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Risk Sharing for Individual Risks
SSRN Electronic Journal, 2014Motivated by reinsurance applications, we consider an optimal risk sharing problem for individual risks. In a framework where the market participants’ preferences are according to the sub-additive and law-invariant risk measures, first we characterize the optimal individual risk sharing allocations. Then, we introduce a Choquet risk measure, associated
openaire +1 more source
Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance
Journal of Risk and Insurance, 2022Michel Denuit +2 more
exaly
Financial inclusion and bank risk-taking: the effect of information sharing
Finance Research Letters, 2022Isaac Marcelin
exaly
Assessing Trust and Risk Perceptions in the Sharing Economy: An Empirical Study
Journal of Management Studies, 2021Tingting Zhang, Can Lu
exaly

