Optimal risk sharing as a cooperative game

DOI10.4064/AM38-2-7zbMATH Open1218.91013OpenAlexW2314300723MaRDI QIDQ5392136FDOQ5392136

Authors: Łukasz Kuciński 

Publication date: 7 April 2011

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am38-2-7

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zbMATH Keywords

utilitycorePareto optimality

Mathematics Subject Classification ID

Decision theory (91B06) Cooperative games (91A12) Applications of game theory (91A80) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Utility theory for games (91A30)

Cited In (20)

• Risk management: mechanisms of mutual and endowment insurance
• Insuring Risk-Averse Agents
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• Multivariate risk sharing and the derivation of individually rational Pareto optima
• Two-agent Pareto optimal cooperative investment in general semimartingale model
• Pooling risk games
• Title not available (Why is that?)
• Dynamic stochastic cooperative reinsurance strategy in a continuous time model
• Coalitions, incentives, and risk sharing
• Insurance with multiple insurers: a game-theoretic approach
• Threshold models for reciprocal insurances
• Cooperative Hedging in Incomplete Markets
• Optimal risk-sharing under mutually singular beliefs
• On sharing of risk and resources
• Optimal strategies in a game of economic survival
• Stable coalitions in a continuous-time model of risk sharing
• Cooperative games with general deviation measures
• On optimal partitions, individual values and cooperative games: does a wiser agent always produce a higher value?
• Possibilistic risk aversion and coinsurance problem
• Pool size and the sustainability of optimal risk-sharing agreements

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