2 papers
math.PR2026
Linear Risk Sharing in Community-Based Insurance: Ruin Reduction in the Compound Poisson Model
Michel Denuit, José Miguel Flores-Contró, Christian Y. Robert
This paper studies proportional risk sharing at claim occurrence time in community-based insurance. Each participant is modeled by an individual Cramér-Lundberg surplus process, a…
stat.AP2025
Peer-to-Peer Basis Risk Management for Renewable Production Parametric Insurance
Fallou Niakh, Alicia Bassière, Michel Denuit +1
The financial viability of renewable energy projects is challenged by the variability and unpredictability of production due to weather fluctuations. This paper proposes a novel ri…