%0 Journal Article
%T Risk Sharing Under the Mean-Variance Expected Utility<br>均值-方差期望效用函数下的风险共担
%A JIANG Tiejun
%A XIA Lu
%A CHENG Bing
%A MAO Xiaolun
%A <br>姜铁军
%A 夏路
%A 程兵
%A 毛小纶
%J 系统科学与数学
%D 2009
%I 
%X This paper is devoted to discuss the risk sharing principle for the case of multi-agent and multi-risk factor based on the concepts of risk pooling and risk adding which is given by Samuelson. Under the assumption of Mean-Variance expected utility, the risk sharing rule is given and it is proven that it is equal to the conditional expectation risk allocation function. So, an equivalent relationship between the risk sharing in financial economics and risk allocation in risk management for such special case is provided.
%K Risk sharing
%K risk adding
%K risk pooling
%K risk allocation<br>风险共担
%K 风险汇合
%K 风险分担
%K 风险分配
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=23DC135325072E402A2A47E3794EF578&yid=DE12191FBD62783C&vid=771469D9D58C34FF&iid=CA4FD0336C81A37A&sid=58F693790F887B3B&eid=3986B25773CB6C30&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=1&reference_num=14