Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance
系统研究了保险损失的风险分担规则，基于一系列相关性质，评估了条件均值风险分担规则和新提出的分位数风险分担规则，并讨论了构建新规则的方法，对点对点保险和应急风险基金管理有参考价值。
Abstract This paper offers a systematic treatment of risk‐sharing rules for insurance losses, based on a list of relevant properties. A number of candidate risk‐sharing rules are considered, including the conditional mean risk‐sharing rule proposed in Denuit and Dhaene and the newly introduced quantile risk‐sharing rule. Their compliance with the proposed properties is established. Then, methods for building new risk‐sharing rules are discussed. The results derived in this paper are helpful in the development of peer‐to‐peer insurance (or crowdsurance), as well as to manage contingent risk funds where a given budget is distributed among claimants.