agents with preferences modelled by a general class of comonotonic additive and law-based...