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Insurance Games

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  • Suijs, J.P.M.

    (Tilburg University, Center for Economic Research)

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    Abstract

    This paper generalizes the results of Suijs, De Waegenaere and Borm (1998) to arbitrary risks. It provides Pareto optimal allocations and shows that the zero utility premium calculation principle yields a core-allocation.

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    Bibliographic Info

    Paper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 1999-95.

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    Date of creation: 1999
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    Handle: RePEc:dgr:kubcen:199995

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    Web page: http://center.uvt.nl

    Related research

    Keywords: Insurance; stochastic cooperative games; zero utility premium calculation principle;

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    References

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    1. Suijs, J.P.M. & Borm, P.E.M., 1999. "Stochastic cooperative games: Superadditivity, convexity and certainty equivalents," Open Access publications from Tilburg University urn:nbn:nl:ui:12-80645, Tilburg University.
    2. Alegre, Antoni & Claramunt, M. Merce, 1995. "Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory," Insurance: Mathematics and Economics, Elsevier, vol. 17(1), pages 19-34, August.
    3. Suijs, J.P.M. & De Waegenaere, A.M.B. & Borm, P.E.M., 1998. "Stochastic cooperative games in insurance and reinsurance," Open Access publications from Tilburg University urn:nbn:nl:ui:12-77120, Tilburg University.
    4. Suijs, J.P.M. & Borm, P.E.M. & De Waegenaere, A.M.B. & Tijs, S.H., 1999. "Cooperative games with stochastic payoffs," Open Access publications from Tilburg University urn:nbn:nl:ui:12-78432, Tilburg University.
    5. Suijs, Jeroen & De Waegenaere, Anja & Borm, Peter, 1998. "Stochastic cooperative games in insurance," Insurance: Mathematics and Economics, Elsevier, vol. 22(3), pages 209-228, July.
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