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From risk reduction to risk elimination by conditional mean risk sharing of independent losses
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Insurance: Mathematics and Economics, 2023
Collaborative Insurance with Stop-Loss Protection and Team Partitioning
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North American Actuarial Journal, 2022
Stochastic derivative estimation for max-stable random fields
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European Journal of Operational Research, 2022
MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS
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ASTIN Bulletin, 2022
Risk-sharing rules and their properties, with applications to peer-to-peer insurance
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Journal of Risk and Insurance, 2022
Conditional Tail Expectation Decomposition and Conditional Mean Risk Sharing for Dependent and Conditionally Independent Losses
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Methodology and Computing in Applied Probability, 2022
Efficient conditional Monte Carlo simulations for the exponential integrals of Gaussian random fields
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Journal of Applied Probability, 2022
Polynomial Series Expansions and Moment Approximations for Conditional Mean Risk Sharing of Insurance Losses
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Methodology and Computing in Applied Probability, 2022
Conditional mean risk sharing in the individual model with graphical dependencies
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Annals of Actuarial Science, 2022
Testing for changes in the tail behavior of BrownResnick Pareto processes
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Stochastic Processes and their Applications, 2022