This paper proposes a new risk-sharing procedure, framed into the classical insurance surplus process. Compared to the standard setting where total losses are shared at the end of the period, losses are allocated among participants at their occurrence time in the proposed model. The conditional mean risk-sharing rule proposed by Denuit and Dhaene (2012) is applied to this end. The analysis adopts two different points of views: a collective one for the pool and an individual one for sharing losses and adjusting the amounts of contributions among participants. These two views are compatible under the compound Poisson risk process. Guarantees can also be added by partnering with an insurer.

本文提出了一种新的风险分担程序，将其纳入经典的保险盈余流程。与在期末共享总损失的标准设置相比，在拟议模型中，损失是在参与者发生时分配的。Denuit 和 Dhaene (2012)提出的条件平均风险分担规则适用于此目的。该分析采用了两种不同的观点：一种是针对资金池的集体观点，另一种是针对分担损失和调整参与者之间的出资额的个人观点。这两种观点在复合泊松风险过程下是兼容的。也可以通过与保险公司合作来增加担保。