Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/257845 
Year of Publication: 
2019
Citation: 
[Journal:] Risks [ISSN:] 2227-9091 [Volume:] 7 [Issue:] 1 [Article No.:] 7 [Publisher:] MDPI [Place:] Basel [Year:] 2019 [Pages:] 1-12
Publisher: 
MDPI, Basel
Abstract: 
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.
Subjects: 
coherence
monetary utility
insurance benefit
benefit sharing
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article
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