Remarks on benefit sharing

• Freddy Delbaen ^[1] ; Delia Coculescu ^[1]
  1. [1] University of Zurich

     University of Zurich

     Zürich, Suiza

     
• Localización: Contributions to risk analysis: risk 2018 / coord. por José María Sarabia Alegría, Faustino Prieto Mendoza, Montserrat Guillén Estany, 2018, ISBN 978-84-9844-683-8, págs. 149-154
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • We use the theory of coherent measures to look at the problem of benefit sharing in an insurance business. The benefit share of an insured is calculated by the surplus premium in the contract. The theory of coherent risk measures and the resulting capital allocation gives a way to divide the benefit between the insured and the capital providers, i.e. the shareholders.