📢 Seminar: Quantifying mutualization.👉 By Arthur Charpentier

‍📅 Tuesday, September 22, 6:00 PM to 7:30 PM online

▶️ Between full mutualization and individualized pricing, how can we measure the degree of demutualization in an insurance portfolio?

▶️ We propose a scale relative to a risk benchmark, based on two complementary measures: one at the individual level and the other at the premium distribution level using the Wasserstein distance. The gap between them helps identify situations where premium differentiation is correct on average but poorly allocated among policyholders. In L1 norm, the index is interpreted directly as the fraction of the volume of transfers eliminated compared to fully mutualized pricing.

▶️ The presentation is based on a recent paper, with Laurence Barry.

🛑 Please note: registration is required 👇https://lnkd.in/eAuifneD