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Document Details : Title: Cooperative Game Theory and its Insurance Applications Author(s): LEMAIRE, Jean Journal: ASTIN Bulletin Volume: 21 Issue: 1 Date: April 1991 Pages: 17-40 DOI: 10.2143/AST.21.1.2005399 Abstract : This survey paper presents the basic concepts of cooperative game theory, at an elementary level. Five examples, including three insurance applications, are progressively developed throughout the paper The characteristic function, the core, the stable sets, the Shapley value, the Nash and Kalai-Smorodlnsky solutions are defined and computed for the different examples. |
