کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5077142 | 1374119 | 2011 | 9 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On 1-convexity and nucleolus of co-insurance games
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله

چکیده انگلیسی
The insurance 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 present certain conditions on the parameters of the model that guarantee the 1-convexity property of co-insurance games which in turn ensures the nonemptiness of the core and the linearity of the nucleolus as a function of the variable premium. Further we reveal conditions when a co-insurance game is representable in the form of a veto-removed game and present an efficient final algorithm for computing the nucleolus of a veto-removed game.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 48, Issue 2, March 2011, Pages 217-225
Journal: Insurance: Mathematics and Economics - Volume 48, Issue 2, March 2011, Pages 217-225
نویسندگان
Theo S.H. Driessen, Vito Fragnelli, Ilya V. Katsev, Anna B. Khmelnitskaya,