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Volumn 22, Issue 3, 1998, Pages 209-228

Stochastic cooperative games in insurance

Author keywords

(Re)insurance; Cooperative game theory; Core; Pareto optimality; Zero utility principle

Indexed keywords


EID: 0032109459     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(97)00038-3     Document Type: Article
Times cited : (39)

References (16)
  • 1
    • 0010055036 scopus 로고
    • Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory
    • Alegre, A., Claramunt, M. Mercè, 1995. Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory. Insurance: Mathematics and Economics 17, 19-34.
    • (1995) Insurance: Mathematics and Economics , vol.17 , pp. 19-34
    • Alegre, A.1    Claramunt, M.M.2
  • 2
    • 0000234444 scopus 로고
    • The core of a cooperative game without side payments
    • Tucker, A., Luce, R. (Eds.). Princeton University Press, Princeton, NJ
    • Aumann, R., 1961. The core of a cooperative game without side payments. In: Tucker, A., Luce, R. (Eds.). Contributions to the Theory of Games, vol. IV, Princeton University Press, Princeton, NJ, pp. 269-293.
    • (1961) Contributions to the Theory of Games , vol.4 , pp. 269-293
    • Aumann, R.1
  • 3
    • 0001250954 scopus 로고
    • Some applications of linear programming methods to the theory of games
    • Bondareva, O., 1963. Some applications of linear programming methods to the theory of games (in Russian), Problemi Kibernet, 119-139.
    • (1963) Problemi Kibernet , pp. 119-139
    • Bondareva, O.1
  • 4
    • 0001096696 scopus 로고
    • Equilibrium in a reinsurance market
    • Borch, K., 1962a. Equilibrium in a reinsurance market. Econometrica 30, 424-444.
    • (1962) Econometrica , vol.30 , pp. 424-444
    • Borch, K.1
  • 5
    • 0000669841 scopus 로고
    • Application of game theory to some problems in automobile insurance
    • Borch, K., 1962b. Application of game theory to some problems in automobile insurance. Astin Bulletin 2, 208-221.
    • (1962) Astin Bulletin , vol.2 , pp. 208-221
    • Borch, K.1
  • 6
    • 0000550414 scopus 로고
    • The general economic premium principle
    • Bühlmann, H., 1984. The general economic premium principle. Astin Bulletin 14, 13-21.
    • (1984) Astin Bulletin , vol.14 , pp. 13-21
    • Bühlmann, H.1
  • 7
    • 79955665625 scopus 로고
    • An economic premium principle
    • Bühlmann, H., 1980. An economic premium principle. Astin Bulletin 11, 52-60.
    • (1980) Astin Bulletin , vol.11 , pp. 52-60
    • Bühlmann, H.1
  • 10
    • 84964599511 scopus 로고
    • Cooperative game theory and its insurance applications
    • Lemaire, J., 1991. Cooperative game theory and its insurance applications. Astin Bulletin 21, 17-40.
    • (1991) Astin Bulletin , vol.21 , pp. 17-40
    • Lemaire, J.1
  • 12
    • 0002244412 scopus 로고
    • The core of an N person game
    • Scarf, H., 1967. The core of an N person game. Econometrica 35, 50-69.
    • (1967) Econometrica , vol.35 , pp. 50-69
    • Scarf, H.1
  • 15
    • 0010058959 scopus 로고    scopus 로고
    • Cooperative games with stochastic payoffs, deterministic equivalents
    • Tilburg University
    • Suijs, J., Borm, P., 1996. Cooperative games with stochastic payoffs, deterministic equivalents, FEW Research Memorandum, Tilburg University, 713.
    • (1996) FEW Research Memorandum , pp. 713
    • Suijs, J.1    Borm, P.2
  • 16
    • 0010022191 scopus 로고
    • LP-games and combinatorial optimization games
    • Tijs, S., 1992. LP-games and combinatorial optimization games, Cahiers du CERO 35, 167-186.
    • (1992) Cahiers Du CERO , vol.35 , pp. 167-186
    • Tijs, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.