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Contributions to Game Theory and Management, 2010, том 3, страницы 49–66
(Mi cgtm75)
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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
Аннотация:
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.
Ключевые слова:
cooperative game, insurance, core, nucleolus.
Образец цитирования:
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
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/cgtm75 https://www.mathnet.ru/rus/cgtm/v3/p49
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