Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
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DOI: 10.1016/j.insmatheco.2023.05.008
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More about this item
Keywords
Risk pooling; Conditional mean risk sharing; Ruin probability; Mutual exclusivity;All these keywords.
JEL classification:
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
Statistics
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