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Insurance Games

Suijs,J.P.M.
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.
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Pagination: 19
Date
1999
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Volume Title
Publisher
Accounting
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Tilburg University Research Output Collection
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95.pdf
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Keywords
Insurance, stochastic cooperative games, zero utility premium calculation principle, C71 - Cooperative Games
Citation
Suijs, J P M 1999 'Insurance Games' CentER Discussion Paper, vol. 1999-95, Accounting, Tilburg.
URI
https://hdl.handle.net/20.500.14602/26599
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