This paper studies a peer-to-peer (P2P) insurance scheme where participants share the first layer of their respective losses while the higher layer is transferred to a (re-)insurer. The conditional mean risk sharing rule proposed by Denuit and Dhaene (Insur Math Econ 51:265–270, 2012) appears to be a very convenient way to distribute retained losses among participants, as shown by Denuit (ASTIN Bull 49:591–617, 2019). The amount of contributions paid by participants is determined by splitting it into the price of the stop-loss protection limiting the community’s total payout and an appropriate provision for the coverage of the lower layer which is mutualized inside the P2P community. As an application, the paper considers the case of a P2P insurance scheme when losses are modeled by independent compound Poisson sums with integer-valued severities (resulting from discretization). Some extensions are also discussed.

本文研究了一种点对点（P2P）保险计划，其中参与者分担各自损失的第一层，而较高的层转移给（再）保险人。Denuit和Dhaene（Insur Math Econ 51：265-270，2012）提出的条件平均风险分担规则似乎是在参与者之间分配保留损失的一种非常方便的方法，如Denuit所示（ASTIN Bull 49：591-617， 2019）。参与者缴纳的会费数额是通过将其分为限制社区总支出的止损保护价格和在P2P社区内部相互转化的较低层覆盖的适当规定而确定的。作为应用，当损失由具有整数值严重性的独立复合泊松和来建模时（离散化），本文考虑了P2P保险方案的情况。还讨论了一些扩展。