Atelier QUANTACT: «Networks, Games and Risk»

Decentralized risk-sharing markets are markets for risk exchange in which a pool of individuals agree to mutually insurer each other, without recourse to a centralized insurance provider. Some important problems to examine in these markets are the following:

  • The coalitional stability of the pool, or the formation of risk-sharing networks (subcoalitions) within the pool.
  • The Pareto-efficiency of allocations along risk-sharing networks.
  • The structure of allocation mechanisms within networks, that is, the mappings that transform feasible allocations into other feasible allocations within networks.

Examining these problems requires an interdisciplinary approach, drawing from economic theory, insurance and actuarial science, game theory, and related fields of applications. It is the aim of this workshop to bring together researchers from various fields, to discuss open problems in the theory of decentralized risk-sharing along networks, as well as potential interdisciplinary approaches to tackle these problems.

The event will be free, but registration is mandatory. 

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lundi 18 décembre 2023
8 h 30 à 16 h 45

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UQAM - Pavillon Président-Kennedy (PK)
201, avenue du Président-Kennedy
Montréal (QC)

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