1 juin 2023Distributed Insurance: Tokenization of Risk and Reward AllocationThis paper claims to contribute to the understanding of #peertopeer, #decentralized distributed #insurance as a viable alternative to...
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...
2 mars 2023A Unified Theory of Decentralized InsuranceThis paper discusses #decentralized#insurance and its various forms of #risksharing mechanisms developed worldwide. It highlights the...
24 févr. 2023Pairwise counter-monotonicity"We show that pairwise counter-monotonicity implies negative association, and it is equivalent to joint mix dependence if both are...
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...
17 août 2022An axiomatic theory for anonymized risk sharing"Four axioms natural in such a framework -- actuarial fairness, risk fairness, risk anonymity, and operational anonymity -- are put...