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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.