Conformal Risk Sharing: Certified Cost Allocation with Participation Guarantees
Sharing the financial impact of rare adverse events across a group can soften extreme individual burdens, but any participant made worse off by the arrangement has reason to leave. A credible mechanism must therefore provide each agent with a trustworthy cap on their future obligation and should be deployed only if the aggregate harm across participants is bounded. We formalise this as the Certified Allocation Problem: from finite data and without distributional assumptions, find a redistribution rule, produce obligation caps for every participant, and verify that no participant is made materially worse off. We propose Conformal Risk Sharing, which solves this problem by pairing an interp...
| Authors | Ieva Kazlauskaite |
|---|---|
| Primary category | stat.ML |
| Published | 4 June 2026 |
| Last updated at source | 4 June 2026 |
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