Insurance Games

J.P.M. Suijs

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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.
Original languageEnglish
Place of PublicationTilburg
PublisherAccounting
Number of pages19
Volume1999-95
Publication statusPublished - 1999

Publication series

NameCentER Discussion Paper
Volume1999-95

Keywords

  • Insurance
  • stochastic cooperative games
  • zero utility premium calculation principle

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