On 1-convexity and nucleolus of co-insurance games
Driessen, Theo S.H. and Fragnelli, Vito and Katsev, Ilya V. and Khmelnitskaya, Anna B. (2010) On 1-convexity and nucleolus of co-insurance games. [Report]
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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. |
| Item Type: | Report |
| Copyright: | © 2010 University of Twente, Department of Applied Mathematics |
| Faculty: | Electrical Engineering, Mathematics and Computer Science (EEMCS) |
| Research Group: | |
| Link to this item: | http://purl.utwente.nl/publications/69239 |
| Publisher URL: | http://www.math.utwente.nl/publications |
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