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Contributions to Game Theory and Management, 2010, Volume 3, Pages 49–66 (Mi cgtm75)  
A Game Theoretic Approach to Co-Insurance Situations

Theo S. H. Driessena, Vito Fragnellib, Ilya V. Katsevc, Anna B. Khmelnitskayac

a University of Twente, Department of Applied Mathematics, P.O. Box 217, 7500 AE Enschede, The Netherlands
b University of Eastern Piedmont, Department of Science and Advanced Technologies, Viale T. Michel 11, 15121, Alessandria, Italy
c SPb Institute for Economics and Mathematics Russian Academy of Sciences, 1 Tchaikovsky St., 191187 St. Petersburg, Russia
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Abstract: The situation, in which an enormous risk is insured by a number of insurance companies, is modeled through a cooperative TU game, the so-called co-insurance game, first introduced in Fragnelli and Marina (2004). In this paper we show that a co-insurance game possesses several interesting properties that allow to study the nonemptiness and the structure of the core and to construct an efficient algorithm for computing the nucleolus.
Keywords: cooperative game, insurance, core, nucleolus.
Document Type: Article
MSC: 91A12, 91A40, 91B30
Language: English
Citation: Theo S. H. Driessen, Vito Fragnelli, Ilya V. Katsev, Anna B. Khmelnitskaya, “A Game Theoretic Approach to Co-Insurance Situations”, Contributions to Game Theory and Management, 3 (2010), 49–66
Citation in format AMSBIB
\Bibitem{DriFraKat10}
\by Theo~S.~H.~Driessen, Vito~Fragnelli, Ilya~V.~Katsev, Anna~B.~Khmelnitskaya
\paper A Game Theoretic Approach to Co-Insurance Situations
\jour Contributions to Game Theory and Management
\yr 2010
\vol 3
\pages 49--66
\mathnet{http://mi.mathnet.ru/cgtm75}
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