Remove elements of a vector inside the loop

You should not increment it in the for loop:

for (vector<Player>::iterator it=allPlayers.begin(); 
                              it!=allPlayers.end(); 
                              /*it++*/) <----------- I commented it.
{

   if(it->getpMoney()<=0) 
      it = allPlayers.erase(it);
  else 
      ++it;
 }

Notice the commented part;it++ is not needed there, as it is getting incremented in the for-body itself.

As for the error "'operator =' function is unavailable in 'Player’", it comes from the usage of erase() which internally uses operator= to move elements in the vector. In order to use erase(), the objects of class Player must be assignable, which means you need to implement operator= for Player class.

Anyway, you should avoid raw loop¹ as much as possible and should prefer to use algorithms instead. In this case, the popular Erase-Remove Idiom can simplify what you're doing.

allPlayers.erase(
    std::remove_if(
        allPlayers.begin(), 
        allPlayers.end(),
        [](Player const & p) { return p.getpMoney() <= 0; }
    ), 
    allPlayers.end()
); 

^{1. It's one of the best talks by Sean Parent that I've ever watched.}

if(allPlayers.empty() == false) {
    for(int i = allPlayers.size() - 1; i >= 0; i--) {
        if(allPlayers.at(i).getpMoney() <= 0) {
            allPlayers.erase( allPlayers.begin() + i ); 
        }
    }
}

This is my way to remove elements in vector. It's easy to understand and doesn't need any tricks.

Forget the loop and use the std or boost range algorthims.
Using Boost.Range en Lambda it would look like this:

boost::remove_if( allPlayers, bind(&Player::getpMoney, _1)<=0 );