Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Dynamic risk diversification and insurance premium principles   We present an approach to the dynamic valuation of exposure risks in the
multi-period setting, which incorporates a dynamic and multiple diversification
of risks in Pareto optimal sense. This approach extends classical indifference
premium principles and can be applied for the valuation of insurance risks. In
particular, our method produces explicit computation formulas for the dynamic
version of the exponential premium principles. Moreover, we show limit theorems
asserting that the risk loading for our valuation decreases to zero when the
number of divisions of a risk goes to infinity.

4
The categories of this paper are: cond-mat
20
The categories of this paper are: acc-phys
22
The categories of this paper are: chao-dyn
16
The categories of this paper are: stat
27
The categories of this paper are: comp-gas
34
The categories of this paper are: chem-ph
3
The categories of this paper are: physics
19
The categories of this paper are: eess
33
The categories of this paper are: plasm-ph
13
The categories of this paper are: quant-ph
32
The categories of this paper are: atom-ph
21
The categories of this paper are: adap-org
11
The categories of this paper are: hep-lat
26
The categories of this paper are: bayes-an
24
The categories of this paper are: dg-ga
36
The categories of this paper are: cmp-lg