• Corpus ID: 251589429

An axiomatic theory for anonymized risk sharing

  title={An axiomatic theory for anonymized risk sharing},
  author={Zhanyi Jiao and Steven Kou and Yang Liu and Ruodu Wang},
We study an axiomatic framework for anonymized risk sharing. In contrast to traditional risk sharing settings, our framework requires no information on preferences, identities, private operations and realized losses from the individual agents, and thereby it is useful for modeling risk sharing in decentralized systems. Four axioms natural in such a framework – actuarial fairness, risk fairness, risk anonymity, and operational anonymity – are put forward and discussed. We establish the… 

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