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