英文标题：
《On a law of large numbers for insurance risks》
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作者：
Yumiharu Nakano
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最新提交年份：
2016
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英文摘要：
This note presents a kind of the strong law of large numbers for an insurance risk caused by a single catastrophic event rather than by an accumulation of independent and identically distributed risks. We derive this result by a large diversification effect resulting from optimal allocation of the risk to many reinsurers or investors.
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中文摘要：
本注释提供了一种强大的大数定律，适用于由单个灾难性事件而不是由独立且分布相同的风险累积引起的保险风险。我们通过将风险最优分配给许多再保险人或投资者而产生的巨大多元化效应得出了这一结果。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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