M. Denuit

Catholic University of Louvain (UCL)

Place Montesquieu, 3

Louvain-la-Neuve, 1348

Belgium

  • Catholic University of Louvain (UCL)

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Comonotonicity and Pareto Optimality, with Application to Collaborative Insurance

Number of pages: 41 Posted: 30 Jan 2023
M. Denuit, Jan Dhaene, Mario Ghossoub and Christian Robert
Catholic University of Louvain (UCL), Katholieke Universiteit Leuven, University of Waterloo and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Downloads 32 (690,837)

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Risk Sharing, Comonotonicity, Pareto Optimality, Convex Order, Convex Order Improvement, Peer-to-Peer Insurance

2.

Risk-Sharing Rules and Their Properties, With Applications to Peer-to-Peer Insurance

Denuit M., Dhaene J., Robert C. (2022). Journal of Risk and Insurance, vol. 89(3), 615-667?
Number of pages: 54 Posted: 30 Aug 2022
M. Denuit, Jan Dhaene and Christian Robert
Catholic University of Louvain (UCL), Katholieke Universiteit Leuven and National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
Downloads 21 (771,492)

Abstract:

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pooling, peer-to-peer (P2P) insurance, crowdsurance, conditional means risk-sharing rule, quantile risk-sharing rule, comonotonicity