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Denuit, Michel; Robert, Christian Y.
Insurance, mathematics & economics, November 2021, 2021-11-00, 20211101, Letnik: 101Journal Article
This paper supplements the previous contribution by Denuit and Robert (2021). First, the compound Poisson case is revisited and the strong law of large number is rigorously established for the conditional expectations defining the conditional mean risk allocation. Then, a weak law of large numbers is proposed, providing the actuary with a criterion ensuring that the variance of individual contributions tends to 0. This is appealing for applications since this behavior is a key success factor for collaborative insurance pools.
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JCR | SNIP | JCR | SNIP | JCR | SNIP | JCR | SNIP |
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