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Contribution Details
| Type | Journal Article |
| Scope | Discipline-based scholarship |
| Title | Surplus Sharing with Coherent Utility Functions |
| Organization Unit | |
| Authors |
|
| Item Subtype | Original Work |
| Refereed | Yes |
| Status | Published in final form |
| Language |
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| Journal Title | Risks |
| Publisher | MDPI Publishing |
| Geographical Reach | international |
| ISSN | 2227-9091 |
| Volume | 7 |
| Number | 1 |
| Page Range | 7 |
| Date | 2019 |
| Abstract Text | We use the theory of coherent measures to look at the problem of surplus sharing in an insurance business. The surplus 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 surplus between the insured and the capital providers, i.e., the shareholders. |
| Free access at | DOI |
| Digital Object Identifier | 10.3390/risks7010007 |
| Other Identification Number | merlin-id:17235 |
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