top of page
Rechercher
  • 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."


4 vues0 commentaire

Posts récents

Voir tout

How good are LLMs in risk profiling?

The study investigated how ChatGPT and Bard categorize investor risk profiles compared to financial advisors. While there were no significant differences in the risk scores assigned by the chatbots an

bottom of page