Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory

DOI10.1016/0167-6687(95)00014-JzbMath0835.62101OpenAlexW1998391830WikidataQ127939660 ScholiaQ127939660MaRDI QIDQ1902638

Antoni Alegre, M. Mercé Claramunt

Publication date: 22 November 1995

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(95)00014-j

zbMATH Keywords

consistencycooperative game theoryactuarial principles of allocationallocation of the solvency costgroup life insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of game theory (91A80)

Related Items (6)

A fair procedure in insurance ⋮ On the Interaction between Transfer Restrictions and Crediting Strategies in Guaranteed Funds ⋮ SOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES ⋮ The valuation of life contingencies: a symmetrical triangular fuzzy approximation ⋮ Stochastic cooperative games in insurance ⋮ Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework

Cites Work

• Incentives, Decentralized Control, the Assignment of Joint Costs and Internal Pricing
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