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17098 On 1-convexity and nucleolus of co-insurance games

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Driessen, T.S.H. and Fragnelli, V. and Katsev, I.V. and Khmelnitskaya, A.B. (2010) On 1-convexity and nucleolus of co-insurance games. Memorandum 1913, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850

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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:	Internal Report (Memorandum)
Research Group:	EWI-DMMP: Discrete Mathematics and Mathematical Programming
Research Program:	CTIT-IE&ICT: Industrial Engineering and ICT
Uncontrolled Keywords:	Cooperative game, Insurance, Core, Nucleolus
ID Code:	17098
Deposited On:	04 January 2010
More Information:	statistics metis

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On 1-convexity and nucleolus of co-insurance games (deposited 04 January 2010)
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- On 1-convexity and nucleolus of co-insurance games (deposited 28 January 2011)

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