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Displaying 1221 –
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1948
We introduce a type of isomorphism among strategic games that we call local isomorphism. Local isomorphisms is a weaker version of the notions of strong and weak game isomorphism introduced in [J. Gabarro, A. Garcia and M. Serna, Theor. Comput. Sci. 412 (2011) 6675–6695]. In a local isomorphism it is required to preserve, for any player, the player’s preferences on the sets of strategy profiles that differ only in the action selected by this player. We show that the game isomorphism problem for...
We modify a game due to Berner and Juhász to get what we call “the open-open game (of length ω)”: a round consists of player I choosing a nonempty open subset of a space X and II choosing a nonempty open subset of I’s choice; I wins if the union of II’s open sets is dense in X, otherwise II wins. This game is of interest for ccc spaces. It can be translated into a game on partial orders (trees and Boolean algebras, for example). We present basic results and various conditions under which I or II...
In this paper we consider the optimal reinsurance problem in endogenous form with respect to general convex risk measures ϱ and pricing rules π. By means of a subdifferential formula for compositions in Banach spaces we first characterize optimal reinsurance contracts in the case of one insurance taker and one insurer. In the second step we generalize the characterization to the case of several insurance takers. As a consequence we obtain a result saying that cooperation brings less risk compared...
Some possibilities of fuzzification of the von Neumann-Morgenstern solution of cooperative games with transferable utility (TU games) are briefly investigated. The fuzzification based on the transformation of individual fuzzy TU game into a fuzzy class of (deterministic) TU games with their own specific solutions is discussed.
In this paper the process of aggregated claims in a non-life insurance portfolio as defined in the classical model of risk theory is modified. The Compound Poisson process is replaced with a more general renewal risk process with interocurrence times of Erlangian type. We focus our analysis on the probability that the process of surplus reaches a certain level before ruin occurs, χ(u,b). Our main contribution is the generalization obtained in the computation of χ(u,b) for the case of interocurrence...
We consider the two-sided eigenproblem over max algebra. It is shown that any finite system of real intervals and points can be represented as spectrum of this eigenproblem.
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1948