top of page
  • Photo du rédacteurHélène Dufour

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 be accepted and understood by all participants. A desirable risk-sharing rule should fulfill #actuarial fairness and #pareto optimality while being easy to compute. This paper establishes a one-to-one correspondence between an actuarially fair #paretooptimal (AFPO) risk-sharing rule and a fixed point of a specific function."

2 vues0 commentaire

Posts récents

Voir tout

Climate Risk, Insurance Retreat, and State Response

"Private businesses are making actuarial decisions, assessing that some locations are just too vulnerable to insure. At the same time, this insurance retreat also poses a policy challenge for states a


bottom of page