10 citations · 14 across the 9 of their papers we have counts for
4 papers · 1 filter
Nash Peer-to-Peer Insurance Bargaining under Price Fairness and Coalitional Stability
Tim J. Boonen, Wing Fung Chong, Kenneth Tsz Hin Ng +1
We study peer-to-peer (P2P) insurance contracting between a risk-averse P2P reinsurer and multiple risk-averse peers in an asymmetric Nash-bargaining framework, where all agents se…
Pareto Optimal Centralized Risk Sharing with Multiple Agents: Inclusivity and Fairness
Debora Daniela Escobar, Wing Fung Chong
This paper studies centralized risk sharing with endogenous prices. Multiple policyholders transfer risks to a central insurer through indemnity decisions, while prices are determi…
Strategic Risk Reduction: Self-Protection and Self-Insurance
Wing Fung Chong
This paper studies how a risk holder should combine self-protection and self-insurance strategies when market insurance is absent. Self-protection reduces loss frequency, while sel…
Capital-Allocation-Induced Risk Sharing
Wing Fung Chong, Runhuan Feng, Kenneth Tsz Hin Ng
This article proposes a new class of risk-sharing rules by exploring the relationship between capital allocation and risk sharing. While the former is concerned with ex-ante alloca…