Risk Sharing Under the Mean-Variance Expected Utility
均值-方差期望效用函数下的风险共担

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.