On 1-convexity and nucleolus of co-insurance games

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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)
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Link to this item:http://purl.utwente.nl/publications/69239
Publisher URL:http://www.math.utwente.nl/publications
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