Insurance Games

J.P.M. Suijs

Research output: Working paperDiscussion paperOther research output

226 Downloads (Pure)

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

Fingerprint

Premium calculation principle
Insurance
Core allocation
Pareto optimal allocations

Keywords

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

Cite this

Suijs, J. P. M. (1999). Insurance Games. (CentER Discussion Paper; Vol. 1999-95). Tilburg: Accounting.
Suijs, J.P.M. / Insurance Games. Tilburg : Accounting, 1999. (CentER Discussion Paper).
@techreport{8d27bea0589848eabd53751a0dbb07f7,
title = "Insurance Games",
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.",
keywords = "Insurance, stochastic cooperative games, zero utility premium calculation principle",
author = "J.P.M. Suijs",
note = "Pagination: 19",
year = "1999",
language = "English",
volume = "1999-95",
series = "CentER Discussion Paper",
publisher = "Accounting",
type = "WorkingPaper",
institution = "Accounting",

}

Suijs, JPM 1999 'Insurance Games' CentER Discussion Paper, vol. 1999-95, Accounting, Tilburg.

Insurance Games. / Suijs, J.P.M.

Tilburg : Accounting, 1999. (CentER Discussion Paper; Vol. 1999-95).

Research output: Working paperDiscussion paperOther research output

TY - UNPB

T1 - Insurance Games

AU - Suijs, J.P.M.

N1 - Pagination: 19

PY - 1999

Y1 - 1999

N2 - 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.

AB - 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.

KW - Insurance

KW - stochastic cooperative games

KW - zero utility premium calculation principle

M3 - Discussion paper

VL - 1999-95

T3 - CentER Discussion Paper

BT - Insurance Games

PB - Accounting

CY - Tilburg

ER -

Suijs JPM. Insurance Games. Tilburg: Accounting. 1999. (CentER Discussion Paper).